WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   504,792:   101,213     71,427    197,482    173,165    187,779    471,860    456,688:    32,932     48,105
Old  :   102,943:    29,230     25,677     32,702     32,860     35,249     94,792     93,628:     8,151      9,315
Other:   401,849:    96,744     70,510    140,020    140,305    152,530    377,068    363,060:    24,781     38,789
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    11,188:       727      2,907      9,603      1,237     -1,149     11,567     11,361:      -379       -173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       14.1       39.1       34.3       37.2       93.5       90.5:       6.5        9.5
Old  :     100.0:      28.4       24.9       31.8       31.9       34.2       92.1       91.0:       7.9        9.0
Other:     100.0:      24.1       17.5       34.8       34.9       38.0       93.8       90.3:       6.2        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       111        107        129         91        110        291        278:
Old  :       229:        73         66         52         57         74        160        162:
Other:       339:       107         97        109         84        105        262        252:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       11.2       19.4       18.2        8.1        5.8       13.5        9.6
Old  :                 18.4       17.6       29.6       28.8       13.9       13.1       21.6       21.1
Other:                 11.6       12.3       20.8       20.3       10.2        7.2       17.2       11.9
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    25,632:    12,047          0      1,752     11,029     23,445     24,828     25,197:       804        435
Old  :     3,547:       850        650          0      2,597      2,722      3,447      3,372:       100        175
Other:    22,085:    12,697        850        252      8,432     20,723     21,381     21,825:       704        260
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :     1,640:       973          0        -57        669      1,647      1,585      1,590:        55         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        0.0        6.8       43.0       91.5       96.9       98.3:       3.1        1.7
Old  :     100.0:      24.0       18.3        0.0       73.2       76.7       97.2       95.1:       2.8        4.9
Other:     100.0:      57.5        3.8        1.1       38.2       93.8       96.8       98.8:       3.2        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          0          4         13         21         21         25:
Old  :        14:         1          1          0          7          6          8          7:
Other:        28:         7          1          2         11         20         18         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       58.9       74.5       74.7       52.1       43.7       58.7       57.8
Old  :                 84.2       70.5       97.2       95.1       70.8       68.4       83.8       81.7
Other:                 62.6       62.1       81.1       78.0       59.8       55.7       70.3       69.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   261,464:    50,911     45,783     81,897    104,620    111,621    237,427    239,301:    24,036     22,163
Old  :    59,661:    25,686     13,439     10,348     17,017     30,500     53,051     54,287:     6,610      5,374
Other:   201,803:    43,205     50,325     53,568     87,603     81,121    184,376    185,014:    17,427     16,789
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :     7,825:    -1,125     -2,722      9,798     -1,822        -70      6,852      7,006:       974        820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       17.5       31.3       40.0       42.7       90.8       91.5:       9.2        8.5
Old  :     100.0:      43.1       22.5       17.3       28.5       51.1       88.9       91.0:      11.1        9.0
Other:     100.0:      21.4       24.9       26.5       43.4       40.2       91.4       91.7:       8.6        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        69         55         82         84         83        202        186:
Old  :       177:        55         31         20         50         64        115        105:
Other:       235:        64         62         71         77         75        182        171:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       18.6       20.9       26.8       10.5       16.8       17.4       22.9
Old  :                 19.9       19.4       30.7       33.0       18.0       18.4       27.3       29.8
Other:                 12.8       21.4       22.0       30.3       12.4       19.4       20.1       26.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,829,281:   199,325    305,803    520,367    873,064    779,139  1,592,755  1,605,309:   236,525    223,972
Old  : 1,271,034:   207,997    321,388    298,725    599,449    525,990  1,106,172  1,146,103:   164,862    124,932
Other:   558,246:   113,962    107,049     99,008    273,614    253,149    486,584    459,206:    71,663     99,040
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    30,467:      -170     25,329     20,088      6,820    -12,421     26,739     32,997:     3,728     -2,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       16.7       28.4       47.7       42.6       87.1       87.8:      12.9       12.2
Old  :     100.0:      16.4       25.3       23.5       47.2       41.4       87.0       90.2:      13.0        9.8
Other:     100.0:      20.4       19.2       17.7       49.0       45.3       87.2       82.3:      12.8       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       765:       132        159        189        384        366        634        615:
Old  :       725:       129        153        149        355        325        568        549:
Other:       555:        88         88         81        216        300        349        429:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.2        8.3       15.0       14.9        5.5        5.1        9.7        8.5
Old  :                  9.3        8.4       16.6       15.5        8.4        6.5       14.6       11.5
Other:                 14.4       16.2       22.5       24.3       12.3       14.3       18.2       20.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     3,766:       949        371        193      1,672      2,262      2,815      2,826:       952        941
Old  :     1,313:       698        332          0        224        513        922        845:       391        468
Other:     2,453:       252         40        192      1,448      1,749      1,892      1,981:       561        473
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        9.8        5.1       44.4       60.1       74.7       75.0:      25.3       25.0
Old  :     100.0:      53.2       25.3        0.0       17.1       39.1       70.2       64.4:      29.8       35.6
Other:     100.0:      10.3        1.6        7.8       59.0       71.3       77.1       80.7:      22.9       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          2         10         11         15         15:
Old  :        14:         3          2          1          5          6          8          9:
Other:        18:         3          2          2         10         10         14         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       38.0       60.5       58.3       31.9       31.8       41.5       40.5
Old  :                 69.0       48.4       70.2       64.3       69.0       48.4       69.4       63.5
Other:                 42.5       49.7       60.6       71.5       34.0       37.2       40.3       44.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,029,023:   114,289     75,503    322,361    516,820    562,177    953,471    960,042:    75,553     68,981
Old  :   586,594:   105,321     73,547    149,292    285,347    322,588    539,960    545,427:    46,634     41,167
Other:   442,429:    59,865     52,853    122,172    231,473    239,589    413,510    414,614:    28,919     27,815
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    25,992:     5,862      7,446     11,955      7,799      6,133     25,617     25,534:       375        458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        7.3       31.3       50.2       54.6       92.7       93.3:       7.3        6.7
Old  :     100.0:      18.0       12.5       25.5       48.6       55.0       92.1       93.0:       7.9        7.0
Other:     100.0:      13.5       11.9       27.6       52.3       54.2       93.5       93.7:       6.5        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       566:       187        111        200        214        203        493        444:
Old  :       516:       156        115        142        182        188        403        388:
Other:       411:       103         81        114        162        162        332        304:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       15.9       19.9       26.6        6.0       11.7       10.1       18.4
Old  :                 14.0       17.8       22.4       28.3        9.7       11.9       15.3       18.0
Other:                 16.0       17.7       25.7       29.6       10.3       14.8       16.7       23.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   526,687:    58,470     52,146    151,981    280,501    291,960    490,952    496,087:    35,735     30,601
Old  :   364,749:    65,337     56,292    101,972    175,032    183,917    342,341    342,181:    22,408     22,568
Other:   161,938:    20,236     22,957     22,905    105,469    108,043    148,611    153,905:    13,327      8,032
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    14,740:    -1,887      3,129     20,268     -5,181    -11,211     13,201     12,186:     1,540      2,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        9.9       28.9       53.3       55.4       93.2       94.2:       6.8        5.8
Old  :     100.0:      17.9       15.4       28.0       48.0       50.4       93.9       93.8:       6.1        6.2
Other:     100.0:      12.5       14.2       14.1       65.1       66.7       91.8       95.0:       8.2        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        79         72        111        110        101        261        245:
Old  :       315:        88         71         97        102         98        242        233:
Other:       179:        37         41         39         71         53        137        110:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       23.8       18.5       32.9        6.8       19.0       12.6       23.8
Old  :                 12.5       20.3       21.6       28.4        7.4       14.0       13.2       18.7
Other:                 17.7       40.7       29.2       54.3       17.6       39.4       28.8       51.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,261,716:    75,725    174,306    172,855    853,508    780,434  1,102,089  1,127,596:   159,627    134,120
Old  : 1,261,716:    75,725    174,306    172,855    853,508    780,434  1,102,089  1,127,596:   159,627    134,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    -3,647:     8,144     11,005     -3,109    -14,452     -5,759     -9,417      2,137:     5,770     -5,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       13.8       13.7       67.6       61.9       87.3       89.4:      12.7       10.6
Old  :     100.0:       6.0       13.8       13.7       67.6       61.9       87.3       89.4:      12.7       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        32         29         44        100         99        153        151:
Old  :       188:        32         29         44        100         99        153        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       26.5       30.0       38.6       17.1       19.9       24.2       27.8
Old  :                 20.5       26.5       30.0       38.6       17.1       19.9       24.2       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,044,624:   103,080    363,102      3,674    805,036    588,786    911,790    955,562:   132,834     89,062
Old  : 1,044,624:   103,080    363,102      3,674    805,036    588,786    911,790    955,562:   132,834     89,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    -7,765:     8,324      2,482      1,083    -20,231    -10,155    -10,824     -6,590:     3,059     -1,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       34.8        0.4       77.1       56.4       87.3       91.5:      12.7        8.5
Old  :     100.0:       9.9       34.8        0.4       77.1       56.4       87.3       91.5:      12.7        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        12         18         10         74         75         91         98:
Old  :       133:        12         18         10         74         75         91         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       33.0       39.9       48.4       22.2       32.0       33.6       47.4
Old  :                 26.5       33.0       39.9       48.4       22.2       32.0       33.6       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   452,826:    55,464     47,545     84,280    260,904    291,371    400,648    423,196:    52,178     29,630
Old  :   291,959:    49,267     55,816     45,837    157,330    167,022    252,435    268,675:    39,524     23,283
Other:   160,867:    25,198     10,731     19,442    103,574    124,348    148,213    154,521:    12,654      6,346
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    13,043:    -7,406     19,340      3,041     17,298    -12,073     12,933     10,307:       110      2,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       10.5       18.6       57.6       64.3       88.5       93.5:      11.5        6.5
Old  :     100.0:      16.9       19.1       15.7       53.9       57.2       86.5       92.0:      13.5        8.0
Other:     100.0:      15.7        6.7       12.1       64.4       77.3       92.1       96.1:       7.9        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        67         51         81        109         91        223        186:
Old  :       241:        65         52         68        103         89        201        177:
Other:       177:        43         36         35         78         54        146        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       30.0       20.2       39.5       10.9       27.2       16.6       33.0
Old  :                 15.2       24.0       22.7       32.3       13.7       20.9       19.8       27.6
Other:                 16.9       42.6       28.7       57.5       15.6       39.1       26.8       50.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,489:     3,418        939      1,548      6,187      9,506     11,153     11,993:     2,336      1,496
Old  :     9,570:     3,290      1,612        717      3,583      6,140      7,589      8,469:     1,981      1,101
Other:     3,919:       807          6        152      2,604      3,366      3,564      3,524:       355        395
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :       -27:        72         -1        115       -245       -113        -57          1:        31        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.0       11.5       45.9       70.5       82.7       88.9:      17.3       11.1
Old  :     100.0:      34.4       16.8        7.5       37.4       64.2       79.3       88.5:      20.7       11.5
Other:     100.0:      20.6        0.1        3.9       66.4       85.9       90.9       89.9:       9.1       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        22          6         10         18         17         43         30:
Old  :        48:        18         10          8         15         13         38         26:
Other:        26:         7          2          6         10         11         19         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       39.3       47.5       60.6       28.3       37.4       38.3       54.5
Old  :                 30.8       37.1       45.8       60.9       30.8       35.0       44.9       55.6
Other:                 65.7       68.9       81.9       81.9       62.5       68.0       77.4       78.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,734,476:   596,749    787,377    106,063  1,870,533  1,744,722  2,573,344  2,638,162:   161,132     96,315
Old  : 2,734,476:   596,749    787,377    106,063  1,870,533  1,744,722  2,573,344  2,638,162:   161,132     96,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    16,922:   -50,816     -8,636     43,665     22,666    -21,704     15,515     13,326:     1,407      3,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       28.8        3.9       68.4       63.8       94.1       96.5:       5.9        3.5
Old  :     100.0:      21.8       28.8        3.9       68.4       63.8       94.1       96.5:       5.9        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:        64         48         39        174        151        257        219:
Old  :       339:        64         48         39        174        151        257        219:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       32.5       35.1       44.7       23.8       28.8       32.7       40.4
Old  :                 25.0       32.5       35.1       44.7       23.8       28.8       32.7       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,197,332:   528,786    535,285    631,020  2,624,393  2,661,471  3,784,199  3,827,776:   413,133    369,556
Old  : 4,197,332:   528,786    535,285    631,020  2,624,393  2,661,471  3,784,199  3,827,776:   413,133    369,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :   -14,457:    34,157     30,797      7,014    -73,364    -51,414    -32,193    -13,603:    17,735       -855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       12.8       15.0       62.5       63.4       90.2       91.2:       9.8        8.8
Old  :     100.0:      12.6       12.8       15.0       62.5       63.4       90.2       91.2:       9.8        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        65         68         86        205        193        316        301:
Old  :       372:        65         68         86        205        193        316        301:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       17.7       24.4       25.1       11.3       11.8       17.2       17.5
Old  :                 17.2       17.7       24.4       25.1       11.3       11.8       17.2       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   774,030:    65,866     99,816      7,807    600,387    481,277    674,060    588,901:    99,970    185,129
Old  :   774,030:    65,866     99,816      7,807    600,387    481,277    674,060    588,901:    99,970    185,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    14,950:     5,245     -3,100      2,574      7,884     10,707     15,703     10,180:      -753      4,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       12.9        1.0       77.6       62.2       87.1       76.1:      12.9       23.9
Old  :     100.0:       8.5       12.9        1.0       77.6       62.2       87.1       76.1:      12.9       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        14          8         10         59         64         76         79:
Old  :       102:        14          8         10         59         64         76         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       22.3       45.9       32.6       27.9       19.0       41.9       27.5
Old  :                 28.4       22.3       45.9       32.6       27.9       19.0       41.9       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,231,349:   501,228    682,905    383,008  3,040,422  2,882,924  3,924,658  3,948,837:   306,691    282,512
Old  : 4,231,349:   501,228    682,905    383,008  3,040,422  2,882,924  3,924,658  3,948,837:   306,691    282,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :   -90,366:     4,910    -16,282    -37,369    -60,178    -43,563    -92,637    -97,213:     2,270      6,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       16.1        9.1       71.9       68.1       92.8       93.3:       7.2        6.7
Old  :     100.0:      11.8       16.1        9.1       71.9       68.1       92.8       93.3:       7.2        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        53         41         59        156        164        237        236:
Old  :       304:        53         41         59        156        164        237        236:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       19.4       44.1       31.3       27.8       17.6       39.1       27.2
Old  :                 31.6       19.4       44.1       31.3       27.8       17.6       39.1       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,590,464:   477,984    147,298    188,341    897,220  1,221,397  1,563,545  1,557,035:    26,919     33,428
Old  : 1,590,464:   477,984    147,298    188,341    897,220  1,221,397  1,563,545  1,557,035:    26,919     33,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    18,404:    26,104      6,868     -9,331      2,592     20,584     19,366     18,121:      -962        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        9.3       11.8       56.4       76.8       98.3       97.9:       1.7        2.1
Old  :     100.0:      30.1        9.3       11.8       56.4       76.8       98.3       97.9:       1.7        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        24         20         33         62         73        103        110:
Old  :       123:        24         20         33         62         73        103        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       39.0       50.0       53.6       28.0       31.2       37.0       36.5
Old  :                 35.4       39.0       50.0       53.6       28.0       31.2       37.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    30,524:     6,170     10,195        439     18,767     11,985     25,375     22,619:     5,149      7,905
Old  :    30,524:     6,170     10,195        439     18,767     11,985     25,375     22,619:     5,149      7,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :     3,189:       581      1,456         90      2,157      1,169      2,827      2,714:       362        475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       33.4        1.4       61.5       39.3       83.1       74.1:      16.9       25.9
Old  :     100.0:      20.2       33.4        1.4       61.5       39.3       83.1       74.1:      16.9       25.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        18         24          9         37         20         59         49:
Old  :        89:        18         24          9         37         20         59         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       35.6       42.9       46.1       32.0       35.4       41.4       44.7
Old  :                 33.1       35.6       42.9       46.1       32.0       35.4       41.4       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    61,048:    12,339     20,391        878     37,534     23,969     50,751     45,238:    10,298     15,810
Old  :    61,048:    12,339     20,391        878     37,534     23,969     50,751     45,238:    10,298     15,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :     6,378:     1,163      2,912        179      4,313      2,338      5,655      5,429:       723        950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       33.4        1.4       61.5       39.3       83.1       74.1:      16.9       25.9
Old  :     100.0:      20.2       33.4        1.4       61.5       39.3       83.1       74.1:      16.9       25.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        18         24          9         37         20         59         49:
Old  :        89:        18         24          9         37         20         59         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       35.6       42.9       46.1       32.0       35.4       41.4       44.7
Old  :                 33.1       35.6       42.9       46.1       32.0       35.4       41.4       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    45,852:     5,862      1,472          0     38,614     43,918     44,476     45,390:     1,376        462
Old  :    45,852:     5,862      1,472          0     38,614     43,918     44,476     45,390:     1,376        462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :    -4,880:     1,776       -114          0     -5,866     -4,467     -4,090     -4,581:      -790       -299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        3.2        0.0       84.2       95.8       97.0       99.0:       3.0        1.0
Old  :     100.0:      12.8        3.2        0.0       84.2       95.8       97.0       99.0:       3.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          2          0         14         14         19         16:
Old  :        33:         5          2          0         14         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.5       73.4       84.2       90.2       62.9       73.4       80.4       88.8
Old  :                 66.5       73.4       84.2       90.2       62.9       73.4       80.4       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    18,545:    12,632     16,801        513      5,215      1,206     18,360     18,520:       185         25
Old  :    18,545:    12,632     16,801        513      5,215      1,206     18,360     18,520:       185         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :     2,164:     2,036      1,864        293       -142         -2      2,187      2,155:       -23          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1       90.6        2.8       28.1        6.5       99.0       99.9:       1.0        0.1
Old  :     100.0:      68.1       90.6        2.8       28.1        6.5       99.0       99.9:       1.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14         16          3          4          3         21         19:
Old  :        35:        14         16          3          4          3         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       53.4       92.2       75.4       72.9       51.8       87.5       72.2
Old  :                 74.2       53.4       92.2       75.4       72.9       51.8       87.5       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    69,380:     4,367     13,700     40,656     23,665     13,715     68,688     68,071:       692      1,309
Old  :    69,380:     4,367     13,700     40,656     23,665     13,715     68,688     68,071:       692      1,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2020                        :
     :     2,236:    -2,731     -4,444      3,629        679      2,312      1,577      1,497:       659        739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       19.7       58.6       34.1       19.8       99.0       98.1:       1.0        1.9
Old  :     100.0:       6.3       19.7       58.6       34.1       19.8       99.0       98.1:       1.0        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          6          1          4          8          9         14:
Old  :        21:         4          6          1          4          8          9         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.6       86.1       99.0       94.9       38.1       27.4       40.4       36.3
Old  :                 95.6       86.1       99.0       94.9       38.1       27.4       40.4       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 17, 2020