WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   516,692:    96,262     95,034    224,878    166,962    153,163    488,103    473,075:    28,589     43,617
Old  :   432,811:   101,789     89,229    180,868    127,784    128,061    410,440    398,158:    22,371     34,653
Other:    83,881:    18,463     29,795     20,021     39,178     25,101     77,663     74,917:     6,219      8,964
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    24,691:     3,009     -7,345     15,145      7,517     15,946     25,671     23,746:      -980        945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       18.4       43.5       32.3       29.6       94.5       91.6:       5.5        8.4
Old  :     100.0:      23.5       20.6       41.8       29.5       29.6       94.8       92.0:       5.2        8.0
Other:     100.0:      22.0       35.5       23.9       46.7       29.9       92.6       89.3:       7.4       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:        97        126        141         96        111        279        307:
Old  :       357:       102        120        128         92        107        264        294:
Other:       166:        37         45         39         45         66        107        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       11.4       21.5       19.6        6.0        6.6       10.2       10.4
Old  :                 12.3       12.4       21.1       21.5        6.7        7.6       11.4       11.7
Other:                 28.1       25.9       43.9       37.7       24.5       20.2       36.5       28.4
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    12,617:     7,867      1,720        719      3,262      9,327     11,848     11,765:       769        851
Old  :    12,617:     7,867      1,720        719      3,262      9,327     11,848     11,765:       769        851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       474:       826       -280        -20       -581        118        224       -182:       250        656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.4       13.6        5.7       25.9       73.9       93.9       93.3:       6.1        6.7
Old  :     100.0:      62.4       13.6        5.7       25.9       73.9       93.9       93.3:       6.1        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  :        22:         5          3          2         10         13         15         18:
Old  :        22:         5          3          2         10         13         15         18:
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  :                 69.0       51.2       86.1       73.4       65.3       45.9       72.6       65.0
Old  :                 69.0       51.2       86.1       73.4       65.3       45.9       72.6       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   345,040:    83,229     88,941    107,716    122,348    129,453    313,293    326,110:    31,746     18,930
Old  :   302,681:    83,134     87,982     90,514    102,274    108,401    275,923    286,897:    26,758     15,784
Other:    42,359:    12,562     13,426      4,734     20,074     21,053     37,370     39,213:     4,989      3,146
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     6,881:     5,423     -7,066      1,266      1,168     12,707      7,857      6,907:      -976        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       25.8       31.2       35.5       37.5       90.8       94.5:       9.2        5.5
Old  :     100.0:      27.5       29.1       29.9       33.8       35.8       91.2       94.8:       8.8        5.2
Other:     100.0:      29.7       31.7       11.2       47.4       49.7       88.2       92.6:      11.8        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:       101         55         82        104         87        242        196:
Old  :       283:       104         54         72        101         81        232        184:
Other:       136:        31         29         23         40         47         88         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       18.7       19.9       29.3        8.0       14.6       13.7       21.2
Old  :                 13.3       18.2       22.0       29.5        8.4       13.3       14.2       20.8
Other:                 23.0       49.0       38.0       63.6       23.0       45.9       36.4       58.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,042,653:   251,480    290,843    620,782    822,628    899,193  1,694,891  1,810,818:   347,763    231,835
Old  : 1,868,795:   231,623    309,365    563,709    742,960    808,595  1,538,292  1,681,669:   330,503    187,126
Other:   173,858:    59,472     21,093     17,458     79,668     90,598    156,598    129,149:    17,259     44,708
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :   -68,104:   -32,342    -45,971      4,465    -26,969    -37,538    -54,846    -79,043:   -13,257     10,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       14.2       30.4       40.3       44.0       83.0       88.7:      17.0       11.3
Old  :     100.0:      12.4       16.6       30.2       39.8       43.3       82.3       90.0:      17.7       10.0
Other:     100.0:      34.2       12.1       10.0       45.8       52.1       90.1       74.3:       9.9       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       890:       208        162        243        442        406        777        693:
Old  :       888:       204        171        226        435        400        762        677:
Other:       440:        68         55         45        113        260        203        341:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.6        9.4       13.9       15.9        5.0        5.6        8.6        9.7
Old  :                  7.7        8.9       13.9       15.8        5.1        5.2        8.4        9.1
Other:                 20.7       21.5       34.3       30.5       19.8       21.3       33.0       29.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :     6,192:     2,648         45        184      1,521      4,932      4,353      5,161:     1,838      1,030
Old  :     6,180:     2,648         45        184      1,518      4,932      4,350      5,161:     1,829      1,018
Other:        12:         0          0          0          3          0          3          0:         9         12
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       190:       283       -160         46       -128        131        201         16:       -11        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        0.7        3.0       24.6       79.7       70.3       83.4:      29.7       16.6
Old  :     100.0:      42.9        0.7        3.0       24.6       79.8       70.4       83.5:      29.6       16.5
Other:     100.0:       0.0        0.0        0.0       25.0        0.0       25.0        0.0:      75.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        13          2          3          9          9         24         12:
Old  :        27:        13          2          3          8          9         23         12:
Other:         2:         0          0          0          2          0          2          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  :                 31.4       61.0       45.6       79.6       27.8       49.5       40.8       64.4
Old  :                 31.4       61.2       45.7       79.7       27.8       49.7       40.8       64.5
Other:                 25.0        0.0       25.0        0.0       25.0        0.0       25.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   918,041:   165,122     91,308    271,007    382,711    463,658    818,841    825,973:    99,200     92,068
Old  :   857,297:   159,161     94,070    242,737    362,093    438,356    763,991    775,163:    93,306     82,134
Other:    60,744:    17,464      8,741     16,768     20,618     25,302     54,850     50,810:     5,894      9,933
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    59,953:    16,122    -27,600     25,344     -4,596     42,360     36,870     40,104:    23,083     19,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        9.9       29.5       41.7       50.5       89.2       90.0:      10.8       10.0
Old  :     100.0:      18.6       11.0       28.3       42.2       51.1       89.1       90.4:      10.9        9.6
Other:     100.0:      28.8       14.4       27.6       33.9       41.7       90.3       83.6:       9.7       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       610:       192        126        224        216        234        514        496:
Old  :       604:       192        128        211        214        232        506        481:
Other:       246:        54         47         41         46        120        119        193:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       12.5       17.7       21.0        7.5        9.4       12.7       15.6
Old  :                 10.8       12.6       17.9       21.5        7.7        9.7       13.2       16.1
Other:                 19.6       25.1       35.7       37.4       19.1       19.7       32.0       26.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   521,603:   108,879     43,368    145,608    225,481    262,070    479,967    451,046:    41,636     70,557
Old  :   507,330:   109,211     45,190    139,372    219,361    254,737    467,944    439,300:    39,386     68,030
Other:    14,273:     3,449      1,959      2,454      6,120      7,333     12,023     11,746:     2,250      2,527
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    16,198:    10,666    -10,235        291      1,941    -15,486     12,898    -25,430:     3,299     41,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        8.3       27.9       43.2       50.2       92.0       86.5:       8.0       13.5
Old  :     100.0:      21.5        8.9       27.5       43.2       50.2       92.2       86.6:       7.8       13.4
Other:     100.0:      24.2       13.7       17.2       42.9       51.4       84.2       82.3:      15.8       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:       116         67        142         93         88        291        251:
Old  :       341:       117         72        140         93         88        291        249:
Other:        64:        15         12         14         23         14         46         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       21.2       19.4       28.3       11.4       19.9       16.3       25.6
Old  :                 13.1       21.2       19.9       28.4       11.8       20.0       16.9       25.8
Other:                 29.8       31.3       51.6       49.8       26.2       29.8       41.8       46.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,229,915:   122,632    182,319    161,034    764,800    740,665  1,048,466  1,084,018:   181,449    145,897
Old  : 1,229,915:   122,632    182,319    161,034    764,800    740,665  1,048,466  1,084,018:   181,449    145,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    37,271:    12,061      1,068      7,927     23,194     28,558     43,183     37,553:    -5,912       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       14.8       13.1       62.2       60.2       85.2       88.1:      14.8       11.9
Old  :     100.0:      10.0       14.8       13.1       62.2       60.2       85.2       88.1:      14.8       11.9
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  :       190:        34         40         47         91         92        154        150:
Old  :       190:        34         40         47         91         92        154        150:
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  :                 21.3       24.8       29.6       35.1       15.7       21.3       22.4       28.9
Old  :                 21.3       24.8       29.6       35.1       15.7       21.3       22.4       28.9
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,149,950:   112,977    394,019      9,466    843,704    656,573    966,147  1,060,058:   183,803     89,892
Old  : 1,149,950:   112,977    394,019      9,466    843,704    656,573    966,147  1,060,058:   183,803     89,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    12,414:    -1,815        870      1,452      6,705      3,501      6,342      5,823:     6,072      6,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       34.3        0.8       73.4       57.1       84.0       92.2:      16.0        7.8
Old  :     100.0:       9.8       34.3        0.8       73.4       57.1       84.0       92.2:      16.0        7.8
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  :       132:        20         19         15         76         66        104         92:
Old  :       132:        20         19         15         76         66        104         92:
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  :                 26.8       35.3       38.7       54.1       23.2       33.5       33.5       49.7
Old  :                 26.8       35.3       38.7       54.1       23.2       33.5       33.5       49.7
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   453,518:    73,547     78,816    124,095    205,363    199,282    403,004    402,192:    50,514     51,326
Old  :   438,577:    74,056     79,060    116,493    199,868    193,254    390,417    388,807:    48,160     49,770
Other:    14,941:     3,134      3,399      3,958      5,495      6,028     12,587     13,386:     2,354      1,555
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     7,707:     1,900     -8,545      7,391      4,404    -11,649     13,696    -12,802:    -5,989     20,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       17.4       27.4       45.3       43.9       88.9       88.7:      11.1       11.3
Old  :     100.0:      16.9       18.0       26.6       45.6       44.1       89.0       88.7:      11.0       11.3
Other:     100.0:      21.0       22.8       26.5       36.8       40.3       84.2       89.6:      15.8       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        87         62        103        109         89        248        215:
Old  :       292:        93         62        102        109         88        248        213:
Other:        79:        16         19         16         31         15         56         43:
     :----------------------------------------------------------------------------------------------------
     :             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       18.3       18.0       26.3       10.0       16.4       15.2       21.9
Old  :                 10.5       18.5       17.9       26.3       10.1       16.8       15.4       22.1
Other:                 28.3       32.9       43.6       51.6       18.3       26.9       31.0       42.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,041:     1,364      1,719      1,526      5,982      6,582      8,872      9,827:     2,168      1,214
Old  :    11,041:     1,364      1,719      1,526      5,982      6,582      8,872      9,827:     2,168      1,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :      -137:      -229         11        -14         10       -249       -233       -252:        96        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       15.6       13.8       54.2       59.6       80.4       89.0:      19.6       11.0
Old  :     100.0:      12.4       15.6       13.8       54.2       59.6       80.4       89.0:      19.6       11.0
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  :        46:         8         17         12         15         16         34         34:
Old  :        46:         8         17         12         15         16         34         34:
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  :                 41.7       42.8       53.7       59.9       41.2       39.6       51.0       55.6
Old  :                 41.7       42.8       53.7       59.9       41.2       39.6       51.0       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,955,888:   958,232  1,217,590    160,170  2,634,570  2,473,919  3,752,972  3,851,678:   202,916    104,210
Old  : 3,955,888:   958,232  1,217,590    160,170  2,634,570  2,473,919  3,752,972  3,851,678:   202,916    104,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    82,956:    10,085     -4,140     67,030     15,368     10,283     92,483     73,173:    -9,527      9,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       30.8        4.0       66.6       62.5       94.9       97.4:       5.1        2.6
Old  :     100.0:      24.2       30.8        4.0       66.6       62.5       94.9       97.4:       5.1        2.6
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  :       374:        87         47         55        194        141        310        214:
Old  :       374:        87         47         55        194        141        310        214:
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  :                 21.4       35.9       35.3       50.9       21.1       33.5       35.0       48.3
Old  :                 21.4       35.9       35.3       50.9       21.1       33.5       35.0       48.3
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,554,184:   629,795    743,810    632,581  2,824,912  2,760,593  4,087,287  4,136,984:   466,897    417,199
Old  : 4,554,184:   629,795    743,810    632,581  2,824,912  2,760,593  4,087,287  4,136,984:   466,897    417,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    53,937:    57,138     43,847      2,829     -2,335     14,854     57,633     61,529:    -3,696     -7,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       16.3       13.9       62.0       60.6       89.7       90.8:      10.3        9.2
Old  :     100.0:      13.8       16.3       13.9       62.0       60.6       89.7       90.8:      10.3        9.2
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  :       404:        71         83         93        210        197        330        324:
Old  :       404:        71         83         93        210        197        330        324:
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  :                 18.7       15.4       26.6       26.6       10.9       12.6       16.4       18.7
Old  :                 18.7       15.4       26.6       26.6       10.9       12.6       16.4       18.7
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   827,185:   127,735     87,687      8,455    576,041    569,536    712,231    665,678:   114,954    161,507
Old  :   827,185:   127,735     87,687      8,455    576,041    569,536    712,231    665,678:   114,954    161,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       180:    -2,217      7,297        690      3,176     -3,334      1,649      4,653:    -1,469     -4,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       10.6        1.0       69.6       68.9       86.1       80.5:      13.9       19.5
Old  :     100.0:      15.4       10.6        1.0       69.6       68.9       86.1       80.5:      13.9       19.5
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  :       106:        12         15         10         59         62         78         80:
Old  :       106:        12         15         10         59         62         78         80:
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  :                 28.0       24.1       42.7       37.0       27.0       22.0       37.9       31.4
Old  :                 28.0       24.1       42.7       37.0       27.0       22.0       37.9       31.4
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,848,975:   611,005    776,280    333,675  3,552,368  3,451,334  4,497,049  4,561,289:   351,926    287,686
Old  : 4,848,975:   611,005    776,280    333,675  3,552,368  3,451,334  4,497,049  4,561,289:   351,926    287,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    86,349:   -16,668     26,855     29,123     59,631     54,529     72,086    110,507:    14,263    -24,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       16.0        6.9       73.3       71.2       92.7       94.1:       7.3        5.9
Old  :     100.0:      12.6       16.0        6.9       73.3       71.2       92.7       94.1:       7.3        5.9
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  :       331:        65         47         63        164        166        253        252:
Old  :       331:        65         47         63        164        166        253        252:
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  :                 31.4       22.6       44.3       33.0       20.7       17.4       32.5       25.5
Old  :                 31.4       22.6       44.3       33.0       20.7       17.4       32.5       25.5
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,189,220:   517,982    312,604    466,910  1,162,591  1,363,669  2,147,483  2,143,183:    41,737     46,037
Old  : 2,189,220:   517,982    312,604    466,910  1,162,591  1,363,669  2,147,483  2,143,183:    41,737     46,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :   201,184:    83,134     15,400     82,444     35,681    101,259    201,259    199,103:       -76      2,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       14.3       21.3       53.1       62.3       98.1       97.9:       1.9        2.1
Old  :     100.0:      23.7       14.3       21.3       53.1       62.3       98.1       97.9:       1.9        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  :       167:        41         41         58         70         74        143        142:
Old  :       167:        41         41         58         70         74        143        142:
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  :                 30.8       23.7       47.2       39.3       22.3       14.3       30.0       21.5
Old  :                 30.8       23.7       47.2       39.3       22.3       14.3       30.0       21.5
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,841:    23,160      3,952      1,217     20,422     39,516     44,798     44,685:     8,042      8,156
Old  :    52,841:    23,160      3,952      1,217     20,422     39,516     44,798     44,685:     8,042      8,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     3,343:     1,478      1,088        119      1,656      1,731      3,253      2,937:        90        405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        7.5        2.3       38.6       74.8       84.8       84.6:      15.2       15.4
Old  :     100.0:      43.8        7.5        2.3       38.6       74.8       84.8       84.6:      15.2       15.4
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  :        97:        31         16          6         31         33         64         53:
Old  :        97:        31         16          6         31         33         64         53:
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  :                 39.0       42.4       52.3       57.6       38.9       41.4       51.6       56.6
Old  :                 39.0       42.4       52.3       57.6       38.9       41.4       51.6       56.6
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   105,681:    46,319      7,904      2,434     40,844     79,032     89,597     89,370:    16,084     16,312
Old  :   105,681:    46,319      7,904      2,434     40,844     79,032     89,597     89,370:    16,084     16,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     6,685:     2,956      2,176        237      3,312      3,462      6,505      5,875:       180        810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        7.5        2.3       38.6       74.8       84.8       84.6:      15.2       15.4
Old  :     100.0:      43.8        7.5        2.3       38.6       74.8       84.8       84.6:      15.2       15.4
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  :        97:        31         16          6         31         33         64         53:
Old  :        97:        31         16          6         31         33         64         53:
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  :                 39.0       42.4       52.3       57.6       38.9       41.4       51.6       56.6
Old  :                 39.0       42.4       52.3       57.6       38.9       41.4       51.6       56.6
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    41,395:     3,311        448          0     35,509     39,018     38,820     39,466:     2,575      1,929
Old  :    41,395:     3,311        448          0     35,509     39,018     38,820     39,466:     2,575      1,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    -1,352:      -385          0          0     -1,373     -1,119     -1,758     -1,119:       406       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        1.1        0.0       85.8       94.3       93.8       95.3:       6.2        4.7
Old  :     100.0:       8.0        1.1        0.0       85.8       94.3       93.8       95.3:       6.2        4.7
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  :        26:         3          1          0         12         12         15         13:
Old  :        26:         3          1          0         12         12         15         13:
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  :                 69.4       71.9       86.5       90.9       69.4       71.9       86.1       90.9
Old  :                 69.4       71.9       86.5       90.9       69.4       71.9       86.1       90.9
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,699:    13,720     17,832        687      5,071      1,140     19,478     19,659:       221         40
Old  :    19,699:    13,720     17,832        687      5,071      1,140     19,478     19,659:       221         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :      -275:      -293        541        -40         30       -806       -303       -305:        28         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6       90.5        3.5       25.7        5.8       98.9       99.8:       1.1        0.2
Old  :     100.0:      69.6       90.5        3.5       25.7        5.8       98.9       99.8:       1.1        0.2
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  :        37:        20         13          4          4          2         27         16:
Old  :        37:        20         13          4          4          2         27         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  :                 72.5       74.1       87.1       87.5       68.0       72.9       80.8       84.6
Old  :                 72.5       74.1       87.1       87.5       68.0       72.9       80.8       84.6
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, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    67,420:    46,123      6,393     20,117      1,075     38,099     67,315     64,609:       105      2,811
Old  :    67,420:    46,123      6,393     20,117      1,075     38,099     67,315     64,609:       105      2,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     3,525:     6,103         52      1,364     -3,960      2,149      3,507      3,565:        18        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.4        9.5       29.8        1.6       56.5       99.8       95.8:       0.2        4.2
Old  :     100.0:      68.4        9.5       29.8        1.6       56.5       99.8       95.8:       0.2        4.2
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  :        31:         5          8          3          3         15         10         24:
Old  :        31:         5          8          3          3         15         10         24:
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  :                 98.0       76.8       99.8       86.6       68.3       50.4       70.0       58.6
Old  :                 98.0       76.8       99.8       86.6       68.3       50.4       70.0       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    34,966:    19,606      3,171     12,449      2,893     17,363     34,948     32,983:        18      1,983
Old  :    34,966:    19,606      3,171     12,449      2,893     17,363     34,948     32,983:        18      1,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    10,665:     7,919        -48      2,757          0      8,081     10,676     10,790:       -11       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1        9.1       35.6        8.3       49.7       99.9       94.3:       0.1        5.7
Old  :     100.0:      56.1        9.1       35.6        8.3       49.7       99.9       94.3:       0.1        5.7
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  :        23:         6          6          1          2          9          8         16:
Old  :        23:         6          6          1          2          9          8         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  :                 96.2       84.0       99.9       92.3       60.6       52.2       64.3       57.3
Old  :                 96.2       84.0       99.9       92.3       60.6       52.2       64.3       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    50,822:    22,266     22,210     28,556          0          0     50,822     50,766:         0         56
Old  :    50,822:    22,266     22,210     28,556          0          0     50,822     50,766:         0         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       -95:      -560       -595        465          0          0        -95       -130:         0         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       43.7       56.2        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      43.8       43.7       56.2        0.0        0.0      100.0       99.9:       0.0        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  :        21:         6         14          5          0          0          9         17:
Old  :        21:         6         14          5          0          0          9         17:
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  :                 84.6       81.7       99.9       96.6       38.5       34.9       43.8       42.6
Old  :                 84.6       81.7       99.9       96.6       38.5       34.9       43.8       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 18, 2019