WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 05, 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  :   478,153:   139,708    191,315    122,876    170,124    115,828    432,708    430,019:    45,445     48,134
Old  :   242,486:   122,506    150,469     18,711     79,770     51,290    220,987    220,470:    21,499     22,016
Other:   235,667:    75,425     99,069     45,942     90,354     64,538    211,721    209,549:    23,946     26,118
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :    19,593:     8,969     16,913     13,132     -3,888     -6,898     18,213     23,147:     1,380     -3,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       40.0       25.7       35.6       24.2       90.5       89.9:       9.5       10.1
Old  :     100.0:      50.5       62.1        7.7       32.9       21.2       91.1       90.9:       8.9        9.1
Other:     100.0:      32.0       42.0       19.5       38.3       27.4       89.8       88.9:      10.2       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       413:       136        139        127        100         97        303        305:
Old  :       360:       116        126         30         65         63        195        205:
Other:       293:        97         80         75         77         82        211        210:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       10.9       20.1       18.8        8.8        8.5       15.1       14.5
Old  :                 17.2       13.5       29.7       24.1       17.2       13.5       28.0       23.5
Other:                 15.4       17.2       24.4       26.4       11.7       13.2       18.8       20.2
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, March 05, 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  :    12,545:     4,548        650        750      6,996     11,045     12,294     12,445:       251        100
Old  :     5,650:     3,098        400          0      2,432      5,150      5,530      5,550:       120        100
Other:     6,895:     1,550        350        650      4,564      5,895      6,764      6,895:       131          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :    -1,375:     1,050          0          0     -2,225     -1,315     -1,175     -1,315:      -200        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        5.2        6.0       55.8       88.0       98.0       99.2:       2.0        0.8
Old  :     100.0:      54.8        7.1        0.0       43.0       91.2       97.9       98.2:       2.1        1.8
Other:     100.0:      22.5        5.1        9.4       66.2       85.5       98.1      100.0:       1.9        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          3          2         15         10         22         14:
Old  :        15:         3          1          0          8          5         11          6:
Other:        22:         5          2          1         11          9         16         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.6       75.0       71.4       90.7       47.4       60.7       60.9       70.4
Old  :                 77.5       87.6       93.5       98.2       75.5       79.5       88.0       90.1
Other:                 54.1       75.4       79.3       92.5       40.3       51.8       56.6       64.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 05, 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  :   297,996:    90,894    117,133     56,056    118,057    105,221    265,007    278,410:    32,989     19,586
Old  :   161,045:    72,251     86,128      8,395     61,952     57,404    142,598    151,927:    18,447      9,118
Other:   136,951:    49,247     61,609     17,057     56,105     47,817    122,409    126,483:    14,542     10,468
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :     7,743:     6,575      5,743      4,855     -3,120     -2,037      8,310      8,561:      -567       -818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       39.3       18.8       39.6       35.3       88.9       93.4:      11.1        6.6
Old  :     100.0:      44.9       53.5        5.2       38.5       35.6       88.5       94.3:      11.5        5.7
Other:     100.0:      36.0       45.0       12.5       41.0       34.9       89.4       92.4:      10.6        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        85         62         67         92         76        207        180:
Old  :       253:        77         58         21         73         51        161        119:
Other:       205:        55         44         32         66         71        139        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       18.5       25.0       30.8       11.5       17.6       18.5       28.0
Old  :                 21.5       25.7       31.9       41.1       21.5       25.5       31.9       40.4
Other:                 19.8       22.5       29.9       37.3       15.5       21.7       25.0       33.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 05, 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  : 1,667,797:   409,773    456,090    359,576    696,980    672,841  1,466,329  1,488,507:   201,468    179,290
Old  : 1,308,954:   403,432    525,456    191,345    551,922    469,925  1,146,699  1,186,726:   162,255    122,228
Other:   358,843:   158,048     82,341     16,524    145,058    202,916    319,630    301,781:    39,213     57,062
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :     5,973:    17,917     79,177     -2,676    -10,723    -62,110      4,518     14,391:     1,455     -8,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       27.3       21.6       41.8       40.3       87.9       89.2:      12.1       10.8
Old  :     100.0:      30.8       40.1       14.6       42.2       35.9       87.6       90.7:      12.4        9.3
Other:     100.0:      44.0       22.9        4.6       40.4       56.5       89.1       84.1:      10.9       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       811:       188        168        183        303        331        592        604:
Old  :       786:       181        179        136        287        297        542        541:
Other:       532:       102         82         53        116        278        239        399:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2        8.0       17.1       14.5        7.6        6.4       11.4       11.0
Old  :                 12.0        8.5       18.7       15.5       11.7        7.9       17.7       14.0
Other:                 21.8       26.9       34.5       36.0       21.1       22.1       31.9       31.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 05, 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  :     4,338:     1,659        603        174      1,039      2,493      2,872      3,270:     1,466      1,068
Old  :     3,544:     1,623        558          0        757      2,275      2,380      2,833:     1,164        711
Other:       794:        57         66        153        282        218        492        437:       302        357
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :      -302:      -242         94        -16         22       -493       -236       -415:       -66        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       13.9        4.0       24.0       57.5       66.2       75.4:      33.8       24.6
Old  :     100.0:      45.8       15.7        0.0       21.4       64.2       67.2       79.9:      32.8       20.1
Other:     100.0:       7.2        8.3       19.3       35.5       27.5       62.0       55.0:      38.0       45.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         8          3          3          8          6         18         10:
Old  :        21:         8          3          0          6          5         14          8:
Other:        11:         2          2          2          6          4         10          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 45.8       58.7       56.5       72.8       45.8       55.8       54.8       68.0
Old  :                 53.4       66.7       64.0       79.9       53.4       66.7       64.0       79.9
Other:                 41.6       50.8       59.2       55.0       34.1       27.3       35.1       28.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 05, 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  :   658,689:   123,079    154,010    147,262    341,103    272,612    611,444    573,884:    47,245     84,805
Old  :   521,266:   128,399    147,639     95,651    258,708    217,990    482,758    461,280:    38,508     59,986
Other:   137,423:    32,789     44,480     13,502     82,395     54,622    128,686    112,604:     8,737     24,819
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :     7,715:       123      8,082     18,301    -10,375    -14,850      8,049     11,533:      -334     -3,818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       23.4       22.4       51.8       41.4       92.8       87.1:       7.2       12.9
Old  :     100.0:      24.6       28.3       18.3       49.6       41.8       92.6       88.5:       7.4       11.5
Other:     100.0:      23.9       32.4        9.8       60.0       39.7       93.6       81.9:       6.4       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       596:       125        167        160        153        232        388        476:
Old  :       577:       141        157        116        137        205        343        422:
Other:       382:        52        109         55         74        184        169        313:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       12.7       27.6       19.1       17.9       11.9       25.1       17.0
Old  :                 17.6       15.5       26.8       23.1       17.5       14.5       24.8       20.0
Other:                 31.8       16.4       43.6       25.9       27.5       14.4       39.3       23.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 05, 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  :   492,337:   118,085     74,797    139,503    200,849    250,272    458,437    464,572:    33,900     27,765
Old  :   397,035:   115,594     80,060    103,429    154,130    192,930    373,153    376,419:    23,882     20,616
Other:    95,302:    25,361     17,607     13,204     46,719     57,342     85,284     88,153:    10,018      7,149
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :     1,516:       864      2,138      4,719        329     -3,328      5,912      3,529:    -4,396     -2,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       15.2       28.3       40.8       50.8       93.1       94.4:       6.9        5.6
Old  :     100.0:      29.1       20.2       26.1       38.8       48.6       94.0       94.8:       6.0        5.2
Other:     100.0:      26.6       18.5       13.9       49.0       60.2       89.5       92.5:      10.5        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       104         89        126         81         79        269        246:
Old  :       336:       111         92        114         78         75        256        234:
Other:       153:        37         41         30         48         29        108         86:
     :----------------------------------------------------------------------------------------------------
     :             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       25.4       17.6       32.7       10.2       22.9       15.6       28.9
Old  :                 11.6       23.4       19.4       31.4       11.5       21.9       18.7       29.4
Other:                 15.4       43.9       27.6       56.9       14.3       41.0       24.8       50.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 05, 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  :   963,855:   128,531    158,768     41,043    628,471    606,007    798,045    805,818:   165,810    158,037
Old  :   963,855:   128,531    158,768     41,043    628,471    606,007    798,045    805,818:   165,810    158,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :  -177,980:   -20,672    -25,137    -87,182    -34,286    -45,958   -142,140   -158,277:   -35,840    -19,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       16.5        4.3       65.2       62.9       82.8       83.6:      17.2       16.4
Old  :     100.0:      13.3       16.5        4.3       65.2       62.9       82.8       83.6:      17.2       16.4
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  :       183:        41         29         19         75         87        122        129:
Old  :       183:        41         29         19         75         87        122        129:
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  :                 25.1       29.9       36.0       42.9       21.1       26.4       28.7       35.2
Old  :                 25.1       29.9       36.0       42.9       21.1       26.4       28.7       35.2
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 - Futures Only, March 05, 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  : 1,132,104:   111,747    414,580     25,375    833,676    596,213    970,798  1,036,168:   161,306     95,936
Old  : 1,132,104:   111,747    414,580     25,375    833,676    596,213    970,798  1,036,168:   161,306     95,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :   -67,490:      -493    -16,797    -12,406     -4,296    -13,050    -17,195    -42,253:   -50,295    -25,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       36.6        2.2       73.6       52.7       85.8       91.5:      14.2        8.5
Old  :     100.0:       9.9       36.6        2.2       73.6       52.7       85.8       91.5:      14.2        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  :       132:        21         16         19         80         68        108         96:
Old  :       132:        21         16         19         80         68        108         96:
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  :                 29.7       35.7       40.4       52.1       23.0       34.9       32.2       48.8
Old  :                 29.7       35.7       40.4       52.1       23.0       34.9       32.2       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, March 05, 2019                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,439:       254        426         42        850        652      1,146      1,120:       293        319
Old  :     1,439:       254        426         42        850        652      1,146      1,120:       293        319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :      -251:        74       -170         28       -354       -126       -252       -268:         1         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       29.6        2.9       59.1       45.3       79.6       77.8:      20.4       22.2
Old  :     100.0:      17.7       29.6        2.9       59.1       45.3       79.6       77.8:      20.4       22.2
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  :        23:         8          4          2          8          8         16         14:
Old  :        23:         8          4          2          8          8         16         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  :                 47.0       46.0       62.4       65.3       27.2       38.2       37.5       47.7
Old  :                 47.0       46.0       62.4       65.3       27.2       38.2       37.5       47.7
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 - Futures Only, March 05, 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  :   445,351:    90,986    103,997     82,363    227,698    224,274    401,047    410,634:    44,304     34,717
Old  :   353,266:    92,841    107,952     52,707    169,543    164,968    315,091    325,627:    38,175     27,639
Other:    92,085:    15,212     13,112     12,589     58,155     59,306     85,956     85,007:     6,129      7,078
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :    -3,784:     9,074       -615     -4,297     -4,963      5,235       -186        323:    -3,598     -4,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       23.4       18.5       51.1       50.4       90.1       92.2:       9.9        7.8
Old  :     100.0:      26.3       30.6       14.9       48.0       46.7       89.2       92.2:      10.8        7.8
Other:     100.0:      16.5       14.2       13.7       63.2       64.4       93.3       92.3:       6.7        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        75         86         82        109         86        241        208:
Old  :       301:        80         89         72        106         79        232        196:
Other:       154:        38         34         25         63         39        114         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       20.8       21.3       30.1       11.3       17.6       17.2       23.7
Old  :                 13.4       21.0       20.6       28.5       12.9       20.0       20.1       26.1
Other:                 32.2       36.4       43.6       52.4       25.4       31.5       33.0       42.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 05, 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  :     8,242:       924      4,924         32      5,734      2,122      6,690      7,078:     1,552      1,164
Old  :     8,221:       927      4,917         28      5,724      2,121      6,679      7,066:     1,542      1,155
Other:        21:         0         10          1         10          1         11         12:        10          9
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :      -408:       -97         15         10       -151       -266       -238       -241:      -170       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       59.7        0.4       69.6       25.7       81.2       85.9:      18.8       14.1
Old  :     100.0:      11.3       59.8        0.3       69.6       25.8       81.2       86.0:      18.8       14.0
Other:     100.0:       0.0       47.6        4.8       47.6        4.8       52.4       57.1:      47.6       42.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14         18          4         14          8         30         28:
Old  :        53:        14         18          3         14          8         30         27:
Other:         4:         0          2          1          1          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.2       37.4       67.7       59.1       59.2       37.4       67.6       59.1
Old  :                 59.3       37.5       67.8       59.2       59.3       37.5       67.6       59.2
Other:                 52.4       57.1       52.4       57.1       47.6       52.4       47.6       52.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 05, 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  : 2,926,538:   708,166    888,228     73,871  1,943,777  1,843,906  2,725,814  2,806,005:   200,724    120,533
Old  : 2,926,538:   708,166    888,228     73,871  1,943,777  1,843,906  2,725,814  2,806,005:   200,724    120,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :  -180,484:     2,971     38,286    -67,529    -93,502   -108,917   -158,060   -138,160:   -22,424    -42,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       30.4        2.5       66.4       63.0       93.1       95.9:       6.9        4.1
Old  :     100.0:      24.2       30.4        2.5       66.4       63.0       93.1       95.9:       6.9        4.1
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  :       320:        65         49         39        153        134        238        202:
Old  :       320:        65         49         39        153        134        238        202:
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  :                 21.0       31.2       32.1       46.1       20.7       30.2       30.7       44.1
Old  :                 21.0       31.2       32.1       46.1       20.7       30.2       30.7       44.1
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 - Futures Only, March 05, 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  : 3,781,543:   554,481    787,857    264,432  2,542,126  2,340,014  3,361,039  3,392,303:   420,504    389,240
Old  : 3,781,543:   554,481    787,857    264,432  2,542,126  2,340,014  3,361,039  3,392,303:   420,504    389,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :  -448,081:  -107,881   -108,500    -43,182   -213,135   -237,202   -364,198   -388,884:   -83,883    -59,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       20.8        7.0       67.2       61.9       88.9       89.7:      11.1       10.3
Old  :     100.0:      14.7       20.8        7.0       67.2       61.9       88.9       89.7:      11.1       10.3
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  :       392:        77         76         39        171        173        266        270:
Old  :       392:        77         76         39        171        173        266        270:
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  :                 23.0       23.4       32.0       34.1       18.0       20.6       26.2       30.1
Old  :                 23.0       23.4       32.0       34.1       18.0       20.6       26.2       30.1
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 - Futures Only, March 05, 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  :   664,646:    63,666    118,485     14,515    474,286    381,706    552,467    514,706:   112,179    149,940
Old  :   664,646:    63,666    118,485     14,515    474,286    381,706    552,467    514,706:   112,179    149,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :   -79,969:   -14,258    -22,004     -3,373    -37,880    -10,890    -55,511    -36,267:   -24,458    -43,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       17.8        2.2       71.4       57.4       83.1       77.4:      16.9       22.6
Old  :     100.0:       9.6       17.8        2.2       71.4       57.4       83.1       77.4:      16.9       22.6
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  :       107:        13         15         10         59         58         78         77:
Old  :       107:        13         15         10         59         58         78         77:
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  :                 29.5       21.8       42.8       30.4       28.3       19.6       40.0       27.6
Old  :                 29.5       21.8       42.8       30.4       28.3       19.6       40.0       27.6
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 - Futures Only, March 05, 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  : 4,203,625:   702,125    922,345    121,358  3,027,663  2,818,343  3,851,146  3,862,046:   352,479    341,579
Old  : 4,203,625:   702,125    922,345    121,358  3,027,663  2,818,343  3,851,146  3,862,046:   352,479    341,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :  -242,863:   -82,422    -47,327      1,671   -123,525   -109,213   -204,276   -154,869:   -38,587    -87,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       21.9        2.9       72.0       67.0       91.6       91.9:       8.4        8.1
Old  :     100.0:      16.7       21.9        2.9       72.0       67.0       91.6       91.9:       8.4        8.1
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  :       319:        51         68         37        137        150        207        236:
Old  :       319:        51         68         37        137        150        207        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  :                 34.0       24.2       46.5       34.3       27.1       21.3       38.6       30.0
Old  :                 34.0       24.2       46.5       34.3       27.1       21.3       38.6       30.0
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 - Futures Only, March 05, 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  : 1,644,146:   231,294    310,792    386,707    991,979    893,586  1,609,980  1,591,085:    34,166     53,061
Old  : 1,644,146:   231,294    310,792    386,707    991,979    893,586  1,609,980  1,591,085:    34,166     53,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :  -252,173:   -14,293   -120,318    -85,525   -145,257    -40,539   -245,075   -246,382:    -7,098     -5,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.9       23.5       60.3       54.3       97.9       96.8:       2.1        3.2
Old  :     100.0:      14.1       18.9       23.5       60.3       54.3       97.9       96.8:       2.1        3.2
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  :       148:        33         38         49         59         69        117        136:
Old  :       148:        33         38         49         59         69        117        136:
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  :                 34.8       27.7       51.4       40.5       27.6       17.0       37.0       26.0
Old  :                 34.8       27.7       51.4       40.5       27.6       17.0       37.0       26.0
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 - Futures Only, March 05, 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  :    44,409:    19,801      9,569      1,403     16,242     24,420     37,445     35,391:     6,964      9,018
Old  :    44,409:    19,801      9,569      1,403     16,242     24,420     37,445     35,391:     6,964      9,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :     1,702:     1,171      1,455         72        -69        305      1,174      1,832:       528       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       21.5        3.2       36.6       55.0       84.3       79.7:      15.7       20.3
Old  :     100.0:      44.6       21.5        3.2       36.6       55.0       84.3       79.7:      15.7       20.3
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  :       104:        32         27          8         28         29         65         59:
Old  :       104:        32         27          8         28         29         65         59:
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  :                 35.8       32.2       47.6       48.8       35.5       29.7       47.3       43.9
Old  :                 35.8       32.2       47.6       48.8       35.5       29.7       47.3       43.9
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 - Futures Only, March 05, 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  :    88,817:    39,601     19,137      2,805     32,484     48,840     74,890     70,782:    13,927     18,035
Old  :    88,817:    39,601     19,137      2,805     32,484     48,840     74,890     70,782:    13,927     18,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :     3,403:     2,342      2,910        143       -137        610      2,348      3,663:     1,055       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       21.5        3.2       36.6       55.0       84.3       79.7:      15.7       20.3
Old  :     100.0:      44.6       21.5        3.2       36.6       55.0       84.3       79.7:      15.7       20.3
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  :       104:        32         27          8         28         29         65         59:
Old  :       104:        32         27          8         28         29         65         59:
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  :                 35.8       32.2       47.6       48.8       35.5       29.7       47.3       43.9
Old  :                 35.8       32.2       47.6       48.8       35.5       29.7       47.3       43.9
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 - Futures Only, March 05, 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  :    32,569:     2,677        446          0     28,357     31,236     31,034     31,682:     1,535        887
Old  :    32,569:     2,677        446          0     28,357     31,236     31,034     31,682:     1,535        887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :     1,078:       126          0          0      1,277        591      1,403        591:      -325        487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        1.4        0.0       87.1       95.9       95.3       97.3:       4.7        2.7
Old  :     100.0:       8.2        1.4        0.0       87.1       95.9       95.3       97.3:       4.7        2.7
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:         3          1          0         11         10         14         11:
Old  :        22:         3          1          0         11         10         14         11:
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  :                 75.6       82.2       89.6       95.1       75.6       82.2       88.9       94.9
Old  :                 75.6       82.2       89.6       95.1       75.6       82.2       88.9       94.9
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 - Futures Only, March 05, 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  :    26,382:    18,424     24,817        313      7,442      1,203     26,179     26,333:       203         49
Old  :    26,382:    18,424     24,817        313      7,442      1,203     26,179     26,333:       203         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :    -1,678:    -1,481     -1,719         24       -251          0     -1,708     -1,695:        30         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       94.1        1.2       28.2        4.6       99.2       99.8:       0.8        0.2
Old  :     100.0:      69.8       94.1        1.2       28.2        4.6       99.2       99.8:       0.8        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  :        45:        24         17          3          3          2         29         20:
Old  :        45:        24         17          3          3          2         29         20:
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  :                 53.5       77.5       80.2       89.7       53.4       77.1       77.4       86.6
Old  :                 53.5       77.5       80.2       89.7       53.4       77.1       77.4       86.6
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 - Futures Only, March 05, 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  :    29,483:    15,857     11,802        148     13,401     14,201     29,406     26,151:        77      3,332
Old  :    29,483:    15,857     11,802        148     13,401     14,201     29,406     26,151:        77      3,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :      -163:       585        -53         33       -720         72       -102         52:       -61       -215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.8       40.0        0.5       45.5       48.2       99.7       88.7:       0.3       11.3
Old  :     100.0:      53.8       40.0        0.5       45.5       48.2       99.7       88.7:       0.3       11.3
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:         7         10          3          4         14         13         25:
Old  :        35:         7         10          3          4         14         13         25:
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  :                 94.9       40.5       98.9       60.2       94.8       40.5       98.8       59.9
Old  :                 94.9       40.5       98.9       60.2       94.8       40.5       98.8       59.9
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 - Futures Only, March 05, 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  :    13,950:    13,061      6,267         27        850      5,697     13,938     11,991:        12      1,959
Old  :    13,950:    13,061      6,267         27        850      5,697     13,938     11,991:        12      1,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :      -224:       444        -65         -8       -668         96       -232         23:         8       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      93.6       44.9        0.2        6.1       40.8       99.9       86.0:       0.1       14.0
Old  :     100.0:      93.6       44.9        0.2        6.1       40.8       99.9       86.0:       0.1       14.0
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  :        26:         5         11          2          2          8          9         19:
Old  :        26:         5         11          2          2          8          9         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  :                 95.5       53.3       99.8       76.3       95.5       53.2       99.7       76.2
Old  :                 95.5       53.3       99.8       76.3       95.5       53.2       99.7       76.2
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 - Futures Only, March 05, 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  :    73,685:    19,980     19,954     53,704          0          0     73,684     73,658:         1         27
Old  :    73,685:    19,980     19,954     53,704          0          0     73,684     73,658:         1         27
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2019                    :
     :       455:       455        462          0          0          0        455        462:         0         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       27.1       72.9        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      27.1       27.1       72.9        0.0        0.0      100.0      100.0:       0.0        0.0
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  :        21:         6         14          4          0          0          9         16:
Old  :        21:         6         14          4          0          0          9         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  :                 98.8       85.4      100.0       98.2       27.0       18.6       27.1       26.1
Old  :                 98.8       85.4      100.0       98.2       27.0       18.6       27.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 08, 2019