WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 19, 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  :   500,240:   145,012    187,973    138,309    173,081    128,550    456,402    454,832:    43,838     45,408
Old  :   237,453:   135,730    147,311     14,334     67,286     55,240    217,350    216,885:    20,103     20,568
Other:   262,787:    90,300    121,680     42,957    105,795     73,310    239,052    237,947:    23,735     24,840
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -3,706:      -999     -1,688     -3,961      2,530      1,977     -2,430     -3,672:    -1,276        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       37.6       27.6       34.6       25.7       91.2       90.9:       8.8        9.1
Old  :     100.0:      57.2       62.0        6.0       28.3       23.3       91.5       91.3:       8.5        8.7
Other:     100.0:      34.4       46.3       16.3       40.3       27.9       91.0       90.5:       9.0        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       143        123        132         99         97        309        296:
Old  :       350:       126        105         30         67         64        206        186:
Other:       302:       100         85         88         74         82        223        217:
     :----------------------------------------------------------------------------------------------------
     :             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        9.9       18.1       18.2        8.4        8.2       13.4       14.2
Old  :                 16.4       14.6       26.9       25.8       16.1       14.6       25.5       25.6
Other:                 13.8       16.1       23.1       27.2       13.1       14.8       21.0       24.2
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, March 19, 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  :    14,746:     4,939        500      1,070      8,397     13,016     14,406     14,586:       340        160
Old  :     6,241:     3,639        300          0      2,502      5,781      6,141      6,081:       100        160
Other:     8,505:     1,400        300        970      5,895      7,235      8,265      8,505:       240          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :     1,081:       291     -1,100         50        661      2,071      1,002      1,021:        79         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        3.4        7.3       56.9       88.3       97.7       98.9:       2.3        1.1
Old  :     100.0:      58.3        4.8        0.0       40.1       92.6       98.4       97.4:       1.6        2.6
Other:     100.0:      16.5        3.5       11.4       69.3       85.1       97.2      100.0:       2.8        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          2          5         15         12         24         18:
Old  :        15:         3          1          0          8          7         11          8:
Other:        24:         6          1          4         12          9         19         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 49.6       62.5       66.3       82.7       39.8       45.8       50.4       59.9
Old  :                 75.7       86.1       92.0       97.4       71.8       75.2       81.4       80.8
Other:                 43.0       66.4       65.4       91.3       35.9       53.9       53.4       69.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 19, 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  :   323,818:    86,536    115,930     72,925    132,555    114,014    292,016    302,869:    31,802     20,949
Old  :   162,007:    70,789     88,675      7,697     66,880     56,161    145,366    152,533:    16,641      9,474
Other:   161,811:    56,831     68,339     24,144     65,675     57,853    146,650    150,336:    15,161     11,475
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    12,526:      -860        -88      7,118      6,428      4,095     12,686     11,125:      -160      1,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       35.8       22.5       40.9       35.2       90.2       93.5:       9.8        6.5
Old  :     100.0:      43.7       54.7        4.8       41.3       34.7       89.7       94.2:      10.3        5.8
Other:     100.0:      35.1       42.2       14.9       40.6       35.8       90.6       92.9:       9.4        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        84         59         72         97         79        212        186:
Old  :       252:        72         59         18         76         50        157        118:
Other:       219:        59         52         33         71         74        149        141:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       17.4       21.9       28.8        9.9       16.0       15.6       25.3
Old  :                 20.9       28.3       30.0       43.2       20.9       28.3       30.0       43.2
Other:                 17.1       19.6       27.2       33.4       13.3       18.0       21.3       30.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 19, 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  : 1,810,048:   433,114    533,809    410,507    747,849    691,315  1,591,470  1,635,631:   218,578    174,417
Old  : 1,400,589:   424,188    597,094    223,489    582,092    464,071  1,229,769  1,284,654:   170,820    115,935
Other:   409,459:   168,964     96,753     26,980    165,757    227,244    361,701    350,977:    47,758     58,482
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    52,573:    -1,344     -2,966     21,970     22,545     32,203     43,171     51,207:     9,402      1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       29.5       22.7       41.3       38.2       87.9       90.4:      12.1        9.6
Old  :     100.0:      30.3       42.6       16.0       41.6       33.1       87.8       91.7:      12.2        8.3
Other:     100.0:      41.3       23.6        6.6       40.5       55.5       88.3       85.7:      11.7       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       832:       199        161        194        322        330        631        611:
Old  :       806:       184        184        140        302        289        572        538:
Other:       537:       113         75         63        125        278        265        397:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6        8.6       17.2       14.8        7.3        6.5       11.4       11.2
Old  :                 12.6        8.2       18.9       14.9       11.2        8.0       17.2       14.1
Other:                 18.2       26.6       29.7       35.9       16.7       22.4       26.2       31.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 19, 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  :     4,693:     1,535        665        157      1,781      2,813      3,473      3,635:     1,220      1,058
Old  :     3,244:     1,485        681          0        878      1,937      2,363      2,618:       881        626
Other:     1,449:        71          5        136        903        876      1,110      1,017:       339        432
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :       426:       -50        -37        -56        684        489        578        396:      -152         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       14.2        3.3       38.0       59.9       74.0       77.5:      26.0       22.5
Old  :     100.0:      45.8       21.0        0.0       27.1       59.7       72.8       80.7:      27.2       19.3
Other:     100.0:       4.9        0.3        9.4       62.3       60.5       76.6       70.2:      23.4       29.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7          2          2          9          9         18         12:
Old  :        21:         8          2          0          5          6         13          8:
Other:        13:         2          1          2          7          7         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.7       57.3       64.2       75.7       51.4       52.8       59.4       66.5
Old  :                 57.6       67.7       69.1       80.7       57.6       67.7       69.1       80.7
Other:                 63.2       62.1       73.7       70.0       55.7       50.5       57.6       51.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 19, 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  :   689,476:   127,547    168,027    144,683    368,026    291,821    640,256    604,531:    49,220     84,945
Old  :   517,822:   137,350    158,869     80,227    260,567    219,698    478,144    458,794:    39,678     59,028
Other:   171,654:    36,698     55,659     17,955    107,459     72,123    162,112    145,737:     9,542     25,917
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -5,097:     2,784    -22,703       -196     -8,119     18,955     -5,531     -3,944:       434     -1,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       24.4       21.0       53.4       42.3       92.9       87.7:       7.1       12.3
Old  :     100.0:      26.5       30.7       15.5       50.3       42.4       92.3       88.6:       7.7       11.4
Other:     100.0:      21.4       32.4       10.5       62.6       42.0       94.4       84.9:       5.6       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       596:       140        156        167        159        226        400        476:
Old  :       579:       151        151        118        143        202        353        422:
Other:       394:        66        103         59         78        187        189        312:
     :----------------------------------------------------------------------------------------------------
     :             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       11.8       26.9       18.7       16.7       11.5       23.4       17.2
Old  :                 17.0       14.4       26.1       21.6       16.8       14.4       23.8       21.1
Other:                 29.7       15.0       39.9       25.0       23.7       13.2       33.2       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 19, 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  :   482,002:   117,531     89,886    129,609    202,831    233,510    449,971    453,005:    32,031     28,997
Old  :   372,664:   113,405     97,114     87,475    149,974    167,046    350,854    351,635:    21,810     21,029
Other:   109,338:    33,320     21,966     12,940     52,857     66,464     99,117    101,370:    10,221      7,968
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :     7,045:    -6,794     12,542      3,165     11,797     -9,403      8,168      6,304:    -1,123        741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       18.6       26.9       42.1       48.4       93.4       94.0:       6.6        6.0
Old  :     100.0:      30.4       26.1       23.5       40.2       44.8       94.1       94.4:       5.9        5.6
Other:     100.0:      30.5       20.1       11.8       48.3       60.8       90.7       92.7:       9.3        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:       103         99        126         79         78        264        252:
Old  :       339:       111         99        102         75         73        241        235:
Other:       155:        38         44         31         49         31        112         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       22.5       18.2       30.4       10.4       20.3       16.2       27.5
Old  :                 11.6       19.3       20.0       28.0       11.4       18.3       19.3       26.0
Other:                 15.9       40.6       27.1       55.3       15.8       37.4       26.7       51.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 19, 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  :   954,431:   148,440    178,658     19,556    612,570    608,438    780,566    806,652:   173,865    147,779
Old  :   954,431:   148,440    178,658     19,556    612,570    608,438    780,566    806,652:   173,865    147,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -12,811:         9      7,627     -4,771     -4,684    -18,756     -9,446    -15,900:    -3,365      3,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       18.7        2.0       64.2       63.7       81.8       84.5:      18.2       15.5
Old  :     100.0:      15.6       18.7        2.0       64.2       63.7       81.8       84.5:      18.2       15.5
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  :       184:        46         29         20         73         87        123        132:
Old  :       184:        46         29         20         73         87        123        132:
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       33.9       34.7       46.0       20.0       30.1       26.7       38.5
Old  :                 25.1       33.9       34.7       46.0       20.0       30.1       26.7       38.5
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 19, 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  : 1,117,572:   117,351    394,393     19,907    820,239    607,409    957,497  1,021,709:   160,075     95,863
Old  : 1,117,572:   117,351    394,393     19,907    820,239    607,409    957,497  1,021,709:   160,075     95,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -2,955:    -3,907     -8,388     -3,044      2,784      6,625     -4,167     -4,807:     1,212      1,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       35.3        1.8       73.4       54.4       85.7       91.4:      14.3        8.6
Old  :     100.0:      10.5       35.3        1.8       73.4       54.4       85.7       91.4:      14.3        8.6
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  :       132:        23         17         20         74         66        105         95:
Old  :       132:        23         17         20         74         66        105         95:
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  :                 30.2       34.5       41.0       52.6       23.6       34.2       32.8       50.2
Old  :                 30.2       34.5       41.0       52.6       23.6       34.2       32.8       50.2
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 19, 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  :   455,438:    91,898     90,608     88,065    228,827    241,426    408,790    420,099:    46,648     35,339
Old  :   354,584:    94,927     93,502     54,032    166,944    180,061    315,903    327,595:    38,681     26,989
Other:   100,854:    16,641     16,776     14,363     61,883     61,365     92,887     92,504:     7,967      8,350
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -1,097:       357    -16,724      3,037     -6,304     14,760     -2,910      1,073:     1,813     -2,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       19.9       19.3       50.2       53.0       89.8       92.2:      10.2        7.8
Old  :     100.0:      26.8       26.4       15.2       47.1       50.8       89.1       92.4:      10.9        7.6
Other:     100.0:      16.5       16.6       14.2       61.4       60.8       92.1       91.7:       7.9        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        77         71         77        105         90        230        201:
Old  :       292:        86         71         67        102         83        223        187:
Other:       158:        34         38         24         67         41        115         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       23.2       20.6       33.4       11.1       19.7       16.7       26.3
Old  :                 12.7       22.3       20.0       32.5       12.3       21.3       19.3       29.2
Other:                 29.7       35.3       39.5       48.6       21.4       26.7       29.7       37.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 19, 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  :     7,732:       682      4,120         58      5,596      2,447      6,336      6,625:     1,396      1,107
Old  :     7,711:       685      4,118         54      5,586      2,440      6,325      6,612:     1,386      1,099
Other:        21:         0          5          1         10          7         11         13:        10          8
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :        78:       -33        -93        -30        157        169         94         46:       -16         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       53.3        0.8       72.4       31.6       81.9       85.7:      18.1       14.3
Old  :     100.0:       8.9       53.4        0.7       72.4       31.6       82.0       85.7:      18.0       14.3
Other:     100.0:       0.0       23.8        4.8       47.6       33.3       52.4       61.9:      47.6       38.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        12         17          5         14          8         29         27:
Old  :        50:        12         17          4         14          8         29         26:
Other:         5:         0          2          1          1          2          2          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 61.4       36.1       69.8       59.9       61.4       35.9       69.8       59.6
Old  :                 61.4       36.1       69.9       60.0       61.4       35.9       69.9       59.7
Other:                 52.4       61.9       52.4       61.9       47.6       57.1       47.6       57.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 19, 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  : 3,042,838:   750,346    876,565     48,743  2,035,304  1,982,194  2,834,393  2,907,502:   208,445    135,336
Old  : 3,042,838:   750,346    876,565     48,743  2,035,304  1,982,194  2,834,393  2,907,502:   208,445    135,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    64,884:    11,969      4,797     -8,534     33,587     63,426     37,022     59,689:    27,862      5,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       28.8        1.6       66.9       65.1       93.1       95.6:       6.9        4.4
Old  :     100.0:      24.7       28.8        1.6       66.9       65.1       93.1       95.6:       6.9        4.4
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  :       325:        67         50         37        156        123        245        188:
Old  :       325:        67         50         37        156        123        245        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       33.2       33.6       47.9       20.6       32.2       32.6       46.2
Old  :                 20.8       33.2       33.6       47.9       20.6       32.2       32.6       46.2
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 19, 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  : 3,862,855:   704,564    868,538    229,379  2,481,467  2,380,440  3,415,410  3,478,357:   447,445    384,498
Old  : 3,862,855:   704,564    868,538    229,379  2,481,467  2,380,440  3,415,410  3,478,357:   447,445    384,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    28,359:    68,105     55,645     -4,851    -32,611     -8,909     30,643     41,885:    -2,284    -13,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       22.5        5.9       64.2       61.6       88.4       90.0:      11.6       10.0
Old  :     100.0:      18.2       22.5        5.9       64.2       61.6       88.4       90.0:      11.6       10.0
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  :       409:        88         72         43        180        169        286        266:
Old  :       409:        88         72         43        180        169        286        266:
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       25.6       30.2       35.8       16.4       23.0       24.6       32.4
Old  :                 21.3       25.6       30.2       35.8       16.4       23.0       24.6       32.4
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 19, 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  :   677,231:    76,743    111,580     11,923    464,889    399,066    553,555    522,569:   123,676    154,662
Old  :   677,231:    76,743    111,580     11,923    464,889    399,066    553,555    522,569:   123,676    154,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :     8,575:     8,475        736       -909    -10,605      9,308     -3,039      9,135:    11,614       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       16.5        1.8       68.6       58.9       81.7       77.2:      18.3       22.8
Old  :     100.0:      11.3       16.5        1.8       68.6       58.9       81.7       77.2:      18.3       22.8
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  :       103:        15         14         11         54         56         75         75:
Old  :       103:        15         14         11         54         56         75         75:
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  :                 30.5       22.8       43.2       34.0       29.4       21.1       40.3       30.9
Old  :                 30.5       22.8       43.2       34.0       29.4       21.1       40.3       30.9
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 19, 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  : 4,230,113:   775,249    994,922     96,465  2,953,473  2,785,956  3,825,187  3,877,343:   404,926    352,770
Old  : 4,230,113:   775,249    994,922     96,465  2,953,473  2,785,956  3,825,187  3,877,343:   404,926    352,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -23,824:        12     16,677    -14,245    -18,872    -34,707    -33,105    -32,275:     9,281      8,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       23.5        2.3       69.8       65.9       90.4       91.7:       9.6        8.3
Old  :     100.0:      18.3       23.5        2.3       69.8       65.9       90.4       91.7:       9.6        8.3
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  :       333:        59         63         39        142        159        221        241:
Old  :       333:        59         63         39        142        159        221        241:
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  :                 34.7       24.3       46.1       34.7       28.7       23.1       39.4       32.1
Old  :                 34.7       24.3       46.1       34.7       28.7       23.1       39.4       32.1
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 19, 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  : 1,736,387:   216,554    336,934    425,804  1,061,765    916,966  1,704,123  1,679,704:    32,264     56,683
Old  : 1,736,387:   216,554    336,934    425,804  1,061,765    916,966  1,704,123  1,679,704:    32,264     56,683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    21,788:   -48,375     10,831     29,281     41,097    -17,525     22,003     22,587:      -215       -799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       19.4       24.5       61.1       52.8       98.1       96.7:       1.9        3.3
Old  :     100.0:      12.5       19.4       24.5       61.1       52.8       98.1       96.7:       1.9        3.3
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  :       154:        31         41         46         59         75        113        144:
Old  :       154:        31         41         46         59         75        113        144:
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  :                 34.6       28.2       50.8       40.3       28.0       17.9       36.7       26.4
Old  :                 34.6       28.2       50.8       40.3       28.0       17.9       36.7       26.4
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 19, 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  :    39,831:    19,936     10,349      1,769     11,541     20,431     33,245     32,548:     6,587      7,283
Old  :    39,831:    19,936     10,349      1,769     11,541     20,431     33,245     32,548:     6,587      7,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -8,782:     1,375      3,135       -302     -8,187    -11,059     -7,114     -8,226:    -1,668       -556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       26.0        4.4       29.0       51.3       83.5       81.7:      16.5       18.3
Old  :     100.0:      50.1       26.0        4.4       29.0       51.3       83.5       81.7:      16.5       18.3
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  :        96:        31         24         11         23         23         61         51:
Old  :        96:        31         24         11         23         23         61         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       36.1       46.9       53.1       33.2       33.3       46.6       47.5
Old  :                 33.3       36.1       46.9       53.1       33.2       33.3       46.6       47.5
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 19, 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  :    79,662:    39,871     20,698      3,537     23,081     40,861     66,489     65,096:    13,173     14,566
Old  :    79,662:    39,871     20,698      3,537     23,081     40,861     66,489     65,096:    13,173     14,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -17,563:     2,750      6,269       -604    -16,374    -22,117    -14,228    -16,452:    -3,335     -1,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       26.0        4.4       29.0       51.3       83.5       81.7:      16.5       18.3
Old  :     100.0:      50.1       26.0        4.4       29.0       51.3       83.5       81.7:      16.5       18.3
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  :        96:        31         24         11         23         23         61         51:
Old  :        96:        31         24         11         23         23         61         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       36.1       46.9       53.1       33.2       33.3       46.6       47.5
Old  :                 33.3       36.1       46.9       53.1       33.2       33.3       46.6       47.5
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 19, 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  :    22,202:     3,204        452          0     17,671     21,072     20,875     21,524:     1,327        678
Old  :    22,202:     3,204        452          0     17,671     21,072     20,875     21,524:     1,327        678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -14,430:       693       -224          0    -14,032    -13,175    -13,339    -13,399:    -1,091     -1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.0        0.0       79.6       94.9       94.0       96.9:       6.0        3.1
Old  :     100.0:      14.4        2.0        0.0       79.6       94.9       94.0       96.9:       6.0        3.1
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  :        23:         3          1          0         13          9         16         10:
Old  :        23:         3          1          0         13          9         16         10:
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  :                 64.3       75.3       80.7       95.5       64.3       75.3       80.1       94.9
Old  :                 64.3       75.3       80.7       95.5       64.3       75.3       80.1       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 19, 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  :    29,336:    16,656     26,825        789     11,682      1,663     29,127     29,277:       209         59
Old  :    29,336:    16,656     26,825        789     11,682      1,663     29,127     29,277:       209         59
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -5,269:    -1,643     -1,653        179        160        160     -1,304     -1,314:    -3,965     -3,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8       91.4        2.7       39.8        5.7       99.3       99.8:       0.7        0.2
Old  :     100.0:      56.8       91.4        2.7       39.8        5.7       99.3       99.8:       0.7        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  :        41:        19         18          4          4          2         26         21:
Old  :        41:        19         18          4          4          2         26         21:
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  :                 58.3       74.4       85.2       87.1       56.7       74.2       80.1       84.3
Old  :                 58.3       74.4       85.2       87.1       56.7       74.2       80.1       84.3
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 19, 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  :    23,668:    15,856      7,625         83      7,670     12,485     23,609     20,193:        59      3,475
Old  :    23,668:    15,856      7,625         83      7,670     12,485     23,609     20,193:        59      3,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -4,068:      -957       -166        -80     -3,042     -3,939     -4,079     -4,185:        11        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       32.2        0.4       32.4       52.8       99.8       85.3:       0.2       14.7
Old  :     100.0:      67.0       32.2        0.4       32.4       52.8       99.8       85.3:       0.2       14.7
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  :        37:         7         10          1          5         15         13         25:
Old  :        37:         7         10          1          5         15         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  :                 90.1       36.4       98.6       58.7       90.1       36.0       98.6       58.4
Old  :                 90.1       36.4       98.6       58.7       90.1       36.0       98.6       58.4
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 19, 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  :    13,492:    10,651      5,506          9      2,821      5,475     13,481     10,990:        11      2,502
Old  :    13,492:    10,651      5,506          9      2,821      5,475     13,481     10,990:        11      2,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -2,970:    -2,282       -360        -77       -611     -2,668     -2,970     -3,105:         0        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.9       40.8        0.1       20.9       40.6       99.9       81.5:       0.1       18.5
Old  :     100.0:      78.9       40.8        0.1       20.9       40.6       99.9       81.5:       0.1       18.5
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  :        26:         6          8          1          3          9         10         17:
Old  :        26:         6          8          1          3          9         10         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  :                 94.6       50.9       99.7       72.5       94.6       50.8       99.7       72.4
Old  :                 94.6       50.9       99.7       72.5       94.6       50.8       99.7       72.4
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 19, 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  :    74,159:    20,143     20,120     54,010          0          0     74,153     74,130:         6         29
Old  :    74,159:    20,143     20,120     54,010          0          0     74,153     74,130:         6         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :      -373:      -339       -334        -39          0          0       -378       -373:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       27.1       72.8        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      27.2       27.1       72.8        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  :        20:         4         15          4          0          0          7         17:
Old  :        20:         4         15          4          0          0          7         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  :                 99.6       84.3      100.0       97.1       27.2       18.5       27.2       25.6
Old  :                 99.6       84.3      100.0       97.1       27.2       18.5       27.2       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 22, 2019