WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 28, 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  :   444,957:   131,334    136,705    133,202    146,694    133,035    411,230    402,942:    33,727     42,015
Old  :   431,475:   127,198    135,613    129,115    144,852    127,058    401,165    391,786:    30,310     39,689
Other:    13,482:     6,934      3,890      1,289      1,842      5,977     10,065     11,156:     3,417      2,326
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :   -10,391:    -4,497    -15,257      3,651     -8,734      2,533     -9,580     -9,073:      -811     -1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       30.7       29.9       33.0       29.9       92.4       90.6:       7.6        9.4
Old  :     100.0:      29.5       31.4       29.9       33.6       29.4       93.0       90.8:       7.0        9.2
Other:     100.0:      51.4       28.9        9.6       13.7       44.3       74.7       82.7:      25.3       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:       122        111        122         84        110        268        293:
Old  :       368:       121        112        121         84        109        267        288:
Other:        83:        24         11          8         17         37         45         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       10.7       20.6       20.0       10.2        9.0       16.3       15.0
Old  :                 12.0       10.7       21.1       20.2       10.5        9.3       16.9       15.5
Other:                 39.3       37.2       51.1       51.4       35.4       37.1       46.6       49.8
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, May 28, 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  :    16,982:     3,789        300      1,770     11,163     14,179     16,722     16,249:       260        733
Old  :    16,982:     3,789        300      1,770     11,163     14,179     16,722     16,249:       260        733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :         6:        61          0          0        145         -6        206         -6:      -200         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        1.8       10.4       65.7       83.5       98.5       95.7:       1.5        4.3
Old  :     100.0:      22.3        1.8       10.4       65.7       83.5       98.5       95.7:       1.5        4.3
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  :        30:         8          1          4         17         15         25         20:
Old  :        30:         8          1          4         17         15         25         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  :                 39.4       60.5       61.5       79.3       25.1       41.7       39.5       50.3
Old  :                 39.4       60.5       61.5       79.3       25.1       41.7       39.5       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 28, 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  :   328,319:    79,575     97,646     94,441    124,426    115,665    298,442    307,752:    29,877     20,567
Old  :   318,795:    79,964     95,078     91,855    117,762    112,765    289,581    299,698:    29,214     19,097
Other:     9,524:     1,204      4,161        993      6,664      2,900      8,861      8,054:       663      1,470
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :    -4,358:    -1,858     -9,503     -3,410      2,969      8,299     -2,299     -4,614:    -2,059        256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       29.7       28.8       37.9       35.2       90.9       93.7:       9.1        6.3
Old  :     100.0:      25.1       29.8       28.8       36.9       35.4       90.8       94.0:       9.2        6.0
Other:     100.0:      12.6       43.7       10.4       70.0       30.4       93.0       84.6:       7.0       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        88         57         78         84         79        209        184:
Old  :       259:        87         56         78         83         78        207        182:
Other:        62:        10         12          6         12         29         25         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       16.4       22.4       27.3        8.5       13.6       14.3       20.3
Old  :                 13.9       16.9       23.0       27.4        9.2       15.3       15.2       22.3
Other:                 73.8       54.2       88.1       70.3       73.5       52.7       80.0       63.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 28, 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  : 1,818,382:   438,646    328,652    350,414    766,568    923,105  1,555,628  1,602,171:   262,754    216,211
Old  : 1,061,049:   375,299    377,932    135,208    408,450    461,413    918,957    974,553:   142,092     86,496
Other:   757,333:   206,156     93,529     72,397    358,118    461,692    636,671    627,618:   120,662    129,715
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :    76,283:    23,095    -83,654     25,045      4,026    114,081     52,166     55,472:    24,117     20,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       18.1       19.3       42.2       50.8       85.6       88.1:      14.4       11.9
Old  :     100.0:      35.4       35.6       12.7       38.5       43.5       86.6       91.8:      13.4        8.2
Other:     100.0:      27.2       12.3        9.6       47.3       61.0       84.1       82.9:      15.9       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       873:       228        143        193        344        371        672        627:
Old  :       805:       196        153         93        292        298        536        499:
Other:       688:       159        109         80        206        336        405        491:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.8        8.4       15.0       14.3        6.2        6.8       10.7       11.8
Old  :                  8.8       10.5       15.6       18.3        8.2        9.9       14.3       16.1
Other:                 15.0       14.2       22.5       22.9        9.1        9.7       14.6       15.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 28, 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  :     7,691:     3,524        360        500      1,295      5,351      5,319      6,211:     2,372      1,480
Old  :     7,691:     3,524        360        500      1,295      5,351      5,319      6,211:     2,372      1,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :       989:       453         76        171         17        514        641        761:       348        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8        4.7        6.5       16.8       69.6       69.2       80.8:      30.8       19.2
Old  :     100.0:      45.8        4.7        6.5       16.8       69.6       69.2       80.8:      30.8       19.2
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  :        34:        14          5          3          8         11         25         18:
Old  :        34:        14          5          3          8         11         25         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       43.8       47.3       68.7       32.4       40.6       44.0       62.8
Old  :                 34.1       43.8       47.3       68.7       32.4       40.6       44.0       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 28, 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  :   778,621:   144,604    221,587    185,565    393,773    301,637    723,942    708,789:    54,679     69,832
Old  :   437,210:   178,332    179,374     42,931    183,364    178,494    404,627    400,799:    32,583     36,411
Other:   341,411:    54,755    130,696     54,151    210,409    123,143    319,315    307,990:    22,096     33,421
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :     7,099:    -5,342    -28,300     15,663     -7,429     19,480      2,892      6,843:     4,207        256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       28.5       23.8       50.6       38.7       93.0       91.0:       7.0        9.0
Old  :     100.0:      40.8       41.0        9.8       41.9       40.8       92.5       91.7:       7.5        8.3
Other:     100.0:      16.0       38.3       15.9       61.6       36.1       93.5       90.2:       6.5        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       140        163        176        162        218        414        474:
Old  :       541:       164        127         76        124        168        312        356:
Other:       461:        78        143         98        113        191        269        365:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       12.7       25.9       20.2       13.8       10.7       20.9       16.6
Old  :                 16.6       17.6       28.3       28.0       16.6       17.3       28.0       26.1
Other:                 24.9       15.2       33.7       24.2       21.1       14.0       29.5       20.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 28, 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  :   551,055:   124,297    146,531    133,311    257,658    241,733    515,266    521,575:    35,789     29,480
Old  :   308,514:   140,928    147,994     33,014    115,400    107,529    289,342    288,537:    19,172     19,977
Other:   242,541:    61,917     77,085     21,749    142,258    134,204    225,924    233,038:    16,617      9,503
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :      -937:    -2,760    -12,777        782       -569     10,413     -2,547     -1,582:     1,610        645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       26.6       24.2       46.8       43.9       93.5       94.7:       6.5        5.3
Old  :     100.0:      45.7       48.0       10.7       37.4       34.9       93.8       93.5:       6.2        6.5
Other:     100.0:      25.5       31.8        9.0       58.7       55.3       93.1       96.1:       6.9        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        99        106        126         94         77        273        257:
Old  :       325:       108         99         74         76         63        214        212:
Other:       236:        64         72         53         69         52        173        146:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       20.5       20.0       28.1        7.9       17.6       13.2       22.9
Old  :                 17.5       14.3       25.8       23.0       16.0       14.2       24.3       22.9
Other:                 18.3       31.4       27.8       44.6       18.1       28.5       26.7       41.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 28, 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  : 1,022,234:   166,965    176,296     52,896    610,213    660,434    830,074    889,626:   192,160    132,608
Old  : 1,022,234:   166,965    176,296     52,896    610,213    660,434    830,074    889,626:   192,160    132,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :   -16,096:    20,085    -14,594      3,208    -45,215      1,383    -21,922    -10,003:     5,826     -6,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       17.2        5.2       59.7       64.6       81.2       87.0:      18.8       13.0
Old  :     100.0:      16.3       17.2        5.2       59.7       64.6       81.2       87.0:      18.8       13.0
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  :       182:        45         30         34         79         79        136        132:
Old  :       182:        45         30         34         79         79        136        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  :                 22.8       31.5       31.1       41.9       18.5       28.2       24.6       35.8
Old  :                 22.8       31.5       31.1       41.9       18.5       28.2       24.6       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, May 28, 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  : 1,255,523:    82,904    408,127     78,964    915,226    672,036  1,077,094  1,159,127:   178,429     96,396
Old  : 1,255,523:    82,904    408,127     78,964    915,226    672,036  1,077,094  1,159,127:   178,429     96,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :    -9,424:    -5,854     -7,977     35,407    -44,342    -49,868    -14,789    -22,438:     5,365     13,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       32.5        6.3       72.9       53.5       85.8       92.3:      14.2        7.7
Old  :     100.0:       6.6       32.5        6.3       72.9       53.5       85.8       92.3:      14.2        7.7
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  :       133:        20         22         25         73         69        106        103:
Old  :       133:        20         22         25         73         69        106        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       33.3       41.6       49.2       25.1       29.8       33.4       44.7
Old  :                 31.3       33.3       41.6       49.2       25.1       29.8       33.4       44.7
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, May 28, 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  :   500,486:    92,460     81,431    115,101    242,007    272,138    449,568    468,670:    50,918     31,816
Old  :   285,003:    98,727     82,189     34,020    118,979    147,996    251,726    264,205:    33,277     20,798
Other:   215,483:    41,587     47,096     33,227    123,028    124,142    197,842    204,465:    17,641     11,018
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :    -3,095:       663    -13,543     -5,649     -1,638     15,889     -6,624     -3,303:     3,529        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       16.3       23.0       48.4       54.4       89.8       93.6:      10.2        6.4
Old  :     100.0:      34.6       28.8       11.9       41.7       51.9       88.3       92.7:      11.7        7.3
Other:     100.0:      19.3       21.9       15.4       57.1       57.6       91.8       94.9:       8.2        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        79         70         83        104         94        235        206:
Old  :       279:        86         62         56         92         75        205        169:
Other:       205:        53         47         41         80         69        159        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  :                 13.1       22.7       21.1       33.4       10.1       16.6       15.1       23.9
Old  :                 15.3       24.1       24.3       33.4       15.1       23.6       23.0       32.0
Other:                 20.8       29.6       30.7       42.7       15.1       23.0       23.9       33.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 28, 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  :     7,295:     1,159      2,296        146      4,279      3,709      5,584      6,151:     1,711      1,144
Old  :     6,442:     1,199      2,203         20      3,821      3,306      5,040      5,529:     1,402        913
Other:       853:        79        212          7        458        403        544        622:       309        231
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :       563:       409       -644         98       -301      1,169        206        623:       357        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       31.5        2.0       58.7       50.8       76.5       84.3:      23.5       15.7
Old  :     100.0:      18.6       34.2        0.3       59.3       51.3       78.2       85.8:      21.8       14.2
Other:     100.0:       9.3       24.9        0.8       53.7       47.2       63.8       72.9:      36.2       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        13         15          7         11         10         30         27:
Old  :        47:        14         15          1          8         10         23         25:
Other:        19:         4          5          1          5          6         10         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 52.2       38.2       61.0       56.0       52.2       38.1       61.0       55.9
Old  :                 55.4       41.6       64.6       58.4       55.4       41.6       64.6       58.4
Other:                 57.1       57.0       63.2       70.6       57.1       56.3       62.3       69.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 28, 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  : 3,803,511:   994,067  1,096,864    102,528  2,511,285  2,479,777  3,607,880  3,679,169:   195,631    124,342
Old  : 3,803,511:   994,067  1,096,864    102,528  2,511,285  2,479,777  3,607,880  3,679,169:   195,631    124,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :  -244,005:  -104,079    -35,097   -102,524    -28,993   -113,819   -235,596   -251,440:    -8,409      7,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       28.8        2.7       66.0       65.2       94.9       96.7:       5.1        3.3
Old  :     100.0:      26.1       28.8        2.7       66.0       65.2       94.9       96.7:       5.1        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  :       372:        79         56         51        187        145        291        227:
Old  :       372:        79         56         51        187        145        291        227:
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  :                 19.7       28.7       33.5       43.1       19.5       27.7       32.2       42.0
Old  :                 19.7       28.7       33.5       43.1       19.5       27.7       32.2       42.0
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, May 28, 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  : 4,509,558:   607,956    984,129    685,200  2,666,001  2,359,692  3,959,157  4,029,021:   550,401    480,537
Old  : 4,509,558:   607,956    984,129    685,200  2,666,001  2,359,692  3,959,157  4,029,021:   550,401    480,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :   273,888:   -11,538    -58,716    346,552   -108,692    -83,783    226,322    204,053:    47,566     69,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       21.8       15.2       59.1       52.3       87.8       89.3:      12.2       10.7
Old  :     100.0:      13.5       21.8       15.2       59.1       52.3       87.8       89.3:      12.2       10.7
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  :       379:        74         67         61        186        181        288        281:
Old  :       379:        74         67         61        186        181        288        281:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       25.3       33.9       36.1       14.3       17.7       20.4       25.9
Old  :                 26.3       25.3       33.9       36.1       14.3       17.7       20.4       25.9
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, May 28, 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  :   778,223:    98,675    102,176     19,975    529,351    487,295    648,001    609,446:   130,222    168,777
Old  :   778,223:    98,675    102,176     19,975    529,351    487,295    648,001    609,446:   130,222    168,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :     8,051:     4,252    -10,217      4,196    -15,388      4,489     -6,940     -1,532:    14,991      9,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       13.1        2.6       68.0       62.6       83.3       78.3:      16.7       21.7
Old  :     100.0:      12.7       13.1        2.6       68.0       62.6       83.3       78.3:      16.7       21.7
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  :       107:        18         14         20         55         56         82         82:
Old  :       107:        18         14         20         55         56         82         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       24.7       39.9       34.5       27.9       21.6       36.4       30.1
Old  :                 28.4       24.7       39.9       34.5       27.9       21.6       36.4       30.1
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, May 28, 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  : 5,000,222:   794,839    906,276    297,103  3,477,688  3,412,916  4,569,630  4,616,295:   430,592    383,927
Old  : 5,000,222:   794,839    906,276    297,103  3,477,688  3,412,916  4,569,630  4,616,295:   430,592    383,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :    54,505:    10,597    -46,642     55,037    -98,925     14,978    -33,291     23,373:    87,796     31,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       18.1        5.9       69.6       68.3       91.4       92.3:       8.6        7.7
Old  :     100.0:      15.9       18.1        5.9       69.6       68.3       91.4       92.3:       8.6        7.7
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  :       330:        57         60         60        153        167        242        256:
Old  :       330:        57         60         60        153        167        242        256:
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  :                 30.4       25.4       41.5       36.0       22.1       23.2       32.6       31.9
Old  :                 30.4       25.4       41.5       36.0       22.1       23.2       32.6       31.9
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, May 28, 2019                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,403,395:   241,307    431,857    585,391  1,540,534  1,335,028  2,367,232  2,352,276:    36,163     51,119
Old  : 2,403,395:   241,307    431,857    585,391  1,540,534  1,335,028  2,367,232  2,352,276:    36,163     51,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :   102,839:    16,216     54,188     -4,002     86,390     49,431     98,604     99,617:     4,235      3,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       18.0       24.4       64.1       55.5       98.5       97.9:       1.5        2.1
Old  :     100.0:      10.0       18.0       24.4       64.1       55.5       98.5       97.9:       1.5        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        32         39         48         63         74        117        140:
Old  :       151:        32         39         48         63         74        117        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       29.5       48.6       44.2       24.0       22.0       30.1       28.4
Old  :                 31.5       29.5       48.6       44.2       24.0       22.0       30.1       28.4
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, May 28, 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  :    39,694:    12,774      8,461      3,819     14,985     19,781     31,577     32,061:     8,117      7,634
Old  :    39,694:    12,774      8,461      3,819     14,985     19,781     31,577     32,061:     8,117      7,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :     1,033:    -4,175         66      2,090      2,560        -26        475      2,130:       559     -1,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       21.3        9.6       37.8       49.8       79.6       80.8:      20.4       19.2
Old  :     100.0:      32.2       21.3        9.6       37.8       49.8       79.6       80.8:      20.4       19.2
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  :        98:        29         25         12         26         25         62         56:
Old  :        98:        29         25         12         26         25         62         56:
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  :                 29.1       35.0       42.4       50.4       25.7       31.5       37.9       42.2
Old  :                 29.1       35.0       42.4       50.4       25.7       31.5       37.9       42.2
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, May 28, 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  :    79,388:    25,547     16,921      7,638     29,969     39,562     63,154     64,121:    16,234     15,267
Old  :    79,388:    25,547     16,921      7,638     29,969     39,562     63,154     64,121:    16,234     15,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :     2,066:    -8,350        131      4,179      5,120        -51        949      4,259:     1,117     -2,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       21.3        9.6       37.8       49.8       79.6       80.8:      20.4       19.2
Old  :     100.0:      32.2       21.3        9.6       37.8       49.8       79.6       80.8:      20.4       19.2
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  :        98:        29         25         12         26         25         62         56:
Old  :        98:        29         25         12         26         25         62         56:
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  :                 29.1       35.0       42.4       50.4       25.7       31.5       37.9       42.2
Old  :                 29.1       35.0       42.4       50.4       25.7       31.5       37.9       42.2
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, May 28, 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  :    27,397:     2,243        900          0     23,592     24,130     25,835     25,030:     1,562      2,367
Old  :    27,397:     2,243        900          0     23,592     24,130     25,835     25,030:     1,562      2,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :    -1,508:      -466       -234          0       -996     -1,351     -1,462     -1,585:       -46         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        3.3        0.0       86.1       88.1       94.3       91.4:       5.7        8.6
Old  :     100.0:       8.2        3.3        0.0       86.1       88.1       94.3       91.4:       5.7        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  :        24:         3          2          0         11         10         14         12:
Old  :        24:         3          2          0         11         10         14         12:
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  :                 67.9       67.2       86.5       84.3       67.9       66.8       85.3       83.9
Old  :                 67.9       67.2       86.5       84.3       67.9       66.8       85.3       83.9
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, May 28, 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  :    31,924:    25,166     30,636        107      6,478      1,146     31,751     31,889:       173         35
Old  :    31,924:    25,166     30,636        107      6,478      1,146     31,751     31,889:       173         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :    -1,007:    -1,019     -1,012          4          2          0     -1,013     -1,008:         6          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.8       96.0        0.3       20.3        3.6       99.5       99.9:       0.5        0.1
Old  :     100.0:      78.8       96.0        0.3       20.3        3.6       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        24         16          3          4          1         29         19:
Old  :        44:        24         16          3          4          1         29         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  :                 56.1       80.1       80.8       92.4       56.1       80.1       80.5       90.4
Old  :                 56.1       80.1       80.8       92.4       56.1       80.1       80.5       90.4
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, May 28, 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  :    24,290:    16,536      6,198         86      7,622     15,900     24,244     22,184:        46      2,106
Old  :    24,290:    16,536      6,198         86      7,622     15,900     24,244     22,184:        46      2,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :       631:       504        188         11         76        362        591        561:        40         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1       25.5        0.4       31.4       65.5       99.8       91.3:       0.2        8.7
Old  :     100.0:      68.1       25.5        0.4       31.4       65.5       99.8       91.3:       0.2        8.7
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  :        34:         6          9          2          4         15         11         25:
Old  :        34:         6          9          2          4         15         11         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  :                 92.1       55.5       99.0       73.1       92.0       55.2       98.9       72.7
Old  :                 92.1       55.5       99.0       73.1       92.0       55.2       98.9       72.7
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, May 28, 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  :    19,773:    16,973      6,740          9      2,762     10,835     19,744     17,584:        29      2,189
Old  :    19,773:    16,973      6,740          9      2,762     10,835     19,744     17,584:        29      2,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :     1,000:       998        701          0          0         74        998        775:         2        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.8       34.1        0.0       14.0       54.8       99.9       88.9:       0.1       11.1
Old  :     100.0:      85.8       34.1        0.0       14.0       54.8       99.9       88.9:       0.1       11.1
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  :        31:         6         12          1          2         11          9         23:
Old  :        31:         6         12          1          2         11          9         23:
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  :                 98.4       58.2       99.8       81.3       98.4       58.2       99.8       81.3
Old  :                 98.4       58.2       99.8       81.3       98.4       58.2       99.8       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, May 28, 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  :    51,004:    21,520     21,516     29,464          0          0     50,984     50,980:        20         24
Old  :    51,004:    21,520     21,516     29,464          0          0     50,984     50,980:        20         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2019                         :
     :       115:        95         96          0          0          0         95         96:        20         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       42.2       57.8        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      42.2       42.2       57.8        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  :        23:         8         14          4          0          0         10         17:
Old  :        23:         8         14          4          0          0         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  :                 90.3       77.6       99.6       97.7       36.9       34.7       42.2       41.3
Old  :                 90.3       77.6       99.6       97.7       36.9       34.7       42.2       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 31, 2019