WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 18, 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  :   425,681:   139,346    110,043    118,179    133,782    153,869    391,307    382,091:    34,374     43,590
Old  :   400,518:   130,899    106,414    112,673    127,153    143,286    370,725    362,373:    29,793     38,145
Other:    25,163:    11,916      7,098      2,037      6,629     10,583     20,582     19,718:     4,581      5,445
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     4,920:    13,534     -6,059       -814     -8,290     12,690      4,430      5,817:       490       -897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       25.9       27.8       31.4       36.1       91.9       89.8:       8.1       10.2
Old  :     100.0:      32.7       26.6       28.1       31.7       35.8       92.6       90.5:       7.4        9.5
Other:     100.0:      47.4       28.2        8.1       26.3       42.1       81.8       78.4:      18.2       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       107        117        126         86        117        271        301:
Old  :       373:       108        113        122         86        116        266        296:
Other:       110:        21         32         10         19         50         47         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       11.2       20.6       20.0        9.9        9.6       17.4       16.7
Old  :                 11.8       11.3       21.6       20.6       10.3        9.8       18.2       17.0
Other:                 45.1       21.0       58.1       34.4       44.9       21.0       57.7       34.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, June 18, 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  :    17,489:     5,427        150      1,250     10,327     15,389     17,004     16,789:       485        700
Old  :    17,489:     5,427        150      1,250     10,327     15,389     17,004     16,789:       485        700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :       210:     1,010       -440       -300       -700        710         10        -30:       200        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        0.9        7.1       59.0       88.0       97.2       96.0:       2.8        4.0
Old  :     100.0:      31.0        0.9        7.1       59.0       88.0       97.2       96.0:       2.8        4.0
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  :        28:         7          1          4         16         14         23         19:
Old  :        28:         7          1          4         16         14         23         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  :                 42.1       60.5       65.7       79.6       33.1       44.5       49.6       57.6
Old  :                 42.1       60.5       65.7       79.6       33.1       44.5       49.6       57.6
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, June 18, 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  :   286,494:    70,649     74,737     76,466    112,481    112,993    259,596    264,196:    26,898     22,298
Old  :   274,574:    70,054     72,351     73,544    105,067    108,355    248,665    254,250:    25,909     20,324
Other:    11,920:     2,441      4,232      1,076      7,414      4,638     10,931      9,946:       989      1,974
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -13,300:    -1,179     -2,335     -8,562     -3,192     -3,109    -12,933    -14,006:      -367        706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       26.1       26.7       39.3       39.4       90.6       92.2:       9.4        7.8
Old  :     100.0:      25.5       26.4       26.8       38.3       39.5       90.6       92.6:       9.4        7.4
Other:     100.0:      20.5       35.5        9.0       62.2       38.9       91.7       83.4:       8.3       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        75         60         69         80         78        192        180:
Old  :       248:        73         62         68         80         76        191        177:
Other:        72:        11         14          6         15         34         29         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  :                 14.0       18.2       23.0       26.9        9.0       12.7       15.4       19.1
Old  :                 14.5       18.5       23.5       27.3        9.8       14.8       16.5       21.4
Other:                 61.8       46.2       78.6       62.1       60.7       46.2       72.8       59.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 18, 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  : 1,841,025:   473,643    203,297    330,534    772,268  1,077,353  1,576,445  1,611,184:   264,580    229,841
Old  :   832,722:   280,200    272,288     87,013    353,777    400,016    720,990    759,317:   111,732     73,405
Other: 1,008,303:   341,647     79,213     95,317    418,491    677,337    855,455    851,867:   152,848    156,436
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    50,434:    26,087     -4,884    -26,590     35,708     74,723     35,205     43,249:    15,229      7,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       11.0       18.0       41.9       58.5       85.6       87.5:      14.4       12.5
Old  :     100.0:      33.6       32.7       10.4       42.5       48.0       86.6       91.2:      13.4        8.8
Other:     100.0:      33.9        7.9        9.5       41.5       67.2       84.8       84.5:      15.2       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       897:       247        128        209        368        399        709        664:
Old  :       781:       186        135        105        304        307        542        497:
Other:       777:       196        114        103        240        365        486        543:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6        9.8       15.1       16.4        6.8        7.4       11.4       13.3
Old  :                 11.9       12.3       19.5       21.4       10.7       11.5       16.8       19.2
Other:                 13.8       12.3       21.2       20.6       12.5       10.8       19.1       18.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 18, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,504:     3,177        171        135      1,117      5,107      4,429      5,413:     2,075      1,091
Old  :     6,504:     3,177        171        135      1,117      5,107      4,429      5,413:     2,075      1,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :      -560:      -226        -53       -241       -103       -261       -570       -555:        10         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.8        2.6        2.1       17.2       78.5       68.1       83.2:      31.9       16.8
Old  :     100.0:      48.8        2.6        2.1       17.2       78.5       68.1       83.2:      31.9       16.8
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  :        32:        15          4          1          9         10         25         14:
Old  :        32:        15          4          1          9         10         25         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       51.9       46.9       74.4       34.0       48.9       46.9       71.3
Old  :                 34.0       51.9       46.9       74.4       34.0       48.9       46.9       71.3
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, June 18, 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  :   777,993:   157,233    159,967    195,448    370,521    348,809    723,202    704,224:    54,791     73,769
Old  :   296,885:   127,351     95,453     23,106    122,338    150,651    272,795    269,210:    24,090     27,675
Other:   481,108:   116,278    150,910     85,946    248,183    198,158    450,407    435,014:    30,701     46,094
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    20,660:    16,801    -28,134      9,929    -12,104     37,974     14,626     19,769:     6,034        891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       20.6       25.1       47.6       44.8       93.0       90.5:       7.0        9.5
Old  :     100.0:      42.9       32.2        7.8       41.2       50.7       91.9       90.7:       8.1        9.3
Other:     100.0:      24.2       31.4       17.9       51.6       41.2       93.6       90.4:       6.4        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       562:       156        126        183        157        207        415        451:
Old  :       439:       137         78         68        114        170        275        298:
Other:       510:       107        160        121        117        189        310        398:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       11.8       20.7       18.3       10.5       10.2       16.8       15.7
Old  :                 14.4       23.1       24.2       33.3       14.4       22.0       23.9       31.0
Other:                 17.3        9.5       26.4       17.7       13.7        8.2       22.5       14.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 18, 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  :   463,173:   111,829    112,599    101,064    218,113    223,452    431,006    437,115:    32,167     26,058
Old  :   172,161:    61,979     53,383     30,891     65,438     74,219    158,308    158,493:    13,853     13,668
Other:   291,012:    87,061     96,427     32,962    152,675    149,233    272,698    278,622:    18,314     12,390
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -23,868:    -5,804    -20,325      2,325    -17,337     -4,278    -20,816    -22,278:    -3,052     -1,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       24.3       21.8       47.1       48.2       93.1       94.4:       6.9        5.6
Old  :     100.0:      36.0       31.0       17.9       38.0       43.1       92.0       92.1:       8.0        7.9
Other:     100.0:      29.9       33.1       11.3       52.5       51.3       93.7       95.7:       6.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       109         76        111         90         74        254        229:
Old  :       235:        73         56         61         72         57        175        153:
Other:       259:        82         78         63         68         55        183        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       21.6       19.3       28.7       10.3       18.8       17.1       25.0
Old  :                 18.3       17.9       28.8       30.2       17.4       17.7       26.8       28.9
Other:                 15.7       26.2       26.0       35.3       15.6       24.4       25.7       32.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 18, 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  :   964,506:   191,719    173,429     20,671    574,914    638,095    787,304    832,195:   177,202    132,311
Old  :   964,506:   191,719    173,429     20,671    574,914    638,095    787,304    832,195:   177,202    132,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    -3,749:     7,217      7,116       -844     -7,748     -2,667     -1,375      3,605:    -2,374     -7,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       18.0        2.1       59.6       66.2       81.6       86.3:      18.4       13.7
Old  :     100.0:      19.9       18.0        2.1       59.6       66.2       81.6       86.3:      18.4       13.7
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  :       180:        46         27         17         74         78        125        117:
Old  :       180:        46         27         17         74         78        125        117:
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  :                 24.4       29.8       33.2       42.3       20.5       27.3       27.5       37.1
Old  :                 24.4       29.8       33.2       42.3       20.5       27.3       27.5       37.1
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, June 18, 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  : 1,154,982:    86,719    391,049     18,212    870,925    653,202    975,856  1,062,463:   179,126     92,519
Old  : 1,154,982:    86,719    391,049     18,212    870,925    653,202    975,856  1,062,463:   179,126     92,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    -4,191:      -684      3,520     -9,707      4,444      1,019     -5,947     -5,168:     1,756        977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       33.9        1.6       75.4       56.6       84.5       92.0:      15.5        8.0
Old  :     100.0:       7.5       33.9        1.6       75.4       56.6       84.5       92.0:      15.5        8.0
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  :       130:        23         16         16         71         69        101         94:
Old  :       130:        23         16         16         71         69        101         94:
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  :                 31.9       34.4       41.2       51.7       25.3       34.0       33.5       50.6
Old  :                 31.9       34.4       41.2       51.7       25.3       34.0       33.5       50.6
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, June 18, 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  :   492,511:    79,164     52,875    131,736    234,558    276,818    445,458    461,429:    47,053     31,082
Old  :   199,392:    57,912     48,848     29,136     87,506    105,351    174,554    183,335:    24,838     16,057
Other:   293,119:    80,601     63,376     43,251    147,052    171,467    270,904    278,094:    22,215     15,025
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    10,356:    -8,522     -2,433     18,295       -428     -5,615      9,345     10,247:     1,011        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       10.7       26.7       47.6       56.2       90.4       93.7:       9.6        6.3
Old  :     100.0:      29.0       24.5       14.6       43.9       52.8       87.5       91.9:      12.5        8.1
Other:     100.0:      27.5       21.6       14.8       50.2       58.5       92.4       94.9:       7.6        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        78         66        102        105         93        249        212:
Old  :       243:        74         43         55         88         79        186        156:
Other:       240:        60         71         66         81         69        187        162:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       23.2       19.4       32.3        9.7       16.9       14.2       24.3
Old  :                 13.7       25.8       23.2       36.4       12.4       24.5       20.1       34.9
Other:                 15.9       24.4       24.2       35.6       11.5       20.9       19.2       29.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 18, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,273:     2,095      1,753        306      3,798      4,929      6,199      6,988:     2,074      1,285
Old  :     3,286:       858        677          0      1,405      2,210      2,263      2,887:     1,023        399
Other:     4,987:     1,536      1,375          7      2,393      2,719      3,936      4,101:     1,051        886
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :       512:       195         23        157        249        350        601        530:       -89        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       21.2        3.7       45.9       59.6       74.9       84.5:      25.1       15.5
Old  :     100.0:      26.1       20.6        0.0       42.8       67.3       68.9       87.9:      31.1       12.1
Other:     100.0:      30.8       27.6        0.1       48.0       54.5       78.9       82.2:      21.1       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        14         13          5         11         16         29         33:
Old  :        35:         9          8          0          8         10         17         18:
Other:        41:        13         12          1          7         12         21         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.1       42.5       54.3       57.8       43.3       39.8       52.9       55.1
Old  :                 39.0       57.5       54.4       72.9       39.0       57.5       54.4       72.9
Other:                 55.7       46.7       68.8       66.3       55.7       46.6       68.8       66.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 18, 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  : 3,603,464:   915,891  1,069,717     67,072  2,421,451  2,347,641  3,404,414  3,484,430:   199,050    119,034
Old  : 3,603,464:   915,891  1,069,717     67,072  2,421,451  2,347,641  3,404,414  3,484,430:   199,050    119,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -76,987:   -77,327    -99,115      8,880    -18,067      9,696    -86,514    -80,539:     9,527      3,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       29.7        1.9       67.2       65.1       94.5       96.7:       5.5        3.3
Old  :     100.0:      25.4       29.7        1.9       67.2       65.1       94.5       96.7:       5.5        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  :       357:        70         59         39        160        143        251        220:
Old  :       357:        70         59         39        160        143        251        220:
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  :                 25.3       29.3       39.6       45.2       25.2       28.5       38.9       44.0
Old  :                 25.3       29.3       39.6       45.2       25.2       28.5       38.9       44.0
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, June 18, 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  : 3,855,139:   621,005  1,023,989    196,877  2,572,128  2,231,729  3,390,010  3,452,595:   465,129    402,544
Old  : 3,855,139:   621,005  1,023,989    196,877  2,572,128  2,231,729  3,390,010  3,452,595:   465,129    402,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -80,721:   -22,496     14,500    -34,113    -12,334    -41,609    -68,943    -61,222:   -11,778    -19,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       26.6        5.1       66.7       57.9       87.9       89.6:      12.1       10.4
Old  :     100.0:      16.1       26.6        5.1       66.7       57.9       87.9       89.6:      12.1       10.4
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  :       413:        82         74         52        193        174        300        275:
Old  :       413:        82         74         52        193        174        300        275:
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  :                 22.6       18.3       30.3       28.8       17.0       17.2       23.9       26.1
Old  :                 22.6       18.3       30.3       28.8       17.0       17.2       23.9       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, June 18, 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  :   741,109:   145,876    123,754      8,475    470,787    465,970    625,138    598,199:   115,971    142,910
Old  :   741,109:   145,876    123,754      8,475    470,787    465,970    625,138    598,199:   115,971    142,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    23,816:    -2,313     12,585        496     22,672     17,020     20,855     30,101:     2,961     -6,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       16.7        1.1       63.5       62.9       84.4       80.7:      15.6       19.3
Old  :     100.0:      19.7       16.7        1.1       63.5       62.9       84.4       80.7:      15.6       19.3
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  :       105:        14         15         11         53         57         73         77:
Old  :       105:        14         15         11         53         57         73         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       29.9       39.6       40.6       23.7       28.4       36.7       37.0
Old  :                 26.1       29.9       39.6       40.6       23.7       28.4       36.7       37.0
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, June 18, 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  : 4,526,480:   822,524    862,397     71,287  3,277,151  3,261,228  4,170,962  4,194,912:   355,518    331,568
Old  : 4,526,480:   822,524    862,397     71,287  3,277,151  3,261,228  4,170,962  4,194,912:   355,518    331,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    17,471:     3,042    -18,815    -12,140     13,531     39,008      4,433      8,053:    13,038      9,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       19.1        1.6       72.4       72.0       92.1       92.7:       7.9        7.3
Old  :     100.0:      18.2       19.1        1.6       72.4       72.0       92.1       92.7:       7.9        7.3
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  :       331:        55         56         37        147        168        224        239:
Old  :       331:        55         56         37        147        168        224        239:
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  :                 33.2       26.3       45.0       38.0       23.5       23.9       34.5       33.4
Old  :                 33.2       26.3       45.0       38.0       23.5       23.9       34.5       33.4
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, June 18, 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  : 2,288,816:   365,511    439,130    466,957  1,422,140  1,327,664  2,254,608  2,233,751:    34,208     55,065
Old  : 2,288,816:   365,511    439,130    466,957  1,422,140  1,327,664  2,254,608  2,233,751:    34,208     55,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    12,971:    27,520    -17,813      5,998    -21,192     23,328     12,326     11,513:       645      1,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       19.2       20.4       62.1       58.0       98.5       97.6:       1.5        2.4
Old  :     100.0:      16.0       19.2       20.4       62.1       58.0       98.5       97.6:       1.5        2.4
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  :       173:        37         44         49         73         82        135        151:
Old  :       173:        37         44         49         73         82        135        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       23.7       46.8       37.0       21.6       13.4       32.0       22.0
Old  :                 29.3       23.7       46.8       37.0       21.6       13.4       32.0       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 18, 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  :    43,795:    14,402      6,132      1,114     19,886     26,191     35,401     33,437:     8,394     10,359
Old  :    43,795:    14,402      6,132      1,114     19,886     26,191     35,401     33,437:     8,394     10,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     6,455:     4,291       -852       -911      2,155      6,992      5,535      5,229:       920      1,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       14.0        2.5       45.4       59.8       80.8       76.3:      19.2       23.7
Old  :     100.0:      32.9       14.0        2.5       45.4       59.8       80.8       76.3:      19.2       23.7
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  :        99:        29         24         10         37         28         72         56:
Old  :        99:        29         24         10         37         28         72         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  :                 23.7       31.9       37.3       44.9       22.0       28.5       33.1       39.3
Old  :                 23.7       31.9       37.3       44.9       22.0       28.5       33.1       39.3
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, June 18, 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  :    87,590:    28,803     12,264      2,228     39,771     52,381     70,802     66,873:    16,788     20,717
Old  :    87,590:    28,803     12,264      2,228     39,771     52,381     70,802     66,873:    16,788     20,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    12,909:     8,582     -1,704     -1,822      4,310     13,984     11,070     10,458:     1,839      2,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       14.0        2.5       45.4       59.8       80.8       76.3:      19.2       23.7
Old  :     100.0:      32.9       14.0        2.5       45.4       59.8       80.8       76.3:      19.2       23.7
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  :        99:        29         24         10         37         28         72         56:
Old  :        99:        29         24         10         37         28         72         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  :                 23.7       31.9       37.3       44.9       22.0       28.5       33.1       39.3
Old  :                 23.7       31.9       37.3       44.9       22.0       28.5       33.1       39.3
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, June 18, 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  :    33,276:     2,491      1,224          0     28,285     28,233     30,776     29,457:     2,500      3,819
Old  :    33,276:     2,491      1,224          0     28,285     28,233     30,776     29,457:     2,500      3,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     4,928:       531       -686          0      3,406      4,075      3,937      3,389:       991      1,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        3.7        0.0       85.0       84.8       92.5       88.5:       7.5       11.5
Old  :     100.0:       7.5        3.7        0.0       85.0       84.8       92.5       88.5:       7.5       11.5
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:         4          2          0         16         11         20         13:
Old  :        26:         4          2          0         16         11         20         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       70.9       77.0       83.5       54.7       59.8       69.4       71.5
Old  :                 58.6       70.9       77.0       83.5       54.7       59.8       69.4       71.5
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, June 18, 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  :    41,724:    22,353     26,405     10,636      8,531      3,943     41,520     40,984:       204        740
Old  :    41,724:    22,353     26,405     10,636      8,531      3,943     41,520     40,984:       204        740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     8,542:    -1,775     -2,095      8,684      1,613      1,878      8,522      8,467:        20         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6       63.3       25.5       20.4        9.5       99.5       98.2:       0.5        1.8
Old  :     100.0:      53.6       63.3       25.5       20.4        9.5       99.5       98.2:       0.5        1.8
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  :        48:        26         16          5          5          4         34         22:
Old  :        48:        26         16          5          5          4         34         22:
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  :                 51.5       64.0       74.3       82.6       38.8       51.5       53.1       60.4
Old  :                 51.5       64.0       74.3       82.6       38.8       51.5       53.1       60.4
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, June 18, 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  :    16,375:     9,240      5,425         69      7,009      8,707     16,318     14,201:        57      2,174
Old  :    16,375:     9,240      5,425         69      7,009      8,707     16,318     14,201:        57      2,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -12,662:   -11,667        -26        -35       -993    -12,663    -12,695    -12,724:        33         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       33.1        0.4       42.8       53.2       99.7       86.7:       0.3       13.3
Old  :     100.0:      56.4       33.1        0.4       42.8       53.2       99.7       86.7:       0.3       13.3
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  :        31:         6          7          1          3         15         10         22:
Old  :        31:         6          7          1          3         15         10         22:
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  :                 91.2       42.0       99.1       67.8       91.2       41.6       99.0       67.4
Old  :                 91.2       42.0       99.1       67.8       91.2       41.6       99.0       67.4
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, June 18, 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  :     9,925:     5,957      4,177          0      3,932      4,009      9,889      8,186:        36      1,739
Old  :     9,925:     5,957      4,177          0      3,932      4,009      9,889      8,186:        36      1,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -13,279:   -11,608     -1,103       -108     -1,517    -12,161    -13,233    -13,372:       -46         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0       42.1        0.0       39.6       40.4       99.6       82.5:       0.4       17.5
Old  :     100.0:      60.0       42.1        0.0       39.6       40.4       99.6       82.5:       0.4       17.5
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  :        27:         5         11          0          2          9          7         20:
Old  :        27:         5         11          0          2          9          7         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  :                 89.7       47.9       99.6       71.8       89.7       47.9       99.6       71.8
Old  :                 89.7       47.9       99.6       71.8       89.7       47.9       99.6       71.8
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, June 18, 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  :    49,243:    18,594     18,571     30,649          0          0     49,243     49,220:         0         23
Old  :    49,243:    18,594     18,571     30,649          0          0     49,243     49,220:         0         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     3,489:     3,436      3,399         70          0          0      3,506      3,469:       -17         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       37.7       62.2        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      37.8       37.7       62.2        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  :        24:         7         16          5          0          0          9         20:
Old  :        24:         7         16          5          0          0          9         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  :                 97.6       70.0       99.9       95.2       36.1       28.5       37.8       36.3
Old  :                 97.6       70.0       99.9       95.2       36.1       28.5       37.8       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 21, 2019