WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 02, 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  :   362,642:   132,144     90,085     86,138    114,315    144,202    332,597    320,425:    30,045     42,217
Old  :   335,167:   124,142     88,223     78,786    106,995    132,514    309,923    299,523:    25,244     35,644
Other:    27,475:    12,505      6,365      2,849      7,320     11,688     22,674     20,902:     4,801      6,573
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :   -18,337:     2,482     -9,373     -8,377     -9,829        827    -15,724    -16,923:    -2,613     -1,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       24.8       23.8       31.5       39.8       91.7       88.4:       8.3       11.6
Old  :     100.0:      37.0       26.3       23.5       31.9       39.5       92.5       89.4:       7.5       10.6
Other:     100.0:      45.5       23.2       10.4       26.6       42.5       82.5       76.1:      17.5       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       112         99        110         73        111        246        268:
Old  :       343:       113         94        104         71        109        240        260:
Other:       111:        23         27         13         21         50         55         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       14.0       21.2       23.6       11.0       11.7       18.9       20.4
Old  :                 13.5       14.1       22.1       24.4       11.9       12.4       19.4       21.2
Other:                 40.0       22.0       52.4       35.1       39.8       22.0       51.0       33.4
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 02, 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  :    21,188:     8,597          0      1,150     10,904     19,298     20,651     20,448:       537        740
Old  :    21,188:     8,597          0      1,150     10,904     19,298     20,651     20,448:       537        740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     2,218:     1,900          0       -200        367      2,478      2,067      2,278:       151        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        0.0        5.4       51.5       91.1       97.5       96.5:       2.5        3.5
Old  :     100.0:      40.6        0.0        5.4       51.5       91.1       97.5       96.5:       2.5        3.5
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  :        28:         8          0          4         16         15         24         19:
Old  :        28:         8          0          4         16         15         24         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  :                 46.5       66.5       69.4       82.7       40.8       50.6       58.4       65.5
Old  :                 46.5       66.5       69.4       82.7       40.8       50.6       58.4       65.5
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, July 02, 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  :   269,299:    67,323     70,515     66,671    110,584    109,947    244,578    247,133:    24,721     22,166
Old  :   256,534:    66,534     69,651     63,093    103,675    104,061    233,302    236,805:    23,232     19,729
Other:    12,765:     2,743      2,818      1,624      6,909      5,886     11,276     10,328:     1,489      2,437
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     8,283:     4,324      4,314      1,248      2,942      2,607      8,514      8,169:      -231        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       26.2       24.8       41.1       40.8       90.8       91.8:       9.2        8.2
Old  :     100.0:      25.9       27.2       24.6       40.4       40.6       90.9       92.3:       9.1        7.7
Other:     100.0:      21.5       22.1       12.7       54.1       46.1       88.3       80.9:      11.7       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        82         60         64         70         70        185        168:
Old  :       249:        84         58         62         70         69        183        166:
Other:        77:        12         16         12         16         35         37         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       18.4       23.6       26.7        9.4       12.6       16.5       19.4
Old  :                 14.1       19.2       23.2       27.9       10.5       14.5       17.9       21.7
Other:                 49.5       39.5       68.6       56.5       47.9       39.5       62.7       51.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 02, 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  : 1,746,923:   465,709    164,910    323,396    693,030  1,054,050  1,482,135  1,542,356:   264,788    204,567
Old  :   553,822:   231,004    221,200     18,778    225,059    270,882    474,841    510,860:    78,981     42,962
Other: 1,193,101:   382,743     91,748    156,580    467,971    783,168  1,007,294  1,031,496:   185,807    161,605
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :   -14,384:     3,594      9,996     22,021    -32,126    -24,780     -6,511      7,237:    -7,873    -21,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        9.4       18.5       39.7       60.3       84.8       88.3:      15.2       11.7
Old  :     100.0:      41.7       39.9        3.4       40.6       48.9       85.7       92.2:      14.3        7.8
Other:     100.0:      32.1        7.7       13.1       39.2       65.6       84.4       86.5:      15.6       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       904:       234        137        206        354        399        696        659:
Old  :       730:       156        121         39        248        266        426        407:
Other:       812:       205        122        130        262        369        535        568:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.3       10.0       14.1       17.2        6.4        8.3       10.2       14.7
Old  :                 11.2       14.1       18.9       23.1       11.2       13.9       18.9       22.6
Other:                 12.2       13.7       19.2       21.7        9.8       12.5       15.1       18.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 02, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,839:     2,320        113          0        717      3,730      3,037      3,843:     1,802        996
Old  :     4,839:     2,320        113          0        717      3,730      3,037      3,843:     1,802        996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :      -203:        68         57        -50       -167       -173       -149       -166:       -54        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9        2.3        0.0       14.8       77.1       62.8       79.4:      37.2       20.6
Old  :     100.0:      47.9        2.3        0.0       14.8       77.1       62.8       79.4:      37.2       20.6
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  :        25:        11          2          0          6          9         17         11:
Old  :        25:        11          2          0          6          9         17         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       50.9       52.4       75.0       37.8       49.2       52.4       72.9
Old  :                 37.8       50.9       52.4       75.0       37.8       49.2       52.4       72.9
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, July 02, 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  :   648,855:   132,609    129,457    139,250    326,686    309,517    598,545    578,224:    50,310     70,631
Old  :   100,888:    44,704     25,809      2,423     43,055     59,355     90,182     87,587:    10,706     13,301
Other:   547,967:   118,727    134,470    106,005    283,631    250,162    508,363    490,637:    39,604     57,330
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :    -5,310:     4,966        -54     -5,488        149        -91       -373     -5,633:    -4,937        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       20.0       21.5       50.3       47.7       92.2       89.1:       7.8       10.9
Old  :     100.0:      44.3       25.6        2.4       42.7       58.8       89.4       86.8:      10.6       13.2
Other:     100.0:      21.7       24.5       19.3       51.8       45.7       92.8       89.5:       7.2       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       524:       137        122        154        161        200        394        413:
Old  :       306:        82         47         11         83        113        171        166:
Other:       506:       123        143        124        130        185        333        386:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       11.7       23.2       20.1       11.2        9.8       18.4       15.9
Old  :                 21.8       30.2       32.5       40.1       21.1       30.1       30.9       39.2
Other:                 18.2       10.3       27.3       18.5       13.9        8.3       22.9       14.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 02, 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  :   421,129:   103,798    111,764     80,720    204,640    197,684    389,158    390,168:    31,971     30,961
Old  :    95,855:    33,951     24,815      8,842     44,680     52,328     87,473     85,985:     8,382      9,870
Other:   325,274:    95,072    112,174     46,653    159,960    145,356    301,685    304,183:    23,589     21,091
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :   -14,734:     1,039      2,483     -7,466     -9,114    -12,703    -15,541    -17,686:       807      2,952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       26.5       19.2       48.6       46.9       92.4       92.6:       7.6        7.4
Old  :     100.0:      35.4       25.9        9.2       46.6       54.6       91.3       89.7:       8.7       10.3
Other:     100.0:      29.2       34.5       14.3       49.2       44.7       92.7       93.5:       7.3        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        89         88         98         88         68        234        216:
Old  :       179:        44         43         34         66         49        131        108:
Other:       262:        74         91         73         69         53        190        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       18.8       19.9       26.3       12.1       16.8       19.1       23.2
Old  :                 21.2       23.8       32.8       37.4       18.1       21.1       28.1       32.1
Other:                 15.3       20.4       24.1       28.3       15.2       19.1       24.0       26.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 02, 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  :   933,255:   164,048    163,413     14,573    578,172    616,873    756,793    794,859:   176,462    138,396
Old  :   933,255:   164,048    163,413     14,573    578,172    616,873    756,793    794,859:   176,462    138,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :    -6,209:   -12,887      2,668     -1,288      9,159     -6,771     -5,016     -5,391:    -1,193       -818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       17.5        1.6       62.0       66.1       81.1       85.2:      18.9       14.8
Old  :     100.0:      17.6       17.5        1.6       62.0       66.1       81.1       85.2:      18.9       14.8
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  :       175:        43         22         16         75         74        120        110:
Old  :       175:        43         22         16         75         74        120        110:
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  :                 25.7       31.6       34.2       44.7       21.9       29.5       28.8       39.1
Old  :                 25.7       31.6       34.2       44.7       21.9       29.5       28.8       39.1
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, July 02, 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  : 1,150,605:    94,631    392,805     12,122    866,836    658,225    973,589  1,063,152:   177,016     87,453
Old  : 1,150,605:    94,631    392,805     12,122    866,836    658,225    973,589  1,063,152:   177,016     87,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     8,691:     4,714        631     -3,152      7,223     12,945      8,785     10,424:       -94     -1,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       34.1        1.1       75.3       57.2       84.6       92.4:      15.4        7.6
Old  :     100.0:       8.2       34.1        1.1       75.3       57.2       84.6       92.4:      15.4        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        25         16         15         72         67        100         95:
Old  :       132:        25         16         15         72         67        100         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       34.0       41.6       51.8       25.0       34.0       34.1       50.1
Old  :                 31.7       34.0       41.6       51.8       25.0       34.0       34.1       50.1
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, July 02, 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  :   437,302:    74,354     61,329    104,467    214,891    242,611    393,712    408,407:    43,590     28,895
Old  :   119,214:    35,288     32,410      5,869     59,960     69,754    101,117    108,033:    18,097     11,181
Other:   318,088:    82,761     72,614     54,903    154,931    172,857    292,595    300,374:    25,493     17,714
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :   -27,018:       679     11,834    -16,822     -8,799    -20,886    -24,942    -25,874:    -2,076     -1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       14.0       23.9       49.1       55.5       90.0       93.4:      10.0        6.6
Old  :     100.0:      29.6       27.2        4.9       50.3       58.5       84.8       90.6:      15.2        9.4
Other:     100.0:      26.0       22.8       17.3       48.7       54.3       92.0       94.4:       8.0        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        73         62         86         97         83        227        188:
Old  :       190:        55         25         24         82         62        147        102:
Other:       237:        67         65         69         76         64        192        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       21.2       19.9       31.5       10.0       17.9       14.9       24.4
Old  :                 14.1       28.9       24.3       46.0       13.5       28.8       23.5       45.9
Other:                 15.3       22.6       23.0       31.9       12.5       19.2       19.3       26.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 02, 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  :     5,825:     1,240      1,698         38      2,921      3,235      4,199      4,971:     1,626        854
Old  :     5,825:     1,240      1,698         38      2,921      3,235      4,199      4,971:     1,626        854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :    -1,501:      -414        193       -292       -461       -907     -1,167     -1,006:      -334       -495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       29.2        0.7       50.1       55.5       72.1       85.3:      27.9       14.7
Old  :     100.0:      21.3       29.2        0.7       50.1       55.5       72.1       85.3:      27.9       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        12         13          3          8         10         23         23:
Old  :        41:        12         13          3          8         10         23         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  :                 50.7       49.5       61.0       64.9       50.7       49.4       61.0       64.4
Old  :                 50.7       49.5       61.0       64.9       50.7       49.4       61.0       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 02, 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  : 3,526,478:   857,443  1,162,511     41,976  2,418,046  2,215,918  3,317,465  3,420,405:   209,013    106,073
Old  : 3,526,478:   857,443  1,162,511     41,976  2,418,046  2,215,918  3,317,465  3,420,405:   209,013    106,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :   -90,826:   -52,692    -17,366     -3,408    -44,039    -59,194   -100,139    -79,968:     9,313    -10,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       33.0        1.2       68.6       62.8       94.1       97.0:       5.9        3.0
Old  :     100.0:      24.3       33.0        1.2       68.6       62.8       94.1       97.0:       5.9        3.0
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  :       357:        70         57         33        168        137        252        213:
Old  :       357:        70         57         33        168        137        252        213:
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  :                 23.8       30.3       37.7       46.8       23.6       29.4       37.0       45.9
Old  :                 23.8       30.3       37.7       46.8       23.6       29.4       37.0       45.9
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, July 02, 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  : 3,756,647:   638,138    927,022    182,218  2,478,903  2,219,460  3,299,259  3,328,700:   457,388    427,947
Old  : 3,756,647:   638,138    927,022    182,218  2,478,903  2,219,460  3,299,259  3,328,700:   457,388    427,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :   -12,642:   -33,998    -26,213     -1,091     34,663     -4,868       -426    -32,172:   -12,216     19,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       24.7        4.9       66.0       59.1       87.8       88.6:      12.2       11.4
Old  :     100.0:      17.0       24.7        4.9       66.0       59.1       87.8       88.6:      12.2       11.4
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  :       396:        89         62         44        185        173        292        261:
Old  :       396:        89         62         44        185        173        292        261:
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  :                 23.5       18.0       31.4       29.1       17.3       16.1       24.6       24.3
Old  :                 23.5       18.0       31.4       29.1       17.3       16.1       24.6       24.3
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, July 02, 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  :   756,775:   144,707    120,317     10,336    489,523    480,082    644,566    610,735:   112,209    146,040
Old  :   756,775:   144,707    120,317     10,336    489,523    480,082    644,566    610,735:   112,209    146,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     4,954:       519     -1,425       -319      3,555      8,714      3,755      6,970:     1,199     -2,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       15.9        1.4       64.7       63.4       85.2       80.7:      14.8       19.3
Old  :     100.0:      19.1       15.9        1.4       64.7       63.4       85.2       80.7:      14.8       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  :       104:        13         15         12         55         60         75         80:
Old  :       104:        13         15         12         55         60         75         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       31.1       40.3       41.6       23.9       29.8       36.9       38.0
Old  :                 26.3       31.1       40.3       41.6       23.9       29.8       36.9       38.0
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, July 02, 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  : 4,440,077:   857,409    944,340     64,176  3,176,567  3,085,445  4,098,152  4,093,961:   341,925    346,116
Old  : 4,440,077:   857,409    944,340     64,176  3,176,567  3,085,445  4,098,152  4,093,961:   341,925    346,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :   -10,711:   -15,959     29,129      2,644     21,360    -57,198      8,045    -25,425:   -18,756     14,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       21.3        1.4       71.5       69.5       92.3       92.2:       7.7        7.8
Old  :     100.0:      19.3       21.3        1.4       71.5       69.5       92.3       92.2:       7.7        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        57         59         39        148        159        225        237:
Old  :       334:        57         59         39        148        159        225        237:
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  :                 31.0       24.4       44.7       36.0       21.1       21.6       34.4       32.3
Old  :                 31.0       24.4       44.7       36.0       21.1       21.6       34.4       32.3
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, July 02, 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  : 2,050,441:   403,461    409,860    391,947  1,221,641  1,192,091  2,017,049  1,993,898:    33,392     56,543
Old  : 2,050,441:   403,461    409,860    391,947  1,221,641  1,192,091  2,017,049  1,993,898:    33,392     56,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :  -233,918:   -57,290   -100,693    -20,928   -147,966   -106,466   -226,184   -228,087:    -7,734     -5,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       20.0       19.1       59.6       58.1       98.4       97.2:       1.6        2.8
Old  :     100.0:      19.7       20.0       19.1       59.6       58.1       98.4       97.2:       1.6        2.8
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  :       172:        38         47         50         59         80        121        155:
Old  :       172:        38         47         50         59         80        121        155:
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  :                 31.1       24.0       52.4       37.8       27.5       15.1       39.2       22.9
Old  :                 31.1       24.0       52.4       37.8       27.5       15.1       39.2       22.9
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, July 02, 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  :    42,532:    22,923      3,723        791     10,227     29,817     33,941     34,330:     8,591      8,202
Old  :    42,532:    22,923      3,723        791     10,227     29,817     33,941     34,330:     8,591      8,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     1,207:       133       -836        256         96      3,093        484      2,512:       724     -1,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9        8.8        1.9       24.0       70.1       79.8       80.7:      20.2       19.3
Old  :     100.0:      53.9        8.8        1.9       24.0       70.1       79.8       80.7:      20.2       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  :        93:        33         16          4         24         27         57         47:
Old  :        93:        33         16          4         24         27         57         47:
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  :                 27.3       37.5       40.5       54.3       26.3       34.8       39.2       51.6
Old  :                 27.3       37.5       40.5       54.3       26.3       34.8       39.2       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 02, 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  :    85,063:    45,846      7,445      1,581     20,454     59,633     67,881     68,659:    17,182     16,404
Old  :    85,063:    45,846      7,445      1,581     20,454     59,633     67,881     68,659:    17,182     16,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     2,414:       265     -1,672        511        191      6,185        967      5,024:     1,447     -2,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9        8.8        1.9       24.0       70.1       79.8       80.7:      20.2       19.3
Old  :     100.0:      53.9        8.8        1.9       24.0       70.1       79.8       80.7:      20.2       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  :        93:        33         16          4         24         27         57         47:
Old  :        93:        33         16          4         24         27         57         47:
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  :                 27.3       37.5       40.5       54.3       26.3       34.8       39.2       51.6
Old  :                 27.3       37.5       40.5       54.3       26.3       34.8       39.2       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, July 02, 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  :    29,293:     2,683      2,078          0     24,413     26,892     27,096     28,970:     2,197        323
Old  :    29,293:     2,683      2,078          0     24,413     26,892     27,096     28,970:     2,197        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     2,699:       -13        854          0      2,486      1,973      2,473      2,827:       226       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        7.1        0.0       83.3       91.8       92.5       98.9:       7.5        1.1
Old  :     100.0:       9.2        7.1        0.0       83.3       91.8       92.5       98.9:       7.5        1.1
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  :        24:         2          4          0         14          9         16         13:
Old  :        24:         2          4          0         14          9         16         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  :                 64.2       83.5       81.5       94.6       64.2       82.6       80.3       93.3
Old  :                 64.2       83.5       81.5       94.6       64.2       82.6       80.3       93.3
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, July 02, 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  :    21,598:    12,721     19,075        646      8,050      1,146     21,417     20,867:       181        731
Old  :    21,598:    12,721     19,075        646      8,050      1,146     21,417     20,867:       181        731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :    -4,549:      -362       -616     -3,937       -245          0     -4,544     -4,553:        -5          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.9       88.3        3.0       37.3        5.3       99.2       96.6:       0.8        3.4
Old  :     100.0:      58.9       88.3        3.0       37.3        5.3       99.2       96.6:       0.8        3.4
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  :        44:        24         16          3          4          1         30         18:
Old  :        44:        24         16          3          4          1         30         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  :                 55.5       71.2       82.6       84.8       53.5       70.7       75.5       81.3
Old  :                 55.5       71.2       82.6       84.8       53.5       70.7       75.5       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, July 02, 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  :    20,558:    16,043      4,983         69      4,417     13,131     20,529     18,183:        29      2,375
Old  :    20,558:    16,043      4,983         69      4,417     13,131     20,529     18,183:        29      2,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     4,686:     7,317        447          0     -2,617      4,269      4,700      4,716:       -14        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0       24.2        0.3       21.5       63.9       99.9       88.4:       0.1       11.6
Old  :     100.0:      78.0       24.2        0.3       21.5       63.9       99.9       88.4:       0.1       11.6
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  :        32:         5          7          1          3         17          9         24:
Old  :        32:         5          7          1          3         17          9         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.2       48.3       99.7       70.1       98.2       47.9       99.5       69.7
Old  :                 98.2       48.3       99.7       70.1       98.2       47.9       99.5       69.7
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, July 02, 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  :     9,668:     5,678      4,477          0      3,932      3,636      9,610      8,113:        58      1,555
Old  :     9,668:     5,678      4,477          0      3,932      3,636      9,610      8,113:        58      1,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :       452:       435        618          0          0        -20        435        598:        17       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.7       46.3        0.0       40.7       37.6       99.4       83.9:       0.6       16.1
Old  :     100.0:      58.7       46.3        0.0       40.7       37.6       99.4       83.9:       0.6       16.1
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  :        25:         4         10          0          2          9          6         19:
Old  :        25:         4         10          0          2          9          6         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  :                 89.0       51.3       99.4       73.6       89.0       51.3       99.4       73.6
Old  :                 89.0       51.3       99.4       73.6       89.0       51.3       99.4       73.6
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, July 02, 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  :    53,926:    25,534     25,520     28,392          0          0     53,926     53,912:         0         14
Old  :    53,926:    25,534     25,520     28,392          0          0     53,926     53,912:         0         14
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 25, 2019                        :
     :     3,115:     3,115      3,125          0          0          0      3,115      3,125:         0        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4       47.3       52.6        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      47.4       47.3       52.6        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  :        25:         5         19          5          0          0          7         23:
Old  :        25:         5         19          5          0          0          7         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  :                 99.3       66.6      100.0       92.4       47.3       35.7       47.4       45.4
Old  :                 99.3       66.6      100.0       92.4       47.3       35.7       47.4       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 8, 2019