WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 09, 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  :   363,931:   126,696     92,616     90,825    116,865    136,940    334,386    320,381:    29,545     43,550
Old  :   334,568:   118,635     90,526     81,852    109,436    124,836    309,923    297,214:    24,645     37,354
Other:    29,363:    12,877      6,906      4,157      7,429     12,104     24,463     23,167:     4,900      6,196
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :     1,289:    -5,448      2,531      4,687      2,550     -7,262      1,789        -44:      -500      1,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       25.4       25.0       32.1       37.6       91.9       88.0:       8.1       12.0
Old  :     100.0:      35.5       27.1       24.5       32.7       37.3       92.6       88.8:       7.4       11.2
Other:     100.0:      43.9       23.5       14.2       25.3       41.2       83.3       78.9:      16.7       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       107        109        115         79        105        254        271:
Old  :       350:       107        107        111         77        104        247        267:
Other:       117:        25         28         14         20         53         55         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       13.4       22.5       22.1       10.9       11.4       18.8       18.9
Old  :                 14.2       13.8       23.5       23.2       11.7       12.3       19.5       19.6
Other:                 38.5       23.8       53.0       36.9       38.3       21.2       49.5       32.6
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 09, 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  :    20,928:     8,775          0        650     10,803     19,638     20,228     20,288:       700        640
Old  :    20,928:     8,775          0        650     10,803     19,638     20,228     20,288:       700        640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :      -260:       178          0       -500       -101        340       -423       -160:       163       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        0.0        3.1       51.6       93.8       96.7       96.9:       3.3        3.1
Old  :     100.0:      41.9        0.0        3.1       51.6       93.8       96.7       96.9:       3.3        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         7          0          4         17         14         24         18:
Old  :        28:         7          0          4         17         14         24         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  :                 48.9       70.7       72.4       86.1       45.4       56.5       63.0       70.9
Old  :                 48.9       70.7       72.4       86.1       45.4       56.5       63.0       70.9
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 09, 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  :   277,477:    70,775     73,440     69,884    111,611    111,914    252,270    255,238:    25,207     22,239
Old  :   264,091:    70,619     72,711     65,635    103,908    106,060    240,162    244,406:    23,929     19,685
Other:    13,386:     2,866      3,439      1,539      7,703      5,854     12,108     10,832:     1,278      2,554
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :     8,178:     3,452      2,925      3,213      1,027      1,967      7,692      8,105:       486         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       26.5       25.2       40.2       40.3       90.9       92.0:       9.1        8.0
Old  :     100.0:      26.7       27.5       24.9       39.3       40.2       90.9       92.5:       9.1        7.5
Other:     100.0:      21.4       25.7       11.5       57.5       43.7       90.5       80.9:       9.5       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        81         61         69         73         74        191        175:
Old  :       255:        82         61         67         73         73        189        173:
Other:        81:        11         16         10         19         35         37         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       17.7       22.2       25.8        9.3       12.7       15.9       19.4
Old  :                 13.5       18.5       22.3       27.0       10.0       14.5       17.3       21.8
Other:                 46.3       39.8       66.8       56.6       44.7       38.8       60.8       52.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 09, 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  : 1,780,296:   469,557    166,351    335,566    712,304  1,075,275  1,517,427  1,577,192:   262,869    203,104
Old  :   554,218:   223,478    226,472     16,653    235,131    269,840    475,262    512,965:    78,956     41,253
Other: 1,226,078:   403,163     96,963    161,829    477,173    805,435  1,042,165  1,064,227:   183,913    161,851
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :    33,373:     3,848      1,441     12,170     19,274     21,225     35,292     34,836:    -1,919     -1,463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        9.3       18.8       40.0       60.4       85.2       88.6:      14.8       11.4
Old  :     100.0:      40.3       40.9        3.0       42.4       48.7       85.8       92.6:      14.2        7.4
Other:     100.0:      32.9        7.9       13.2       38.9       65.7       85.0       86.8:      15.0       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       900:       234        140        202        352        397        685        661:
Old  :       719:       153        122         31        253        253        423        389:
Other:       819:       202        133        124        267        371        534        574:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.7       10.0       14.4       17.0        6.6        8.2       10.7       14.6
Old  :                 12.3       13.1       20.6       22.3       12.2       12.8       20.5       21.8
Other:                 12.6       13.5       19.9       21.7       10.1       12.4       15.8       19.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 09, 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  :     4,790:     2,402        170          0        730      3,674      3,132      3,844:     1,658        946
Old  :     4,790:     2,402        170          0        730      3,674      3,132      3,844:     1,658        946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :       -49:        82         57          0         13        -56         95          1:      -144        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1        3.5        0.0       15.2       76.7       65.4       80.3:      34.6       19.7
Old  :     100.0:      50.1        3.5        0.0       15.2       76.7       65.4       80.3:      34.6       19.7
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  :        26:        11          3          0          5          9         16         12:
Old  :        26:        11          3          0          5          9         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       50.7       53.3       74.6       38.1       49.0       53.3       72.5
Old  :                 38.1       50.7       53.3       74.6       38.1       49.0       53.3       72.5
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 09, 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  :   676,785:   138,678    139,916    154,320    330,445    312,281    623,443    606,517:    53,342     70,268
Old  :   101,592:    45,667     27,035      1,555     43,478     59,942     90,700     88,532:    10,892     13,060
Other:   575,193:   125,684    145,554    120,092    286,967    252,339    532,743    517,985:    42,450     57,208
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :    27,930:     6,069     10,459     15,070      3,759      2,764     24,898     28,293:     3,032       -363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       20.7       22.8       48.8       46.1       92.1       89.6:       7.9       10.4
Old  :     100.0:      45.0       26.6        1.5       42.8       59.0       89.3       87.1:      10.7       12.9
Other:     100.0:      21.9       25.3       20.9       49.9       43.9       92.6       90.1:       7.4        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       520:       139        124        149        167        198        397        404:
Old  :       305:        74         50          8         90        107        167        162:
Other:       503:       131        133        130        135        185        345        381:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       11.6       23.2       20.4       10.9        9.7       17.9       15.4
Old  :                 26.2       31.3       37.5       42.0       24.9       31.0       36.0       41.4
Other:                 17.3       10.8       26.1       19.5       13.3        9.0       22.0       15.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 09, 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  :   427,404:   108,573    111,705     84,125    201,326    201,928    394,024    397,758:    33,380     29,646
Old  :    91,588:    33,632     27,082      6,561     43,648     48,559     83,841     82,202:     7,747      9,386
Other:   335,816:    99,466    109,148     53,039    157,678    153,369    310,183    315,556:    25,633     20,260
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :     6,275:     4,775        -59      3,405     -3,314      4,244      4,866      7,590:     1,409     -1,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       26.1       19.7       47.1       47.2       92.2       93.1:       7.8        6.9
Old  :     100.0:      36.7       29.6        7.2       47.7       53.0       91.5       89.8:       8.5       10.2
Other:     100.0:      29.6       32.5       15.8       47.0       45.7       92.4       94.0:       7.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        87         92        101         87         66        239        211:
Old  :       178:        49         41         26         64         46        127        100:
Other:       267:        75         95         82         68         56        203        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       19.7       19.6       27.9       11.8       16.9       18.8       23.8
Old  :                 20.5       24.4       32.0       37.8       18.9       22.0       28.8       33.1
Other:                 14.8       22.0       23.3       30.8       14.6       20.1       23.2       27.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 09, 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  :   920,436:   150,909    162,097     14,474    580,665    611,104    746,048    787,675:   174,388    132,761
Old  :   920,436:   150,909    162,097     14,474    580,665    611,104    746,048    787,675:   174,388    132,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :   -12,819:   -13,139     -1,316        -99      2,493     -5,769    -10,745     -7,184:    -2,074     -5,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       17.6        1.6       63.1       66.4       81.1       85.6:      18.9       14.4
Old  :     100.0:      16.4       17.6        1.6       63.1       66.4       81.1       85.6:      18.9       14.4
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  :       180:        43         23         19         78         76        123        116:
Old  :       180:        43         23         19         78         76        123        116:
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       32.2       34.7       45.3       22.4       30.1       29.1       39.9
Old  :                 26.1       32.2       34.7       45.3       22.4       30.1       29.1       39.9
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 09, 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  : 1,150,733:    94,991    390,553     10,742    873,318    659,594    979,051  1,060,889:   171,682     89,844
Old  : 1,150,733:    94,991    390,553     10,742    873,318    659,594    979,051  1,060,889:   171,682     89,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :       128:       360     -2,252     -1,380      6,482      1,369      5,462     -2,263:    -5,334      2,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       33.9        0.9       75.9       57.3       85.1       92.2:      14.9        7.8
Old  :     100.0:       8.3       33.9        0.9       75.9       57.3       85.1       92.2:      14.9        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  :       133:        25         17         14         74         66        101         95:
Old  :       133:        25         17         14         74         66        101         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  :                 31.8       33.8       41.8       51.7       25.1       33.8       34.2       49.9
Old  :                 31.8       33.8       41.8       51.7       25.1       33.8       34.2       49.9
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 09, 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  :   439,959:    75,697     69,552    100,065    218,362    239,963    394,124    409,580:    45,835     30,379
Old  :   114,529:    27,499     34,751      4,562     63,996     64,497     96,057    103,810:    18,472     10,719
Other:   325,430:    85,872     72,475     57,829    154,366    175,466    298,067    305,770:    27,363     19,660
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :     2,657:     1,343      8,223     -4,402      3,471     -2,648        412      1,173:     2,245      1,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       15.8       22.7       49.6       54.5       89.6       93.1:      10.4        6.9
Old  :     100.0:      24.0       30.3        4.0       55.9       56.3       83.9       90.6:      16.1        9.4
Other:     100.0:      26.4       22.3       17.8       47.4       53.9       91.6       94.0:       8.4        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        71         60         84         95         81        219        185:
Old  :       185:        50         27         25         79         59        140        101:
Other:       232:        66         60         68         77         63        191        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       20.5       19.5       30.4       10.3       17.4       15.1       23.7
Old  :                 14.7       27.2       24.6       45.0       14.3       27.1       24.0       44.9
Other:                 14.9       22.4       22.5       31.3       12.1       19.3       18.5       26.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 09, 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  :     5,929:       972      1,695         24      3,393      3,388      4,389      5,107:     1,540        822
Old  :     5,929:       972      1,695         24      3,393      3,388      4,389      5,107:     1,540        822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :       104:      -268         -3        -14        472        153        190        136:       -86        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       28.6        0.4       57.2       57.1       74.0       86.1:      26.0       13.9
Old  :     100.0:      16.4       28.6        0.4       57.2       57.1       74.0       86.1:      26.0       13.9
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  :        42:        12         13          7          9         10         26         25:
Old  :        42:        12         13          7          9         10         26         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       49.7       65.3       64.8       54.5       49.4       65.3       64.3
Old  :                 54.5       49.7       65.3       64.8       54.5       49.4       65.3       64.3
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 09, 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  : 3,491,119:   822,217  1,135,171     54,163  2,413,923  2,186,124  3,290,303  3,375,458:   200,816    115,661
Old  : 3,491,119:   822,217  1,135,171     54,163  2,413,923  2,186,124  3,290,303  3,375,458:   200,816    115,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :   -35,359:   -35,226    -27,340     12,187     -4,123    -29,794    -27,162    -44,947:    -8,197      9,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       32.5        1.6       69.1       62.6       94.2       96.7:       5.8        3.3
Old  :     100.0:      23.6       32.5        1.6       69.1       62.6       94.2       96.7:       5.8        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  :       370:        78         57         38        177        131        274        207:
Old  :       370:        78         57         38        177        131        274        207:
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  :                 24.6       31.3       38.0       47.4       24.4       30.0       37.3       46.1
Old  :                 24.6       31.3       38.0       47.4       24.4       30.0       37.3       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 09, 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  : 3,736,397:   682,406    971,242    173,317  2,403,522  2,188,345  3,259,245  3,332,904:   477,152    403,493
Old  : 3,736,397:   682,406    971,242    173,317  2,403,522  2,188,345  3,259,245  3,332,904:   477,152    403,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :   -20,250:    44,268     44,220     -8,901    -75,381    -31,115    -40,014      4,204:    19,764    -24,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       26.0        4.6       64.3       58.6       87.2       89.2:      12.8       10.8
Old  :     100.0:      18.3       26.0        4.6       64.3       58.6       87.2       89.2:      12.8       10.8
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  :       399:        93         63         51        189        165        302        259:
Old  :       399:        93         63         51        189        165        302        259:
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  :                 22.3       17.4       30.3       28.7       16.7       15.6       23.7       24.0
Old  :                 22.3       17.4       30.3       28.7       16.7       15.6       23.7       24.0
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 09, 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  :   758,178:   144,691    114,074     10,182    492,483    492,489    647,356    616,745:   110,822    141,433
Old  :   758,178:   144,691    114,074     10,182    492,483    492,489    647,356    616,745:   110,822    141,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :     1,403:       -16     -6,243       -154      2,960     12,407      2,790      6,010:    -1,387     -4,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       15.0        1.3       65.0       65.0       85.4       81.3:      14.6       18.7
Old  :     100.0:      19.1       15.0        1.3       65.0       65.0       85.4       81.3:      14.6       18.7
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  :       104:        12         16         12         56         60         76         80:
Old  :       104:        12         16         12         56         60         76         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  :                 26.4       31.0       40.5       41.0       23.9       28.7       37.0       37.0
Old  :                 26.4       31.0       40.5       41.0       23.9       28.7       37.0       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, July 09, 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  : 4,343,677:   863,259    957,301     63,934  3,061,893  2,998,315  3,989,086  4,019,550:   354,591    324,127
Old  : 4,343,677:   863,259    957,301     63,934  3,061,893  2,998,315  3,989,086  4,019,550:   354,591    324,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :   -96,400:     5,850     12,961       -242   -114,674    -87,130   -109,066    -74,411:    12,666    -21,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       22.0        1.5       70.5       69.0       91.8       92.5:       8.2        7.5
Old  :     100.0:      19.9       22.0        1.5       70.5       69.0       91.8       92.5:       8.2        7.5
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  :       335:        52         60         39        146        164        219        242:
Old  :       335:        52         60         39        146        164        219        242:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       25.5       44.7       36.5       21.0       22.2       34.4       32.5
Old  :                 30.7       25.5       44.7       36.5       21.0       22.2       34.4       32.5
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 09, 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  : 2,100,243:   355,702    358,953    411,656  1,287,738  1,272,536  2,055,096  2,043,145:    45,147     57,098
Old  : 2,100,243:   355,702    358,953    411,656  1,287,738  1,272,536  2,055,096  2,043,145:    45,147     57,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :    49,802:   -47,759    -50,907     19,709     66,097     80,445     38,047     49,247:    11,755        555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       17.1       19.6       61.3       60.6       97.9       97.3:       2.1        2.7
Old  :     100.0:      16.9       17.1       19.6       61.3       60.6       97.9       97.3:       2.1        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        36         49         49         62         79        125        152:
Old  :       169:        36         49         49         62         79        125        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       23.9       53.0       38.2       26.3       16.0       36.3       23.7
Old  :                 30.2       23.9       53.0       38.2       26.3       16.0       36.3       23.7
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 09, 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  :    40,651:    20,935      4,576      1,286     10,164     26,510     32,384     32,371:     8,267      8,280
Old  :    40,651:    20,935      4,576      1,286     10,164     26,510     32,384     32,371:     8,267      8,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :    -1,881:    -1,989        853        496        -64     -3,307     -1,557     -1,959:      -324         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5       11.3        3.2       25.0       65.2       79.7       79.6:      20.3       20.4
Old  :     100.0:      51.5       11.3        3.2       25.0       65.2       79.7       79.6:      20.3       20.4
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  :        93:        31         20          5         21         27         53         51:
Old  :        93:        31         20          5         21         27         53         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       32.4       40.5       49.2       27.7       29.6       40.3       46.4
Old  :                 27.7       32.4       40.5       49.2       27.7       29.6       40.3       46.4
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 09, 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  :    81,302:    41,869      9,151      2,572     20,327     53,019     64,768     64,742:    16,534     16,560
Old  :    81,302:    41,869      9,151      2,572     20,327     53,019     64,768     64,742:    16,534     16,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :    -3,761:    -3,977      1,706        991       -127     -6,614     -3,113     -3,917:      -648        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5       11.3        3.2       25.0       65.2       79.7       79.6:      20.3       20.4
Old  :     100.0:      51.5       11.3        3.2       25.0       65.2       79.7       79.6:      20.3       20.4
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  :        93:        31         20          5         21         27         53         51:
Old  :        93:        31         20          5         21         27         53         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       32.4       40.5       49.2       27.7       29.6       40.3       46.4
Old  :                 27.7       32.4       40.5       49.2       27.7       29.6       40.3       46.4
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 09, 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  :    29,360:     2,417      1,618          0     24,600     27,238     27,017     28,856:     2,343        504
Old  :    29,360:     2,417      1,618          0     24,600     27,238     27,017     28,856:     2,343        504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :        67:      -266       -460          0        187        346        -79       -114:       146        181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        5.5        0.0       83.8       92.8       92.0       98.3:       8.0        1.7
Old  :     100.0:       8.2        5.5        0.0       83.8       92.8       92.0       98.3:       8.0        1.7
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  :        23:         2          3          0         13          9         15         12:
Old  :        23:         2          3          0         13          9         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       83.2       81.5       94.5       65.0       82.3       80.6       93.6
Old  :                 65.0       83.2       81.5       94.5       65.0       82.3       80.6       93.6
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 09, 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  :    21,454:    13,522     18,407        646      7,016      2,380     21,184     21,433:       270         21
Old  :    21,454:    13,522     18,407        646      7,016      2,380     21,184     21,433:       270         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :      -144:       801       -668          0     -1,034      1,234       -233        566:        89       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0       85.8        3.0       32.7       11.1       98.7       99.9:       1.3        0.1
Old  :     100.0:      63.0       85.8        3.0       32.7       11.1       98.7       99.9:       1.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        24         16          3          4          2         30         19:
Old  :        44:        24         16          3          4          2         30         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  :                 52.1       66.4       78.6       83.2       50.1       65.4       67.1       77.2
Old  :                 52.1       66.4       78.6       83.2       50.1       65.4       67.1       77.2
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 09, 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  :    20,429:    16,131      4,991         69      4,197     13,273     20,397     18,333:        32      2,096
Old  :    20,429:    16,131      4,991         69      4,197     13,273     20,397     18,333:        32      2,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :      -129:        88          8          0       -220        142       -132        150:         3       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.0       24.4        0.3       20.5       65.0       99.8       89.7:       0.2       10.3
Old  :     100.0:      79.0       24.4        0.3       20.5       65.0       99.8       89.7:       0.2       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 98.3       48.8       99.7       70.7       98.3       48.5       99.5       70.4
Old  :                 98.3       48.8       99.7       70.7       98.3       48.5       99.5       70.4
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, July 09, 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  :    10,554:     6,574      5,258          0      3,932      3,770     10,506      9,028:        48      1,526
Old  :    10,554:     6,574      5,258          0      3,932      3,770     10,506      9,028:        48      1,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :       886:       896        781          0          0        134        896        915:       -10        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.3       49.8        0.0       37.3       35.7       99.5       85.5:       0.5       14.5
Old  :     100.0:      62.3       49.8        0.0       37.3       35.7       99.5       85.5:       0.5       14.5
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:         5         10          0          2          9          7         19:
Old  :        26:         5         10          0          2          9          7         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  :                 90.4       49.5       99.5       76.5       90.4       49.5       99.5       76.5
Old  :                 90.4       49.5       99.5       76.5       90.4       49.5       99.5       76.5
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 09, 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  :    52,495:    24,081     24,087     28,392          0          0     52,473     52,479:        22         16
Old  :    52,495:    24,081     24,087     28,392          0          0     52,473     52,479:        22         16
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2019                         :
     :    -1,431:    -1,453     -1,433          0          0          0     -1,453     -1,433:        22          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9       45.9       54.1        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      45.9       45.9       54.1        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:         5         18          5          0          0          7         22:
Old  :        24:         5         18          5          0          0          7         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  :                 99.3       66.3      100.0       92.8       45.8       34.5       45.9       43.8
Old  :                 99.3       66.3      100.0       92.8       45.8       34.5       45.9       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 12, 2019