WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 16, 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  :   372,617:   120,683     92,714     99,804    121,522    137,941    342,009    330,459:    30,608     42,158
Old  :   341,103:   112,875     90,878     88,856    113,631    125,556    315,362    305,290:    25,741     35,813
Other:    31,514:    14,459      8,487      4,297      7,891     12,385     26,647     25,169:     4,867      6,345
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :     8,686:    -6,013         98      8,979      4,657      1,001      7,623     10,078:     1,063     -1,392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       24.9       26.8       32.6       37.0       91.8       88.7:       8.2       11.3
Old  :     100.0:      33.1       26.6       26.0       33.3       36.8       92.5       89.5:       7.5       10.5
Other:     100.0:      45.9       26.9       13.6       25.0       39.3       84.6       79.9:      15.4       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:       105        112        120         80        108        254        279:
Old  :       346:       107        107        114         76        107        244        273:
Other:       129:        28         32         18         23         53         65         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       11.0       24.5       20.0       10.5        9.3       18.4       16.2
Old  :                 15.2       11.6       25.7       20.9       11.5       10.1       19.0       16.8
Other:                 36.7       24.4       49.0       38.0       36.5       21.9       46.6       33.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 16, 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  :    21,813:     9,484          0        860     10,914     20,243     21,258     21,103:       555        710
Old  :    21,813:     9,484          0        860     10,914     20,243     21,258     21,103:       555        710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :       885:       709          0        210        111        605      1,030        815:      -145         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5        0.0        3.9       50.0       92.8       97.5       96.7:       2.5        3.3
Old  :     100.0:      43.5        0.0        3.9       50.0       92.8       97.5       96.7:       2.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          0          4         15         14         22         18:
Old  :        27:         7          0          4         15         14         22         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  :                 51.6       72.1       74.8       86.6       47.2       59.3       64.7       70.1
Old  :                 51.6       72.1       74.8       86.6       47.2       59.3       64.7       70.1
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 16, 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  :   280,333:    75,287     74,911     68,563    109,726    115,612    253,576    259,086:    26,757     21,247
Old  :   266,504:    74,479     74,542     63,772    102,821    109,243    241,072    247,557:    25,432     18,947
Other:    13,829:     4,049      3,610      1,550      6,905      6,369     12,504     11,529:     1,325      2,300
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :     2,856:     4,512      1,471     -1,321     -1,885      3,698      1,306      3,848:     1,550       -992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       26.7       24.5       39.1       41.2       90.5       92.4:       9.5        7.6
Old  :     100.0:      27.9       28.0       23.9       38.6       41.0       90.5       92.9:       9.5        7.1
Other:     100.0:      29.3       26.1       11.2       49.9       46.1       90.4       83.4:       9.6       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        77         67         65         74         83        187        186:
Old  :       261:        77         67         63         74         81        185        183:
Other:        85:        14         16          8         19         37         38         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  :                 12.4       17.8       21.3       26.9        9.6       14.1       16.3       21.1
Old  :                 13.1       18.7       22.1       28.2       10.4       15.7       17.7       23.3
Other:                 38.6       42.8       61.4       58.6       36.7       40.9       57.0       53.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 16, 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  : 1,797,311:   469,025    150,804    339,672    724,376  1,099,916  1,533,073  1,590,392:   264,238    206,919
Old  :   551,406:   225,128    243,189     12,473    239,018    256,434    476,619    512,096:    74,787     39,310
Other: 1,245,905:   427,688     91,406    143,408    485,358    843,482  1,056,454  1,078,296:   189,451    167,609
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    17,015:      -532    -15,547      4,106     12,072     24,641     15,646     13,200:     1,369      3,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        8.4       18.9       40.3       61.2       85.3       88.5:      14.7       11.5
Old  :     100.0:      40.8       44.1        2.3       43.3       46.5       86.4       92.9:      13.6        7.1
Other:     100.0:      34.3        7.3       11.5       39.0       67.7       84.8       86.5:      15.2       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       897:       232        135        205        355        394        688        656:
Old  :       715:       151        123         31        250        244        419        380:
Other:       822:       198        132        127        266        373        533        576:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.3       10.9       15.5       18.3        7.0        9.0       11.4       15.3
Old  :                 13.2       16.1       21.3       25.7       13.1       15.9       21.2       25.4
Other:                 13.5       14.3       21.0       22.4       11.5       13.0       18.4       19.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 16, 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  :     4,874:     2,346        221          0        845      3,644      3,191      3,865:     1,683      1,009
Old  :     4,874:     2,346        221          0        845      3,644      3,191      3,865:     1,683      1,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :        84:       -56         51          0        115        -30         59         21:        25         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1        4.5        0.0       17.3       74.8       65.5       79.3:      34.5       20.7
Old  :     100.0:      48.1        4.5        0.0       17.3       74.8       65.5       79.3:      34.5       20.7
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  :                 39.2       50.5       54.3       72.9       39.2       48.7       54.3       70.7
Old  :                 39.2       50.5       54.3       72.9       39.2       48.7       54.3       70.7
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 16, 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  :   670,495:   140,908    135,724    155,094    323,564    311,184    619,566    602,002:    50,929     68,493
Old  :    96,764:    46,668     21,817      1,251     38,919     62,531     86,838     85,599:     9,926     11,165
Other:   573,731:   128,603    148,270    119,480    284,645    248,653    532,728    516,403:    41,003     57,328
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    -6,290:     2,230     -4,192        774     -6,881     -1,097     -3,877     -4,515:    -2,413     -1,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       20.2       23.1       48.3       46.4       92.4       89.8:       7.6       10.2
Old  :     100.0:      48.2       22.5        1.3       40.2       64.6       89.7       88.5:      10.3       11.5
Other:     100.0:      22.4       25.8       20.8       49.6       43.3       92.9       90.0:       7.1       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       521:       129        129        151        171        206        393        419:
Old  :       299:        74         43          4         91        108        168        152:
Other:       505:       116        144        133        137        192        339        396:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       11.8       23.4       20.6       10.9        9.8       18.2       15.5
Old  :                 26.1       30.2       37.9       42.3       25.4       30.2       36.0       41.8
Other:                 17.4       10.6       26.5       19.1       13.5        9.0       22.5       15.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 16, 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  :   437,585:   110,689    114,500     86,094    207,027    206,218    403,810    406,812:    33,775     30,773
Old  :    88,385:    29,916     25,655      6,457     44,761     47,193     81,134     79,305:     7,251      9,080
Other:   349,200:   103,191    111,263     57,219    162,266    159,025    322,676    327,507:    26,524     21,693
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    10,181:     2,116      2,795      1,969      5,701      4,290      9,786      9,054:       395      1,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       26.2       19.7       47.3       47.1       92.3       93.0:       7.7        7.0
Old  :     100.0:      33.8       29.0        7.3       50.6       53.4       91.8       89.7:       8.2       10.3
Other:     100.0:      29.6       31.9       16.4       46.5       45.5       92.4       93.8:       7.6        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        91         85        100         80         67        230        212:
Old  :       169:        46         40         30         54         48        112        108:
Other:       269:        79         93         78         66         54        200        181:
     :----------------------------------------------------------------------------------------------------
     :             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       19.9       20.7       28.2       11.8       16.9       19.3       23.9
Old  :                 26.4       24.2       36.3       37.9       23.1       21.8       30.7       32.6
Other:                 14.6       22.3       23.5       31.0       14.5       20.7       23.4       28.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 16, 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  :   928,042:   146,509    168,256     16,783    595,226    611,028    758,518    796,067:   169,524    131,975
Old  :   928,042:   146,509    168,256     16,783    595,226    611,028    758,518    796,067:   169,524    131,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :     7,606:    -4,400      6,159      2,309     14,561        -76     12,470      8,392:    -4,864       -786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       18.1        1.8       64.1       65.8       81.7       85.8:      18.3       14.2
Old  :     100.0:      15.8       18.1        1.8       64.1       65.8       81.7       85.8:      18.3       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        42         25         22         73         75        121        116:
Old  :       174:        42         25         22         73         75        121        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  :                 25.9       32.1       34.8       43.9       22.4       29.7       29.8       39.1
Old  :                 25.9       32.1       34.8       43.9       22.4       29.7       29.8       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 16, 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  : 1,157,911:    95,711    389,953     12,087    875,878    662,230    983,676  1,064,270:   174,235     93,641
Old  : 1,157,911:    95,711    389,953     12,087    875,878    662,230    983,676  1,064,270:   174,235     93,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :     7,178:       720       -600      1,345      2,560      2,636      4,625      3,381:     2,553      3,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       33.7        1.0       75.6       57.2       85.0       91.9:      15.0        8.1
Old  :     100.0:       8.3       33.7        1.0       75.6       57.2       85.0       91.9:      15.0        8.1
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  :       135:        24         17         16         75         67        104         95:
Old  :       135:        24         17         16         75         67        104         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  :                 31.5       33.1       41.9       51.2       24.6       33.1       33.9       49.9
Old  :                 31.5       33.1       41.9       51.2       24.6       33.1       33.9       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 16, 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  :   443,329:    76,022     71,535    102,823    220,364    238,919    399,209    413,277:    44,120     30,052
Old  :   109,499:    26,522     34,293      4,216     62,099     61,723     92,837    100,232:    16,662      9,267
Other:   333,830:    88,339     76,081     59,768    158,265    177,196    306,372    313,045:    27,458     20,785
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :     3,370:       325      1,983      2,758      2,002     -1,044      5,085      3,697:    -1,715       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       16.1       23.2       49.7       53.9       90.0       93.2:      10.0        6.8
Old  :     100.0:      24.2       31.3        3.9       56.7       56.4       84.8       91.5:      15.2        8.5
Other:     100.0:      26.5       22.8       17.9       47.4       53.1       91.8       93.8:       8.2        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        74         59         87         97         82        223        192:
Old  :       188:        51         27         29         82         60        145        104:
Other:       242:        71         62         71         78         64        192        160:
     :----------------------------------------------------------------------------------------------------
     :             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       20.2       19.2       29.8       10.2       17.3       15.0       23.5
Old  :                 15.2       26.6       25.3       44.4       14.7       26.6       24.6       43.7
Other:                 14.1       22.3       21.7       30.7       11.8       19.1       18.3       26.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 16, 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  :     6,702:     1,454      1,589         99      3,651      4,015      5,204      5,703:     1,498        999
Old  :     6,702:     1,454      1,589         99      3,651      4,015      5,204      5,703:     1,498        999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :       773:       482       -106         75        258        627        815        596:       -42        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       23.7        1.5       54.5       59.9       77.6       85.1:      22.4       14.9
Old  :     100.0:      21.7       23.7        1.5       54.5       59.9       77.6       85.1:      22.4       14.9
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  :        44:        15         13          5          8         11         25         27:
Old  :        44:        15         13          5          8         11         25         27:
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  :                 53.8       48.0       65.3       63.1       53.8       47.9       65.3       63.1
Old  :                 53.8       48.0       65.3       63.1       53.8       47.9       65.3       63.1
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 16, 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  : 3,587,902:   873,887  1,180,727     93,489  2,413,048  2,201,318  3,380,424  3,475,534:   207,478    112,368
Old  : 3,587,902:   873,887  1,180,727     93,489  2,413,048  2,201,318  3,380,424  3,475,534:   207,478    112,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    96,783:    51,670     45,556     39,326       -875     15,194     90,121    100,076:     6,662     -3,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       32.9        2.6       67.3       61.4       94.2       96.9:       5.8        3.1
Old  :     100.0:      24.4       32.9        2.6       67.3       61.4       94.2       96.9:       5.8        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  :       360:        77         54         43        177        129        280        201:
Old  :       360:        77         54         43        177        129        280        201:
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  :                 23.2       32.6       37.5       49.3       22.9       30.8       36.8       47.5
Old  :                 23.2       32.6       37.5       49.3       22.9       30.8       36.8       47.5
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 16, 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  : 3,779,273:   680,971  1,028,193    226,000  2,400,890  2,111,566  3,307,861  3,365,759:   471,412    413,514
Old  : 3,779,273:   680,971  1,028,193    226,000  2,400,890  2,111,566  3,307,861  3,365,759:   471,412    413,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    42,876:    -1,435     56,951     52,683     -2,632    -76,779     48,616     32,855:    -5,740     10,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       27.2        6.0       63.5       55.9       87.5       89.1:      12.5       10.9
Old  :     100.0:      18.0       27.2        6.0       63.5       55.9       87.5       89.1:      12.5       10.9
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  :       407:        95         68         55        189        164        308        263:
Old  :       407:        95         68         55        189        164        308        263:
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  :                 22.1       16.3       30.4       28.6       16.6       14.7       23.8       23.7
Old  :                 22.1       16.3       30.4       28.6       16.6       14.7       23.8       23.7
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 16, 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  :   768,743:   145,485    101,241     10,493    491,591    505,153    647,569    616,887:   121,174    151,856
Old  :   768,743:   145,485    101,241     10,493    491,591    505,153    647,569    616,887:   121,174    151,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    10,565:       794    -12,833        311       -892     12,664        213        142:    10,352     10,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       13.2        1.4       63.9       65.7       84.2       80.2:      15.8       19.8
Old  :     100.0:      18.9       13.2        1.4       63.9       65.7       84.2       80.2:      15.8       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        14         13         11         55         61         75         79:
Old  :       103:        14         13         11         55         61         75         79:
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  :                 26.5       32.1       39.9       42.1       24.0       30.2       36.7       38.1
Old  :                 26.5       32.1       39.9       42.1       24.0       30.2       36.7       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 16, 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  : 4,460,246:   864,608    965,196    118,952  3,113,675  3,070,272  4,097,235  4,154,420:   363,011    305,826
Old  : 4,460,246:   864,608    965,196    118,952  3,113,675  3,070,272  4,097,235  4,154,420:   363,011    305,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :   116,569:     1,349      7,895     55,018     51,782     71,957    108,149    134,870:     8,420    -18,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       21.6        2.7       69.8       68.8       91.9       93.1:       8.1        6.9
Old  :     100.0:      19.4       21.6        2.7       69.8       68.8       91.9       93.1:       8.1        6.9
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  :       333:        56         57         40        141        166        222        238:
Old  :       333:        56         57         40        141        166        222        238:
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  :                 30.3       25.2       45.2       35.1       21.4       21.6       35.3       30.8
Old  :                 30.3       25.2       45.2       35.1       21.4       21.6       35.3       30.8
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 16, 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  : 2,202,528:   354,766    389,357    448,089  1,368,211  1,311,187  2,171,066  2,148,633:    31,462     53,895
Old  : 2,202,528:   354,766    389,357    448,089  1,368,211  1,311,187  2,171,066  2,148,633:    31,462     53,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :   102,285:      -936     30,404     36,433     80,473     38,651    115,970    105,488:   -13,685     -3,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       17.7       20.3       62.1       59.5       98.6       97.6:       1.4        2.4
Old  :     100.0:      16.1       17.7       20.3       62.1       59.5       98.6       97.6:       1.4        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        39         48         52         65         82        130        158:
Old  :       174:        39         48         52         65         82        130        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       24.7       55.4       37.7       25.6       14.8       37.3       23.8
Old  :                 29.5       24.7       55.4       37.7       25.6       14.8       37.3       23.8
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 16, 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  :    48,891:    27,639      5,109      1,157     12,099     33,003     40,895     39,268:     7,997      9,623
Old  :    48,891:    27,639      5,109      1,157     12,099     33,003     40,895     39,268:     7,997      9,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :     8,240:     6,705        534       -130      1,936      6,493      8,511      6,897:      -271      1,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.5       10.4        2.4       24.7       67.5       83.6       80.3:      16.4       19.7
Old  :     100.0:      56.5       10.4        2.4       24.7       67.5       83.6       80.3:      16.4       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  :       102:        33         22          4         23         31         57         56:
Old  :       102:        33         22          4         23         31         57         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       33.3       45.1       49.5       31.9       30.8       43.5       47.1
Old  :                 32.6       33.3       45.1       49.5       31.9       30.8       43.5       47.1
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 16, 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  :    97,782:    55,278     10,218      2,313     24,198     66,005     81,789     78,536:    15,993     19,246
Old  :    97,782:    55,278     10,218      2,313     24,198     66,005     81,789     78,536:    15,993     19,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    16,480:    13,409      1,067       -259      3,871     12,986     17,021     13,794:      -541      2,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.5       10.4        2.4       24.7       67.5       83.6       80.3:      16.4       19.7
Old  :     100.0:      56.5       10.4        2.4       24.7       67.5       83.6       80.3:      16.4       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  :       102:        33         22          4         23         31         57         56:
Old  :       102:        33         22          4         23         31         57         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       33.3       45.1       49.5       31.9       30.8       43.5       47.1
Old  :                 32.6       33.3       45.1       49.5       31.9       30.8       43.5       47.1
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 16, 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  :    26,677:     2,394      1,618          0     21,853     24,569     24,247     26,187:     2,430        490
Old  :    26,677:     2,394      1,618          0     21,853     24,569     24,247     26,187:     2,430        490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    -2,683:       -23          0          0     -2,747     -2,669     -2,770     -2,669:        87        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        6.1        0.0       81.9       92.1       90.9       98.2:       9.1        1.8
Old  :     100.0:       9.0        6.1        0.0       81.9       92.1       90.9       98.2:       9.1        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          3          0         12         10         15         13:
Old  :        24:         3          3          0         12         10         15         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  :                 64.7       85.0       80.7       93.5       64.7       85.0       79.7       92.8
Old  :                 64.7       85.0       80.7       93.5       64.7       85.0       79.7       92.8
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 16, 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  :    22,187:    14,158     19,250        645      7,113      2,251     21,916     22,146:       271         41
Old  :    22,187:    14,158     19,250        645      7,113      2,251     21,916     22,146:       271         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :       733:       636        843         -1         97       -129        732        713:         1         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.8       86.8        2.9       32.1       10.1       98.8       99.8:       1.2        0.2
Old  :     100.0:      63.8       86.8        2.9       32.1       10.1       98.8       99.8:       1.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        25         15          3          4          2         31         18:
Old  :        44:        25         15          3          4          2         31         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  :                 50.4       68.0       76.5       84.1       48.4       67.5       64.6       78.9
Old  :                 50.4       68.0       76.5       84.1       48.4       67.5       64.6       78.9
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 16, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    19,605:    15,291      3,767         69      4,202     13,374     19,562     17,210:        43      2,395
Old  :    19,605:    15,291      3,767         69      4,202     13,374     19,562     17,210:        43      2,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :      -824:      -840     -1,224          0          5        101       -835     -1,123:        11        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0       19.2        0.4       21.4       68.2       99.8       87.8:       0.2       12.2
Old  :     100.0:      78.0       19.2        0.4       21.4       68.2       99.8       87.8:       0.2       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5          7          1          4         16         10         23:
Old  :        32:         5          7          1          4         16         10         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  :                 97.6       48.0       99.5       68.3       97.6       47.7       99.3       68.0
Old  :                 97.6       48.0       99.5       68.3       97.6       47.7       99.3       68.0
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 16, 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  :    11,106:     7,123      6,165          0      3,932      3,529     11,055      9,694:        51      1,412
Old  :    11,106:     7,123      6,165          0      3,932      3,529     11,055      9,694:        51      1,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :       552:       549        907          0          0       -241        549        666:         3       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1       55.5        0.0       35.4       31.8       99.5       87.3:       0.5       12.7
Old  :     100.0:      64.1       55.5        0.0       35.4       31.8       99.5       87.3:       0.5       12.7
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  :        27:         5         11          0          2          9          7         20:
Old  :        27:         5         11          0          2          9          7         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.1       54.9       99.5       78.1       91.1       54.9       99.5       78.1
Old  :                 91.1       54.9       99.5       78.1       91.1       54.9       99.5       78.1
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 16, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    49,802:    21,410     21,384     28,392          0          0     49,802     49,776:         0         26
Old  :    49,802:    21,410     21,384     28,392          0          0     49,802     49,776:         0         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    -2,693:    -2,671     -2,703          0          0          0     -2,671     -2,703:       -22         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       42.9       57.0        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      43.0       42.9       57.0        0.0        0.0      100.0       99.9:       0.0        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  :        24:         6         17          5          0          0          8         21:
Old  :        24:         6         17          5          0          0          8         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.3       65.3      100.0       93.2       39.0       31.8       43.0       41.6
Old  :                 95.3       65.3      100.0       93.2       39.0       31.8       43.0       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 19, 2019