WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 23, 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  :   382,577:   118,042     98,758    107,108    126,658    133,288    351,808    339,154:    30,769     43,423
Old  :   349,846:   110,527     97,506     94,701    119,013    120,818    324,241    313,025:    25,605     36,821
Other:    32,731:    15,268      9,005      4,654      7,645     12,470     27,567     26,129:     5,164      6,602
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :     9,960:    -2,641      6,044      7,304      5,136     -4,653      9,799      8,695:       161      1,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       25.8       28.0       33.1       34.8       92.0       88.6:       8.0       11.4
Old  :     100.0:      31.6       27.9       27.1       34.0       34.5       92.7       89.5:       7.3       10.5
Other:     100.0:      46.6       27.5       14.2       23.4       38.1       84.2       79.8:      15.8       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:       115        100        123         80        103        260        268:
Old  :       339:       114         98        118         76        102        251        262:
Other:       128:        30         31         17         22         53         64         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       10.3       23.6       18.6       10.1        7.5       16.8       13.2
Old  :                 15.3       10.9       24.7       19.3       10.9        8.4       17.7       14.2
Other:                 36.0       26.3       49.3       39.6       35.4       23.0       46.3       34.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 23, 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  :    21,999:     8,828          0      1,450     10,811     19,734     21,089     21,184:       910        815
Old  :    21,999:     8,828          0      1,450     10,811     19,734     21,089     21,184:       910        815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :       186:      -656          0        590       -103       -509       -169         81:       355        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        0.0        6.6       49.1       89.7       95.9       96.3:       4.1        3.7
Old  :     100.0:      40.1        0.0        6.6       49.1       89.7       95.9       96.3:       4.1        3.7
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  :        25:         7          0          4         12         14         19         18:
Old  :        25:         7          0          4         12         14         19         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  :                 53.3       62.5       77.8       81.6       51.1       48.8       62.6       61.9
Old  :                 53.3       62.5       77.8       81.6       51.1       48.8       62.6       61.9
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 23, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   286,207:    76,403     79,996     71,850    110,909    114,314    259,162    266,160:    27,045     20,047
Old  :   272,168:    76,097     80,544     65,866    104,483    107,796    246,446    254,206:    25,722     17,962
Other:    14,039:     4,715      3,861      1,575      6,426      6,518     12,716     11,954:     1,323      2,085
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :     5,874:     1,116      5,085      3,287      1,183     -1,298      5,586      7,074:       288     -1,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       28.0       25.1       38.8       39.9       90.6       93.0:       9.4        7.0
Old  :     100.0:      28.0       29.6       24.2       38.4       39.6       90.5       93.4:       9.5        6.6
Other:     100.0:      33.6       27.5       11.2       45.8       46.4       90.6       85.1:       9.4       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        83         68         72         80         82        201        191:
Old  :       271:        83         68         68         80         79        198        186:
Other:        89:        18         14          8         19         40         42         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       18.3       19.8       27.5        8.8       15.0       15.4       21.6
Old  :                 11.9       19.1       20.6       28.8        9.5       16.3       16.3       23.3
Other:                 32.5       45.5       54.5       61.3       31.0       43.6       50.3       56.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 23, 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  : 1,783,259:   456,035    168,999    340,164    719,023  1,067,732  1,515,222  1,576,895:   268,037    206,364
Old  :   527,298:   220,706    241,823     11,091    223,209    237,278    455,006    490,192:    72,292     37,106
Other: 1,255,961:   407,495     99,342    156,907    495,814    830,454  1,060,216  1,086,703:   195,745    169,258
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :   -14,052:   -12,990     18,195        492     -5,353    -32,184    -17,851    -13,497:     3,799       -555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        9.5       19.1       40.3       59.9       85.0       88.4:      15.0       11.6
Old  :     100.0:      41.9       45.9        2.1       42.3       45.0       86.3       93.0:      13.7        7.0
Other:     100.0:      32.4        7.9       12.5       39.5       66.1       84.4       86.5:      15.6       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       893:       225        131        198        367        397        689        651:
Old  :       712:       148        122         27        256        245        421        377:
Other:       816:       197        121        119        279        374        533        568:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.3       10.3       15.5       17.2        6.8        8.4       11.4       14.5
Old  :                 12.7       15.7       20.6       24.5       12.6       15.4       20.5       24.2
Other:                 13.2       13.1       20.5       21.1       11.3       11.7       16.7       18.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 23, 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  :     4,800:     2,437        233          0        726      3,524      3,163      3,757:     1,637      1,043
Old  :     4,800:     2,437        233          0        726      3,524      3,163      3,757:     1,637      1,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :       -74:        91         12          0       -119       -120        -28       -108:       -46         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.8        4.9        0.0       15.1       73.4       65.9       78.3:      34.1       21.7
Old  :     100.0:      50.8        4.9        0.0       15.1       73.4       65.9       78.3:      34.1       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        12          3          0          6          9         18         12:
Old  :        26:        12          3          0          6          9         18         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  :                 39.6       50.2       54.1       72.3       39.6       48.2       54.1       69.8
Old  :                 39.6       50.2       54.1       72.3       39.6       48.2       54.1       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 23, 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  :   666,535:   144,732    140,612    150,131    320,538    307,183    615,401    597,926:    51,134     68,609
Old  :    87,460:    44,307     17,008      1,048     32,445     60,352     77,800     78,408:     9,660      9,052
Other:   579,075:   131,932    155,111    117,576    288,093    246,831    537,601    519,518:    41,474     59,557
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :    -3,960:     3,824      4,888     -4,963     -3,026     -4,001     -4,165     -4,076:       205        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       21.1       22.5       48.1       46.1       92.3       89.7:       7.7       10.3
Old  :     100.0:      50.7       19.4        1.2       37.1       69.0       89.0       89.7:      11.0       10.3
Other:     100.0:      22.8       26.8       20.3       49.8       42.6       92.8       89.7:       7.2       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       525:       139        124        161        175        201        406        420:
Old  :       287:        69         47          4         80        106        152        154:
Other:       518:       127        142        145        151        190        367        403:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       12.3       23.6       21.1       10.0        9.4       17.3       15.0
Old  :                 28.6       36.8       41.4       50.7       28.5       36.5       39.8       50.1
Other:                 17.1       11.1       26.2       19.5       12.7        8.8       21.4       15.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 23, 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  :   448,165:   110,050    118,966     95,527    210,406    203,049    415,983    417,542:    32,182     30,623
Old  :    84,188:    26,881     25,008      5,197     45,697     46,035     77,775     76,240:     6,413      7,948
Other:   363,977:   105,598    116,387     67,901    164,709    157,014    338,208    341,302:    25,769     22,675
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :    10,580:      -639      4,466      9,433      3,379     -3,169     12,173     10,730:    -1,593       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       26.5       21.3       46.9       45.3       92.8       93.2:       7.2        6.8
Old  :     100.0:      31.9       29.7        6.2       54.3       54.7       92.4       90.6:       7.6        9.4
Other:     100.0:      29.0       32.0       18.7       45.3       43.1       92.9       93.8:       7.1        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        93         87        100         87         71        237        222:
Old  :       171:        45         39         26         59         49        118        105:
Other:       281:        88         87         83         73         57        209        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       19.4       20.0       27.1       11.3       15.6       18.7       22.1
Old  :                 29.8       23.9       40.2       37.7       23.5       19.7       31.1       30.8
Other:                 13.7       20.5       22.3       28.9       13.6       19.1       22.2       26.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 23, 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  :   932,493:   138,262    179,908     21,636    603,471    599,624    763,369    801,168:   169,124    131,325
Old  :   932,493:   138,262    179,908     21,636    603,471    599,624    763,369    801,168:   169,124    131,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :     4,451:    -8,247     11,652      4,853      8,245    -11,404      4,851      5,101:      -400       -650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       19.3        2.3       64.7       64.3       81.9       85.9:      18.1       14.1
Old  :     100.0:      14.8       19.3        2.3       64.7       64.3       81.9       85.9:      18.1       14.1
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  :       180:        39         31         28         78         77        128        125:
Old  :       180:        39         31         28         78         77        128        125:
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       30.9       34.7       43.3       22.4       28.9       29.4       38.2
Old  :                 25.9       30.9       34.7       43.3       22.4       28.9       29.4       38.2
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 23, 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  : 1,156,025:    92,208    381,180     13,403    871,594    668,582    977,205  1,063,165:   178,820     92,860
Old  : 1,156,025:    92,208    381,180     13,403    871,594    668,582    977,205  1,063,165:   178,820     92,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :    -1,886:    -3,503     -8,773      1,316     -4,284      6,352     -6,471     -1,105:     4,585       -781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       33.0        1.2       75.4       57.8       84.5       92.0:      15.5        8.0
Old  :     100.0:       8.0       33.0        1.2       75.4       57.8       84.5       92.0:      15.5        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        24         17         18         73         64        102         94:
Old  :       131:        24         17         18         73         64        102         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       32.7       42.5       50.8       24.9       32.5       34.4       49.2
Old  :                 31.9       32.7       42.5       50.8       24.9       32.5       34.4       49.2
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 23, 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  :   452,806:    76,013     72,819    111,683    223,681    239,514    411,377    424,016:    41,429     28,790
Old  :   111,167:    26,208     29,431      7,467     63,660     65,816     97,335    102,714:    13,832      8,453
Other:   341,639:    84,143     77,726     69,878    160,021    173,698    314,042    321,302:    27,597     20,337
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :     9,477:        -9      1,284      8,860      3,317        595     12,168     10,739:    -2,691     -1,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       16.1       24.7       49.4       52.9       90.9       93.6:       9.1        6.4
Old  :     100.0:      23.6       26.5        6.7       57.3       59.2       87.6       92.4:      12.4        7.6
Other:     100.0:      24.6       22.8       20.5       46.8       50.8       91.9       94.0:       8.1        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        74         63         93         99         88        228        205:
Old  :       190:        53         25         29         79         67        142        112:
Other:       250:        65         71         82         83         65        202        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       20.4       19.6       28.9        9.8       16.4       14.3       22.3
Old  :                 18.3       25.2       29.2       41.5       13.3       21.4       22.0       35.8
Other:                 13.2       21.3       20.7       29.4       11.8       18.1       18.2       25.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 23, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,135:     1,824      1,427        177      3,630      4,447      5,631      6,051:     1,504      1,084
Old  :     7,135:     1,824      1,427        177      3,630      4,447      5,631      6,051:     1,504      1,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :       433:       370       -162         78        -21        432        427        348:         6         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       20.0        2.5       50.9       62.3       78.9       84.8:      21.1       15.2
Old  :     100.0:      25.6       20.0        2.5       50.9       62.3       78.9       84.8:      21.1       15.2
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:        15         13          6          9         11         29         25:
Old  :        44:        15         13          6          9         11         29         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  :                 53.9       49.7       64.9       65.0       53.9       49.7       64.9       65.0
Old  :                 53.9       49.7       64.9       65.0       53.9       49.7       64.9       65.0
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 23, 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  : 3,696,612:   957,802  1,218,448    140,137  2,378,607  2,233,453  3,476,546  3,592,038:   220,066    104,574
Old  : 3,696,612:   957,802  1,218,448    140,137  2,378,607  2,233,453  3,476,546  3,592,038:   220,066    104,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :   108,710:    83,915     37,721     46,648    -34,441     32,135     96,122    116,504:    12,588     -7,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       33.0        3.8       64.3       60.4       94.0       97.2:       6.0        2.8
Old  :     100.0:      25.9       33.0        3.8       64.3       60.4       94.0       97.2:       6.0        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:        91         48         45        182        134        297        204:
Old  :       376:        91         48         45        182        134        297        204:
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  :                 21.8       33.5       36.2       50.0       21.6       31.3       35.6       47.8
Old  :                 21.8       33.5       36.2       50.0       21.6       31.3       35.6       47.8
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 23, 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  : 3,860,962:   678,489  1,058,658    269,704  2,460,970  2,149,188  3,409,163  3,477,550:   451,799    383,412
Old  : 3,860,962:   678,489  1,058,658    269,704  2,460,970  2,149,188  3,409,163  3,477,550:   451,799    383,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :    81,689:    -2,482     30,465     43,704     60,080     37,622    101,302    111,791:   -19,613    -30,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       27.4        7.0       63.7       55.7       88.3       90.1:      11.7        9.9
Old  :     100.0:      17.6       27.4        7.0       63.7       55.7       88.3       90.1:      11.7        9.9
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  :       412:        90         72         53        194        168        312        265:
Old  :       412:        90         72         53        194        168        312        265:
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  :                 22.2       15.4       30.3       27.5       16.5       14.6       23.5       22.7
Old  :                 22.2       15.4       30.3       27.5       16.5       14.6       23.5       22.7
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 23, 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  :   768,641:   148,597    116,452      9,359    503,513    496,534    661,469    622,345:   107,172    146,296
Old  :   768,641:   148,597    116,452      9,359    503,513    496,534    661,469    622,345:   107,172    146,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :      -102:     3,112     15,211     -1,134     11,922     -8,619     13,900      5,458:   -14,002     -5,560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       15.2        1.2       65.5       64.6       86.1       81.0:      13.9       19.0
Old  :     100.0:      19.3       15.2        1.2       65.5       64.6       86.1       81.0:      13.9       19.0
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  :       105:        13         14         10         60         60         79         78:
Old  :       105:        13         14         10         60         60         79         78:
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  :                 27.1       32.1       40.6       41.6       24.7       30.5       37.8       37.9
Old  :                 27.1       32.1       40.6       41.6       24.7       30.5       37.8       37.9
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 23, 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  : 4,542,598:   858,376    957,171    168,954  3,175,782  3,099,930  4,203,112  4,226,055:   339,486    316,543
Old  : 4,542,598:   858,376    957,171    168,954  3,175,782  3,099,930  4,203,112  4,226,055:   339,486    316,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :    82,352:    -6,232     -8,025     50,002     62,107     29,658    105,877     71,635:   -23,525     10,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       21.1        3.7       69.9       68.2       92.5       93.0:       7.5        7.0
Old  :     100.0:      18.9       21.1        3.7       69.9       68.2       92.5       93.0:       7.5        7.0
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  :       344:        60         56         45        151        174        237        249:
Old  :       344:        60         56         45        151        174        237        249:
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  :                 29.6       24.4       43.9       34.0       20.0       21.0       34.2       29.7
Old  :                 29.6       24.4       43.9       34.0       20.0       21.0       34.2       29.7
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 23, 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  : 2,238,764:   331,361    475,420    423,802  1,444,865  1,282,593  2,200,028  2,181,815:    38,736     56,949
Old  : 2,238,764:   331,361    475,420    423,802  1,444,865  1,282,593  2,200,028  2,181,815:    38,736     56,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :    36,236:   -23,405     86,063    -24,287     76,654    -28,594     28,962     33,182:     7,274      3,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       21.2       18.9       64.5       57.3       98.3       97.5:       1.7        2.5
Old  :     100.0:      14.8       21.2       18.9       64.5       57.3       98.3       97.5:       1.7        2.5
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  :       179:        40         52         55         66         83        134        163:
Old  :       179:        40         52         55         66         83        134        163:
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  :                 29.6       27.8       52.0       41.0       22.0       16.6       33.9       24.4
Old  :                 29.6       27.8       52.0       41.0       22.0       16.6       33.9       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 23, 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  :    46,842:    26,371      4,150      1,160     11,312     32,166     38,843     37,476:     7,999      9,366
Old  :    46,842:    26,371      4,150      1,160     11,312     32,166     38,843     37,476:     7,999      9,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :    -2,050:    -1,268       -959          3       -787       -837     -2,052     -1,793:         3       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.3        8.9        2.5       24.1       68.7       82.9       80.0:      17.1       20.0
Old  :     100.0:      56.3        8.9        2.5       24.1       68.7       82.9       80.0:      17.1       20.0
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  :        95:        33         18          5         21         29         55         51:
Old  :        95:        33         18          5         21         29         55         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  :                 30.6       32.8       42.6       48.9       29.2       30.2       40.8       46.3
Old  :                 30.6       32.8       42.6       48.9       29.2       30.2       40.8       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 23, 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  :    93,683:    52,742      8,300      2,319     22,624     64,332     77,685     74,951:    15,998     18,732
Old  :    93,683:    52,742      8,300      2,319     22,624     64,332     77,685     74,951:    15,998     18,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :    -4,099:    -2,536     -1,918          6     -1,574     -1,673     -4,104     -3,585:         5       -514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.3        8.9        2.5       24.1       68.7       82.9       80.0:      17.1       20.0
Old  :     100.0:      56.3        8.9        2.5       24.1       68.7       82.9       80.0:      17.1       20.0
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  :        95:        33         18          5         21         29         55         51:
Old  :        95:        33         18          5         21         29         55         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  :                 30.6       32.8       42.6       48.9       29.2       30.2       40.8       46.3
Old  :                 30.6       32.8       42.6       48.9       29.2       30.2       40.8       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, July 23, 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  :    25,968:     2,189      1,578          0     21,343     24,183     23,532     25,761:     2,436        207
Old  :    25,968:     2,189      1,578          0     21,343     24,183     23,532     25,761:     2,436        207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :      -709:      -205        -40          0       -510       -386       -715       -426:         6       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        6.1        0.0       82.2       93.1       90.6       99.2:       9.4        0.8
Old  :     100.0:       8.4        6.1        0.0       82.2       93.1       90.6       99.2:       9.4        0.8
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  :        27:         4          3          0         13         11         17         14:
Old  :        27:         4          3          0         13         11         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       86.0       79.4       93.8       63.9       86.0       78.3       93.8
Old  :                 63.9       86.0       79.4       93.8       63.9       86.0       78.3       93.8
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 23, 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  :    26,080:    18,358     23,083        697      6,857      2,251     25,912     26,031:       168         49
Old  :    26,080:    18,358     23,083        697      6,857      2,251     25,912     26,031:       168         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :     3,893:     4,200      3,833         52       -256          0      3,996      3,885:      -103          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4       88.5        2.7       26.3        8.6       99.4       99.8:       0.6        0.2
Old  :     100.0:      70.4       88.5        2.7       26.3        8.6       99.4       99.8:       0.6        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  :        43:        22         17          4          4          2         29         20:
Old  :        43:        22         17          4          4          2         29         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  :                 55.9       68.8       81.2       83.5       54.2       68.4       74.5       79.2
Old  :                 55.9       68.8       81.2       83.5       54.2       68.4       74.5       79.2
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 23, 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  :    20,113:    15,916      4,108         69      4,102     13,615     20,087     17,792:        26      2,321
Old  :    20,113:    15,916      4,108         69      4,102     13,615     20,087     17,792:        26      2,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :       508:       625        341          0       -100        241        525        582:       -17        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.1       20.4        0.3       20.4       67.7       99.9       88.5:       0.1       11.5
Old  :     100.0:      79.1       20.4        0.3       20.4       67.7       99.9       88.5:       0.1       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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       47.7       99.7       67.5       98.3       47.4       99.5       67.1
Old  :                 98.3       47.7       99.7       67.5       98.3       47.4       99.5       67.1
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 23, 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  :    11,843:     7,860      6,925          0      3,932      3,531     11,792     10,456:        51      1,387
Old  :    11,843:     7,860      6,925          0      3,932      3,531     11,792     10,456:        51      1,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :       737:       737        760          0          0          2        737        762:         0        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.4       58.5        0.0       33.2       29.8       99.6       88.3:       0.4       11.7
Old  :     100.0:      66.4       58.5        0.0       33.2       29.8       99.6       88.3:       0.4       11.7
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:         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  :                 91.5       56.7       99.6       79.3       91.5       56.7       99.6       79.3
Old  :                 91.5       56.7       99.6       79.3       91.5       56.7       99.6       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, July 23, 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  :    52,129:    23,737     23,706     28,392          0          0     52,129     52,098:         0         31
Old  :    52,129:    23,737     23,706     28,392          0          0     52,129     52,098:         0         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2019                        :
     :     2,327:     2,327      2,322          0          0          0      2,327      2,322:         0          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5       45.5       54.5        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      45.5       45.5       54.5        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  :                 94.8       66.2      100.0       92.9       41.0       34.2       45.5       44.1
Old  :                 94.8       66.2      100.0       92.9       41.0       34.2       45.5       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 26, 2019