WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 30, 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  :   379,136:   121,491     91,633     96,590    131,123    147,347    349,204    335,570:    29,932     43,566
Old  :   345,807:   113,894     91,002     83,446    123,855    134,331    321,195    308,779:    24,612     37,028
Other:    33,329:    16,083      9,117      4,658      7,268     13,016     28,009     26,791:     5,320      6,538
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :    -3,441:     3,449     -7,125    -10,518      4,465     14,059     -2,604     -3,584:      -837        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       24.2       25.5       34.6       38.9       92.1       88.5:       7.9       11.5
Old  :     100.0:      32.9       26.3       24.1       35.8       38.8       92.9       89.3:       7.1       10.7
Other:     100.0:      48.3       27.4       14.0       21.8       39.1       84.0       80.4:      16.0       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:       123         91        126         76        101        264        263:
Old  :       341:       123         89        122         74         98        257        257:
Other:       128:        30         30         17         23         57         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  :                 15.3       12.2       23.8       20.9        9.7        7.5       16.3       13.7
Old  :                 16.1       13.3       25.1       22.1       10.5        8.5       17.4       15.3
Other:                 35.6       26.2       49.4       40.1       35.0       23.8       46.2       34.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 30, 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  :    22,439:     9,268        240      1,150     11,086     20,244     21,504     21,634:       935        805
Old  :    22,439:     9,268        240      1,150     11,086     20,244     21,504     21,634:       935        805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :       440:       440        240       -300        275        510        415        450:        25        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        1.1        5.1       49.4       90.2       95.8       96.4:       4.2        3.6
Old  :     100.0:      41.3        1.1        5.1       49.4       90.2       95.8       96.4:       4.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          1          4         11         14         18         19:
Old  :        27:         7          1          4         11         14         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       61.7       79.3       79.3       52.1       48.1       65.2       61.2
Old  :                 52.6       61.7       79.3       79.3       52.1       48.1       65.2       61.2
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 30, 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  :   287,743:    79,974     78,606     69,952    110,678    119,123    260,604    267,681:    27,139     20,062
Old  :   273,452:    79,855     78,750     63,584    104,224    112,926    247,663    255,260:    25,789     18,192
Other:    14,291:     4,557      4,294      1,930      6,454      6,197     12,941     12,421:     1,350      1,870
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :     1,536:     3,571     -1,390     -1,898       -231      4,809      1,442      1,521:        94         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       27.3       24.3       38.5       41.4       90.6       93.0:       9.4        7.0
Old  :     100.0:      29.2       28.8       23.3       38.1       41.3       90.6       93.3:       9.4        6.7
Other:     100.0:      31.9       30.0       13.5       45.2       43.4       90.6       86.9:       9.4       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        88         59         73         85         80        208        186:
Old  :       270:        89         60         68         85         78        205        181:
Other:        92:        18         15          9         19         41         43         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       18.6       19.1       29.2        8.6       15.6       14.8       23.0
Old  :                 11.7       19.4       19.7       30.5        9.4       16.9       15.5       24.8
Other:                 31.0       46.1       52.8       61.8       27.6       44.1       45.9       55.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 30, 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  : 1,781,850:   433,096    191,437    351,033    721,850  1,038,880  1,505,979  1,581,350:   275,871    200,500
Old  :   494,867:   194,258    239,897     11,399    217,142    214,869    422,799    466,165:    72,068     28,702
Other: 1,286,983:   403,397    116,099    175,075    504,708    824,011  1,083,180  1,115,185:   203,803    171,798
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :    -1,409:   -22,939     22,438     10,869      2,827    -28,852     -9,243      4,455:     7,834     -5,864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       10.7       19.7       40.5       58.3       84.5       88.7:      15.5       11.3
Old  :     100.0:      39.3       48.5        2.3       43.9       43.4       85.4       94.2:      14.6        5.8
Other:     100.0:      31.3        9.0       13.6       39.2       64.0       84.2       86.7:      15.8       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       880:       214        136        202        377        393        698        647:
Old  :       695:       133        127         30        277        219        428        358:
Other:       818:       195        125        126        289        376        551        571:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.1        9.3       14.9       16.1        6.7        8.0       11.1       14.0
Old  :                 11.7       15.7       19.8       27.3       11.6       15.5       19.1       27.1
Other:                 12.4       11.7       19.6       19.3       11.2        9.8       16.3       15.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 30, 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  :     4,734:     2,219        458          0        755      3,201      2,974      3,659:     1,760      1,075
Old  :     4,734:     2,219        458          0        755      3,201      2,974      3,659:     1,760      1,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :       -66:      -218        225          0         29       -323       -189        -98:       123         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9        9.7        0.0       15.9       67.6       62.8       77.3:      37.2       22.7
Old  :     100.0:      46.9        9.7        0.0       15.9       67.6       62.8       77.3:      37.2       22.7
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  :        24:        10          4          0          5          7         15         11:
Old  :        24:        10          4          0          5          7         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       48.5       53.4       72.5       39.5       46.2       53.4       69.7
Old  :                 39.5       48.5       53.4       72.5       39.5       46.2       53.4       69.7
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 30, 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  :   605,996:   137,762    149,045    123,275    294,805    266,681    555,842    539,001:    50,154     66,995
Old  :     7,070:     4,490        411          0        834      4,648      5,324      5,059:     1,746      2,011
Other:   598,926:   137,835    153,197    118,712    293,971    262,033    550,518    533,942:    48,408     64,984
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :   -60,539:    -6,970      8,433    -26,856    -25,733    -40,502    -59,559    -58,925:      -980     -1,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       24.6       20.3       48.6       44.0       91.7       88.9:       8.3       11.1
Old  :     100.0:      63.5        5.8        0.0       11.8       65.7       75.3       71.6:      24.7       28.4
Other:     100.0:      23.0       25.6       19.8       49.1       43.8       91.9       89.1:       8.1       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       515:       131        119        163        160        191        390        412:
Old  :        66:        20          6          0         11         31         31         37:
Other:       515:       131        133        154        156        188        377        409:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       11.3       23.3       19.6       10.2        8.5       17.8       14.7
Old  :                 27.1       33.8       48.2       47.9       27.1       33.8       48.2       47.9
Other:                 14.6       11.4       23.6       19.8       10.3        8.6       18.1       14.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 30, 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  :   431,186:   106,931    107,998     90,542    202,583    203,957    400,056    402,497:    31,130     28,689
Old  :    62,519:    22,296     20,856      2,900     32,914     32,441     58,110     56,197:     4,409      6,322
Other:   368,667:   106,235    108,742     66,042    169,669    171,516    341,946    346,300:    26,721     22,367
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :   -16,979:    -3,119    -10,968     -4,985     -7,823        908    -15,927    -15,045:    -1,052     -1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       25.0       21.0       47.0       47.3       92.8       93.3:       7.2        6.7
Old  :     100.0:      35.7       33.4        4.6       52.6       51.9       92.9       89.9:       7.1       10.1
Other:     100.0:      28.8       29.5       17.9       46.0       46.5       92.8       93.9:       7.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        93         84        109         82         73        244        229:
Old  :       165:        44         34         15         45         42        102         85:
Other:       292:        92         86         92         72         60        221        199:
     :----------------------------------------------------------------------------------------------------
     :             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       20.2       20.0       28.2       12.3       17.1       19.6       24.5
Old  :                 28.8       26.0       40.9       40.0       27.1       25.9       38.5       40.0
Other:                 14.4       22.6       23.1       30.3       14.3       21.6       22.9       28.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 30, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   933,095:   146,512    179,037     18,737    602,213    600,088    767,462    797,862:   165,633    135,233
Old  :   933,095:   146,512    179,037     18,737    602,213    600,088    767,462    797,862:   165,633    135,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :       602:     8,250       -871     -2,899     -1,258        464      4,093     -3,306:    -3,491      3,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       19.2        2.0       64.5       64.3       82.2       85.5:      17.8       14.5
Old  :     100.0:      15.7       19.2        2.0       64.5       64.3       82.2       85.5:      17.8       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        37         29         21         76         73        121        115:
Old  :       171:        37         29         21         76         73        121        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       30.9       34.7       43.0       22.2       28.5       29.3       38.4
Old  :                 25.7       30.9       34.7       43.0       22.2       28.5       29.3       38.4
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 30, 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  : 1,159,315:    93,745    380,817     16,959    869,348    671,059    980,052  1,068,835:   179,263     90,480
Old  : 1,159,315:    93,745    380,817     16,959    869,348    671,059    980,052  1,068,835:   179,263     90,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :     3,290:     1,537       -363      3,556     -2,246      2,477      2,847      5,670:       443     -2,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       32.8        1.5       75.0       57.9       84.5       92.2:      15.5        7.8
Old  :     100.0:       8.1       32.8        1.5       75.0       57.9       84.5       92.2:      15.5        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        25         18         19         75         66        106         97:
Old  :       134:        25         18         19         75         66        106         97:
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  :                 32.3       32.7       42.8       50.7       25.0       32.3       34.7       49.3
Old  :                 32.3       32.7       42.8       50.7       25.0       32.3       34.7       49.3
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 30, 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  :   430,142:    72,808     80,141    105,390    208,690    215,310    386,888    400,841:    43,254     29,301
Old  :    76,109:    15,496     25,650      3,220     46,741     40,741     65,457     69,611:    10,652      6,498
Other:   354,033:    81,104     78,283     78,378    161,949    174,569    321,431    331,230:    32,602     22,803
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :   -22,664:    -3,205      7,322     -6,293    -14,991    -24,204    -24,489    -23,175:     1,825        511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       18.6       24.5       48.5       50.1       89.9       93.2:      10.1        6.8
Old  :     100.0:      20.4       33.7        4.2       61.4       53.5       86.0       91.5:      14.0        8.5
Other:     100.0:      22.9       22.1       22.1       45.7       49.3       90.8       93.6:       9.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        70         60         90        104         82        230        195:
Old  :       178:        41         22         12         70         52        121         84:
Other:       249:        64         61         81         90         66        204        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       19.5       19.3       27.3       10.8       16.8       15.5       22.9
Old  :                 20.1       33.0       31.7       51.2       19.8       30.8       31.3       49.0
Other:                 12.4       20.5       19.6       28.4       11.4       18.0       17.4       24.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 30, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,883:     3,077      1,603        421      3,515      5,818      7,013      7,842:     1,870      1,041
Old  :     8,883:     3,077      1,603        421      3,515      5,818      7,013      7,842:     1,870      1,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :     1,748:     1,253        176        244       -115      1,371      1,382      1,791:       366        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       18.0        4.7       39.6       65.5       78.9       88.3:      21.1       11.7
Old  :     100.0:      34.6       18.0        4.7       39.6       65.5       78.9       88.3:      21.1       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  :        52:        16         16          7          8         14         30         32:
Old  :        52:        16         16          7          8         14         30         32:
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  :                 45.5       48.4       57.5       63.3       45.5       48.3       56.8       63.2
Old  :                 45.5       48.4       57.5       63.3       45.5       48.3       56.8       63.2
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 30, 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  : 3,836,364:   945,425  1,259,840    173,522  2,503,781  2,294,180  3,622,728  3,727,542:   213,636    108,822
Old  : 3,836,364:   945,425  1,259,840    173,522  2,503,781  2,294,180  3,622,728  3,727,542:   213,636    108,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :   139,752:   -12,377     41,392     33,385    125,174     60,727    146,182    135,504:    -6,430      4,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       32.8        4.5       65.3       59.8       94.4       97.2:       5.6        2.8
Old  :     100.0:      24.6       32.8        4.5       65.3       59.8       94.4       97.2:       5.6        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:        90         52         50        186        135        302        212:
Old  :       378:        90         52         50        186        135        302        212:
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  :                 22.7       32.8       36.6       50.0       22.5       30.8       36.0       47.4
Old  :                 22.7       32.8       36.6       50.0       22.5       30.8       36.0       47.4
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 30, 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  : 3,924,022:   693,303  1,077,145    299,075  2,478,956  2,167,038  3,471,334  3,543,258:   452,688    380,764
Old  : 3,924,022:   693,303  1,077,145    299,075  2,478,956  2,167,038  3,471,334  3,543,258:   452,688    380,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :    63,060:    14,814     18,487     29,371     17,986     17,850     62,171     65,708:       889     -2,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       27.5        7.6       63.2       55.2       88.5       90.3:      11.5        9.7
Old  :     100.0:      17.7       27.5        7.6       63.2       55.2       88.5       90.3:      11.5        9.7
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  :       394:        92         64         60        178        168        298        264:
Old  :       394:        92         64         60        178        168        298        264:
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       16.6       30.0       28.4       16.0       15.8       23.2       23.1
Old  :                 22.1       16.6       30.0       28.4       16.0       15.8       23.2       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, July 30, 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  :   772,455:   158,364    114,968      9,683    487,672    492,595    655,719    617,246:   116,736    155,209
Old  :   772,455:   158,364    114,968      9,683    487,672    492,595    655,719    617,246:   116,736    155,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :     3,814:     9,767     -1,484        324    -15,841     -3,939     -5,750     -5,099:     9,564      8,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       14.9        1.3       63.1       63.8       84.9       79.9:      15.1       20.1
Old  :     100.0:      20.5       14.9        1.3       63.1       63.8       84.9       79.9:      15.1       20.1
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  :       104:        14         13          9         58         60         76         78:
Old  :       104:        14         13          9         58         60         76         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  :                 25.7       30.3       39.2       39.9       23.3       28.6       36.5       36.0
Old  :                 25.7       30.3       39.2       39.9       23.3       28.6       36.5       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 30, 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  : 4,616,762:   847,575    963,516    212,888  3,204,244  3,143,142  4,264,707  4,319,546:   352,055    297,216
Old  : 4,616,762:   847,575    963,516    212,888  3,204,244  3,143,142  4,264,707  4,319,546:   352,055    297,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :    74,164:   -10,801      6,345     43,934     28,462     43,212     61,595     93,491:    12,569    -19,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       20.9        4.6       69.4       68.1       92.4       93.6:       7.6        6.4
Old  :     100.0:      18.4       20.9        4.6       69.4       68.1       92.4       93.6:       7.6        6.4
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  :       342:        56         60         57        153        169        241        254:
Old  :       342:        56         60         57        153        169        241        254:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       24.2       43.5       35.2       20.3       21.0       33.6       30.4
Old  :                 29.3       24.2       43.5       35.2       20.3       21.0       33.6       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 30, 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  : 2,339,759:   383,612    528,626    397,812  1,511,707  1,349,524  2,293,131  2,275,962:    46,628     63,797
Old  : 2,339,759:   383,612    528,626    397,812  1,511,707  1,349,524  2,293,131  2,275,962:    46,628     63,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :   100,995:    52,251     53,206    -25,990     66,842     66,931     93,103     94,147:     7,892      6,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       22.6       17.0       64.6       57.7       98.0       97.3:       2.0        2.7
Old  :     100.0:      16.4       22.6       17.0       64.6       57.7       98.0       97.3:       2.0        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        47         47         56         72         82        143        164:
Old  :       184:        47         47         56         72         82        143        164:
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  :                 30.8       25.0       51.3       37.3       18.8       16.0       32.3       24.3
Old  :                 30.8       25.0       51.3       37.3       18.8       16.0       32.3       24.3
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 30, 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  :    50,564:    27,688      4,409      1,129     13,882     35,752     42,698     41,289:     7,866      9,275
Old  :    50,564:    27,688      4,409      1,129     13,882     35,752     42,698     41,289:     7,866      9,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :     3,723:     1,317        259        -31      2,570      3,586      3,856      3,814:      -133        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.8        8.7        2.2       27.5       70.7       84.4       81.7:      15.6       18.3
Old  :     100.0:      54.8        8.7        2.2       27.5       70.7       84.4       81.7:      15.6       18.3
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  :       100:        31         22          6         22         31         56         56:
Old  :       100:        31         22          6         22         31         56         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  :                 30.1       35.9       43.6       51.2       30.0       33.5       42.2       48.8
Old  :                 30.1       35.9       43.6       51.2       30.0       33.5       42.2       48.8
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 30, 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  :   101,128:    55,376      8,817      2,257     27,763     71,504     85,396     82,578:    15,732     18,550
Old  :   101,128:    55,376      8,817      2,257     27,763     71,504     85,396     82,578:    15,732     18,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :     7,445:     2,634        517        -62      5,139      7,172      7,711      7,627:      -266       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.8        8.7        2.2       27.5       70.7       84.4       81.7:      15.6       18.3
Old  :     100.0:      54.8        8.7        2.2       27.5       70.7       84.4       81.7:      15.6       18.3
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  :       100:        31         22          6         22         31         56         56:
Old  :       100:        31         22          6         22         31         56         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  :                 30.1       35.9       43.6       51.2       30.0       33.5       42.2       48.8
Old  :                 30.1       35.9       43.6       51.2       30.0       33.5       42.2       48.8
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 30, 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  :    26,534:     2,069      1,526          0     21,894     24,650     23,963     26,176:     2,571        358
Old  :    26,534:     2,069      1,526          0     21,894     24,650     23,963     26,176:     2,571        358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :       566:      -120        -52          0        551        467        431        415:       135        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        5.8        0.0       82.5       92.9       90.3       98.7:       9.7        1.3
Old  :     100.0:       7.8        5.8        0.0       82.5       92.9       90.3       98.7:       9.7        1.3
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  :        24:         3          3          0         11         10         14         13:
Old  :        24:         3          3          0         11         10         14         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  :                 66.6       84.1       82.1       93.5       66.6       84.1       81.1       92.5
Old  :                 66.6       84.1       82.1       93.5       66.6       84.1       81.1       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, July 30, 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  :    26,067:    18,284     22,308        757      6,857      2,965     25,898     26,030:       169         37
Old  :    26,067:    18,284     22,308        757      6,857      2,965     25,898     26,030:       169         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :       -13:       -74       -775         60          0        714        -14         -1:         1        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.1       85.6        2.9       26.3       11.4       99.4       99.9:       0.6        0.1
Old  :     100.0:      70.1       85.6        2.9       26.3       11.4       99.4       99.9:       0.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        23         17          4          4          2         30         20:
Old  :        44:        23         17          4          4          2         30         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  :                 56.3       69.9       81.7       84.7       54.6       66.9       74.1       77.2
Old  :                 56.3       69.9       81.7       84.7       54.6       66.9       74.1       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, July 30, 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  :    21,985:    20,987      4,105         69        903     15,430     21,959     19,604:        26      2,381
Old  :    21,985:    20,987      4,105         69        903     15,430     21,959     19,604:        26      2,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :     1,872:     5,071         -3          0     -3,199      1,815      1,872      1,812:         0         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      95.5       18.7        0.3        4.1       70.2       99.9       89.2:       0.1       10.8
Old  :     100.0:      95.5       18.7        0.3        4.1       70.2       99.9       89.2:       0.1       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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       52.0       99.7       70.1       98.3       51.7       99.6       69.8
Old  :                 98.3       52.0       99.7       70.1       98.3       51.7       99.6       69.8
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 30, 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  :    11,224:     7,240      6,292          0      3,932      3,473     11,172      9,765:        52      1,459
Old  :    11,224:     7,240      6,292          0      3,932      3,473     11,172      9,765:        52      1,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :      -619:      -620       -633          0          0        -58       -620       -691:         1         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.5       56.1        0.0       35.0       30.9       99.5       87.0:       0.5       13.0
Old  :     100.0:      64.5       56.1        0.0       35.0       30.9       99.5       87.0:       0.5       13.0
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  :        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  :                 91.0       55.4       99.5       77.5       91.0       55.4       99.5       77.5
Old  :                 91.0       55.4       99.5       77.5       91.0       55.4       99.5       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, July 30, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    53,294:    21,296     21,288     31,983          0          0     53,279     53,271:        15         23
Old  :    53,294:    21,296     21,288     31,983          0          0     53,279     53,271:        15         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :     1,165:    -2,441     -2,418      3,591          0          0      1,150      1,173:        15         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       39.9       60.0        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      40.0       39.9       60.0        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5         17          5          0          0          8         20:
Old  :        23:         5         17          5          0          0          8         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  :                 92.8       69.9      100.0       92.5       39.9       28.6       40.0       38.1
Old  :                 92.8       69.9      100.0       92.5       39.9       28.6       40.0       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 02, 2019