WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 20, 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  :   387,336:   112,957    105,200    115,278    131,299    123,777    359,534    344,255:    27,802     43,081
Old  :   343,221:   104,967    104,347     96,015    119,922    107,310    320,904    307,672:    22,317     35,549
Other:    44,115:    21,051     13,914      6,202     11,377     16,467     38,630     36,583:     5,485      7,532
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :     1,779:    -5,449      3,109       -361      8,679     -1,358      2,869      1,390:    -1,090        389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       27.2       29.8       33.9       32.0       92.8       88.9:       7.2       11.1
Old  :     100.0:      30.6       30.4       28.0       34.9       31.3       93.5       89.6:       6.5       10.4
Other:     100.0:      47.7       31.5       14.1       25.8       37.3       87.6       82.9:      12.4       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:        98        113        127         95         98        271        273:
Old  :       348:       102        113        118         93         98        261        270:
Other:       144:        35         40         19         31         55         78        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       11.0       19.9       19.7       10.0        8.4       15.8       13.9
Old  :                 12.5       12.1       20.6       21.2        9.8        9.4       16.4       15.5
Other:                 30.0       26.1       46.2       37.7       29.7       22.3       43.7       32.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, August 20, 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  :    17,835:     5,856      1,546        729     10,422     14,700     17,007     16,975:       828        860
Old  :    17,835:     5,856      1,546        729     10,422     14,700     17,007     16,975:       828        860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :        -3:    -1,419        746        149      1,437       -803        167         92:      -170        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        8.7        4.1       58.4       82.4       95.4       95.2:       4.6        4.8
Old  :     100.0:      32.8        8.7        4.1       58.4       82.4       95.4       95.2:       4.6        4.8
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  :        25:         3          6          1         10         12         14         18:
Old  :        25:         3          6          1         10         12         14         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  :                 69.8       54.3       87.3       79.2       55.5       44.1       66.2       56.6
Old  :                 69.8       54.3       87.3       79.2       55.5       44.1       66.2       56.6
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, August 20, 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  :   293,109:    77,287     93,474     64,536    124,269    114,636    266,092    272,646:    27,017     20,463
Old  :   273,310:    76,246     94,981     55,989    116,271    103,954    248,506    254,924:    24,804     18,386
Other:    19,799:     7,627      5,079      1,961      7,998     10,682     17,586     17,722:     2,213      2,077
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :     2,659:    -1,702      2,032      1,831      2,690       -883      2,819      2,980:      -160       -321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       31.9       22.0       42.4       39.1       90.8       93.0:       9.2        7.0
Old  :     100.0:      27.9       34.8       20.5       42.5       38.0       90.9       93.3:       9.1        6.7
Other:     100.0:      38.5       25.7        9.9       40.4       54.0       88.8       89.5:      11.2       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        92         56         75         93         78        220        185:
Old  :       274:        93         56         68         92         75        213        178:
Other:       104:        26         15         12         23         42         56         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       17.6       18.8       27.2        8.2       15.1       14.6       22.6
Old  :                 12.1       17.1       19.7       27.4        9.1       14.5       15.6       22.8
Other:                 29.7       56.1       47.5       69.8       29.7       56.1       46.3       66.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 20, 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  : 1,743,824:   415,713    321,629    296,608    760,654    942,256  1,472,975  1,560,493:   270,849    183,331
Old  :   294,583:    96,539    128,854      1,381    145,663    150,167    243,583    280,402:    51,000     14,181
Other: 1,449,241:   403,500    277,101    210,901    614,991    792,089  1,229,392  1,280,091:   219,849    169,150
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :   -21,572:       688     68,243    -19,404     -2,008    -58,834    -20,724     -9,995:      -848    -11,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       18.4       17.0       43.6       54.0       84.5       89.5:      15.5       10.5
Old  :     100.0:      32.8       43.7        0.5       49.4       51.0       82.7       95.2:      17.3        4.8
Other:     100.0:      27.8       19.1       14.6       42.4       54.7       84.8       88.3:      15.2       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       897:       202        160        191        423        387        740        639:
Old  :       586:        94         87          6        275        172        372        262:
Other:       871:       209        152        157        340        371        637        596:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.3       10.6       14.7       16.7        7.5        8.1       12.0       13.2
Old  :                 19.2       19.6       28.2       32.7       18.5       19.5       26.5       31.7
Other:                  9.4       11.8       16.4       18.1        8.5        9.1       13.6       14.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 20, 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  :     4,598:     2,073        375          0      1,098      3,437      3,171      3,812:     1,427        786
Old  :     4,598:     2,073        375          0      1,098      3,437      3,171      3,812:     1,427        786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :       233:       -29        -59          0        363        460        334        401:      -101       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1        8.2        0.0       23.9       74.7       69.0       82.9:      31.0       17.1
Old  :     100.0:      45.1        8.2        0.0       23.9       74.7       69.0       82.9:      31.0       17.1
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  :        22:         9          3          0          6          8         15         11:
Old  :        22:         9          3          0          6          8         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  :                 42.0       59.3       58.0       80.8       40.4       54.5       55.7       75.7
Old  :                 42.0       59.3       58.0       80.8       40.4       54.5       55.7       75.7
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, August 20, 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  :   642,876:   153,047    174,787    128,800    312,853    275,649    594,700    579,236:    48,176     63,640
Old  :   625,438:   154,082    175,219    122,007    302,837    268,380    578,926    565,606:    46,512     59,832
Other:    17,438:     4,899      5,502        859     10,016      7,269     15,774     13,630:     1,664      3,808
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    20,388:     1,327      5,420     13,486      7,276      3,647     22,089     22,553:    -1,701     -2,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       27.2       20.0       48.7       42.9       92.5       90.1:       7.5        9.9
Old  :     100.0:      24.6       28.0       19.5       48.4       42.9       92.6       90.4:       7.4        9.6
Other:     100.0:      28.1       31.6        4.9       57.4       41.7       90.5       78.2:       9.5       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       530:       137        133        162        165        192        396        420:
Old  :       529:       143        132        155        164        188        394        409:
Other:       159:        22         40         13         27         78         56        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       11.2       20.6       19.8        9.5        9.5       16.4       16.0
Old  :                 12.2       11.5       20.7       20.2        9.7        9.8       16.7       16.3
Other:                 38.7       30.8       57.6       42.2       38.7       30.8       57.6       42.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 20, 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  :   478,222:   117,410     84,158    113,427    211,852    253,657    442,689    451,242:    35,533     26,980
Old  :    42,878:    14,339     11,102        531     24,584     28,267     39,454     39,900:     3,424      2,978
Other:   435,344:   118,548     88,533     97,419    187,268    225,390    403,235    411,342:    32,109     24,002
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    16,895:     1,466      6,513     11,125      4,285        521     16,876     18,159:        19     -1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       17.6       23.7       44.3       53.0       92.6       94.4:       7.4        5.6
Old  :     100.0:      33.4       25.9        1.2       57.3       65.9       92.0       93.1:       8.0        6.9
Other:     100.0:      27.2       20.3       22.4       43.0       51.8       92.6       94.5:       7.4        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        93         76        120         85         80        253        236:
Old  :       133:        36         30          2         36         36         72         68:
Other:       304:        88         90        111         79         74        243        221:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       22.3       20.0       30.3       12.0       19.9       18.2       26.0
Old  :                 38.6       28.2       52.7       43.8       38.6       27.9       51.6       43.0
Other:                 13.3       23.4       21.0       30.9       13.2       21.9       19.9       28.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 20, 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  : 1,019,215:   143,285    208,361     39,634    662,473    622,716    845,392    870,711:   173,823    148,504
Old  : 1,019,215:   143,285    208,361     39,634    662,473    622,716    845,392    870,711:   173,823    148,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    20,275:       207     -2,018     12,799      5,175     -7,465     18,181      3,316:     2,094     16,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       20.4        3.9       65.0       61.1       82.9       85.4:      17.1       14.6
Old  :     100.0:      14.1       20.4        3.9       65.0       61.1       82.9       85.4:      17.1       14.6
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  :       188:        34         40         35         85         85        138        141:
Old  :       188:        34         40         35         85         85        138        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       26.9       33.1       37.6       20.5       24.3       27.6       32.6
Old  :                 24.5       26.9       33.1       37.6       20.5       24.3       27.6       32.6
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, August 20, 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  : 1,213,876:   112,632    418,732     57,519    856,473    641,018  1,026,624  1,117,269:   187,252     96,607
Old  : 1,213,876:   112,632    418,732     57,519    856,473    641,018  1,026,624  1,117,269:   187,252     96,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :   -10,731:       -26      9,144     18,474    -35,768    -46,615    -17,320    -18,997:     6,589      8,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       34.5        4.7       70.6       52.8       84.6       92.0:      15.4        8.0
Old  :     100.0:       9.3       34.5        4.7       70.6       52.8       84.6       92.0:      15.4        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  :       132:        25         17         22         76         67        110         97:
Old  :       132:        25         17         22         76         67        110         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  :                 29.6       33.5       41.1       49.7       23.6       32.0       33.1       45.7
Old  :                 29.6       33.5       41.1       49.7       23.6       32.0       33.1       45.7
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, August 20, 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  :   447,831:    84,386     88,308     96,730    218,381    231,602    399,497    416,640:    48,334     31,191
Old  :    53,000:    11,962     19,926         31     33,987     28,892     45,980     48,849:     7,020      4,151
Other:   394,831:    89,911     85,869     79,212    184,394    202,710    353,517    367,791:    41,314     27,040
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :     3,150:        51        -32       -253      3,004      3,726      2,802      3,441:       348       -291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       19.7       21.6       48.8       51.7       89.2       93.0:      10.8        7.0
Old  :     100.0:      22.6       37.6        0.1       64.1       54.5       86.8       92.2:      13.2        7.8
Other:     100.0:      22.8       21.7       20.1       46.7       51.3       89.5       93.2:      10.5        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        77         64         89        112         81        237        199:
Old  :       156:        35         24          2         65         41        101         66:
Other:       273:        77         63         86        104         72        227        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       19.5       18.1       28.0        9.7       16.4       14.5       22.9
Old  :                 29.7       36.3       40.0       53.2       29.3       36.3       39.6       53.2
Other:                 10.9       19.9       17.7       28.5       10.2       17.2       15.5       24.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 20, 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  :     8,629:     2,364      2,337        256      4,267      4,929      6,887      7,522:     1,742      1,107
Old  :     8,629:     2,364      2,337        256      4,267      4,929      6,887      7,522:     1,742      1,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :       671:       167        864         83        285       -339        535        608:       136         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       27.1        3.0       49.4       57.1       79.8       87.2:      20.2       12.8
Old  :     100.0:      27.4       27.1        3.0       49.4       57.1       79.8       87.2:      20.2       12.8
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  :        55:        17         14          5         13         14         33         32:
Old  :        55:        17         14          5         13         14         33         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  :                 44.6       42.9       55.9       56.2       44.6       42.8       55.9       56.1
Old  :                 44.6       42.9       55.9       56.2       44.6       42.8       55.9       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 20, 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  : 3,925,900:   951,083  1,283,509    297,948  2,451,334  2,218,659  3,700,365  3,800,116:   225,535    125,784
Old  : 3,925,900:   951,083  1,283,509    297,948  2,451,334  2,218,659  3,700,365  3,800,116:   225,535    125,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :   -59,586:   -15,514     -8,451    -18,426    -32,921    -26,900    -66,861    -53,777:     7,275     -5,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       32.7        7.6       62.4       56.5       94.3       96.8:       5.7        3.2
Old  :     100.0:      24.2       32.7        7.6       62.4       56.5       94.3       96.8:       5.7        3.2
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  :       366:        77         54         53        185        139        290        219:
Old  :       366:        77         54         53        185        139        290        219:
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  :                 21.9       31.9       34.0       49.0       21.7       29.3       33.2       46.3
Old  :                 21.9       31.9       34.0       49.0       21.7       29.3       33.2       46.3
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, August 20, 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  : 4,048,888:   620,463  1,022,267    316,257  2,655,922  2,320,923  3,592,642  3,659,447:   456,246    389,441
Old  : 4,048,888:   620,463  1,022,267    316,257  2,655,922  2,320,923  3,592,642  3,659,447:   456,246    389,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    10,031:   -14,921    -27,463     -1,918     39,705     36,386     22,866      7,005:   -12,835      3,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       25.2        7.8       65.6       57.3       88.7       90.4:      11.3        9.6
Old  :     100.0:      15.3       25.2        7.8       65.6       57.3       88.7       90.4:      11.3        9.6
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  :       404:        80         71         66        198        181        309        287:
Old  :       404:        80         71         66        198        181        309        287:
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  :                 21.2       15.3       29.4       26.9       15.4       13.7       22.7       21.5
Old  :                 21.2       15.3       29.4       26.9       15.4       13.7       22.7       21.5
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, August 20, 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  :   799,512:   117,445    144,858     15,298    548,609    481,800    681,352    641,956:   118,160    157,556
Old  :   799,512:   117,445    144,858     15,298    548,609    481,800    681,352    641,956:   118,160    157,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :     2,374:   -10,768     12,177      3,673     11,119     -7,822      4,024      8,028:    -1,650     -5,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       18.1        1.9       68.6       60.3       85.2       80.3:      14.8       19.7
Old  :     100.0:      14.7       18.1        1.9       68.6       60.3       85.2       80.3:      14.8       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        16         17         12         54         66         77         88:
Old  :       112:        16         17         12         54         66         77         88:
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  :                 28.2       25.2       42.5       33.6       26.1       22.3       38.7       29.5
Old  :                 28.2       25.2       42.5       33.6       26.1       22.3       38.7       29.5
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, August 20, 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  : 4,677,775:   795,268    910,740    329,662  3,169,214  3,046,669  4,294,144  4,287,071:   383,631    390,704
Old  : 4,677,775:   795,268    910,740    329,662  3,169,214  3,046,669  4,294,144  4,287,071:   383,631    390,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    34,032:    -9,443      2,172      8,494      9,972    -58,909      9,023    -48,243:    25,009     82,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       19.5        7.0       67.8       65.1       91.8       91.6:       8.2        8.4
Old  :     100.0:      17.0       19.5        7.0       67.8       65.1       91.8       91.6:       8.2        8.4
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  :       338:        49         66         53        163        168        243        256:
Old  :       338:        49         66         53        163        168        243        256:
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  :                 29.9       22.0       42.0       32.4       20.0       17.8       29.7       25.8
Old  :                 29.9       22.0       42.0       32.4       20.0       17.8       29.7       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 20, 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  : 1,925,207:   263,724    304,649    375,224  1,245,138  1,198,132  1,884,086  1,878,005:    41,121     47,202
Old  : 1,925,207:   263,724    304,649    375,224  1,245,138  1,198,132  1,884,086  1,878,005:    41,121     47,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    68,614:    20,017     -4,760     31,195     17,786     45,836     68,998     72,271:      -384     -3,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       15.8       19.5       64.7       62.2       97.9       97.5:       2.1        2.5
Old  :     100.0:      13.7       15.8       19.5       64.7       62.2       97.9       97.5:       2.1        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  :       157:        43         37         54         63         72        128        142:
Old  :       157:        43         37         54         63         72        128        142:
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  :                 32.5       23.5       49.9       37.4       19.8       12.5       26.8       20.4
Old  :                 32.5       23.5       49.9       37.4       19.8       12.5       26.8       20.4
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, August 20, 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  :    41,103:    21,113      2,797        486     12,412     29,878     34,010     33,160:     7,093      7,943
Old  :    41,103:    21,113      2,797        486     12,412     29,878     34,010     33,160:     7,093      7,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    -4,506:    -3,912       -428        -18         87     -3,609     -3,842     -4,054:      -664       -452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4        6.8        1.2       30.2       72.7       82.7       80.7:      17.3       19.3
Old  :     100.0:      51.4        6.8        1.2       30.2       72.7       82.7       80.7:      17.3       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        29         12          5         22         33         52         49:
Old  :        89:        29         12          5         22         33         52         49:
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  :                 36.7       34.9       47.6       51.9       36.5       32.0       47.0       49.0
Old  :                 36.7       34.9       47.6       51.9       36.5       32.0       47.0       49.0
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, August 20, 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  :    82,206:    42,226      5,593        971     24,823     59,756     68,020     66,320:    14,186     15,886
Old  :    82,206:    42,226      5,593        971     24,823     59,756     68,020     66,320:    14,186     15,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    -9,012:    -7,823       -855        -35        174     -7,218     -7,684     -8,108:    -1,328       -904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4        6.8        1.2       30.2       72.7       82.7       80.7:      17.3       19.3
Old  :     100.0:      51.4        6.8        1.2       30.2       72.7       82.7       80.7:      17.3       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        29         12          5         22         33         52         49:
Old  :        89:        29         12          5         22         33         52         49:
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  :                 36.7       34.9       47.6       51.9       36.5       32.0       47.0       49.0
Old  :                 36.7       34.9       47.6       51.9       36.5       32.0       47.0       49.0
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, August 20, 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  :    39,445:     1,912      1,725          0     28,051     34,533     29,963     36,258:     9,482      3,187
Old  :    39,445:     1,912      1,725          0     28,051     34,533     29,963     36,258:     9,482      3,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :     3,334:       -38       -187          0     -4,289        781     -4,327        594:     7,661      2,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        4.4        0.0       71.1       87.5       76.0       91.9:      24.0        8.1
Old  :     100.0:       4.8        4.4        0.0       71.1       87.5       76.0       91.9:      24.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          3          0         11         10         13         13:
Old  :        23:         2          3          0         11         10         13         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  :                 58.4       71.7       70.4       87.7       57.6       71.7       69.0       87.1
Old  :                 58.4       71.7       70.4       87.7       57.6       71.7       69.0       87.1
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, August 20, 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  :    26,402:    17,546     20,761      1,879      6,802      3,725     26,227     26,365:       175         37
Old  :    26,402:    17,546     20,761      1,879      6,802      3,725     26,227     26,365:       175         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    -1,332:    -1,153     -1,128       -107        -81        -87     -1,341     -1,322:         9        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.5       78.6        7.1       25.8       14.1       99.3       99.9:       0.7        0.1
Old  :     100.0:      66.5       78.6        7.1       25.8       14.1       99.3       99.9:       0.7        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  :        46:        24         17          5          4          3         31         22:
Old  :        46:        24         17          5          4          3         31         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       64.1       84.2       82.3       54.2       64.1       73.8       75.2
Old  :                 57.0       64.1       84.2       82.3       54.2       64.1       73.8       75.2
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, August 20, 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  :    26,943:    23,701      4,857         67      3,142     20,411     26,910     25,335:        33      1,608
Old  :    26,943:    23,701      4,857         67      3,142     20,411     26,910     25,335:        33      1,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :       343:       322        413          0         12         25        334        438:         9        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.0       18.0        0.2       11.7       75.8       99.9       94.0:       0.1        6.0
Old  :     100.0:      88.0       18.0        0.2       11.7       75.8       99.9       94.0:       0.1        6.0
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  :        30:         5          7          1          3         15          9         22:
Old  :        30:         5          7          1          3         15          9         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.4       64.5       99.7       80.1       98.4       64.2       99.6       79.9
Old  :                 98.4       64.5       99.7       80.1       98.4       64.2       99.6       79.9
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, August 20, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :     9,684:     3,777      3,528          0      5,855      4,055      9,632      7,583:        52      2,101
Old  :     9,684:     3,777      3,528          0      5,855      4,055      9,632      7,583:        52      2,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :       -57:      -262        101          0        187       -191        -75        -90:        18         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       36.4        0.0       60.5       41.9       99.5       78.3:       0.5       21.7
Old  :     100.0:      39.0       36.4        0.0       60.5       41.9       99.5       78.3:       0.5       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:         5          9          0          3          9          8         18:
Old  :        26:         5          9          0          3          9          8         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  :                 84.2       50.1       99.5       71.1       84.2       50.1       99.5       71.1
Old  :                 84.2       50.1       99.5       71.1       84.2       50.1       99.5       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, August 20, 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  :    48,848:    17,776     17,732     31,072          0          0     48,848     48,804:         0         44
Old  :    48,848:    17,776     17,732     31,072          0          0     48,848     48,804:         0         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :       -96:       -90       -127          0          0          0        -90       -127:        -6         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       36.3       63.6        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      36.4       36.3       63.6        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  :        23:         4         18          5          0          0          7         21:
Old  :        23:         4         18          5          0          0          7         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  :                 96.4       71.2      100.0       91.5       36.4       22.5       36.4       32.5
Old  :                 96.4       71.2      100.0       91.5       36.4       22.5       36.4       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 23, 2019