WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 03, 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  :   353,963:   114,569    114,633    100,794    111,840     98,001    327,203    313,428:    26,760     40,535
Old  :   305,988:   103,964    108,323     83,004     97,821     82,374    284,789    273,701:    21,199     32,287
Other:    47,975:    22,404     18,109      5,991     14,019     15,627     42,414     39,727:     5,561      8,248
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :    -4,550:    -3,482     13,336       -702       -703    -15,572     -4,887     -2,938:       337     -1,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       32.4       28.5       31.6       27.7       92.4       88.5:       7.6       11.5
Old  :     100.0:      34.0       35.4       27.1       32.0       26.9       93.1       89.4:       6.9       10.6
Other:     100.0:      46.7       37.7       12.5       29.2       32.6       88.4       82.8:      11.6       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        90        128        110         81         88        243        261:
Old  :       338:        94        123         95         74         84        222        250:
Other:       143:        36         39         20         35         50         83         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       11.9       21.9       20.1       12.1        9.9       18.5       16.1
Old  :                 13.7       13.0       22.9       22.2       12.2       10.4       19.0       17.7
Other:                 32.6       25.9       45.3       37.7       32.6       22.2       44.3       33.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, September 03, 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  :    18,726:     6,056      1,936        744     11,113     15,196     17,913     17,876:       813        850
Old  :    18,726:     6,056      1,936        744     11,113     15,196     17,913     17,876:       813        850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :        35:       200       -170         15       -165        190         50         35:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       10.3        4.0       59.3       81.1       95.7       95.5:       4.3        4.5
Old  :     100.0:      32.3       10.3        4.0       59.3       81.1       95.7       95.5:       4.3        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          6          1         10         13         14         19:
Old  :        26:         3          6          1         10         13         14         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  :                 70.0       55.5       87.3       78.7       54.6       47.1       66.2       58.6
Old  :                 70.0       55.5       87.3       78.7       54.6       47.1       66.2       58.6
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, September 03, 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  :   285,852:    77,579     99,707     63,906    118,987    104,185    260,472    267,798:    25,380     18,054
Old  :   260,865:    77,648    101,086     53,207    107,676     90,528    238,531    244,821:    22,334     16,044
Other:    24,987:     7,939      6,629      2,691     11,311     13,657     21,941     22,977:     3,046      2,010
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :    -2,002:     1,165      7,143      1,837     -4,956    -10,253     -1,954     -1,273:       -48       -729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       34.9       22.4       41.6       36.4       91.1       93.7:       8.9        6.3
Old  :     100.0:      29.8       38.8       20.4       41.3       34.7       91.4       93.8:       8.6        6.2
Other:     100.0:      31.8       26.5       10.8       45.3       54.7       87.8       92.0:      12.2        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        95         64         61         96         84        216        186:
Old  :       286:        93         65         54         93         78        208        176:
Other:       106:        24         14          9         29         45         59         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       16.0       21.0       26.3        9.1       14.4       15.3       22.4
Old  :                 14.4       14.9       22.7       26.2       10.3       13.3       17.3       22.1
Other:                 26.9       55.6       41.9       71.7       26.9       55.6       41.6       64.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 03, 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  : 1,571,335:   364,033    343,021    231,671    708,844    819,625  1,304,548  1,394,317:   266,787    177,018
Old  : 1,457,979:   351,217    361,692    191,532    657,148    759,201  1,199,897  1,312,425:   258,082    145,554
Other:   113,356:    50,467     18,980      2,488     51,696     60,424    104,651     81,892:     8,705     31,464
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -68,337:     4,776     22,708    -26,191    -44,576    -57,323    -65,991    -60,806:    -2,346     -7,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       21.8       14.7       45.1       52.2       83.0       88.7:      17.0       11.3
Old  :     100.0:      24.1       24.8       13.1       45.1       52.1       82.3       90.0:      17.7       10.0
Other:     100.0:      44.5       16.7        2.2       45.6       53.3       92.3       72.2:       7.7       27.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       855:       184        146        160        374        356        653        583:
Old  :       853:       185        153        135        366        346        634        557:
Other:       388:        51         53         17         76        229        137        291:
     :----------------------------------------------------------------------------------------------------
     :             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       11.0       15.0       17.3        7.7        8.1       12.6       13.0
Old  :                  8.8       11.1       15.3       17.6        8.2        7.7       12.9       12.9
Other:                 25.9       21.4       41.7       30.4       25.5       21.4       41.2       30.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 03, 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  :     4,529:     2,100        404          3      1,053      3,338      3,156      3,745:     1,373        784
Old  :     4,526:     2,100        404          3      1,050      3,338      3,153      3,745:     1,373        781
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :        16:        -3         15          3        -34        -25        -34         -7:        50         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4        8.9        0.1       23.3       73.7       69.7       82.7:      30.3       17.3
Old  :     100.0:      46.4        8.9        0.1       23.2       73.8       69.7       82.7:      30.3       17.3
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         9          3          1          7          9         17         12:
Old  :        23:         9          3          1          6          9         16         12:
Other:         2:         0          0          0          2          0          2          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       54.8       56.7       80.3       39.4       50.1       54.9       74.1
Old  :                 39.6       54.8       56.7       80.4       39.5       50.2       55.0       74.2
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 03, 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  :   642,132:   146,978    171,962    130,885    312,977    275,774    590,840    578,621:    51,292     63,511
Old  :   622,078:   147,832    172,988    122,278    302,307    267,517    572,417    562,783:    49,661     59,295
Other:    20,054:     6,920      6,748        833     10,670      8,257     18,423     15,838:     1,631      4,216
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :    -2,114:     1,190     -3,793     -7,586      3,261      8,717     -3,135     -2,662:     1,021        548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       26.8       20.4       48.7       42.9       92.0       90.1:       8.0        9.9
Old  :     100.0:      23.8       27.8       19.7       48.6       43.0       92.0       90.5:       8.0        9.5
Other:     100.0:      34.5       33.6        4.2       53.2       41.2       91.9       79.0:       8.1       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       519:       132        136        145        164        187        383        398:
Old  :       517:       143        131        138        163        184        379        389:
Other:       168:        23         46         16         27         81         63        131:
     :----------------------------------------------------------------------------------------------------
     :             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       11.2       20.1       20.0        9.4        9.3       16.9       15.9
Old  :                 11.1       11.6       20.3       20.4        9.6        9.5       17.1       16.3
Other:                 37.0       29.1       56.7       39.9       37.0       28.9       56.7       39.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 03, 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  :   485,824:   117,406     92,651    117,279    217,850    250,604    452,535    460,534:    33,289     25,290
Old  :   475,878:   118,639     93,650    112,228    213,266    245,679    444,133    451,557:    31,745     24,321
Other:     9,946:     2,348      2,582      1,470      4,584      4,925      8,402      8,977:     1,544        969
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :     8,434:     3,231     -1,272      7,221     -1,798      2,115      8,654      8,064:      -220        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       19.1       24.1       44.8       51.6       93.1       94.8:       6.9        5.2
Old  :     100.0:      24.9       19.7       23.6       44.8       51.6       93.3       94.9:       6.7        5.1
Other:     100.0:      23.6       26.0       14.8       46.1       49.5       84.5       90.3:      15.5        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       111         73        116         85         79        268        227:
Old  :       326:       116         74        113         85         78        268        223:
Other:        56:         9         14          9         23         11         38         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       22.2       20.0       30.2       12.4       21.0       18.1       27.2
Old  :                 13.4       22.1       20.4       30.1       12.6       20.9       18.5       27.3
Other:                 35.6       40.0       57.7       59.3       29.2       39.3       47.9       55.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 03, 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  :   963,092:   133,023    200,266     15,157    642,291    604,021    790,471    819,444:   172,621    143,648
Old  :   963,092:   133,023    200,266     15,157    642,291    604,021    790,471    819,444:   172,621    143,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -53,233:       574     16,686    -31,026     -4,043    -17,595    -34,495    -31,935:   -18,738    -21,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       20.8        1.6       66.7       62.7       82.1       85.1:      17.9       14.9
Old  :     100.0:      13.8       20.8        1.6       66.7       62.7       82.1       85.1:      17.9       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        34         38         27         81         83        124        139:
Old  :       185:        34         38         27         81         83        124        139:
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  :                 24.2       28.4       33.6       39.7       19.4       25.1       26.9       32.8
Old  :                 24.2       28.4       33.6       39.7       19.4       25.1       26.9       32.8
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, September 03, 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  : 1,170,065:   108,685    414,287     25,570    858,330    637,114    992,585  1,076,971:   177,480     93,094
Old  : 1,170,065:   108,685    414,287     25,570    858,330    637,114    992,585  1,076,971:   177,480     93,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -55,052:     2,860      4,836    -19,839    -10,673    -14,145    -27,652    -29,148:   -27,400    -25,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       35.4        2.2       73.4       54.5       84.8       92.0:      15.2        8.0
Old  :     100.0:       9.3       35.4        2.2       73.4       54.5       84.8       92.0:      15.2        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  :       127:        19         17         15         81         68        107         93:
Old  :       127:        19         17         15         81         68        107         93:
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  :                 28.9       34.7       40.7       54.2       23.9       30.9       34.1       46.6
Old  :                 28.9       34.7       40.7       54.2       23.9       30.9       34.1       46.6
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, September 03, 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  :   442,553:    79,219     94,562    100,761    214,878    215,430    394,858    410,753:    47,695     31,800
Old  :   431,799:    79,819     94,394     95,568    209,573    210,978    384,960    400,940:    46,839     30,859
Other:    10,754:       817      1,585      3,776      5,305      4,452      9,898      9,813:       856        941
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :    -7,183:    -1,728      7,773      2,180     -9,181    -19,230     -8,729     -9,277:     1,546      2,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       21.4       22.8       48.6       48.7       89.2       92.8:      10.8        7.2
Old  :     100.0:      18.5       21.9       22.1       48.5       48.9       89.2       92.9:      10.8        7.1
Other:     100.0:       7.6       14.7       35.1       49.3       41.4       92.0       91.2:       8.0        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        80         74         92        115         80        247        206:
Old  :       300:        82         75         91        115         77        247        202:
Other:        65:         9         15         11         27         15         44         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       18.4       16.9       26.3        9.5       16.1       14.4       21.8
Old  :                 10.5       18.6       17.0       26.5        9.5       16.5       14.5       22.3
Other:                 43.1       41.2       63.1       59.2       29.7       24.7       40.6       34.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 03, 2019                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,725:     1,267      2,113        126      5,088      4,507      6,481      6,746:     1,244        979
Old  :     7,725:     1,267      2,113        126      5,088      4,507      6,481      6,746:     1,244        979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :      -699:      -558       -765        -27       -108         59       -693       -733:        -6         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       27.4        1.6       65.9       58.3       83.9       87.3:      16.1       12.7
Old  :     100.0:      16.4       27.4        1.6       65.9       58.3       83.9       87.3:      16.1       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        11         17          4         13         12         28         29:
Old  :        50:        11         17          4         13         12         28         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       44.8       66.9       61.7       55.6       44.8       66.9       61.7
Old  :                 55.6       44.8       66.9       61.7       55.6       44.8       66.9       61.7
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, September 03, 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  : 3,510,507:   936,929  1,110,126    118,149  2,247,213  2,153,642  3,302,291  3,381,917:   208,216    128,590
Old  : 3,510,507:   936,929  1,110,126    118,149  2,247,213  2,153,642  3,302,291  3,381,917:   208,216    128,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :  -187,706:    87,956     -9,909    -79,119   -110,168     -9,201   -101,331    -98,229:   -86,375    -89,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       31.6        3.4       64.0       61.3       94.1       96.3:       5.9        3.7
Old  :     100.0:      26.7       31.6        3.4       64.0       61.3       94.1       96.3:       5.9        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:        81         50         47        170        130        274        204:
Old  :       351:        81         50         47        170        130        274        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       30.0       35.4       47.8       23.4       28.4       34.1       45.6
Old  :                 23.6       30.0       35.4       47.8       23.4       28.4       34.1       45.6
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, September 03, 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  : 3,656,744:   587,813    965,680    200,413  2,421,961  2,073,351  3,210,187  3,239,444:   446,557    417,300
Old  : 3,656,744:   587,813    965,680    200,413  2,421,961  2,073,351  3,210,187  3,239,444:   446,557    417,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :  -249,659:   -16,137     51,826    -79,333    -70,473   -197,145   -165,943   -224,652:   -83,716    -25,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       26.4        5.5       66.2       56.7       87.8       88.6:      12.2       11.4
Old  :     100.0:      16.1       26.4        5.5       66.2       56.7       87.8       88.6:      12.2       11.4
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  :       376:        75         67         50        180        168        280        260:
Old  :       376:        75         67         50        180        168        280        260:
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  :                 20.8       17.9       28.7       28.7       15.9       15.3       23.0       23.0
Old  :                 20.8       17.9       28.7       28.7       15.9       15.3       23.0       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, September 03, 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  :   831,356:   112,171    166,660     16,501    590,453    491,892    719,125    675,053:   112,231    156,303
Old  :   831,356:   112,171    166,660     16,501    590,453    491,892    719,125    675,053:   112,231    156,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -51,112:    -3,313     26,794    -26,721     -8,481    -29,850    -38,515    -29,777:   -12,597    -21,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       20.0        2.0       71.0       59.2       86.5       81.2:      13.5       18.8
Old  :     100.0:      13.5       20.0        2.0       71.0       59.2       86.5       81.2:      13.5       18.8
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  :       110:        14         19         13         58         64         80         88:
Old  :       110:        14         19         13         58         64         80         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  :                 27.6       25.1       41.2       36.6       25.5       22.5       37.6       30.0
Old  :                 27.6       25.1       41.2       36.6       25.5       22.5       37.6       30.0
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, September 03, 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  : 4,162,661:   742,815    875,259     97,122  2,997,526  2,868,923  3,837,463  3,841,304:   325,198    321,357
Old  : 4,162,661:   742,815    875,259     97,122  2,997,526  2,868,923  3,837,463  3,841,304:   325,198    321,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :  -366,581:   -20,976      6,300   -168,252   -109,676    -79,105   -298,904   -241,057:   -67,677   -125,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       21.0        2.3       72.0       68.9       92.2       92.3:       7.8        7.7
Old  :     100.0:      17.8       21.0        2.3       72.0       68.9       92.2       92.3:       7.8        7.7
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  :       321:        48         60         43        150        150        220        231:
Old  :       321:        48         60         43        150        150        220        231:
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  :                 33.8       24.7       45.1       34.9       21.9       19.8       32.0       27.7
Old  :                 33.8       24.7       45.1       34.9       21.9       19.8       32.0       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 03, 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  : 1,920,961:   288,603    305,213    400,591  1,193,356  1,176,392  1,882,550  1,882,196:    38,411     38,765
Old  : 1,920,961:   288,603    305,213    400,591  1,193,356  1,176,392  1,882,550  1,882,196:    38,411     38,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :  -305,363:   -74,438   -103,434    -25,786   -196,041   -161,182   -296,265   -290,402:    -9,098    -14,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.9       20.9       62.1       61.2       98.0       98.0:       2.0        2.0
Old  :     100.0:      15.0       15.9       20.9       62.1       61.2       98.0       98.0:       2.0        2.0
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  :       166:        44         37         51         69         71        136        138:
Old  :       166:        44         37         51         69         71        136        138:
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  :                 25.0       21.7       42.5       35.2       15.8       14.5       23.2       24.0
Old  :                 25.0       21.7       42.5       35.2       15.8       14.5       23.2       24.0
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, September 03, 2019                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    40,519:    21,296      2,461        227     11,448     28,838     32,970     31,525:     7,549      8,994
Old  :    40,519:    21,296      2,461        227     11,448     28,838     32,970     31,525:     7,549      8,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :       324:       806       -456        -54       -851        568        -99         59:       422        265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6        6.1        0.6       28.3       71.2       81.4       77.8:      18.6       22.2
Old  :     100.0:      52.6        6.1        0.6       28.3       71.2       81.4       77.8:      18.6       22.2
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  :        84:        29          9          6         22         32         52         46:
Old  :        84:        29          9          6         22         32         52         46:
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  :                 37.5       36.8       48.3       52.8       37.3       34.6       48.2       50.5
Old  :                 37.5       36.8       48.3       52.8       37.3       34.6       48.2       50.5
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, September 03, 2019                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    81,037:    42,591      4,922        453     22,895     57,675     65,939     63,050:    15,098     17,987
Old  :    81,037:    42,591      4,922        453     22,895     57,675     65,939     63,050:    15,098     17,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :       647:     1,611       -911       -107     -1,701      1,135       -197        117:       844        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6        6.1        0.6       28.3       71.2       81.4       77.8:      18.6       22.2
Old  :     100.0:      52.6        6.1        0.6       28.3       71.2       81.4       77.8:      18.6       22.2
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  :        84:        29          9          6         22         32         52         46:
Old  :        84:        29          9          6         22         32         52         46:
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  :                 37.5       36.8       48.3       52.8       37.3       34.6       48.2       50.5
Old  :                 37.5       36.8       48.3       52.8       37.3       34.6       48.2       50.5
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, September 03, 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  :    38,223:     3,106      1,404          0     33,050     35,619     36,156     37,023:     2,067      1,200
Old  :    38,223:     3,106      1,404          0     33,050     35,619     36,156     37,023:     2,067      1,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :      -794:         3       -335          0       -681       -338       -678       -673:      -116       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        3.7        0.0       86.5       93.2       94.6       96.9:       5.4        3.1
Old  :     100.0:       8.1        3.7        0.0       86.5       93.2       94.6       96.9:       5.4        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          2          0         11         10         15         12:
Old  :        23:         4          2          0         11         10         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.5       78.1       86.8       94.1       73.7       78.1       85.4       93.4
Old  :                 74.5       78.1       86.8       94.1       73.7       78.1       85.4       93.4
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, September 03, 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  :    26,913:    17,981     23,412      1,903      6,817      1,582     26,701     26,897:       212         16
Old  :    26,913:    17,981     23,412      1,903      6,817      1,582     26,701     26,897:       212         16
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :       208:       181      1,844          0          0     -1,636        181        208:        27          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.8       87.0        7.1       25.3        5.9       99.2       99.9:       0.8        0.1
Old  :     100.0:      66.8       87.0        7.1       25.3        5.9       99.2       99.9:       0.8        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  :        45:        23         17          5          4          3         30         22:
Old  :        45:        23         17          5          4          3         30         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  :                 58.0       72.2       82.7       85.8       55.1       70.2       73.0       79.4
Old  :                 58.0       72.2       82.7       85.8       55.1       70.2       73.0       79.4
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, September 03, 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  :    29,066:    23,908      5,120         70      5,065     21,403     29,043     26,593:        23      2,473
Old  :    29,066:    23,908      5,120         70      5,065     21,403     29,043     26,593:        23      2,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :     1,580:     1,644        168         13        -76      1,169      1,581      1,350:        -1        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.3       17.6        0.2       17.4       73.6       99.9       91.5:       0.1        8.5
Old  :     100.0:      82.3       17.6        0.2       17.4       73.6       99.9       91.5:       0.1        8.5
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  :        31:         7          6          2          2         16         10         23:
Old  :        31:         7          6          2          2         16         10         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.2       62.9       99.6       78.8       98.1       62.7       99.6       78.6
Old  :                 98.2       62.9       99.6       78.8       98.1       62.7       99.6       78.6
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, September 03, 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  :     7,967:     2,083      2,628          9      5,855      3,238      7,947      5,875:        20      2,092
Old  :     7,967:     2,083      2,628          9      5,855      3,238      7,947      5,875:        20      2,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :    -1,085:    -1,079       -417          9          0       -540     -1,070       -948:       -15       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       33.0        0.1       73.5       40.6       99.7       73.7:       0.3       26.3
Old  :     100.0:      26.1       33.0        0.1       73.5       40.6       99.7       73.7:       0.3       26.3
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:         5          7          1          3          9          8         17:
Old  :        24:         5          7          1          3          9          8         17:
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  :                 85.6       55.6       99.7       68.6       85.6       55.6       99.6       68.6
Old  :                 85.6       55.6       99.7       68.6       85.6       55.6       99.6       68.6
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, September 03, 2019                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    52,094:    19,880     19,842     32,214          0          0     52,094     52,056:         0         38
Old  :    52,094:    19,880     19,842     32,214          0          0     52,094     52,056:         0         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :     3,354:     2,104      2,104      1,250          0          0      3,354      3,354:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       38.1       61.8        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      38.2       38.1       61.8        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  :        22:         6         15          5          0          0          8         19:
Old  :        22:         6         15          5          0          0          8         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.9       75.1      100.0       93.6       36.7       28.1       38.2       36.4
Old  :                 91.9       75.1      100.0       93.6       36.7       28.1       38.2       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 06, 2019