WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 17, 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  :   352,925:   119,059    106,056    103,537    105,067    104,071    327,663    313,664:    25,262     39,261
Old  :   301,756:   112,857    102,592     80,651     88,433     87,073    281,941    270,316:    19,815     31,440
Other:    51,169:    22,591     19,853      6,497     16,634     16,998     45,722     43,348:     5,447      7,821
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :   -10,793:    -1,997     -5,671     -5,537     -2,705      1,178    -10,239    -10,030:      -554       -763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       30.1       29.3       29.8       29.5       92.8       88.9:       7.2       11.1
Old  :     100.0:      37.4       34.0       26.7       29.3       28.9       93.4       89.6:       6.6       10.4
Other:     100.0:      44.1       38.8       12.7       32.5       33.2       89.4       84.7:      10.6       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        98        113        112         80         96        246        261:
Old  :       331:        99        108         98         71         91        226        244:
Other:       149:        37         40         24         36         51         89        101:
     :----------------------------------------------------------------------------------------------------
     :             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       11.5       20.2       20.3       10.8       10.4       17.3       16.5
Old  :                 12.2       12.7       21.2       22.3       11.3       11.3       18.9       18.0
Other:                 33.3       28.3       46.6       40.3       33.2       24.9       45.5       36.8
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, September 17, 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  :    14,640:     7,050      2,100        650      6,261     11,595     13,961     14,345:       679        295
Old  :    14,640:     7,050      2,100        650      6,261     11,595     13,961     14,345:       679        295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :      -720:       800        200          0     -1,525       -875       -725       -675:         5        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2       14.3        4.4       42.8       79.2       95.4       98.0:       4.6        2.0
Old  :     100.0:      48.2       14.3        4.4       42.8       79.2       95.4       98.0:       4.6        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  :        24:         4          4          1         11         12         15         17:
Old  :        24:         4          4          1         11         12         15         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  :                 65.1       56.2       81.9       79.8       58.7       43.0       69.6       62.6
Old  :                 65.1       56.2       81.9       79.8       58.7       43.0       69.6       62.6
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 17, 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  :   292,374:    80,386     93,632     76,714    108,412    103,640    265,512    273,986:    26,862     18,388
Old  :   261,043:    81,749     94,421     63,048     92,992     87,859    237,789    245,328:    23,254     15,715
Other:    31,331:     9,750     10,324      2,553     15,420     15,781     27,723     28,658:     3,608      2,673
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    -2,897:       228     -3,772      1,576     -4,082     -1,014     -2,278     -3,210:      -619        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       32.0       26.2       37.1       35.4       90.8       93.7:       9.2        6.3
Old  :     100.0:      31.3       36.2       24.2       35.6       33.7       91.1       94.0:       8.9        6.0
Other:     100.0:      31.1       33.0        8.1       49.2       50.4       88.5       91.5:      11.5        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        95         56         67         98         82        222        180:
Old  :       277:        91         57         57         95         76        210        169:
Other:       120:        30         18         13         35         45         74         69:
     :----------------------------------------------------------------------------------------------------
     :             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       16.4       19.4       26.4        8.7       14.6       14.6       22.3
Old  :                 12.9       15.2       21.1       26.2        9.7       13.3       16.5       22.1
Other:                 25.0       54.7       38.3       71.8       25.0       53.9       37.9       67.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 17, 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  : 1,625,789:   373,218    411,958    273,085    706,434    767,087  1,352,737  1,452,130:   273,052    173,659
Old  : 1,503,796:   360,379    425,554    233,776    645,702    705,514  1,239,857  1,364,844:   263,939    138,952
Other:   121,993:    48,935     22,500      3,213     60,732     61,573    112,880     87,286:     9,113     34,707
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :       418:    -5,109     26,153     16,850    -19,568    -41,068     -7,827      1,935:     8,245     -1,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       25.3       16.8       43.5       47.2       83.2       89.3:      16.8       10.7
Old  :     100.0:      24.0       28.3       15.5       42.9       46.9       82.4       90.8:      17.6        9.2
Other:     100.0:      40.1       18.4        2.6       49.8       50.5       92.5       71.6:       7.5       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       848:       180        150        165        375        344        655        578:
Old  :       846:       182        159        145        366        331        640        549:
Other:       400:        64         49         20         78        231        151        293:
     :----------------------------------------------------------------------------------------------------
     :             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       14.6       17.8        7.2        7.9       12.0       13.0
Old  :                  8.6       11.3       14.7       18.5        7.4        7.8       12.0       13.2
Other:                 22.2       17.5       37.9       26.9       21.8       17.4       37.4       26.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 17, 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  :     5,443:     2,283        285          0      1,381      4,389      3,664      4,674:     1,779        769
Old  :     5,438:     2,283        285          0      1,378      4,389      3,661      4,674:     1,777        764
Other:         5:         0          0          0          3          0          3          0:         2          5
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :       720:       201       -157          0        307        867        508        710:       212         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        5.2        0.0       25.4       80.6       67.3       85.9:      32.7       14.1
Old  :     100.0:      42.0        5.2        0.0       25.3       80.7       67.3       86.0:      32.7       14.0
Other:     100.0:       0.0        0.0        0.0       60.0        0.0       60.0        0.0:      40.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        11          3          0          7          9         18         12:
Old  :        25:        11          3          0          7          9         18         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  :                 37.4       59.6       50.8       83.0       34.0       52.3       45.9       71.6
Old  :                 37.5       59.6       50.9       83.0       34.0       52.3       46.0       71.7
Other:                 60.0        0.0       60.0        0.0       60.0        0.0       60.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 17, 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  :   669,738:   144,088    153,884    142,548    329,974    311,941    616,610    608,373:    53,128     61,365
Old  :   645,130:   144,238    154,332    132,725    317,319    301,367    594,282    588,424:    50,848     56,706
Other:    24,608:     8,454      8,156      1,219     12,655     10,574     22,328     19,949:     2,280      4,659
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :       237:     8,358    -28,473     -1,146     -5,161     31,969      2,051      2,350:    -1,814     -2,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       23.0       21.3       49.3       46.6       92.1       90.8:       7.9        9.2
Old  :     100.0:      22.4       23.9       20.6       49.2       46.7       92.1       91.2:       7.9        8.8
Other:     100.0:      34.4       33.1        5.0       51.4       43.0       90.7       81.1:       9.3       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       519:       143        115        133        175        188        390        382:
Old  :       514:       149        112        128        174        184        386        371:
Other:       188:        28         44         13         27         98         65        146:
     :----------------------------------------------------------------------------------------------------
     :             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       11.0       20.5       20.7        9.6        9.0       16.6       15.2
Old  :                 12.3       11.3       20.8       21.1        9.6        9.0       16.9       15.5
Other:                 34.8       28.4       54.2       37.8       34.8       28.4       54.2       37.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 17, 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  :   502,531:   118,765     72,216    133,287    213,656    271,705    465,708    477,208:    36,823     25,323
Old  :   490,542:   119,828     73,951    126,640    208,835    265,562    455,303    466,153:    35,239     24,389
Other:    11,989:     3,501      2,829      2,083      4,821      6,143     10,405     11,055:     1,584        934
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :      -855:      -665    -30,061      3,453     -3,593     26,883       -805        275:       -50     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       14.4       26.5       42.5       54.1       92.7       95.0:       7.3        5.0
Old  :     100.0:      24.4       15.1       25.8       42.6       54.1       92.8       95.0:       7.2        5.0
Other:     100.0:      29.2       23.6       17.4       40.2       51.2       86.8       92.2:      13.2        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       115         72        131         83         73        281        228:
Old  :       330:       115         76        128         83         72        281        224:
Other:        57:        12          8         10         24         12         42         28:
     :----------------------------------------------------------------------------------------------------
     :             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       23.4       19.4       32.1       12.3       22.5       18.0       30.0
Old  :                 13.5       23.4       19.7       32.3       12.6       22.6       18.2       30.2
Other:                 36.4       36.9       56.1       58.2       29.2       36.3       46.6       54.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 17, 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  :   988,128:   132,120    178,360     19,341    668,164    657,062    819,625    854,763:   168,503    133,365
Old  :   988,128:   132,120    178,360     19,341    668,164    657,062    819,625    854,763:   168,503    133,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    11,956:    -5,983    -11,486      7,352     18,596     21,447     19,965     17,313:    -8,009     -5,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       18.1        2.0       67.6       66.5       82.9       86.5:      17.1       13.5
Old  :     100.0:      13.4       18.1        2.0       67.6       66.5       82.9       86.5:      17.1       13.5
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  :       186:        35         36         23         82         82        128        130:
Old  :       186:        35         36         23         82         82        128        130:
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       27.8       34.2       38.5       20.2       25.1       28.2       33.5
Old  :                 24.5       27.8       34.2       38.5       20.2       25.1       28.2       33.5
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 17, 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  : 1,166,967:   118,359    412,068     17,201    848,140    652,191    983,700  1,081,460:   183,267     85,507
Old  : 1,166,967:   118,359    412,068     17,201    848,140    652,191    983,700  1,081,460:   183,267     85,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    -7,306:     3,748     -3,819        -20    -11,509        993     -7,781     -2,846:       475     -4,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       35.3        1.5       72.7       55.9       84.3       92.7:      15.7        7.3
Old  :     100.0:      10.1       35.3        1.5       72.7       55.9       84.3       92.7:      15.7        7.3
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  :       132:        24         14         13         82         72        111         94:
Old  :       132:        24         14         13         82         72        111         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       35.5       40.3       54.9       23.8       33.4       33.8       49.1
Old  :                 28.6       35.5       40.3       54.9       23.8       33.4       33.8       49.1
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 17, 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  :   445,953:    76,466     99,466    102,651    218,641    213,657    397,758    415,774:    48,195     30,179
Old  :   434,428:    77,257     99,041     97,283    212,798    209,063    387,338    405,387:    47,090     29,041
Other:    11,525:       945      2,161      3,632      5,843      4,594     10,420     10,387:     1,105      1,138
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    -2,064:    -3,481      2,504       -168      2,193     -3,600     -1,456     -1,264:      -608       -800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       22.3       23.0       49.0       47.9       89.2       93.2:      10.8        6.8
Old  :     100.0:      17.8       22.8       22.4       49.0       48.1       89.2       93.3:      10.8        6.7
Other:     100.0:       8.2       18.8       31.5       50.7       39.9       90.4       90.1:       9.6        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        83         68         92        122         78        259        205:
Old  :       309:        85         69         89        122         77        258        201:
Other:        66:        11         16         10         29         13         47         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       17.7       15.6       26.2        9.2       15.1       14.0       21.1
Old  :                  9.5       18.2       15.4       26.5        9.2       15.7       14.2       21.9
Other:                 35.2       38.0       56.8       57.0       29.8       25.3       41.7       34.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 17, 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  :     8,978:     2,021      1,684        315      4,913      6,137      7,249      8,136:     1,729        842
Old  :     8,978:     2,021      1,684        315      4,913      6,137      7,249      8,136:     1,729        842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :     1,294:       879         61         50         85      1,149      1,014      1,260:       280         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       18.8        3.5       54.7       68.4       80.7       90.6:      19.3        9.4
Old  :     100.0:      22.5       18.8        3.5       54.7       68.4       80.7       90.6:      19.3        9.4
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  :        53:        17         14          5         10         15         31         31:
Old  :        53:        17         14          5         10         15         31         31:
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  :                 47.4       47.5       60.5       64.7       47.4       47.5       60.2       64.7
Old  :                 47.4       47.5       60.5       64.7       47.4       47.5       60.2       64.7
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 17, 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  : 3,547,861: 1,045,467  1,205,002     71,945  2,241,485  2,175,409  3,358,897  3,452,356:   188,964     95,505
Old  : 3,547,861: 1,045,467  1,205,002     71,945  2,241,485  2,175,409  3,358,897  3,452,356:   188,964     95,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    57,789:    58,697     74,973    -20,090     70,614     27,676    109,221     82,559:   -51,432    -24,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       34.0        2.0       63.2       61.3       94.7       97.3:       5.3        2.7
Old  :     100.0:      29.5       34.0        2.0       63.2       61.3       94.7       97.3:       5.3        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:        86         53         44        172        136        280        211:
Old  :       368:        86         53         44        172        136        280        211:
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       30.0       37.0       47.9       24.1       28.8       36.4       46.5
Old  :                 24.5       30.0       37.0       47.9       24.1       28.8       36.4       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, September 17, 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  : 3,537,947:   623,614    853,577    186,960  2,312,596  2,115,201  3,123,170  3,155,738:   414,777    382,209
Old  : 3,537,947:   623,614    853,577    186,960  2,312,596  2,115,201  3,123,170  3,155,738:   414,777    382,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :   -66,502:       444    -70,026     11,408    -44,202      1,487    -32,350    -57,131:   -34,152     -9,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       24.1        5.3       65.4       59.8       88.3       89.2:      11.7       10.8
Old  :     100.0:      17.6       24.1        5.3       65.4       59.8       88.3       89.2:      11.7       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:        84         66         43        195        161        301        248:
Old  :       394:        84         66         43        195        161        301        248:
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  :                 20.3       17.4       27.9       30.5       13.5       15.0       19.7       23.2
Old  :                 20.3       17.4       27.9       30.5       13.5       15.0       19.7       23.2
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 17, 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  :   818,322:   146,899    160,769     13,410    536,371    477,991    696,680    652,170:   121,642    166,152
Old  :   818,322:   146,899    160,769     13,410    536,371    477,991    696,680    652,170:   121,642    166,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :      -773:    12,510      2,951        855    -16,892    -11,620     -3,527     -7,814:     2,754      7,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       19.6        1.6       65.5       58.4       85.1       79.7:      14.9       20.3
Old  :     100.0:      18.0       19.6        1.6       65.5       58.4       85.1       79.7:      14.9       20.3
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  :       101:        16         15         13         53         58         75         80:
Old  :       101:        16         15         13         53         58         75         80:
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  :                 28.1       23.0       42.7       36.5       26.7       21.9       38.3       30.3
Old  :                 28.1       23.0       42.7       36.5       26.7       21.9       38.3       30.3
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 17, 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  : 4,115,850:   691,419    856,796     68,848  3,066,696  2,876,684  3,826,963  3,802,328:   288,887    313,522
Old  : 4,115,850:   691,419    856,796     68,848  3,066,696  2,876,684  3,826,963  3,802,328:   288,887    313,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :   -41,902:   -43,040     24,451    -10,256     25,659    -50,587    -27,637    -36,392:   -14,265     -5,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.8        1.7       74.5       69.9       93.0       92.4:       7.0        7.6
Old  :     100.0:      16.8       20.8        1.7       74.5       69.9       93.0       92.4:       7.0        7.6
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  :       323:        51         64         41        145        152        217        236:
Old  :       323:        51         64         41        145        152        217        236:
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  :                 33.4       25.9       46.3       36.6       21.6       21.0       34.2       29.4
Old  :                 33.4       25.9       46.3       36.6       21.6       21.0       34.2       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 17, 2019                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,143,527:   514,525    319,167    375,252  1,212,910  1,407,083  2,102,687  2,101,502:    40,840     42,025
Old  : 2,143,527:   514,525    319,167    375,252  1,212,910  1,407,083  2,102,687  2,101,502:    40,840     42,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :   126,852:   124,622     45,213    -37,841     35,616    119,289    122,397    126,661:     4,455        191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       14.9       17.5       56.6       65.6       98.1       98.0:       1.9        2.0
Old  :     100.0:      24.0       14.9       17.5       56.6       65.6       98.1       98.0:       1.9        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  :       174:        54         31         50         73         77        147        140:
Old  :       174:        54         31         50         73         77        147        140:
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  :                 28.5       23.5       47.6       40.2       21.5       15.7       31.4       24.8
Old  :                 28.5       23.5       47.6       40.2       21.5       15.7       31.4       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 17, 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  :    59,753:    25,230      3,326        821     25,346     46,707     51,397     50,854:     8,356      8,900
Old  :    59,753:    25,230      3,326        821     25,346     46,707     51,397     50,854:     8,356      8,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    15,286:     1,364       -580        488     12,724     15,344     14,576     15,252:       711         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2        5.6        1.4       42.4       78.2       86.0       85.1:      14.0       14.9
Old  :     100.0:      42.2        5.6        1.4       42.4       78.2       86.0       85.1:      14.0       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  :        97:        32         15         10         31         38         68         59:
Old  :        97:        32         15         10         31         38         68         59:
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  :                 29.1       36.9       44.9       53.4       26.5       29.2       36.4       42.7
Old  :                 29.1       36.9       44.9       53.4       26.5       29.2       36.4       42.7
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 17, 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  :   119,506:    50,460      6,651      1,642     50,692     93,414    102,794    101,707:    16,712     17,799
Old  :   119,506:    50,460      6,651      1,642     50,692     93,414    102,794    101,707:    16,712     17,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    30,572:     2,728     -1,159        975     25,448     30,687     29,151     30,503:     1,421         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2        5.6        1.4       42.4       78.2       86.0       85.1:      14.0       14.9
Old  :     100.0:      42.2        5.6        1.4       42.4       78.2       86.0       85.1:      14.0       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  :        97:        32         15         10         31         38         68         59:
Old  :        97:        32         15         10         31         38         68         59:
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  :                 29.1       36.9       44.9       53.4       26.5       29.2       36.4       42.7
Old  :                 29.1       36.9       44.9       53.4       26.5       29.2       36.4       42.7
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 17, 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  :    63,366:     3,107      1,473          0     58,308     60,407     61,415     61,880:     1,951      1,486
Old  :    63,366:     3,107      1,473          0     58,308     60,407     61,415     61,880:     1,951      1,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    24,656:       268         69          0     24,315     24,263     24,583     24,332:        73        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        2.3        0.0       92.0       95.3       96.9       97.7:       3.1        2.3
Old  :     100.0:       4.9        2.3        0.0       92.0       95.3       96.9       97.7:       3.1        2.3
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  :        29:         4          3          0         16         13         20         16:
Old  :        29:         4          3          0         16         13         20         16:
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  :                 68.1       75.8       83.5       92.3       47.0       45.6       55.2       57.4
Old  :                 68.1       75.8       83.5       92.3       47.0       45.6       55.2       57.4
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 17, 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  :    20,703:    12,866     17,184      1,181      6,418      2,048     20,465     20,413:       238        290
Old  :    20,703:    12,866     17,184      1,181      6,418      2,048     20,465     20,413:       238        290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    -2,413:    -1,450     -1,623     -1,044         30          0     -2,464     -2,667:        51        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.1       83.0        5.7       31.0        9.9       98.9       98.6:       1.1        1.4
Old  :     100.0:      62.1       83.0        5.7       31.0        9.9       98.9       98.6:       1.1        1.4
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  :        40:        19         16          6          5          2         28         20:
Old  :        40:        19         16          6          5          2         28         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       64.6       82.7       81.0       58.7       60.9       72.7       73.4
Old  :                 58.7       64.6       82.7       81.0       58.7       60.9       72.7       73.4
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 17, 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  :    56,275:    35,384      4,683     15,699      5,145     34,038     56,228     54,420:        47      1,855
Old  :    56,275:    35,384      4,683     15,699      5,145     34,038     56,228     54,420:        47      1,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :     6,000:    10,726       -377      5,426    -10,180      1,172      5,972      6,221:        28       -221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9        8.3       27.9        9.1       60.5       99.9       96.7:       0.1        3.3
Old  :     100.0:      62.9        8.3       27.9        9.1       60.5       99.9       96.7:       0.1        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          6          2          3         15         10         22:
Old  :        30:         6          6          2          3         15         10         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  :                 96.9       76.3       99.7       85.7       69.1       51.1       72.0       59.8
Old  :                 96.9       76.3       99.7       85.7       69.1       51.1       72.0       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders - Futures Only, September 17, 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  :    10,860:     7,709      2,920        634      2,503      5,090     10,846      8,644:        14      2,216
Old  :    10,860:     7,709      2,920        634      2,503      5,090     10,846      8,644:        14      2,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    -1,950:     4,123       -417     -1,648     -4,425          6     -1,950     -2,059:         0        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0       26.9        5.8       23.0       46.9       99.9       79.6:       0.1       20.4
Old  :     100.0:      71.0       26.9        5.8       23.0       46.9       99.9       79.6:       0.1       20.4
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  :        21:         5          6          1          2          8          7         15:
Old  :        21:         5          6          1          2          8          7         15:
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  :                 89.9       51.8       99.9       73.4       84.0       51.8       94.0       69.4
Old  :                 89.9       51.8       99.9       73.4       84.0       51.8       94.0       69.4
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 17, 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  :    52,281:    24,090     24,051     28,189          0          0     52,279     52,240:         2         41
Old  :    52,281:    24,090     24,051     28,189          0          0     52,279     52,240:         2         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :      -327:     4,695      4,664     -5,024          0          0       -329       -360:         2         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1       46.0       53.9        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      46.1       46.0       53.9        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          9         18:
Old  :        22:         6         15          5          0          0          9         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  :                 85.1       80.8       99.9       97.1       40.9       37.7       46.1       45.0
Old  :                 85.1       80.8       99.9       97.1       40.9       37.7       46.1       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 20, 2019