WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 24, 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  :   355,668:   111,965    103,154    111,629    105,801    101,625    329,395    316,408:    26,273     39,260
Old  :   303,190:   106,709    101,161     86,766     88,868     83,902    282,343    271,829:    20,847     31,361
Other:    52,478:    23,452     20,189      6,667     16,933     17,723     47,052     44,579:     5,426      7,899
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     2,743:    -7,094     -2,902      8,092        734     -2,446      1,732      2,744:     1,011         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       29.0       31.4       29.7       28.6       92.6       89.0:       7.4       11.0
Old  :     100.0:      35.2       33.4       28.6       29.3       27.7       93.1       89.7:       6.9       10.3
Other:     100.0:      44.7       38.5       12.7       32.3       33.8       89.7       84.9:      10.3       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       102        105        116         79         93        246        259:
Old  :       321:       102        101        102         69         88        224        241:
Other:       148:        38         38         24         36         53         89        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       11.3       20.0       20.5       10.8       10.4       16.5       16.7
Old  :                 12.3       12.7       20.2       23.0       11.2       11.5       18.1       18.3
Other:                 33.1       29.0       46.6       40.0       33.0       25.7       45.1       36.6
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, September 24, 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  :    14,734:     7,500      2,100        563      5,991     11,775     14,054     14,438:       680        296
Old  :    14,734:     7,500      2,100        563      5,991     11,775     14,054     14,438:       680        296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :        94:       450          0        -87       -270        180         93         93:         1          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9       14.3        3.8       40.7       79.9       95.4       98.0:       4.6        2.0
Old  :     100.0:      50.9       14.3        3.8       40.7       79.9       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  :        23:         4          4          2         11         11         15         17:
Old  :        23:         4          4          2         11         11         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  :                 65.5       60.7       81.4       81.6       58.5       48.2       70.2       65.7
Old  :                 65.5       60.7       81.4       81.6       58.5       48.2       70.2       65.7
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 24, 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  :   299,357:    81,341     93,018     80,171    110,778    107,687    272,290    280,876:    27,067     18,481
Old  :   267,510:    82,997     93,362     66,514     94,695     91,598    244,206    251,474:    23,304     16,036
Other:    31,847:     9,163     10,475      2,838     16,083     16,089     28,084     29,402:     3,763      2,445
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     6,983:       955       -614      3,457      2,366      4,047      6,778      6,890:       205         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       31.1       26.8       37.0       36.0       91.0       93.8:       9.0        6.2
Old  :     100.0:      31.0       34.9       24.9       35.4       34.2       91.3       94.0:       8.7        6.0
Other:     100.0:      28.8       32.9        8.9       50.5       50.5       88.2       92.3:      11.8        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        98         56         67         94         82        223        179:
Old  :       278:        91         57         59         90         75        209        169:
Other:       120:        31         15         15         35         46         75         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       17.3       19.3       27.8        8.4       14.2       14.3       22.0
Old  :                 12.9       16.3       21.3       27.9        9.5       13.2       16.0       21.7
Other:                 24.6       54.8       38.5       71.2       24.6       53.4       37.4       66.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 24, 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  : 1,615,504:   359,801    401,722    283,212    699,992    751,954  1,343,005  1,436,888:   272,499    178,616
Old  : 1,490,701:   349,048    412,776    243,498    634,870    691,209  1,227,416  1,347,483:   263,285    143,218
Other:   124,803:    47,472     25,665      2,995     65,122     60,745    115,589     89,405:     9,214     35,398
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -10,285:   -13,417    -10,236     10,127     -6,442    -15,133     -9,732    -15,242:      -553      4,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       24.9       17.5       43.3       46.5       83.1       88.9:      16.9       11.1
Old  :     100.0:      23.4       27.7       16.3       42.6       46.4       82.3       90.4:      17.7        9.6
Other:     100.0:      38.0       20.6        2.4       52.2       48.7       92.6       71.6:       7.4       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       833:       174        148        159        374        344        649        566:
Old  :       830:       177        152        136        367        331        634        535:
Other:       390:        56         52         16         75        228        138        292:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.9       10.2       14.4       17.1        7.0        6.9       11.9       12.4
Old  :                  8.3       10.5       14.5       17.8        7.2        6.8       12.0       12.5
Other:                 23.0       18.3       37.3       27.6       22.5       18.2       36.7       27.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 24, 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  :     5,509:     2,271        352          0      1,528      4,436      3,799      4,788:     1,710        721
Old  :     5,502:     2,271        352          0      1,525      4,436      3,796      4,788:     1,706        714
Other:         7:         0          0          0          3          0          3          0:         4          7
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :        66:       -12         67          0        147         47        135        114:       -69        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2        6.4        0.0       27.7       80.5       69.0       86.9:      31.0       13.1
Old  :     100.0:      41.3        6.4        0.0       27.7       80.6       69.0       87.0:      31.0       13.0
Other:     100.0:       0.0        0.0        0.0       42.9        0.0       42.9        0.0:      57.1      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        10          4          0          7          9         17         13:
Old  :        25:        10          4          0          7          9         17         13:
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  :                 38.4       58.5       52.8       81.2       34.9       49.6       48.5       68.3
Old  :                 38.4       58.5       52.8       81.3       35.0       49.7       48.5       68.4
Other:                 42.9        0.0       42.9        0.0       42.9        0.0       42.9        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 24, 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  :   690,291:   148,271    147,036    151,775    334,595    329,342    634,641    628,153:    55,650     62,138
Old  :   661,480:   149,122    150,431    138,601    320,550    315,205    608,273    604,237:    53,207     57,243
Other:    28,811:    10,189      7,645      2,134     14,045     14,137     26,368     23,916:     2,443      4,895
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    20,553:     4,183     -6,848      9,227      4,621     17,401     18,031     19,780:     2,522        773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       21.3       22.0       48.5       47.7       91.9       91.0:       8.1        9.0
Old  :     100.0:      22.5       22.7       21.0       48.5       47.7       92.0       91.3:       8.0        8.7
Other:     100.0:      35.4       26.5        7.4       48.7       49.1       91.5       83.0:       8.5       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       524:       138        122        148        176        186        401        390:
Old  :       521:       140        125        139        174        183        396        378:
Other:       191:        31         43         19         29         98         76        145:
     :----------------------------------------------------------------------------------------------------
     :             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       11.9       20.2       21.0        9.6        9.7       16.4       16.3
Old  :                 12.1       12.3       20.6       21.4        9.9        9.7       17.0       16.6
Other:                 34.7       26.0       50.8       37.1       34.7       25.9       50.8       34.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 24, 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  :   504,289:   116,639     68,506    141,392    210,100    267,009    468,131    476,907:    36,158     27,382
Old  :   491,859:   117,726     70,732    134,285    205,344    260,585    457,355    465,602:    34,504     26,257
Other:    12,430:     3,789      2,650      2,231      4,756      6,424     10,776     11,305:     1,654      1,125
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     1,758:    -2,126     -3,710      8,105     -3,556     -4,696      2,423       -301:      -665      2,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       13.6       28.0       41.7       52.9       92.8       94.6:       7.2        5.4
Old  :     100.0:      23.9       14.4       27.3       41.7       53.0       93.0       94.7:       7.0        5.3
Other:     100.0:      30.5       21.3       17.9       38.3       51.7       86.7       90.9:      13.3        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:       111         72        133         87         72        280        236:
Old  :       333:       111         77        130         87         72        280        233:
Other:        59:        11         11         12         23         13         41         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       23.0       19.4       30.3       12.3       22.2       17.7       28.7
Old  :                 13.6       23.0       19.8       30.3       12.6       22.2       18.0       28.8
Other:                 35.1       39.0       53.2       57.7       29.3       38.4       44.6       53.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 24, 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  :   980,337:   125,700    184,014     19,378    667,025    635,884    812,103    839,276:   168,234    141,061
Old  :   980,337:   125,700    184,014     19,378    667,025    635,884    812,103    839,276:   168,234    141,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -7,791:    -6,420      5,654         37     -1,139    -21,178     -7,522    -15,487:      -269      7,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       18.8        2.0       68.0       64.9       82.8       85.6:      17.2       14.4
Old  :     100.0:      12.8       18.8        2.0       68.0       64.9       82.8       85.6:      17.2       14.4
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  :       179:        34         34         18         77         81        120        124:
Old  :       179:        34         34         18         77         81        120        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       27.5       35.3       38.6       21.5       25.4       29.6       33.8
Old  :                 25.7       27.5       35.3       38.6       21.5       25.4       29.6       33.8
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 24, 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  : 1,138,278:   126,400    398,941     13,195    824,295    650,217    963,890  1,062,353:   174,388     75,925
Old  : 1,138,278:   126,400    398,941     13,195    824,295    650,217    963,890  1,062,353:   174,388     75,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -28,689:     8,041    -13,127     -4,006    -23,845     -1,974    -19,810    -19,107:    -8,879     -9,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       35.0        1.2       72.4       57.1       84.7       93.3:      15.3        6.7
Old  :     100.0:      11.1       35.0        1.2       72.4       57.1       84.7       93.3:      15.3        6.7
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  :       135:        23         16         15         78         71        106         97:
Old  :       135:        23         16         15         78         71        106         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       35.4       40.2       54.1       23.9       33.0       34.3       49.2
Old  :                 28.1       35.4       40.2       54.1       23.9       33.0       34.3       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 24, 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  :   440,713:    81,407    100,414    100,218    209,045    211,929    390,670    412,561:    50,043     28,152
Old  :   428,905:    81,833    100,206     94,358    203,830    207,413    380,021    401,977:    48,884     26,928
Other:    11,808:     1,563      2,197      3,871      5,215      4,516     10,649     10,584:     1,159      1,224
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -5,240:     4,941        948     -2,433     -9,596     -1,728     -7,088     -3,213:     1,848     -2,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       22.8       22.7       47.4       48.1       88.6       93.6:      11.4        6.4
Old  :     100.0:      19.1       23.4       22.0       47.5       48.4       88.6       93.7:      11.4        6.3
Other:     100.0:      13.2       18.6       32.8       44.2       38.2       90.2       89.6:       9.8       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        83         64         89        120         87        255        206:
Old  :       299:        87         65         88        120         86        255        203:
Other:        67:        12         14         14         31         15         52         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.3       18.1       15.4       26.7        9.0       15.8       14.0       21.9
Old  :                  9.4       18.6       15.2       27.0        9.1       16.5       14.2       22.7
Other:                 36.2       34.3       58.4       51.7       29.5       21.5       39.7       32.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 24, 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  :    10,214:     3,142      1,844        374      4,919      6,846      8,435      9,064:     1,779      1,150
Old  :    10,214:     3,142      1,844        374      4,919      6,846      8,435      9,064:     1,779      1,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     1,236:     1,121        160         59          6        709      1,186        928:        50        308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       18.1        3.7       48.2       67.0       82.6       88.7:      17.4       11.3
Old  :     100.0:      30.8       18.1        3.7       48.2       67.0       82.6       88.7:      17.4       11.3
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  :        55:        19         13          6         10         16         34         31:
Old  :        55:        19         13          6         10         16         34         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  :                 43.8       44.8       58.2       63.3       43.8       44.8       57.9       63.3
Old  :                 43.8       44.8       58.2       63.3       43.8       44.8       57.9       63.3
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 24, 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  : 3,658,580: 1,080,098  1,207,005     49,910  2,337,327  2,298,868  3,467,335  3,555,783:   191,245    102,797
Old  : 3,658,580: 1,080,098  1,207,005     49,910  2,337,327  2,298,868  3,467,335  3,555,783:   191,245    102,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   110,719:    34,631      2,003    -22,035     95,842    123,459    108,438    103,427:     2,281      7,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       33.0        1.4       63.9       62.8       94.8       97.2:       5.2        2.8
Old  :     100.0:      29.5       33.0        1.4       63.9       62.8       94.8       97.2:       5.2        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:        83         51         43        174        133        280        204:
Old  :       360:        83         51         43        174        133        280        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  :                 24.1       31.5       37.8       46.9       23.8       30.7       37.4       45.9
Old  :                 24.1       31.5       37.8       46.9       23.8       30.7       37.4       45.9
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 24, 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  : 3,589,873:   624,462    820,768    181,699  2,351,472  2,223,604  3,157,633  3,226,071:   432,240    363,802
Old  : 3,589,873:   624,462    820,768    181,699  2,351,472  2,223,604  3,157,633  3,226,071:   432,240    363,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    51,926:       848    -32,809     -5,261     38,876    108,403     34,463     70,333:    17,463    -18,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       22.9        5.1       65.5       61.9       88.0       89.9:      12.0       10.1
Old  :     100.0:      17.4       22.9        5.1       65.5       61.9       88.0       89.9:      12.0       10.1
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  :       380:        87         57         43        180        166        287        246:
Old  :       380:        87         57         43        180        166        287        246:
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  :                 20.6       18.3       28.3       31.5       14.1       15.2       20.4       23.8
Old  :                 20.6       18.3       28.3       31.5       14.1       15.2       20.4       23.8
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 24, 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  :   823,317:   143,247    159,963     12,219    547,550    488,800    703,016    660,982:   120,301    162,335
Old  :   823,317:   143,247    159,963     12,219    547,550    488,800    703,016    660,982:   120,301    162,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     4,995:    -3,652       -806     -1,191     11,179     10,809      6,336      8,812:    -1,341     -3,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       19.4        1.5       66.5       59.4       85.4       80.3:      14.6       19.7
Old  :     100.0:      17.4       19.4        1.5       66.5       59.4       85.4       80.3:      14.6       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        15         16         11         53         65         75         85:
Old  :       109:        15         16         11         53         65         75         85:
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       22.8       44.4       36.5       27.9       20.6       40.6       30.4
Old  :                 29.1       22.8       44.4       36.5       27.9       20.6       40.6       30.4
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 24, 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  : 4,111,505:   727,916    800,884     64,297  3,007,850  2,928,757  3,800,063  3,793,938:   311,442    317,567
Old  : 4,111,505:   727,916    800,884     64,297  3,007,850  2,928,757  3,800,063  3,793,938:   311,442    317,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -4,345:    36,497    -55,912     -4,551    -58,846     52,073    -26,900     -8,390:    22,555      4,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       19.5        1.6       73.2       71.2       92.4       92.3:       7.6        7.7
Old  :     100.0:      17.7       19.5        1.6       73.2       71.2       92.4       92.3:       7.6        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  :       322:        57         53         33        145        152        214        226:
Old  :       322:        57         53         33        145        152        214        226:
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  :                 33.2       25.4       46.0       37.7       21.5       21.1       34.4       30.2
Old  :                 33.2       25.4       46.0       37.7       21.5       21.1       34.4       30.2
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 24, 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  : 2,087,212:   463,821    263,743    394,986  1,186,318  1,362,908  2,045,125  2,021,637:    42,087     65,575
Old  : 2,087,212:   463,821    263,743    394,986  1,186,318  1,362,908  2,045,125  2,021,637:    42,087     65,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -56,315:   -50,704    -55,424     19,734    -26,592    -44,175    -57,562    -79,865:     1,247     23,550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       12.6       18.9       56.8       65.3       98.0       96.9:       2.0        3.1
Old  :     100.0:      22.2       12.6       18.9       56.8       65.3       98.0       96.9:       2.0        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  :       163:        41         39         52         64         75        132        141:
Old  :       163:        41         39         52         64         75        132        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       24.9       49.4       40.4       24.2       13.5       31.9       22.8
Old  :                 29.7       24.9       49.4       40.4       24.2       13.5       31.9       22.8
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 24, 2019                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    50,109:    26,985      3,816        732     15,399     37,434     43,115     41,981:     6,995      8,129
Old  :    50,109:    26,985      3,816        732     15,399     37,434     43,115     41,981:     6,995      8,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -9,644:     1,755        490        -90     -9,948     -9,274     -8,283     -8,873:    -1,362       -771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9        7.6        1.5       30.7       74.7       86.0       83.8:      14.0       16.2
Old  :     100.0:      53.9        7.6        1.5       30.7       74.7       86.0       83.8:      14.0       16.2
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  :        92:        30         16          4         22         32         53         51:
Old  :        92:        30         16          4         22         32         53         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       42.6       53.0       57.9       38.3       41.7       52.0       57.1
Old  :                 39.3       42.6       53.0       57.9       38.3       41.7       52.0       57.1
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 24, 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  :   100,218:    53,969      7,631      1,463     30,797     74,867     86,229     83,961:    13,989     16,257
Old  :   100,218:    53,969      7,631      1,463     30,797     74,867     86,229     83,961:    13,989     16,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -19,288:     3,509        980       -179    -19,895    -18,547    -16,565    -17,746:    -2,723     -1,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9        7.6        1.5       30.7       74.7       86.0       83.8:      14.0       16.2
Old  :     100.0:      53.9        7.6        1.5       30.7       74.7       86.0       83.8:      14.0       16.2
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  :        92:        30         16          4         22         32         53         51:
Old  :        92:        30         16          4         22         32         53         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       42.6       53.0       57.9       38.3       41.7       52.0       57.1
Old  :                 39.3       42.6       53.0       57.9       38.3       41.7       52.0       57.1
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 24, 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  :    41,173:     4,529        788          0     35,084     39,552     39,613     40,340:     1,560        833
Old  :    41,173:     4,529        788          0     35,084     39,552     39,613     40,340:     1,560        833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -22,193:     1,422       -685          0    -23,224    -20,855    -21,802    -21,540:      -391       -653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        1.9        0.0       85.2       96.1       96.2       98.0:       3.8        2.0
Old  :     100.0:      11.0        1.9        0.0       85.2       96.1       96.2       98.0:       3.8        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  :        27:         4          2          0         12         11         16         13:
Old  :        27:         4          2          0         12         11         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.3       80.4       87.5       95.0       70.3       80.4       87.2       95.0
Old  :                 70.3       80.4       87.5       95.0       70.3       80.4       87.2       95.0
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 24, 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  :    12,037:     6,244      9,259        688      4,924      2,048     11,856     11,995:       181         42
Old  :    12,037:     6,244      9,259        688      4,924      2,048     11,856     11,995:       181         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -8,666:    -6,622     -7,925       -493     -1,494          0     -8,609     -8,418:       -57       -248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       76.9        5.7       40.9       17.0       98.5       99.7:       1.5        0.3
Old  :     100.0:      51.9       76.9        5.7       40.9       17.0       98.5       99.7:       1.5        0.3
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  :        35:        17         13          4          5          2         25         16:
Old  :        35:        17         13          4          5          2         25         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  :                 59.4       52.9       81.8       75.6       51.7       47.1       63.8       65.7
Old  :                 59.4       52.9       81.8       75.6       51.7       47.1       63.8       65.7
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 24, 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  :    58,954:    37,934      5,677     15,888      5,060     34,981     58,882     56,546:        72      2,408
Old  :    58,954:    37,934      5,677     15,888      5,060     34,981     58,882     56,546:        72      2,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     2,679:     2,550        994        189        -85        943      2,654      2,126:        25        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3        9.6       26.9        8.6       59.3       99.9       95.9:       0.1        4.1
Old  :     100.0:      64.3        9.6       26.9        8.6       59.3       99.9       95.9:       0.1        4.1
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  :        32:         6          7          2          3         16         10         24:
Old  :        32:         6          7          2          3         16         10         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.1       73.6       99.8       84.3       70.3       49.7       72.9       59.4
Old  :                 97.1       73.6       99.8       84.3       70.3       49.7       72.9       59.4
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 24, 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  :    12,988:     8,721      3,821      1,695      2,403      5,142     12,819     10,658:       169      2,330
Old  :    12,988:     8,721      3,821      1,695      2,403      5,142     12,819     10,658:       169      2,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     2,128:     1,012        901      1,061       -100         52      1,973      2,014:       155        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       29.4       13.1       18.5       39.6       98.7       82.1:       1.3       17.9
Old  :     100.0:      67.1       29.4       13.1       18.5       39.6       98.7       82.1:       1.3       17.9
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  :        21:         4          7          1          2          8          6         16:
Old  :        21:         4          7          1          2          8          6         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  :                 97.2       50.3       98.7       74.3       84.2       44.6       85.6       63.8
Old  :                 97.2       50.3       98.7       74.3       84.2       44.6       85.6       63.8
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 24, 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  :    45,269:    17,060     16,054     28,189          0          0     45,249     44,243:        20      1,026
Old  :    45,269:    17,060     16,054     28,189          0          0     45,249     44,243:        20      1,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -7,012:    -7,030     -7,997          0          0          0     -7,030     -7,997:        18        985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       35.5       62.3        0.0        0.0      100.0       97.7:       0.0        2.3
Old  :     100.0:      37.7       35.5       62.3        0.0        0.0      100.0       97.7:       0.0        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  :        23:         7         15          5          0          0         10         18:
Old  :        23:         7         15          5          0          0         10         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  :                 88.9       82.3       99.8       95.0       36.1       31.8       37.7       34.4
Old  :                 88.9       82.3       99.8       95.0       36.1       31.8       37.7       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 27, 2019