WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, October 01, 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  :   369,530:   109,045    105,321    123,056    111,627    101,933    343,728    330,310:    25,802     39,220
Old  :   315,068:   105,968    104,216     95,337     93,601     84,342    294,906    283,895:    20,162     31,173
Other:    54,462:    23,749     21,777      7,047     18,026     17,591     48,822     46,415:     5,640      8,047
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    13,862:    -2,920      2,167     11,427      5,826        308     14,333     13,902:      -471        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       28.5       33.3       30.2       27.6       93.0       89.4:       7.0       10.6
Old  :     100.0:      33.6       33.1       30.3       29.7       26.8       93.6       90.1:       6.4        9.9
Other:     100.0:      43.6       40.0       12.9       33.1       32.3       89.6       85.2:      10.4       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:       100        107        113         79         93        244        258:
Old  :       321:       100        104        102         73         88        228        241:
Other:       153:        42         39         23         37         54         93        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       10.6       20.2       19.8        9.9        9.8       15.6       15.8
Old  :                 11.7       12.1       20.6       22.5       10.0       10.9       16.9       17.7
Other:                 31.2       29.2       44.9       39.7       31.1       26.0       42.9       36.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, October 01, 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  :    15,264:     7,621      2,146        704      6,220     12,119     14,545     14,969:       719        295
Old  :    15,264:     7,621      2,146        704      6,220     12,119     14,545     14,969:       719        295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :       530:       121         46        141        229        344        491        531:        39         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9       14.1        4.6       40.7       79.4       95.3       98.1:       4.7        1.9
Old  :     100.0:      49.9       14.1        4.6       40.7       79.4       95.3       98.1:       4.7        1.9
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  :        23:         3          5          1         11         12         15         17:
Old  :        23:         3          5          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  :                 63.9       61.5       81.0       82.0       57.8       48.1       70.8       64.4
Old  :                 63.9       61.5       81.0       82.0       57.8       48.1       70.8       64.4
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, October 01, 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  :   307,958:    87,031     93,084     83,818    109,338    112,948    280,187    289,850:    27,771     18,108
Old  :   274,580:    87,185     92,269     71,521     92,461     95,256    251,167    259,046:    23,413     15,534
Other:    33,378:     9,303     10,272      2,840     16,877     17,692     29,020     30,804:     4,358      2,574
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     8,601:     5,690         66      3,647     -1,440      5,261      7,897      8,974:       704       -373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       30.2       27.2       35.5       36.7       91.0       94.1:       9.0        5.9
Old  :     100.0:      31.8       33.6       26.0       33.7       34.7       91.5       94.3:       8.5        5.7
Other:     100.0:      27.9       30.8        8.5       50.6       53.0       86.9       92.3:      13.1        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        98         54         66         95         79        224        175:
Old  :       278:        95         55         56         91         71        210        162:
Other:       121:        32         14         16         34         50         74         74:
     :----------------------------------------------------------------------------------------------------
     :             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       17.9       19.4       28.9        8.1       14.6       14.0       22.3
Old  :                 12.8       17.1       21.1       29.1        8.7       13.6       15.4       22.4
Other:                 24.6       51.7       38.4       68.5       24.6       51.7       38.0       63.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 01, 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  : 1,602,769:   362,049    376,055    283,353    689,965    764,869  1,335,367  1,424,277:   267,402    178,492
Old  : 1,475,196:   353,088    386,153    243,660    621,290    702,306  1,218,038  1,332,119:   257,158    143,077
Other:   127,573:    45,782     26,723      2,872     68,675     62,563    117,329     92,158:    10,244     35,415
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :   -12,735:     2,248    -25,667        141    -10,027     12,915     -7,638    -12,611:    -5,097       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       23.5       17.7       43.0       47.7       83.3       88.9:      16.7       11.1
Old  :     100.0:      23.9       26.2       16.5       42.1       47.6       82.6       90.3:      17.4        9.7
Other:     100.0:      35.9       20.9        2.3       53.8       49.0       92.0       72.2:       8.0       27.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       818:       171        151        168        358        348        632        575:
Old  :       816:       181        147        147        351        335        618        547:
Other:       395:        49         59         19         80        228        140        297:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.5       10.2       15.0       17.1        7.0        6.2       11.8       11.4
Old  :                  8.4       10.6       14.6       17.9        7.2        6.6       11.9       11.6
Other:                 26.1       18.1       42.1       28.1       25.7       18.0       41.6       28.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 01, 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:     2,189        473          0      1,593      4,336      3,782      4,809:     1,727        700
Old  :     5,500:     2,189        473          0      1,590      4,336      3,779      4,809:     1,721        691
Other:         9:         0          0          0          3          0          3          0:         6          9
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :         0:       -82        121          0         65       -100        -17         21:        17        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        8.6        0.0       28.9       78.7       68.7       87.3:      31.3       12.7
Old  :     100.0:      39.8        8.6        0.0       28.9       78.8       68.7       87.4:      31.3       12.6
Other:     100.0:       0.0        0.0        0.0       33.3        0.0       33.3        0.0:      66.7      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9          4          0          7          9         16         13:
Old  :        24:         9          4          0          7          9         16         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  :                 38.6       59.5       53.3       80.8       35.0       49.8       47.7       67.1
Old  :                 38.7       59.6       53.3       81.0       35.1       49.9       47.8       67.2
Other:                 33.3        0.0       33.3        0.0       33.3        0.0       33.3        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 01, 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  :   713,462:   165,058    126,293    150,835    340,320    373,721    656,213    650,849:    57,249     62,613
Old  :   679,620:   164,161    129,772    135,750    325,611    357,509    625,522    623,031:    54,098     56,589
Other:    33,842:    12,936      8,560      3,046     14,709     16,212     30,691     27,818:     3,151      6,024
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    23,171:    16,787    -20,743       -940      5,725     44,379     21,572     22,696:     1,599        475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       17.7       21.1       47.7       52.4       92.0       91.2:       8.0        8.8
Old  :     100.0:      24.2       19.1       20.0       47.9       52.6       92.0       91.7:       8.0        8.3
Other:     100.0:      38.2       25.3        9.0       43.5       47.9       90.7       82.2:       9.3       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       534:       146        112        160        179        198        421        403:
Old  :       532:       150        117        151        174        193        412        391:
Other:       211:        42         41         21         38        100         95        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       12.4       19.2       21.4        9.6       10.4       15.8       17.0
Old  :                 11.8       12.5       19.8       21.9        9.9       10.4       16.5       17.3
Other:                 31.1       29.0       46.8       42.3       31.1       29.0       46.8       39.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 01, 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  :   488,302:   110,260     69,937    136,173    204,339    254,954    450,772    461,064:    37,530     27,238
Old  :   474,718:   111,131     72,538    128,596    199,333    247,699    439,060    448,833:    35,658     25,885
Other:    13,584:     4,218      2,488      2,488      5,006      7,255     11,712     12,231:     1,872      1,353
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :   -15,987:    -6,379      1,431     -5,219     -5,761    -12,055    -17,359    -15,843:     1,372       -144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       14.3       27.9       41.8       52.2       92.3       94.4:       7.7        5.6
Old  :     100.0:      23.4       15.3       27.1       42.0       52.2       92.5       94.5:       7.5        5.5
Other:     100.0:      31.1       18.3       18.3       36.9       53.4       86.2       90.0:      13.8       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:       111         63        128         83         72        267        234:
Old  :       329:       110         69        125         83         71        267        230:
Other:        60:        12         11         12         23         15         41         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       22.8       19.1       29.9       11.9       22.1       17.3       28.0
Old  :                 13.2       22.7       19.7       29.9       12.3       21.9       17.8       27.9
Other:                 34.3       39.0       54.3       57.1       28.3       38.5       42.3       52.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 01, 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  :   968,522:   120,784    192,821     15,413    662,363    622,415    798,560    830,649:   169,962    137,873
Old  :   968,522:   120,784    192,821     15,413    662,363    622,415    798,560    830,649:   169,962    137,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :   -11,815:    -4,916      8,807     -3,965     -4,662    -13,469    -13,543     -8,627:     1,728     -3,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       19.9        1.6       68.4       64.3       82.5       85.8:      17.5       14.2
Old  :     100.0:      12.5       19.9        1.6       68.4       64.3       82.5       85.8:      17.5       14.2
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  :       181:        35         33         20         77         81        120        126:
Old  :       181:        35         33         20         77         81        120        126:
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  :                 25.6       28.2       35.3       40.1       21.2       26.2       29.6       35.4
Old  :                 25.6       28.2       35.3       40.1       21.2       26.2       29.6       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, October 01, 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  : 1,134,159:   122,000    394,242     10,902    826,813    635,882    959,715  1,041,026:   174,444     93,133
Old  : 1,134,159:   122,000    394,242     10,902    826,813    635,882    959,715  1,041,026:   174,444     93,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    -4,119:    -4,400     -4,699     -2,293      2,518    -14,335     -4,175    -21,327:        56     17,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       34.8        1.0       72.9       56.1       84.6       91.8:      15.4        8.2
Old  :     100.0:      10.8       34.8        1.0       72.9       56.1       84.6       91.8:      15.4        8.2
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  :       132:        23         17         12         75         66        101         92:
Old  :       132:        23         17         12         75         66        101         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       35.2       39.5       53.8       23.5       33.8       33.9       49.6
Old  :                 27.4       35.2       39.5       53.8       23.5       33.8       33.9       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, October 01, 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  :   418,560:    85,901     93,139     91,255    190,461    206,167    367,617    390,561:    50,943     27,999
Old  :   405,202:    86,673     93,134     84,244    184,915    201,508    355,832    378,886:    49,370     26,316
Other:    13,358:     2,082      2,859      4,157      5,546      4,659     11,785     11,675:     1,573      1,683
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :   -22,153:     4,494     -7,275     -8,963    -18,584     -5,762    -23,053    -22,000:       900       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       22.3       21.8       45.5       49.3       87.8       93.3:      12.2        6.7
Old  :     100.0:      21.4       23.0       20.8       45.6       49.7       87.8       93.5:      12.2        6.5
Other:     100.0:      15.6       21.4       31.1       41.5       34.9       88.2       87.4:      11.8       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        91         61         93        106         82        246        202:
Old  :       298:        94         60         91        106         81        246        198:
Other:        73:        16         13         13         33         15         56         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  :                  9.9       19.5       16.2       27.9        9.6       17.4       15.0       23.8
Old  :                 10.1       20.1       16.3       28.7        9.7       18.2       15.2       24.8
Other:                 34.8       30.6       54.9       49.8       25.1       22.5       37.6       33.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 01, 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  :    10,056:     3,183      1,754        335      4,720      6,865      8,238      8,954:     1,818      1,102
Old  :    10,056:     3,183      1,754        335      4,720      6,865      8,238      8,954:     1,818      1,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :      -158:        41        -90        -39       -199         19       -197       -110:        39        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       17.4        3.3       46.9       68.3       81.9       89.0:      18.1       11.0
Old  :     100.0:      31.7       17.4        3.3       46.9       68.3       81.9       89.0:      18.1       11.0
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  :        51:        20          9          6         11         15         36         26:
Old  :        51:        20          9          6         11         15         36         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       45.9       55.9       66.0       44.3       45.7       55.9       65.8
Old  :                 44.3       45.9       55.9       66.0       44.3       45.7       55.9       65.8
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, October 01, 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  : 3,709,981: 1,174,666  1,207,480     42,699  2,284,741  2,375,327  3,502,106  3,625,506:   207,875     84,475
Old  : 3,709,981: 1,174,666  1,207,480     42,699  2,284,741  2,375,327  3,502,106  3,625,506:   207,875     84,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    51,401:    94,568        475     -7,211    -52,586     76,459     34,771     69,723:    16,630    -18,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       32.5        1.2       61.6       64.0       94.4       97.7:       5.6        2.3
Old  :     100.0:      31.7       32.5        1.2       61.6       64.0       94.4       97.7:       5.6        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  :       364:        86         52         38        172        136        277        207:
Old  :       364:        86         52         38        172        136        277        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       33.2       37.8       47.8       23.5       32.4       37.5       46.8
Old  :                 23.6       33.2       37.8       47.8       23.5       32.4       37.5       46.8
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, October 01, 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  : 3,600,495:   641,005    804,615    172,684  2,341,726  2,250,005  3,155,415  3,227,304:   445,080    373,191
Old  : 3,600,495:   641,005    804,615    172,684  2,341,726  2,250,005  3,155,415  3,227,304:   445,080    373,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    10,622:    16,543    -16,153     -9,015     -9,746     26,401     -2,218      1,233:    12,840      9,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       22.3        4.8       65.0       62.5       87.6       89.6:      12.4       10.4
Old  :     100.0:      17.8       22.3        4.8       65.0       62.5       87.6       89.6:      12.4       10.4
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  :       388:        82         63         47        181        168        287        254:
Old  :       388:        82         63         47        181        168        287        254:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       17.6       28.3       30.0       14.0       14.7       20.7       23.0
Old  :                 20.2       17.6       28.3       30.0       14.0       14.7       20.7       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, October 01, 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  :   817,083:   139,479    148,207     10,793    553,459    497,524    703,731    656,524:   113,352    160,559
Old  :   817,083:   139,479    148,207     10,793    553,459    497,524    703,731    656,524:   113,352    160,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    -6,234:    -3,768    -11,756     -1,426      5,909      8,724        715     -4,458:    -6,949     -1,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       18.1        1.3       67.7       60.9       86.1       80.3:      13.9       19.7
Old  :     100.0:      17.1       18.1        1.3       67.7       60.9       86.1       80.3:      13.9       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        15         16         12         57         67         80         87:
Old  :       112:        15         16         12         57         67         80         87:
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       22.3       43.9       34.1       27.4       18.5       39.8       28.4
Old  :                 28.5       22.3       43.9       34.1       27.4       18.5       39.8       28.4
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, October 01, 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  : 4,173,004:   766,554    776,093     69,334  3,024,777  3,021,906  3,860,665  3,867,333:   312,339    305,671
Old  : 4,173,004:   766,554    776,093     69,334  3,024,777  3,021,906  3,860,665  3,867,333:   312,339    305,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    61,499:    38,638    -24,791      5,037     16,927     93,149     60,602     73,395:       897    -11,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       18.6        1.7       72.5       72.4       92.5       92.7:       7.5        7.3
Old  :     100.0:      18.4       18.6        1.7       72.5       72.4       92.5       92.7:       7.5        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  :       328:        65         49         40        141        150        219        226:
Old  :       328:        65         49         40        141        150        219        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  :                 33.6       25.7       46.3       37.7       21.8       20.7       34.5       29.6
Old  :                 33.6       25.7       46.3       37.7       21.8       20.7       34.5       29.6
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, October 01, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,969,608:   466,676    274,331    376,117  1,088,272  1,273,740  1,931,065  1,924,188:    38,543     45,420
Old  : 1,969,608:   466,676    274,331    376,117  1,088,272  1,273,740  1,931,065  1,924,188:    38,543     45,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :  -117,604:     2,855     10,588    -18,869    -98,046    -89,168   -114,060    -97,449:    -3,544    -20,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       13.9       19.1       55.3       64.7       98.0       97.7:       2.0        2.3
Old  :     100.0:      23.7       13.9       19.1       55.3       64.7       98.0       97.7:       2.0        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  :       159:        37         37         45         64         75        124        135:
Old  :       159:        37         37         45         64         75        124        135:
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  :                 29.5       24.9       47.1       42.1       20.9       13.7       29.4       21.3
Old  :                 29.5       24.9       47.1       42.1       20.9       13.7       29.4       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, October 01, 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  :    51,743:    27,004      4,062        957     16,200     38,135     44,160     43,153:     7,583      8,590
Old  :    51,743:    27,004      4,062        957     16,200     38,135     44,160     43,153:     7,583      8,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     1,634:        19        246        225        802        702      1,046      1,173:       589        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2        7.8        1.8       31.3       73.7       85.3       83.4:      14.7       16.6
Old  :     100.0:      52.2        7.8        1.8       31.3       73.7       85.3       83.4:      14.7       16.6
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  :        92:        29         17          6         24         30         55         51:
Old  :        92:        29         17          6         24         30         55         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  :                 40.7       44.6       54.5       57.9       39.6       43.6       53.4       56.9
Old  :                 40.7       44.6       54.5       57.9       39.6       43.6       53.4       56.9
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, October 01, 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  :   103,486:    54,007      8,123      1,913     32,400     76,270     88,320     86,306:    15,166     17,180
Old  :   103,486:    54,007      8,123      1,913     32,400     76,270     88,320     86,306:    15,166     17,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     3,268:        38        492        450      1,603      1,403      2,091      2,345:     1,177        923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2        7.8        1.8       31.3       73.7       85.3       83.4:      14.7       16.6
Old  :     100.0:      52.2        7.8        1.8       31.3       73.7       85.3       83.4:      14.7       16.6
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  :        92:        29         17          6         24         30         55         51:
Old  :        92:        29         17          6         24         30         55         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  :                 40.7       44.6       54.5       57.9       39.6       43.6       53.4       56.9
Old  :                 40.7       44.6       54.5       57.9       39.6       43.6       53.4       56.9
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, October 01, 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  :    42,487:     3,956      1,090          0     36,727     39,444     40,683     40,534:     1,804      1,953
Old  :    42,487:     3,956      1,090          0     36,727     39,444     40,683     40,534:     1,804      1,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     1,314:      -573        302          0      1,643       -108      1,070        194:       244      1,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        2.6        0.0       86.4       92.8       95.8       95.4:       4.2        4.6
Old  :     100.0:       9.3        2.6        0.0       86.4       92.8       95.8       95.4:       4.2        4.6
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  :        28:         4          2          0         12         12         16         14:
Old  :        28:         4          2          0         12         12         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       74.4       87.1       90.1       69.0       74.4       86.8       90.1
Old  :                 69.0       74.4       87.1       90.1       69.0       74.4       86.8       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, October 01, 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  :    19,047:    13,065     16,152        686      5,041      2,196     18,792     19,034:       255         13
Old  :    19,047:    13,065     16,152        686      5,041      2,196     18,792     19,034:       255         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     7,010:     6,821      6,893         -2        117        148      6,936      7,039:        74        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       84.8        3.6       26.5       11.5       98.7       99.9:       1.3        0.1
Old  :     100.0:      68.6       84.8        3.6       26.5       11.5       98.7       99.9:       1.3        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  :        38:        19         15          4          4          2         26         18:
Old  :        38:        19         15          4          4          2         26         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  :                 70.1       69.0       85.2       83.9       64.1       65.1       74.2       76.9
Old  :                 70.1       69.0       85.2       83.9       64.1       65.1       74.2       76.9
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, October 01, 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  :    62,436:    39,726      5,813     17,617      5,035     36,339     62,378     59,769:        58      2,667
Old  :    62,436:    39,726      5,813     17,617      5,035     36,339     62,378     59,769:        58      2,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     3,482:     1,792        136      1,729        -25      1,358      3,496      3,223:       -14        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6        9.3       28.2        8.1       58.2       99.9       95.7:       0.1        4.3
Old  :     100.0:      63.6        9.3       28.2        8.1       58.2       99.9       95.7:       0.1        4.3
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  :        33:         7          7          3          2         17         11         25:
Old  :        33:         7          7          3          2         17         11         25:
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       74.6       99.8       84.0       69.0       49.2       71.6       57.6
Old  :                 97.1       74.6       99.8       84.0       69.0       49.2       71.6       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders - Futures Only, October 01, 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  :    18,730:    10,887      3,098      4,914      2,893      8,700     18,694     16,712:        36      2,018
Old  :    18,730:    10,887      3,098      4,914      2,893      8,700     18,694     16,712:        36      2,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     5,742:     2,166       -723      3,219        490      3,558      5,875      6,054:      -133       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.1       16.5       26.2       15.4       46.4       99.8       89.2:       0.2       10.8
Old  :     100.0:      58.1       16.5       26.2       15.4       46.4       99.8       89.2:       0.2       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  :        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  :                 98.9       71.7       99.8       85.6       72.7       50.7       73.6       60.5
Old  :                 98.9       71.7       99.8       85.6       72.7       50.7       73.6       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, October 01, 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  :    51,420:    23,326     23,309     28,091          0          0     51,417     51,400:         3         20
Old  :    51,420:    23,326     23,309     28,091          0          0     51,417     51,400:         3         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     6,151:     6,266      7,255        -98          0          0      6,168      7,157:       -17     -1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       45.3       54.6        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      45.4       45.3       54.6        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 84.8       82.0       99.9       96.9       40.1       36.7       45.4       44.2
Old  :                 84.8       82.0       99.9       96.9       40.1       36.7       45.4       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 04, 2019