WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, October 29, 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  :   407,645:   101,071     84,214    142,406    135,581    139,820    379,058    366,440:    28,587     41,205
Old  :   331,175:   104,409     85,747     99,622    104,824    114,230    308,855    299,599:    22,320     31,576
Other:    76,470:    28,197     30,002     11,249     30,757     25,590     70,203     66,841:     6,267      9,629
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :    -3,880:   -10,722     -5,748       -248      8,219      2,332     -2,751     -3,664:    -1,129       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       20.7       34.9       33.3       34.3       93.0       89.9:       7.0       10.1
Old  :     100.0:      31.5       25.9       30.1       31.7       34.5       93.3       90.5:       6.7        9.5
Other:     100.0:      36.9       39.2       14.7       40.2       33.5       91.8       87.4:       8.2       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       112        111        137         87        106        282        289:
Old  :       356:       114        104        121         79         98        261        267:
Other:       174:        46         42         34         43         62        108        122:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       11.9       21.2       19.8        8.1        8.6       13.0       13.0
Old  :                 11.2       14.2       19.7       22.7        7.8        9.9       13.5       15.3
Other:                 29.5       23.9       44.3       34.8       29.1       21.0       43.2       30.6
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, October 29, 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  :    12,198:     7,384      1,816        334      4,324      9,748     12,042     11,898:       156        300
Old  :    12,198:     7,384      1,816        334      4,324      9,748     12,042     11,898:       156        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :       238:      -373        135       -300      1,204        449        531        284:      -293        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.5       14.9        2.7       35.4       79.9       98.7       97.5:       1.3        2.5
Old  :     100.0:      60.5       14.9        2.7       35.4       79.9       98.7       97.5:       1.3        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          4          3         11         14         17         20:
Old  :        25:         5          4          3         11         14         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       51.9       90.9       77.3       65.9       40.2       78.4       65.4
Old  :                 73.1       51.9       90.9       77.3       65.9       40.2       78.4       65.4
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 29, 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  :   313,557:    81,058     89,881     90,299    113,921    114,562    285,278    294,742:    28,279     18,815
Old  :   266,370:    83,007     90,055     70,217     90,442     90,791    243,666    251,063:    22,704     15,307
Other:    47,187:    13,625     15,400      4,508     23,479     23,771     41,612     43,679:     5,575      3,508
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :    14,979:    -1,649      3,090     10,930      4,075        836     13,356     14,856:     1,623        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       28.7       28.8       36.3       36.5       91.0       94.0:       9.0        6.0
Old  :     100.0:      31.2       33.8       26.4       34.0       34.1       91.5       94.3:       8.5        5.7
Other:     100.0:      28.9       32.6        9.6       49.8       50.4       88.2       92.6:      11.8        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        91         56         76         95         80        220        184:
Old  :       271:        91         56         59         91         74        204        169:
Other:       141:        36         28         23         44         44         94         82:
     :----------------------------------------------------------------------------------------------------
     :             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       16.4       19.3       26.8        8.2       13.2       14.4       20.4
Old  :                 13.2       15.8       21.3       27.0        8.5       11.6       15.3       20.2
Other:                 22.1       44.9       36.5       62.2       22.1       43.3       35.9       58.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 29, 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  : 1,591,878:   303,450    311,503    307,926    715,620    786,018  1,326,996  1,405,447:   264,882    186,431
Old  : 1,439,708:   289,110    331,715    260,628    637,266    698,922  1,187,004  1,291,265:   252,704    148,443
Other:   152,170:    59,523     24,971      2,115     78,354     87,096    139,992    114,182:    12,178     37,988
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :   -16,885:    -8,953    -12,279       -235     -8,106     -4,316    -17,294    -16,830:       409        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       19.6       19.3       45.0       49.4       83.4       88.3:      16.6       11.7
Old  :     100.0:      20.1       23.0       18.1       44.3       48.5       82.4       89.7:      17.6       10.3
Other:     100.0:      39.1       16.4        1.4       51.5       57.2       92.0       75.0:       8.0       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       794:       154        149        169        365        341        626        569:
Old  :       789:       156        151        147        359        327        608        541:
Other:       402:        51         55         20         84        235        145        303:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.4       10.1       14.8       17.8        6.4        7.0       10.9       12.1
Old  :                  8.0        9.8       14.4       17.8        6.7        7.2       11.5       12.2
Other:                 26.4       25.1       41.8       33.7       26.0       25.0       41.4       33.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 29, 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  :     6,580:     2,784        260        170      1,829      4,925      4,783      5,355:     1,797      1,225
Old  :     6,557:     2,784        260        170      1,822      4,925      4,776      5,355:     1,781      1,202
Other:        23:         0          0          0          7          0          7          0:        16         23
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :       374:        18         93         78        333        212        429        383:       -55         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        4.0        2.6       27.8       74.8       72.7       81.4:      27.3       18.6
Old  :     100.0:      42.5        4.0        2.6       27.8       75.1       72.8       81.7:      27.2       18.3
Other:     100.0:       0.0        0.0        0.0       30.4        0.0       30.4        0.0:      69.6      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        13          4          2          9          9         23         14:
Old  :        28:        13          4          2          8          9         22         14:
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  :                 30.7       58.7       44.8       75.3       27.6       46.6       40.4       57.0
Old  :                 30.8       58.9       45.0       75.5       27.7       46.7       40.6       57.3
Other:                 30.4        0.0       30.4        0.0       30.4        0.0       30.4        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 29, 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  :   714,564:   182,748     80,065    137,608    330,438    432,365    650,794    650,038:    63,770     64,526
Old  :   663,584:   177,265     83,008    118,389    309,231    406,619    604,885    608,016:    58,699     55,568
Other:    50,980:    19,147     10,721      5,555     21,207     25,746     45,909     42,022:     5,071      8,958
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :   -80,677:     2,240     -8,987    -33,226    -49,581    -37,104    -80,567    -79,317:      -110     -1,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       11.2       19.3       46.2       60.5       91.1       91.0:       8.9        9.0
Old  :     100.0:      26.7       12.5       17.8       46.6       61.3       91.2       91.6:       8.8        8.4
Other:     100.0:      37.6       21.0       10.9       41.6       50.5       90.1       82.4:       9.9       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       554:       158         96        174        188        225        437        439:
Old  :       547:       167         95        158        186        218        427        417:
Other:       260:        41         56         27         43        133        105        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       14.6       17.4       25.2        9.3       12.5       16.1       20.0
Old  :                 10.5       15.1       18.3       25.9       10.0       12.9       17.3       21.2
Other:                 22.8       25.9       40.1       37.6       21.7       25.0       38.4       34.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 29, 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  :   519,378:   133,917     43,938    126,083    222,004    323,384    482,004    493,405:    37,374     25,973
Old  :   504,759:   133,553     44,894    120,507    215,325    314,769    469,385    480,170:    35,374     24,589
Other:    14,619:     3,625      2,305      2,315      6,679      8,615     12,619     13,235:     2,000      1,384
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :    16,610:     9,442      4,351      4,928      3,312      8,100     17,682     17,379:    -1,072       -769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        8.5       24.3       42.7       62.3       92.8       95.0:       7.2        5.0
Old  :     100.0:      26.5        8.9       23.9       42.7       62.4       93.0       95.1:       7.0        4.9
Other:     100.0:      24.8       15.8       15.8       45.7       58.9       86.3       90.5:      13.7        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       112         67        131         90         77        287        232:
Old  :       336:       111         75        129         90         76        287        229:
Other:        65:        14         12         12         25         16         45         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  :                 13.2       27.3       20.7       37.4       11.6       26.8       16.5       35.0
Old  :                 13.6       27.4       21.3       37.7       12.0       27.1       17.2       35.3
Other:                 28.0       33.6       48.7       53.5       25.7       31.5       38.6       49.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 29, 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  : 1,023,307:   148,258    171,381     30,617    679,145    694,769    858,020    896,767:   165,287    126,540
Old  : 1,023,307:   148,258    171,381     30,617    679,145    694,769    858,020    896,767:   165,287    126,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :    21,326:     6,747    -16,399      6,576     11,041     35,384     24,364     25,561:    -3,038     -4,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       16.7        3.0       66.4       67.9       83.8       87.6:      16.2       12.4
Old  :     100.0:      14.5       16.7        3.0       66.4       67.9       83.8       87.6:      16.2       12.4
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  :       181:        44         22         29         78         85        129        129:
Old  :       181:        44         22         29         78         85        129        129:
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  :                 24.4       30.2       33.7       42.3       19.2       27.7       27.7       37.3
Old  :                 24.4       30.2       33.7       42.3       19.2       27.7       27.7       37.3
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 29, 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  : 1,148,157:   114,224    397,430     12,316    852,800    648,710    979,340  1,058,456:   168,817     89,701
Old  : 1,148,157:   114,224    397,430     12,316    852,800    648,710    979,340  1,058,456:   168,817     89,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :    -7,150:    -3,076      5,372      4,572      6,316    -22,885      7,812    -12,941:   -14,962      5,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       34.6        1.1       74.3       56.5       85.3       92.2:      14.7        7.8
Old  :     100.0:       9.9       34.6        1.1       74.3       56.5       85.3       92.2:      14.7        7.8
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  :       132:        22         15         15         80         66        110         88:
Old  :       132:        22         15         15         80         66        110         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       36.1       38.3       54.7       22.7       34.6       33.0       50.7
Old  :                 27.1       36.1       38.3       54.7       22.7       34.6       33.0       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, October 29, 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  :   425,314:    75,486     79,582     93,568    205,517    221,289    374,571    394,439:    50,743     30,875
Old  :   406,256:    75,959     80,618     85,518    195,952    210,830    357,429    376,966:    48,827     29,290
Other:    19,058:     3,372      2,809      4,205      9,565     10,459     17,142     17,473:     1,916      1,585
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :     4,458:    -3,191      3,721     -3,353      6,464      3,226        -80      3,594:     4,538        864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       18.7       22.0       48.3       52.0       88.1       92.7:      11.9        7.3
Old  :     100.0:      18.7       19.8       21.1       48.2       51.9       88.0       92.8:      12.0        7.2
Other:     100.0:      17.7       14.7       22.1       50.2       54.9       89.9       91.7:      10.1        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        73         69         93        108         81        239        205:
Old  :       289:        75         75         92        108         80        239        203:
Other:        79:        19         15         14         33         16         60         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       22.3       17.7       31.8        9.7       20.4       14.9       26.6
Old  :                 11.2       22.6       18.1       32.3        9.9       21.1       15.4       27.4
Other:                 36.6       42.5       49.6       58.8       27.0       33.2       38.0       46.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 29, 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  :     9,532:     1,505      2,040         73      6,131      6,044      7,709      8,157:     1,823      1,375
Old  :     9,532:     1,505      2,040         73      6,131      6,044      7,709      8,157:     1,823      1,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :        52:      -989        308         -1      1,072       -534         82       -227:       -30        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       21.4        0.8       64.3       63.4       80.9       85.6:      19.1       14.4
Old  :     100.0:      15.8       21.4        0.8       64.3       63.4       80.9       85.6:      19.1       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  :        45:        11          9          3         18         15         30         26:
Old  :        45:        11          9          3         18         15         30         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  :                 47.3       46.9       60.8       65.5       47.3       42.9       57.7       60.4
Old  :                 47.3       46.9       60.8       65.5       47.3       42.9       57.7       60.4
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 29, 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  : 3,943,158:   957,363  1,140,064    176,133  2,614,655  2,514,405  3,748,151  3,830,602:   195,007    112,556
Old  : 3,943,158:   957,363  1,140,064    176,133  2,614,655  2,514,405  3,748,151  3,830,602:   195,007    112,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :   -17,537:   -14,472    -55,958     41,521    -41,988     -9,616    -14,939    -24,053:    -2,598      6,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       28.9        4.5       66.3       63.8       95.1       97.1:       4.9        2.9
Old  :     100.0:      24.3       28.9        4.5       66.3       63.8       95.1       97.1:       4.9        2.9
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  :       369:        91         39         38        188        135        299        192:
Old  :       369:        91         39         38        188        135        299        192:
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  :                 20.4       33.4       33.8       50.3       20.0       30.4       32.3       47.0
Old  :                 20.4       33.4       33.8       50.3       20.0       30.4       32.3       47.0
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 29, 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  : 3,857,860:   716,215    832,281    201,683  2,533,087  2,407,859  3,450,985  3,441,823:   406,875    416,037
Old  : 3,857,860:   716,215    832,281    201,683  2,533,087  2,407,859  3,450,985  3,441,823:   406,875    416,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :   189,764:    51,897     83,610     21,268    124,988     62,772    198,153    167,650:    -8,389     22,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       21.6        5.2       65.7       62.4       89.5       89.2:      10.5       10.8
Old  :     100.0:      18.6       21.6        5.2       65.7       62.4       89.5       89.2:      10.5       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  :       388:        77         70         53        180        166        284        262:
Old  :       388:        77         70         53        180        166        284        262:
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  :                 22.2       20.7       30.2       32.8       15.0       18.4       22.1       26.0
Old  :                 22.2       20.7       30.2       32.8       15.0       18.4       22.1       26.0
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 29, 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  :   836,246:   136,364     91,783      8,119    583,504    578,578    727,987    678,480:   108,259    157,766
Old  :   836,246:   136,364     91,783      8,119    583,504    578,578    727,987    678,480:   108,259    157,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :     3,414:       422       -789        531      6,528      9,022      7,481      8,764:    -4,067     -5,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.0        1.0       69.8       69.2       87.1       81.1:      12.9       18.9
Old  :     100.0:      16.3       11.0        1.0       69.8       69.2       87.1       81.1:      12.9       18.9
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  :       109:        13         16          8         60         62         78         81:
Old  :       109:        13         16          8         60         62         78         81:
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  :                 29.0       23.5       43.3       37.1       26.7       21.6       37.6       31.4
Old  :                 29.0       23.5       43.3       37.1       26.7       21.6       37.6       31.4
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 29, 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  : 4,504,463:   686,089    815,399    119,878  3,384,954  3,268,853  4,190,921  4,204,130:   313,542    300,333
Old  : 4,504,463:   686,089    815,399    119,878  3,384,954  3,268,853  4,190,921  4,204,130:   313,542    300,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :   163,143:    90,007        571     30,464     80,782    113,590    201,253    144,625:   -38,110     18,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       18.1        2.7       75.1       72.6       93.0       93.3:       7.0        6.7
Old  :     100.0:      15.2       18.1        2.7       75.1       72.6       93.0       93.3:       7.0        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  :       329:        66         44         45        150        159        237        227:
Old  :       329:        66         44         45        150        159        237        227:
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  :                 34.0       24.6       48.0       36.8       22.7       19.0       35.5       28.4
Old  :                 34.0       24.6       48.0       36.8       22.7       19.0       35.5       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, October 29, 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  : 2,274,882:   533,988    342,939    439,201  1,261,244  1,445,095  2,234,433  2,227,235:    40,449     47,647
Old  : 2,274,882:   533,988    342,939    439,201  1,261,244  1,445,095  2,234,433  2,227,235:    40,449     47,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :     5,405:   -22,830      6,260      4,306     19,170    -12,320        646     -1,754:     4,759      7,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       15.1       19.3       55.4       63.5       98.2       97.9:       1.8        2.1
Old  :     100.0:      23.5       15.1       19.3       55.4       63.5       98.2       97.9:       1.8        2.1
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  :       171:        49         34         58         74         79        150        144:
Old  :       171:        49         34         58         74         79        150        144:
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  :                 34.1       24.5       48.9       39.9       24.1       14.8       31.5       22.1
Old  :                 34.1       24.5       48.9       39.9       24.1       14.8       31.5       22.1
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 29, 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  :    57,263:    25,207      5,028      1,637     22,372     42,790     49,215     49,454:     8,048      7,809
Old  :    57,263:    25,207      5,028      1,637     22,372     42,790     49,215     49,454:     8,048      7,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :     4,070:     1,067        793        556      2,152      2,206      3,775      3,555:       295        515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        8.8        2.9       39.1       74.7       85.9       86.4:      14.1       13.6
Old  :     100.0:      44.0        8.8        2.9       39.1       74.7       85.9       86.4:      14.1       13.6
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  :       103:        36         17          5         29         32         67         52:
Old  :       103:        36         17          5         29         32         67         52:
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  :                 31.8       41.6       47.6       56.7       31.2       40.8       46.1       56.0
Old  :                 31.8       41.6       47.6       56.7       31.2       40.8       46.1       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 29, 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  :   114,525:    50,413     10,055      3,273     44,743     85,579     98,429     98,907:    16,096     15,618
Old  :   114,525:    50,413     10,055      3,273     44,743     85,579     98,429     98,907:    16,096     15,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :     8,139:     2,134      1,585      1,112      4,304      4,412      7,550      7,109:       589      1,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        8.8        2.9       39.1       74.7       85.9       86.4:      14.1       13.6
Old  :     100.0:      44.0        8.8        2.9       39.1       74.7       85.9       86.4:      14.1       13.6
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  :       103:        36         17          5         29         32         67         52:
Old  :       103:        36         17          5         29         32         67         52:
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  :                 31.8       41.6       47.6       56.7       31.2       40.8       46.1       56.0
Old  :                 31.8       41.6       47.6       56.7       31.2       40.8       46.1       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, October 29, 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  :    40,409:     1,422        448        398     36,128     37,932     37,948     38,778:     2,461      1,631
Old  :    40,409:     1,422        448        398     36,128     37,932     37,948     38,778:     2,461      1,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :       128:    -1,426       -212        253      1,023         39       -150         80:       278         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        1.1        1.0       89.4       93.9       93.9       96.0:       6.1        4.0
Old  :     100.0:       3.5        1.1        1.0       89.4       93.9       93.9       96.0:       6.1        4.0
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:         2          1          1         14         11         17         13:
Old  :        27:         2          1          1         14         11         17         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  :                 70.8       73.4       83.8       92.1       70.3       73.4       83.4       92.1
Old  :                 70.8       73.4       83.8       92.1       70.3       73.4       83.4       92.1
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 29, 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  :    18,572:    12,477     16,701        726      5,123      1,113     18,326     18,540:       246         32
Old  :    18,572:    12,477     16,701        726      5,123      1,113     18,326     18,540:       246         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :    -2,056:    -2,120     -2,067         38          0        -27     -2,082     -2,056:        26          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.2       89.9        3.9       27.6        6.0       98.7       99.8:       1.3        0.2
Old  :     100.0:      67.2       89.9        3.9       27.6        6.0       98.7       99.8:       1.3        0.2
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  :        37:        18         15          4          4          2         25         18:
Old  :        37:        18         15          4          4          2         25         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  :                 67.8       61.5       88.3       78.7       63.7       61.5       80.0       77.0
Old  :                 67.8       61.5       88.3       78.7       63.7       61.5       80.0       77.0
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 29, 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  :    75,274:    45,069      6,247     26,457      3,685     40,568     75,211     73,272:        63      2,002
Old  :    75,274:    45,069      6,247     26,457      3,685     40,568     75,211     73,272:        63      2,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :     2,257:      -527       -256      1,869        945        724      2,287      2,337:       -30        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9        8.3       35.1        4.9       53.9       99.9       97.3:       0.1        2.7
Old  :     100.0:      59.9        8.3       35.1        4.9       53.9       99.9       97.3:       0.1        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         6          8          3          4         15         12         24:
Old  :        33:         6          8          3          4         15         12         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  :                 96.7       82.2       99.6       90.0       61.8       50.4       64.7       56.2
Old  :                 96.7       82.2       99.6       90.0       61.8       50.4       64.7       56.2
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 29, 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  :    44,196:    24,767      3,051     16,664      2,743     22,587     44,174     42,302:        22      1,894
Old  :    44,196:    24,767      3,051     16,664      2,743     22,587     44,174     42,302:        22      1,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :     3,877:     1,657        143      2,223          0      1,658      3,880      4,024:        -3       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0        6.9       37.7        6.2       51.1      100.0       95.7:       0.0        4.3
Old  :     100.0:      56.0        6.9       37.7        6.2       51.1      100.0       95.7:       0.0        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  :        22:         6          5          2          2          9          9         15:
Old  :        22:         6          5          2          2          9          9         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  :                 96.3       88.4       99.9       94.7       58.6       53.7       62.2       57.4
Old  :                 96.3       88.4       99.9       94.7       58.6       53.7       62.2       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, October 29, 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  :    50,928:    22,198     22,132     28,730          0          0     50,928     50,862:         0         66
Old  :    50,928:    22,198     22,132     28,730          0          0     50,928     50,862:         0         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :      -147:        65         94       -212          0          0       -147       -118:         0        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       43.5       56.4        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      43.6       43.5       56.4        0.0        0.0      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7         13          5          0          0         10         16:
Old  :        21:         7         13          5          0          0         10         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  :                 85.3       80.4       99.8       97.2       38.1       34.3       43.6       42.6
Old  :                 85.3       80.4       99.8       97.2       38.1       34.3       43.6       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 01, 2019