WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 19, 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  :   388,983:   106,729     93,350    116,100    138,100    134,522    360,929    343,972:    28,054     45,011
Old  :   301,694:   101,423     87,755     73,579    106,405    106,032    281,407    267,366:    20,287     34,328
Other:    87,289:    34,321     34,610     13,506     31,695     28,490     79,522     76,606:     7,767     10,683
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :   -24,146:     3,425      1,425    -21,715     -5,228     -6,112    -23,518    -26,402:      -628      2,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       24.0       29.8       35.5       34.6       92.8       88.4:       7.2       11.6
Old  :     100.0:      33.6       29.1       24.4       35.3       35.1       93.3       88.6:       6.7       11.4
Other:     100.0:      39.3       39.6       15.5       36.3       32.6       91.1       87.8:       8.9       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       112        108        129         88        108        280        283:
Old  :       350:       112        103        113         81         98        260        256:
Other:       202:        61         44         36         48         71        127        137:
     :----------------------------------------------------------------------------------------------------
     :             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       10.5       18.7       18.4        9.2        9.5       14.3       15.2
Old  :                  9.9       12.6       17.9       22.4        8.4       11.5       14.1       18.5
Other:                 24.3       20.2       37.7       32.0       23.7       18.4       36.0       28.4
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, November 19, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    14,177:     5,887        300        300      7,795     13,367     13,982     13,967:       195        210
Old  :    13,977:     5,771        384        216      7,795     13,167     13,782     13,767:       195        210
Other:       200:       200          0          0          0        200        200        200:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :       516:      -480     -1,400        200        896      1,716        616        516:      -100          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5        2.1        2.1       55.0       94.3       98.6       98.5:       1.4        1.5
Old  :     100.0:      41.3        2.7        1.5       55.8       94.2       98.6       98.5:       1.4        1.5
Other:     100.0:     100.0        0.0        0.0        0.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          1          1          9         18         13         20:
Old  :        25:         3          2          1          9         18         13         20:
Other:         3:         1          0          0          0          2          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 76.2       45.3       92.4       76.9       63.7       41.0       75.0       67.0
Old  :                 77.2       45.9       93.6       78.0       64.6       41.6       76.7       67.9
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 19, 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  :   286,418:    80,107     86,896     70,233    107,753    109,137    258,093    266,266:    28,325     20,152
Old  :   230,226:    80,808     86,482     46,720     80,979     81,342    208,507    214,544:    21,719     15,682
Other:    56,192:    18,009     19,124      4,803     26,774     27,795     49,586     51,722:     6,606      4,470
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :   -15,980:    -5,178       -865     -6,350     -5,061     -8,768    -16,589    -15,983:       609          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       30.3       24.5       37.6       38.1       90.1       93.0:       9.9        7.0
Old  :     100.0:      35.1       37.6       20.3       35.2       35.3       90.6       93.2:       9.4        6.8
Other:     100.0:      32.0       34.0        8.5       47.6       49.5       88.2       92.0:      11.8        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        89         61         77         85         84        213        190:
Old  :       269:        90         59         62         80         78        195        177:
Other:       150:        42         28         15         48         48         98         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       15.7       18.0       26.0        9.3       13.9       15.7       21.8
Old  :                 11.2       13.5       19.9       25.2        9.8       12.4       17.3       22.2
Other:                 18.4       44.0       32.1       59.7       18.4       41.2       31.5       55.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 19, 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  : 1,641,549:   319,265    345,759    326,677    731,533    786,689  1,377,475  1,459,125:   264,074    182,424
Old  : 1,473,131:   313,240    366,594    267,053    641,899    694,509  1,222,192  1,328,156:   250,939    144,975
Other:   168,418:    63,459     36,599      2,190     89,634     92,180    155,283    130,969:    13,135     37,449
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    31,042:    14,982      9,490      2,820     15,050     20,654     32,852     32,964:    -1,810     -1,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       21.1       19.9       44.6       47.9       83.9       88.9:      16.1       11.1
Old  :     100.0:      21.3       24.9       18.1       43.6       47.1       83.0       90.2:      17.0        9.8
Other:     100.0:      37.7       21.7        1.3       53.2       54.7       92.2       77.8:       7.8       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       803:       144        156        176        369        345        629        586:
Old  :       796:       151        154        158        360        333        612        560:
Other:       417:        45         65         18         91        239        148        315:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  7.8        9.2       14.9       16.2        6.4        6.1       11.0       11.0
Old  :                  8.3        9.4       14.3       16.6        7.1        6.5       11.6       11.7
Other:                 26.0       24.6       40.4       33.2       25.7       24.3       40.1       32.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 19, 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  :     7,090:     2,934        354         64      2,165      5,213      5,163      5,631:     1,927      1,459
Old  :     7,032:     2,934        365         53      2,157      5,207      5,144      5,625:     1,888      1,407
Other:        58:        11          0          0          8          6         19          6:        39         52
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :       107:        96         86        -36        187         75        247        125:      -140        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        5.0        0.9       30.5       73.5       72.8       79.4:      27.2       20.6
Old  :     100.0:      41.7        5.2        0.8       30.7       74.0       73.2       80.0:      26.8       20.0
Other:     100.0:      19.0        0.0        0.0       13.8       10.3       32.8       10.3:      67.2       89.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        10          5          2         11         10         22         16:
Old  :        28:        10          5          2         10         10         21         16:
Other:         4:         1          0          0          3          1          4          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.5       55.2       51.5       71.6       30.5       46.4       44.1       53.5
Old  :                 33.8       55.7       51.9       72.2       30.8       46.9       44.5       54.2
Other:                 32.8       10.3       32.8       10.3       31.0        8.6       31.0        8.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 19, 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  :   765,303:   162,418    102,504    163,843    380,687    435,970    706,948    702,317:    58,355     62,986
Old  :   699,675:   158,131    108,564    136,549    351,727    401,722    646,407    646,835:    53,268     52,840
Other:    65,628:    21,739     11,392      9,842     28,960     34,248     60,541     55,482:     5,087     10,146
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    22,214:    -4,530      3,890     11,394     14,239      8,572     21,103     23,856:     1,111     -1,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.4       21.4       49.7       57.0       92.4       91.8:       7.6        8.2
Old  :     100.0:      22.6       15.5       19.5       50.3       57.4       92.4       92.4:       7.6        7.6
Other:     100.0:      33.1       17.4       15.0       44.1       52.2       92.2       84.5:       7.8       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       559:       160        104        159        186        217        422        428:
Old  :       552:       163        109        146        182        207        413        404:
Other:       274:        45         55         30         52        143        117        210:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       15.5       21.3       24.7       10.5       13.4       16.2       20.1
Old  :                 13.6       16.7       21.6       26.1       11.4       14.3       17.6       21.1
Other:                 21.6       24.6       38.1       37.8       20.5       23.2       36.3       32.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 19, 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  :   518,565:   138,567     45,774    128,232    213,197    318,862    479,996    492,868:    38,569     25,697
Old  :   491,790:   139,649     46,608    119,628    196,357    301,203    455,634    467,439:    36,156     24,351
Other:    26,775:     5,207      5,455      2,315     16,840     17,659     24,362     25,429:     2,413      1,346
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :   -29,325:   -10,135     -7,342     -6,725    -12,936    -15,591    -29,796    -29,658:       471        333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        8.8       24.7       41.1       61.5       92.6       95.0:       7.4        5.0
Old  :     100.0:      28.4        9.5       24.3       39.9       61.2       92.6       95.0:       7.4        5.0
Other:     100.0:      19.4       20.4        8.6       62.9       66.0       91.0       95.0:       9.0        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:       106         64        123         87         79        268        226:
Old  :       316:       110         70        119         85         77        265        221:
Other:        82:        19         17         11         31         22         56         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       29.2       19.7       38.2       10.8       29.0       16.2       35.5
Old  :                 13.2       29.9       20.6       38.9       11.9       29.7       17.6       36.1
Other:                 40.6       29.3       55.7       50.3       40.6       28.9       53.4       48.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 19, 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  : 1,050,687:   136,341    184,073     69,722    679,060    654,958    885,123    908,753:   165,564    141,934
Old  : 1,050,687:   136,341    184,073     69,722    679,060    654,958    885,123    908,753:   165,564    141,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    25,690:    -5,938     -3,603     35,924     -1,516     -5,753     28,470     26,568:    -2,780       -878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       17.5        6.6       64.6       62.3       84.2       86.5:      15.8       13.5
Old  :     100.0:      13.0       17.5        6.6       64.6       62.3       84.2       86.5:      15.8       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        42         22         33         85         80        139        123:
Old  :       176:        42         22         33         85         80        139        123:
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  :                 23.3       30.9       32.5       42.8       17.9       27.9       25.5       36.2
Old  :                 23.3       30.9       32.5       42.8       17.9       27.9       25.5       36.2
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, November 19, 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  : 1,217,654:   108,225    448,367     19,917    927,287    652,599  1,055,429  1,120,883:   162,225     96,771
Old  : 1,217,654:   108,225    448,367     19,917    927,287    652,599  1,055,429  1,120,883:   162,225     96,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    29,434:    -1,579     12,086      5,401     23,768     11,263     27,590     28,750:     1,844        684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       36.8        1.6       76.2       53.6       86.7       92.1:      13.3        7.9
Old  :     100.0:       8.9       36.8        1.6       76.2       53.6       86.7       92.1:      13.3        7.9
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  :       140:        21         17         17         90         76        122         99:
Old  :       140:        21         17         17         90         76        122         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       36.3       36.6       53.4       21.9       35.2       31.7       48.5
Old  :                 25.7       36.3       36.6       53.4       21.9       35.2       31.7       48.5
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, November 19, 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  :   424,802:    75,085     66,509     81,210    219,074    247,642    375,369    395,361:    49,433     29,441
Old  :   397,456:    75,526     66,964     71,824    202,908    230,681    350,258    369,469:    47,198     27,987
Other:    27,346:     3,151      3,137      5,794     16,166     16,961     25,111     25,892:     2,235      1,454
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :      -828:    -2,091     -7,493     -6,904     10,132     15,272      1,137        875:    -1,965     -1,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       15.7       19.1       51.6       58.3       88.4       93.1:      11.6        6.9
Old  :     100.0:      19.0       16.8       18.1       51.1       58.0       88.1       93.0:      11.9        7.0
Other:     100.0:      11.5       11.5       21.2       59.1       62.0       91.8       94.7:       8.2        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        78         62         86        117         90        243        205:
Old  :       293:        78         67         85        117         87        243        201:
Other:        86:        20         13         15         36         22         65         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       27.4       20.2       36.3       10.6       25.6       16.2       31.8
Old  :                 12.9       28.8       20.5       37.0       10.9       27.4       17.3       33.4
Other:                 37.3       42.9       51.4       64.0       29.5       37.7       40.3       48.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 19, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,973:     1,785      2,183         78      5,576      5,611      7,439      7,872:     1,534      1,101
Old  :     8,973:     1,785      2,183         78      5,576      5,611      7,439      7,872:     1,534      1,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :       116:       -72        289         -1        182       -210        109         78:         7         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       24.3        0.9       62.1       62.5       82.9       87.7:      17.1       12.3
Old  :     100.0:      19.9       24.3        0.9       62.1       62.5       82.9       87.7:      17.1       12.3
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  :        52:        13         10          3         19         15         33         27:
Old  :        52:        13         10          3         19         15         33         27:
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  :                 48.4       48.3       58.9       70.6       48.4       48.3       58.6       70.6
Old  :                 48.4       48.3       58.9       70.6       48.4       48.3       58.6       70.6
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, November 19, 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  : 4,014,548:   820,274  1,083,335    254,390  2,745,657  2,565,618  3,820,321  3,903,343:   194,227    111,205
Old  : 4,014,548:   820,274  1,083,335    254,390  2,745,657  2,565,618  3,820,321  3,903,343:   194,227    111,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :  -109,273:  -127,369    -14,083     -1,065     18,322    -86,622   -110,112   -101,770:       839     -7,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       27.0        6.3       68.4       63.9       95.2       97.2:       4.8        2.8
Old  :     100.0:      20.4       27.0        6.3       68.4       63.9       95.2       97.2:       4.8        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        79         49         51        198        137        308        206:
Old  :       372:        79         49         51        198        137        308        206:
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  :                 19.5       32.0       32.2       49.3       18.9       28.5       30.6       45.4
Old  :                 19.5       32.0       32.2       49.3       18.9       28.5       30.6       45.4
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, November 19, 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  : 4,005,264:   677,709    861,233    221,881  2,701,225  2,518,587  3,600,815  3,601,701:   404,449    403,563
Old  : 4,005,264:   677,709    861,233    221,881  2,701,225  2,518,587  3,600,815  3,601,701:   404,449    403,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    80,728:    25,397     60,127    -11,855     45,401     50,813     58,943     99,085:    21,785    -18,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       21.5        5.5       67.4       62.9       89.9       89.9:      10.1       10.1
Old  :     100.0:      16.9       21.5        5.5       67.4       62.9       89.9       89.9:      10.1       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:        75         69         53        198        190        299        287:
Old  :       405:        75         69         53        198        190        299        287:
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  :                 20.5       17.9       28.2       29.5       13.8       15.4       20.0       23.7
Old  :                 20.5       17.9       28.2       29.5       13.8       15.4       20.0       23.7
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, November 19, 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  :   888,339:   118,429    117,501      5,594    660,046    602,839    784,069    725,934:   104,270    162,405
Old  :   888,339:   118,429    117,501      5,594    660,046    602,839    784,069    725,934:   104,270    162,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    20,366:   -22,781      4,278     -2,635     42,469     11,572     17,053     13,215:     3,313      7,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       13.2        0.6       74.3       67.9       88.3       81.7:      11.7       18.3
Old  :     100.0:      13.3       13.2        0.6       74.3       67.9       88.3       81.7:      11.7       18.3
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  :       117:        11         14          8         71         77         85         96:
Old  :       117:        11         14          8         71         77         85         96:
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  :                 28.4       23.1       42.2       35.9       25.6       22.2       36.2       31.0
Old  :                 28.4       23.1       42.2       35.9       25.6       22.2       36.2       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, November 19, 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  : 4,571,928:   580,272    831,133    168,603  3,492,586  3,243,276  4,241,461  4,243,012:   330,467    328,916
Old  : 4,571,928:   580,272    831,133    168,603  3,492,586  3,243,276  4,241,461  4,243,012:   330,467    328,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :  -109,512:     1,421    -44,060    -24,559    -98,590    -42,723   -121,728   -111,342:    12,216      1,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       18.2        3.7       76.4       70.9       92.8       92.8:       7.2        7.2
Old  :     100.0:      12.7       18.2        3.7       76.4       70.9       92.8       92.8:       7.2        7.2
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  :       324:        58         47         53        154        161        236        237:
Old  :       324:        58         47         53        154        161        236        237:
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       24.3       46.9       35.9       22.6       18.9       34.2       27.8
Old  :                 34.1       24.3       46.9       35.9       22.6       18.9       34.2       27.8
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, November 19, 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  : 2,035,402:   528,519    235,062    407,270  1,056,124  1,350,396  1,991,913  1,992,728:    43,489     42,674
Old  : 2,035,402:   528,519    235,062    407,270  1,056,124  1,350,396  1,991,913  1,992,728:    43,489     42,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    84,809:    53,496     18,358       -646     37,516     69,080     90,366     86,792:    -5,557     -1,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       11.5       20.0       51.9       66.3       97.9       97.9:       2.1        2.1
Old  :     100.0:      26.0       11.5       20.0       51.9       66.3       97.9       97.9:       2.1        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  :       158:        44         31         53         73         73        143        131:
Old  :       158:        44         31         53         73         73        143        131:
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  :                 30.7       28.3       46.5       44.5       22.6       16.6       27.1       26.1
Old  :                 30.7       28.3       46.5       44.5       22.6       16.6       27.1       26.1
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, November 19, 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  :    55,084:    21,778      6,213      1,735     22,908     38,052     46,420     46,000:     8,664      9,084
Old  :    55,084:    21,778      6,213      1,735     22,908     38,052     46,420     46,000:     8,664      9,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    -1,792:    -1,971      1,365       -837        592     -2,351     -2,216     -1,823:       424         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       11.3        3.1       41.6       69.1       84.3       83.5:      15.7       16.5
Old  :     100.0:      39.5       11.3        3.1       41.6       69.1       84.3       83.5:      15.7       16.5
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  :       111:        37         22          7         29         33         69         59:
Old  :       111:        37         22          7         29         33         69         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       33.6       42.8       50.0       27.7       32.9       40.1       48.5
Old  :                 28.8       33.6       42.8       50.0       27.7       32.9       40.1       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, November 19, 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  :   110,167:    43,555     12,426      3,469     45,816     76,104     92,840     91,999:    17,327     18,168
Old  :   110,167:    43,555     12,426      3,469     45,816     76,104     92,840     91,999:    17,327     18,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    -3,584:    -3,942      2,729     -1,673      1,184     -4,702     -4,431     -3,646:       847         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       11.3        3.1       41.6       69.1       84.3       83.5:      15.7       16.5
Old  :     100.0:      39.5       11.3        3.1       41.6       69.1       84.3       83.5:      15.7       16.5
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  :       111:        37         22          7         29         33         69         59:
Old  :       111:        37         22          7         29         33         69         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       33.6       42.8       50.0       27.7       32.9       40.1       48.5
Old  :                 28.8       33.6       42.8       50.0       27.7       32.9       40.1       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, November 19, 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  :    29,798:     1,810      1,169          0     25,788     26,986     27,598     28,155:     2,200      1,643
Old  :    29,798:     1,810      1,169          0     25,788     26,986     27,598     28,155:     2,200      1,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    -4,111:       510        721          0     -4,258     -4,684     -3,748     -3,963:      -363       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        3.9        0.0       86.5       90.6       92.6       94.5:       7.4        5.5
Old  :     100.0:       6.1        3.9        0.0       86.5       90.6       92.6       94.5:       7.4        5.5
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  :        28:         2          2          0         15         12         17         14:
Old  :        28:         2          2          0         15         12         17         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  :                 62.1       63.8       81.1       88.0       61.1       63.8       80.2       88.0
Old  :                 62.1       63.8       81.1       88.0       61.1       63.8       80.2       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, November 19, 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  :    17,481:    11,432     15,545        721      5,081      1,166     17,234     17,432:       247         49
Old  :    17,481:    11,432     15,545        721      5,081      1,166     17,234     17,432:       247         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :    -1,118:    -1,189     -1,138         12         86          0     -1,091     -1,126:       -27          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.4       88.9        4.1       29.1        6.7       98.6       99.7:       1.4        0.3
Old  :     100.0:      65.4       88.9        4.1       29.1        6.7       98.6       99.7:       1.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        20         14          4          5          2         28         17:
Old  :        39:        20         14          4          5          2         28         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  :                 67.2       65.6       83.5       81.9       62.9       65.0       75.9       79.8
Old  :                 67.2       65.6       83.5       81.9       62.9       65.0       75.9       79.8
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, November 19, 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  :    84,411:    48,991      6,406     32,181      3,179     43,404     84,351     81,991:        60      2,420
Old  :    84,411:    48,991      6,406     32,181      3,179     43,404     84,351     81,991:        60      2,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :     4,014:     2,893      2,004        920        175        896      3,988      3,820:        26        194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.0        7.6       38.1        3.8       51.4       99.9       97.1:       0.1        2.9
Old  :     100.0:      58.0        7.6       38.1        3.8       51.4       99.9       97.1:       0.1        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  :        31:         6          8          3          2         15         10         24:
Old  :        31:         6          8          3          2         15         10         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.6       81.3       99.8       90.3       59.9       46.7       61.8       53.6
Old  :                 97.6       81.3       99.8       90.3       59.9       46.7       61.8       53.6
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, November 19, 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  :    55,430:    26,465      1,447     26,239      2,716     26,051     55,420     53,737:        10      1,693
Old  :    55,430:    26,465      1,447     26,239      2,716     26,051     55,420     53,737:        10      1,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :     2,870:       518        147      2,097        248        264      2,863      2,508:         7        362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7        2.6       47.3        4.9       47.0      100.0       96.9:       0.0        3.1
Old  :     100.0:      47.7        2.6       47.3        4.9       47.0      100.0       96.9:       0.0        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          5          2          2         10         10         16:
Old  :        24:         7          5          2          2         10         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  :                 96.6       92.1       99.6       95.7       49.5       46.2       52.5       48.8
Old  :                 96.6       92.1       99.6       95.7       49.5       46.2       52.5       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, November 19, 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  :    50,735:    21,580     21,530     29,141          0          0     50,721     50,671:        14         64
Old  :    50,735:    21,580     21,530     29,141          0          0     50,721     50,671:        14         64
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 12, 2019                    :
     :       359:        27        -14        343          0          0        370        329:       -11         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5       42.4       57.4        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      42.5       42.4       57.4        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  :        25:         7         17          5          0          0         10         20:
Old  :        25:         7         17          5          0          0         10         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  :                 85.2       82.0       99.7       94.6       37.0       33.9       42.5       40.8
Old  :                 85.2       82.0       99.7       94.6       37.0       33.9       42.5       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 22, 2019