WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 26, 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  :   357,978:   101,419     80,981    111,264    117,498    123,494    330,181    315,739:    27,797     42,239
Old  :   262,981:    99,612     80,838     59,121     84,065     92,237    242,798    232,196:    20,183     30,785
Other:    94,997:    39,068     37,404     14,882     33,433     31,257     87,383     83,543:     7,614     11,454
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :   -31,005:    -5,310    -12,369     -4,836    -20,602    -11,028    -30,748    -28,233:      -257     -2,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       22.6       31.1       32.8       34.5       92.2       88.2:       7.8       11.8
Old  :     100.0:      37.9       30.7       22.5       32.0       35.1       92.3       88.3:       7.7       11.7
Other:     100.0:      41.1       39.4       15.7       35.2       32.9       92.0       87.9:       8.0       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       108        100        127         75        109        258        277:
Old  :       337:       112         90         99         67        102        232        244:
Other:       207:        61         50         42         43         73        125        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       11.7       19.3       19.5        9.5       10.0       16.6       16.4
Old  :                 10.1       14.8       17.6       24.4        9.1       12.3       15.7       20.3
Other:                 21.2       21.4       36.0       33.6       21.2       18.9       34.5       29.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, November 26, 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  :    14,459:     6,270          0        220      7,515     13,829     14,005     14,049:       454        410
Old  :    14,059:     5,874          4        216      7,515     13,429     13,605     13,649:       454        410
Other:       400:       400          0          0          0        400        400        400:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :       282:       383       -300        -80       -280        462         23         82:       259        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        0.0        1.5       52.0       95.6       96.9       97.2:       3.1        2.8
Old  :     100.0:      41.8        0.0        1.5       53.5       95.5       96.8       97.1:       3.2        2.9
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  :        24:         5          0          1          8         18         13         19:
Old  :        24:         4          1          1          8         18         13         19:
Other:         4:         1          0          0          0          3          1          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 72.2       46.2       89.4       78.6       58.9       40.9       70.4       68.2
Old  :                 74.2       46.1       90.6       79.4       62.0       42.0       73.1       70.1
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 26, 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  :   260,836:    78,401     79,883     59,524     98,214    102,273    236,139    241,680:    24,697     19,156
Old  :   203,465:    80,136     79,776     34,537     70,727     73,772    185,400    188,085:    18,065     15,380
Other:    57,371:    17,995     19,837      5,257     27,487     28,501     50,739     53,595:     6,632      3,776
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :   -25,582:    -1,706     -7,013    -10,709     -9,539     -6,864    -21,954    -24,586:    -3,628       -996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       30.6       22.8       37.7       39.2       90.5       92.7:       9.5        7.3
Old  :     100.0:      39.4       39.2       17.0       34.8       36.3       91.1       92.4:       8.9        7.6
Other:     100.0:      31.4       34.6        9.2       47.9       49.7       88.4       93.4:      11.6        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        84         56         74         81         76        205        173:
Old  :       250:        84         53         51         70         71        177        155:
Other:       152:        42         30         19         50         46        103         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       17.8       19.1       28.5       10.3       16.1       17.9       24.4
Old  :                 12.0       16.1       21.4       28.3       11.1       14.7       20.2       25.0
Other:                 18.5       43.4       31.9       59.3       18.4       42.4       31.5       55.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 26, 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  : 1,505,976:   273,598    311,060    296,085    679,475    729,995  1,249,158  1,337,140:   256,818    168,836
Old  : 1,330,871:   270,662    331,555    230,061    588,524    637,551  1,089,247  1,199,167:   241,624    131,704
Other:   175,105:    66,799     43,368      2,161     90,951     92,444    159,911    137,973:    15,194     37,132
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :  -135,573:   -45,667    -34,699    -30,592    -52,058    -56,694   -128,317   -121,985:    -7,256    -13,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       20.7       19.7       45.1       48.5       82.9       88.8:      17.1       11.2
Old  :     100.0:      20.3       24.9       17.3       44.2       47.9       81.8       90.1:      18.2        9.9
Other:     100.0:      38.1       24.8        1.2       51.9       52.8       91.3       78.8:       8.7       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       745:       155        123        142        338        331        571        531:
Old  :       741:       159        124        121        328        319        552        506:
Other:       407:        48         57         13         92        242        146        306:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       10.0       15.7       17.4        7.3        6.9       12.6       11.6
Old  :                  9.6       10.3       16.4       17.8        7.8        7.4       13.3       12.6
Other:                 26.4       24.8       40.3       33.8       26.1       24.6       40.0       33.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 26, 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  :     7,439:     3,427        163        136      2,116      5,573      5,679      5,872:     1,760      1,567
Old  :     7,320:     3,427        174        125      2,107      5,511      5,659      5,810:     1,661      1,510
Other:       119:        11          0          0          9         62         20         62:        99         57
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :       349:       493       -191         72        -49        360        516        241:      -167        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1        2.2        1.8       28.4       74.9       76.3       78.9:      23.7       21.1
Old  :     100.0:      46.8        2.4        1.7       28.8       75.3       77.3       79.4:      22.7       20.6
Other:     100.0:       9.2        0.0        0.0        7.6       52.1       16.8       52.1:      83.2       47.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        14          3          2          9         10         24         14:
Old  :        30:        14          3          2          7         10         22         14:
Other:         6:         1          0          0          3          3          4          3:
     :----------------------------------------------------------------------------------------------------
     :             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       55.6       53.8       72.4       32.3       45.7       45.4       56.6
Old  :                 34.1       56.4       54.7       72.9       32.8       46.4       46.1       56.9
Other:                 16.8       52.1       16.8       52.1       16.0       51.3       16.0       51.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 26, 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  :   807,569:   154,434    140,567    184,185    406,306    418,523    744,925    743,275:    62,644     64,294
Old  :   735,896:   149,883    145,321    153,698    374,307    382,086    677,888    681,105:    58,008     54,791
Other:    71,673:    23,448     14,143     11,590     31,999     36,437     67,037     62,170:     4,636      9,503
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    42,266:    -7,984     38,063     20,342     25,619    -17,447     37,977     40,958:     4,289      1,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.4       22.8       50.3       51.8       92.2       92.0:       7.8        8.0
Old  :     100.0:      20.4       19.7       20.9       50.9       51.9       92.1       92.6:       7.9        7.4
Other:     100.0:      32.7       19.7       16.2       44.6       50.8       93.5       86.7:       6.5       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       561:       157        106        161        194        215        432        427:
Old  :       553:       158        115        147        189        206        420        404:
Other:       282:        48         55         38         54        146        128        215:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       15.2       22.1       23.6        9.9       12.5       15.5       18.7
Old  :                 14.5       16.4       22.5       25.1       10.8       13.3       16.9       19.5
Other:                 20.5       23.1       36.3       37.9       19.7       22.0       34.3       32.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 26, 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  :   531,205:   135,106     48,482    127,655    231,877    329,979    494,638    506,116:    36,567     25,089
Old  :   494,874:   135,965     49,661    118,309    206,611    303,188    460,885    471,158:    33,989     23,716
Other:    36,331:     5,403      5,083      3,084     25,266     26,791     33,753     34,958:     2,578      1,373
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    12,640:    -3,461      2,708       -577     18,680     11,117     14,642     13,248:    -2,002       -608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        9.1       24.0       43.7       62.1       93.1       95.3:       6.9        4.7
Old  :     100.0:      27.5       10.0       23.9       41.8       61.3       93.1       95.2:       6.9        4.8
Other:     100.0:      14.9       14.0        8.5       69.5       73.7       92.9       96.2:       7.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:        99         72        124         87         75        267        229:
Old  :       320:       103         79        120         84         70        264        220:
Other:        91:        23         18         16         32         26         64         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       28.3       21.6       38.0       11.2       27.6       17.2       34.6
Old  :                 13.5       29.2       22.0       39.1       12.3       28.7       18.0       35.3
Other:                 42.9       30.8       58.6       51.8       42.9       30.7       58.1       50.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 26, 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  : 1,069,537:   138,254    209,642     39,657    710,447    671,655    888,358    920,954:   181,179    148,583
Old  : 1,069,537:   138,254    209,642     39,657    710,447    671,655    888,358    920,954:   181,179    148,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    18,850:     1,913     25,569    -30,065     31,387     16,697      3,235     12,201:    15,615      6,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       19.6        3.7       66.4       62.8       83.1       86.1:      16.9       13.9
Old  :     100.0:      12.9       19.6        3.7       66.4       62.8       83.1       86.1:      16.9       13.9
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  :       178:        37         28         36         83         79        138        129:
Old  :       178:        37         28         36         83         79        138        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  :                 24.5       31.9       33.3       43.8       17.1       26.9       24.9       35.5
Old  :                 24.5       31.9       33.3       43.8       17.1       26.9       24.9       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, November 26, 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  : 1,243,551:   117,852    464,848     15,662    938,949    670,107  1,072,463  1,150,617:   171,088     92,934
Old  : 1,243,551:   117,852    464,848     15,662    938,949    670,107  1,072,463  1,150,617:   171,088     92,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    25,897:     9,627     16,481     -4,255     11,662     17,508     17,034     29,734:     8,863     -3,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       37.4        1.3       75.5       53.9       86.2       92.5:      13.8        7.5
Old  :     100.0:       9.5       37.4        1.3       75.5       53.9       86.2       92.5:      13.8        7.5
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  :       138:        20         16         19         87         74        115        102:
Old  :       138:        20         16         19         87         74        115        102:
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  :                 25.0       35.1       37.0       51.0       22.2       33.5       32.3       46.5
Old  :                 25.0       35.1       37.0       51.0       22.2       33.5       32.3       46.5
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 26, 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  :   424,773:    76,300     83,474     79,167    224,309    232,824    379,776    395,465:    44,997     29,308
Old  :   392,351:    75,701     83,831     69,243    204,643    211,362    349,587    364,436:    42,764     27,915
Other:    32,422:     4,201      3,245      6,322     19,666     21,462     30,189     31,029:     2,233      1,393
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :       -29:     1,215     16,965     -2,043      5,235    -14,818      4,407        104:    -4,436       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       19.7       18.6       52.8       54.8       89.4       93.1:      10.6        6.9
Old  :     100.0:      19.3       21.4       17.6       52.2       53.9       89.1       92.9:      10.9        7.1
Other:     100.0:      13.0       10.0       19.5       60.7       66.2       93.1       95.7:       6.9        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        86         72         84        110         85        242        211:
Old  :       304:        83         78         84        110         79        242        205:
Other:        93:        23         14         14         37         25         68         48:
     :----------------------------------------------------------------------------------------------------
     :             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       24.9       19.4       33.7       10.7       23.2       16.5       29.1
Old  :                 13.0       26.6       20.1       34.4       11.6       25.2       18.1       30.9
Other:                 36.5       44.9       51.4       63.8       29.5       40.7       41.4       50.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 26, 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  :     9,127:     1,703      1,934        305      5,536      5,837      7,544      8,076:     1,583      1,051
Old  :     9,127:     1,703      1,934        305      5,536      5,837      7,544      8,076:     1,583      1,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :       154:       -82       -249        227        -40        226        105        204:        49        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       21.2        3.3       60.7       64.0       82.7       88.5:      17.3       11.5
Old  :     100.0:      18.7       21.2        3.3       60.7       64.0       82.7       88.5:      17.3       11.5
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  :        53:        14          9          7         17         15         36         28:
Old  :        53:        14          9          7         17         15         36         28:
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  :                 46.7       47.6       58.3       67.5       46.7       47.6       56.0       67.3
Old  :                 46.7       47.6       58.3       67.5       46.7       47.6       56.0       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 26, 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  : 3,734,713:   791,066  1,070,135    134,056  2,594,848  2,310,695  3,519,970  3,514,886:   214,743    219,827
Old  : 3,734,713:   791,066  1,070,135    134,056  2,594,848  2,310,695  3,519,970  3,514,886:   214,743    219,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :  -279,835:   -29,208    -13,200   -120,334   -150,809   -254,923   -300,351   -388,457:    20,516    108,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       28.7        3.6       69.5       61.9       94.3       94.1:       5.7        5.9
Old  :     100.0:      21.2       28.7        3.6       69.5       61.9       94.3       94.1:       5.7        5.9
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  :       352:        81         38         50        191        141        296        207:
Old  :       352:        81         38         50        191        141        296        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       26.1       33.4       44.0       19.4       25.1       30.9       43.0
Old  :                 20.4       26.1       33.4       44.0       19.4       25.1       30.9       43.0
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, November 26, 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  : 3,953,578:   708,296    854,041    159,804  2,588,841  2,463,536  3,456,941  3,477,381:   496,637    476,197
Old  : 3,953,578:   708,296    854,041    159,804  2,588,841  2,463,536  3,456,941  3,477,381:   496,637    476,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :   -51,686:    30,587     -7,192    -62,077   -112,384    -55,051   -143,874   -124,320:    92,188     72,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       21.6        4.0       65.5       62.3       87.4       88.0:      12.6       12.0
Old  :     100.0:      17.9       21.6        4.0       65.5       62.3       87.4       88.0:      12.6       12.0
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  :       377:        68         64         58        198        184        293        279:
Old  :       377:        68         64         58        198        184        293        279:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       17.8       28.1       29.6       14.0       15.0       20.4       24.3
Old  :                 20.3       17.8       28.1       29.6       14.0       15.0       20.4       24.3
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 26, 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  :   911,269:   118,952     99,616     23,582    651,459    618,683    793,993    741,881:   117,276    169,388
Old  :   911,269:   118,952     99,616     23,582    651,459    618,683    793,993    741,881:   117,276    169,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    22,930:       523    -17,885     17,988     -8,587     15,844      9,924     15,947:    13,006      6,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       10.9        2.6       71.5       67.9       87.1       81.4:      12.9       18.6
Old  :     100.0:      13.1       10.9        2.6       71.5       67.9       87.1       81.4:      12.9       18.6
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  :       109:        13         14         12         64         67         82         88:
Old  :       109:        13         14         12         64         67         82         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  :                 27.2       21.9       42.4       34.1       26.3       20.7       36.4       29.2
Old  :                 27.2       21.9       42.4       34.1       26.3       20.7       36.4       29.2
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 26, 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  : 4,635,103:   540,815    803,258    175,590  3,510,253  3,261,421  4,226,658  4,240,269:   408,445    394,834
Old  : 4,635,103:   540,815    803,258    175,590  3,510,253  3,261,421  4,226,658  4,240,269:   408,445    394,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    63,175:   -39,457    -27,875      6,987     17,667     18,145    -14,803     -2,743:    77,978     65,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       17.3        3.8       75.7       70.4       91.2       91.5:       8.8        8.5
Old  :     100.0:      11.7       17.3        3.8       75.7       70.4       91.2       91.5:       8.8        8.5
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  :       317:        48         49         47        161        165        231        240:
Old  :       317:        48         49         47        161        165        231        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       23.9       44.6       36.2       23.5       19.8       32.9       28.6
Old  :                 33.3       23.9       44.6       36.2       23.5       19.8       32.9       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, November 26, 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  : 2,218,722:   575,742    263,326    412,234  1,186,719  1,504,726  2,174,695  2,180,286:    44,027     38,436
Old  : 2,218,722:   575,742    263,326    412,234  1,186,719  1,504,726  2,174,695  2,180,286:    44,027     38,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :   183,320:    47,223     28,264      4,964    130,595    154,330    182,782    187,558:       538     -4,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       11.9       18.6       53.5       67.8       98.0       98.3:       2.0        1.7
Old  :     100.0:      25.9       11.9       18.6       53.5       67.8       98.0       98.3:       2.0        1.7
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  :       161:        50         27         55         72         71        146        132:
Old  :       161:        50         27         55         72         71        146        132:
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  :                 30.1       28.4       45.7       44.0       23.8       19.1       29.5       28.9
Old  :                 30.1       28.4       45.7       44.0       23.8       19.1       29.5       28.9
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 26, 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  :    53,659:    20,718      5,353      2,454     21,572     36,644     44,743     44,450:     8,916      9,209
Old  :    53,659:    20,718      5,353      2,454     21,572     36,644     44,743     44,450:     8,916      9,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    -1,425:    -1,060       -860        719     -1,337     -1,409     -1,678     -1,550:       253        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       10.0        4.6       40.2       68.3       83.4       82.8:      16.6       17.2
Old  :     100.0:      38.6       10.0        4.6       40.2       68.3       83.4       82.8:      16.6       17.2
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  :       110:        40         19          9         28         35         71         60:
Old  :       110:        40         19          9         28         35         71         60:
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  :                 27.9       31.9       41.7       47.7       25.5       31.2       37.6       46.4
Old  :                 27.9       31.9       41.7       47.7       25.5       31.2       37.6       46.4
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 26, 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  :   107,317:    41,435     10,706      4,907     43,143     73,287     89,485     88,900:    17,832     18,417
Old  :   107,317:    41,435     10,706      4,907     43,143     73,287     89,485     88,900:    17,832     18,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    -2,850:    -2,120     -1,720      1,438     -2,673     -2,817     -3,355     -3,099:       505        249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       10.0        4.6       40.2       68.3       83.4       82.8:      16.6       17.2
Old  :     100.0:      38.6       10.0        4.6       40.2       68.3       83.4       82.8:      16.6       17.2
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  :       110:        40         19          9         28         35         71         60:
Old  :       110:        40         19          9         28         35         71         60:
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  :                 27.9       31.9       41.7       47.7       25.5       31.2       37.6       46.4
Old  :                 27.9       31.9       41.7       47.7       25.5       31.2       37.6       46.4
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 26, 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  :    27,863:     1,408        448          0     23,835     25,731     25,243     26,179:     2,620      1,684
Old  :    27,863:     1,408        448          0     23,835     25,731     25,243     26,179:     2,620      1,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    -1,935:      -402       -721          0     -1,953     -1,255     -2,355     -1,976:       420         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        1.6        0.0       85.5       92.3       90.6       94.0:       9.4        6.0
Old  :     100.0:       5.1        1.6        0.0       85.5       92.3       90.6       94.0:       9.4        6.0
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  :        26:         2          1          0         14         11         16         12:
Old  :        26:         2          1          0         14         11         16         12:
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  :                 62.2       64.2       80.9       89.7       61.3       64.2       79.9       89.7
Old  :                 62.2       64.2       80.9       89.7       61.3       64.2       79.9       89.7
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 26, 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  :    17,459:    11,227     15,531        721      5,225      1,166     17,173     17,418:       286         41
Old  :    17,459:    11,227     15,531        721      5,225      1,166     17,173     17,418:       286         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :       -22:      -205        -14          0        144          0        -61        -14:        39         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3       89.0        4.1       29.9        6.7       98.4       99.8:       1.6        0.2
Old  :     100.0:      64.3       89.0        4.1       29.9        6.7       98.4       99.8:       1.6        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  :        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       65.5       84.1       81.8       62.9       64.9       76.1       79.7
Old  :                 67.2       65.5       84.1       81.8       62.9       64.9       76.1       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, November 26, 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  :    96,325:    50,230      7,172     32,786     13,245     53,555     96,261     93,513:        64      2,812
Old  :    96,325:    50,230      7,172     32,786     13,245     53,555     96,261     93,513:        64      2,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :    11,914:     1,239        766        605     10,066     10,151     11,910     11,522:         4        392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1        7.4       34.0       13.8       55.6       99.9       97.1:       0.1        2.9
Old  :     100.0:      52.1        7.4       34.0       13.8       55.6       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  :        34:         7          8          3          4         15         13         24:
Old  :        34:         7          8          3          4         15         13         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  :                 96.3       82.7       99.6       91.4       62.5       51.8       65.8       58.5
Old  :                 96.3       82.7       99.6       91.4       62.5       51.8       65.8       58.5
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 26, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    58,301:    26,225      1,532     29,160      2,913     25,902     58,298     56,594:         3      1,707
Old  :    58,301:    26,225      1,532     29,160      2,913     25,902     58,298     56,594:         3      1,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :     2,871:      -240         85      2,921        197       -149      2,878      2,857:        -7         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0        2.6       50.0        5.0       44.4      100.0       97.1:       0.0        2.9
Old  :     100.0:      45.0        2.6       50.0        5.0       44.4      100.0       97.1:       0.0        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  :        25:         7          6          2          2         10         10         17:
Old  :        25:         7          6          2          2         10         10         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  :                 96.5       92.4       99.7       95.8       46.7       43.8       49.8       46.3
Old  :                 96.5       92.4       99.7       95.8       46.7       43.8       49.8       46.3
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 26, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    51,196:    21,553     21,465     29,631          0          0     51,184     51,096:        12        100
Old  :    51,196:    21,553     21,465     29,631          0          0     51,184     51,096:        12        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :       461:       -27        -65        490          0          0        463        425:        -2         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       41.9       57.9        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      42.1       41.9       57.9        0.0        0.0      100.0       99.8:       0.0        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  :        22:         6         15          5          0          0          9         18:
Old  :        22:         6         15          5          0          0          9         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.4       81.5       99.8       93.7       36.7       32.9       42.1       39.9
Old  :                 85.4       81.5       99.8       93.7       36.7       32.9       42.1       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 02, 2019