WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 03, 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  :   366,477:   110,399     82,659    114,263    113,175    128,957    337,837    325,879:    28,640     40,598
Old  :   264,313:   106,413     86,689     55,799     81,950     93,361    244,162    235,849:    20,151     28,464
Other:   102,164:    44,611     36,595     17,839     31,225     35,596     93,675     90,030:     8,489     12,134
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :     8,499:     8,980      1,678      2,999     -4,323      5,463      7,656     10,140:       843     -1,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       22.6       31.2       30.9       35.2       92.2       88.9:       7.8       11.1
Old  :     100.0:      40.3       32.8       21.1       31.0       35.3       92.4       89.2:       7.6       10.8
Other:     100.0:      43.7       35.8       17.5       30.6       34.8       91.7       88.1:       8.3       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       120         91        118         73        111        260        268:
Old  :       341:       121         88         88         62        102        231        234:
Other:       207:        63         51         37         43         73        128        141:
     :----------------------------------------------------------------------------------------------------
     :             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       11.6       18.7       19.8        9.1       10.1       16.1       16.7
Old  :                 10.1       14.9       18.5       25.1       10.1       12.9       17.7       22.7
Other:                 22.8       20.3       35.2       31.2       22.8       17.4       34.4       27.5
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, December 03, 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  :    14,299:     6,009        100        220      7,906     13,529     14,135     13,849:       164        450
Old  :    13,899:     5,613        104        216      7,906     13,129     13,735     13,449:       164        450
Other:       400:       400          0          0          0        400        400        400:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :      -160:      -261        100          0        391       -300        130       -200:      -290         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0        0.7        1.5       55.3       94.6       98.9       96.9:       1.1        3.1
Old  :     100.0:      40.4        0.7        1.6       56.9       94.5       98.8       96.8:       1.2        3.2
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  :        27:         5          1          1          7         20         12         22:
Old  :        27:         4          2          1          7         20         12         22:
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  :                 70.8       41.3       89.9       71.9       62.0       41.3       77.0       66.7
Old  :                 72.8       42.5       92.0       72.5       65.2       42.4       81.3       68.6
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, December 03, 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  :   265,571:    78,470     77,129     69,363     92,741    101,188    240,574    247,680:    24,997     17,891
Old  :   207,474:    79,687     77,341     43,950     65,813     71,835    189,450    193,126:    18,024     14,348
Other:    58,097:    18,616     19,621      5,580     26,928     29,353     51,124     54,554:     6,973      3,543
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :     4,735:        69     -2,754      9,839     -5,473     -1,085      4,435      6,000:       300     -1,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       29.0       26.1       34.9       38.1       90.6       93.3:       9.4        6.7
Old  :     100.0:      38.4       37.3       21.2       31.7       34.6       91.3       93.1:       8.7        6.9
Other:     100.0:      32.0       33.8        9.6       46.4       50.5       88.0       93.9:      12.0        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        86         53         68         78         78        197        174:
Old  :       254:        86         53         48         69         69        173        153:
Other:       156:        43         27         20         45         54        100         91:
     :----------------------------------------------------------------------------------------------------
     :             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       29.0        9.9       16.9       17.2       25.4
Old  :                 12.5       16.8       22.0       29.9       11.1       15.8       20.1       25.8
Other:                 16.9       42.8       30.5       57.3       16.6       42.8       29.3       53.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 03, 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  : 1,449,806:   292,989    294,925    301,667    609,673    695,918  1,204,329  1,292,510:   245,477    157,296
Old  : 1,273,854:   290,177    311,611    233,492    519,784    606,979  1,043,453  1,152,082:   230,401    121,772
Other:   175,952:    68,542     49,044      2,445     89,889     88,939    160,876    140,428:    15,076     35,524
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :   -56,170:    19,391    -16,135      5,582    -69,802    -34,077    -44,829    -44,630:   -11,341    -11,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       20.3       20.8       42.1       48.0       83.1       89.2:      16.9       10.8
Old  :     100.0:      22.8       24.5       18.3       40.8       47.6       81.9       90.4:      18.1        9.6
Other:     100.0:      39.0       27.9        1.4       51.1       50.5       91.4       79.8:       8.6       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       755:       158        125        140        316        332        553        532:
Old  :       752:       159        132        115        303        319        529        504:
Other:       421:        53         58         14         89        251        149        316:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.5        9.8       15.4       16.9        7.5        7.3       12.9       12.4
Old  :                  9.4       11.1       16.5       18.6        8.3        7.8       13.8       13.4
Other:                 25.7       21.2       38.8       32.2       25.4       19.3       38.5       30.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 03, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,541:     3,380        167          3      1,205      5,090      4,588      5,260:     1,953      1,281
Old  :     6,307:     3,380        167          3      1,082      4,912      4,465      5,082:     1,842      1,225
Other:       234:         0          0          0        123        178        123        178:       111         56
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :      -898:       -47          4       -133       -911       -483     -1,091       -612:       193       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        2.6        0.0       18.4       77.8       70.1       80.4:      29.9       19.6
Old  :     100.0:      53.6        2.6        0.0       17.2       77.9       70.8       80.6:      29.2       19.4
Other:     100.0:       0.0        0.0        0.0       52.6       76.1       52.6       76.1:      47.4       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        13          2          1          9          9         22         12:
Old  :        28:        13          2          1          6          9         19         12:
Other:         7:         0          0          0          5          5          5          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.1       61.4       51.7       76.6       35.1       60.7       51.7       74.6
Old  :                 36.4       62.4       53.6       76.7       36.4       61.9       53.6       76.2
Other:                 52.1       75.6       52.6       76.1       19.2       42.7       19.2       42.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 03, 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  :   850,064:   158,470    184,613    189,308    438,522    410,259    786,300    784,180:    63,764     65,884
Old  :   772,989:   154,430    188,159    155,039    404,307    373,435    713,776    716,633:    59,213     56,356
Other:    77,075:    24,421     16,835     13,888     34,215     36,824     72,524     67,547:     4,551      9,528
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :    42,495:     4,036     44,046      5,123     32,216     -8,264     41,375     40,905:     1,120      1,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       21.7       22.3       51.6       48.3       92.5       92.2:       7.5        7.8
Old  :     100.0:      20.0       24.3       20.1       52.3       48.3       92.3       92.7:       7.7        7.3
Other:     100.0:      31.7       21.8       18.0       44.4       47.8       94.1       87.6:       5.9       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       562:       157        119        167        191        203        436        427:
Old  :       554:       160        126        153        185        194        423        404:
Other:       274:        47         58         43         56        133        130        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  :                 13.8       14.4       22.7       22.9       10.1       12.0       15.5       17.9
Old  :                 14.4       15.6       23.1       24.5       11.2       12.8       17.1       18.7
Other:                 20.1       22.6       35.2       38.8       18.8       20.8       33.1       31.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 03, 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  :   537,439:   131,382     51,385    133,723    237,612    327,472    502,717    512,580:    34,722     24,859
Old  :   496,749:   132,932     52,916    121,895    210,063    298,586    464,890    473,397:    31,859     23,352
Other:    40,690:     5,495      5,514      4,783     27,549     28,886     37,827     39,183:     2,863      1,507
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :     6,234:    -3,724      2,903      6,068      5,735     -2,507      8,079      6,464:    -1,845       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        9.6       24.9       44.2       60.9       93.5       95.4:       6.5        4.6
Old  :     100.0:      26.8       10.7       24.5       42.3       60.1       93.6       95.3:       6.4        4.7
Other:     100.0:      13.5       13.6       11.8       67.7       71.0       93.0       96.3:       7.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       100         83        129         86         77        271        237:
Old  :       328:       104         93        122         84         73        267        228:
Other:        97:        22         20         17         35         26         68         55:
     :----------------------------------------------------------------------------------------------------
     :             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       27.2       21.4       36.7       11.1       26.1       17.2       33.2
Old  :                 13.5       28.1       21.8       37.8       12.1       27.2       17.8       34.1
Other:                 35.3       28.9       51.7       47.9       35.3       28.1       51.0       46.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 03, 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  :   988,226:   127,384    217,829      9,506    682,824    626,550    819,714    853,885:   168,512    134,341
Old  :   988,226:   127,384    217,829      9,506    682,824    626,550    819,714    853,885:   168,512    134,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :   -81,311:   -10,870      8,187    -30,151    -27,623    -45,105    -68,644    -67,069:   -12,667    -14,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       22.0        1.0       69.1       63.4       82.9       86.4:      17.1       13.6
Old  :     100.0:      12.9       22.0        1.0       69.1       63.4       82.9       86.4:      17.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        33         28         22         80         82        120        125:
Old  :       177:        33         28         22         80         82        120        125:
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  :                 23.7       32.9       33.2       44.3       17.8       29.1       26.0       37.5
Old  :                 23.7       32.9       33.2       44.3       17.8       29.1       26.0       37.5
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, December 03, 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  : 1,214,513:   106,883    469,429     14,331    933,976    637,843  1,055,190  1,121,603:   159,323     92,910
Old  : 1,214,513:   106,883    469,429     14,331    933,976    637,843  1,055,190  1,121,603:   159,323     92,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :   -29,038:   -10,969      4,581     -1,331     -4,973    -32,264    -17,273    -29,014:   -11,765        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       38.7        1.2       76.9       52.5       86.9       92.4:      13.1        7.6
Old  :     100.0:       8.8       38.7        1.2       76.9       52.5       86.9       92.4:      13.1        7.6
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  :       139:        21         15         14         84         73        111         96:
Old  :       139:        21         15         14         84         73        111         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  :                 25.7       36.6       37.8       52.1       22.9       34.7       32.6       47.2
Old  :                 25.7       36.6       37.8       52.1       22.9       34.7       32.6       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, December 03, 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  :   437,104:    77,263     95,767     83,377    229,741    228,715    390,381    407,859:    46,723     29,245
Old  :   402,775:    76,597     96,180     73,512    208,539    205,656    358,648    375,348:    44,127     27,427
Other:    34,329:     4,623      3,544      5,908     21,202     23,059     31,733     32,511:     2,596      1,818
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :    12,331:       963     12,293      4,210      5,432     -4,109     10,605     12,394:     1,726        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       21.9       19.1       52.6       52.3       89.3       93.3:      10.7        6.7
Old  :     100.0:      19.0       23.9       18.3       51.8       51.1       89.0       93.2:      11.0        6.8
Other:     100.0:      13.5       10.3       17.2       61.8       67.2       92.4       94.7:       7.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        81         69         85        113         84        240        209:
Old  :       301:        81         76         85        111         80        238        205:
Other:       103:        23         17         15         44         25         77         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       24.2       18.9       32.7       10.5       22.6       16.1       28.6
Old  :                 12.4       25.7       19.5       33.3       11.2       24.6       17.4       30.2
Other:                 32.8       43.1       47.0       62.2       28.0       39.8       39.9       50.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 03, 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  :     9,334:     2,490      1,574        115      4,929      6,638      7,534      8,327:     1,800      1,007
Old  :     9,334:     2,490      1,574        115      4,929      6,638      7,534      8,327:     1,800      1,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :       207:       787       -360       -190       -607        801        -10        251:       217        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       16.9        1.2       52.8       71.1       80.7       89.2:      19.3       10.8
Old  :     100.0:      26.7       16.9        1.2       52.8       71.1       80.7       89.2:      19.3       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        19          7          4         13         17         34         26:
Old  :        52:        19          7          4         13         17         34         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       48.8       57.2       70.6       42.9       48.8       54.4       70.6
Old  :                 42.9       48.8       57.2       70.6       42.9       48.8       54.4       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, December 03, 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  : 3,548,970:   733,254  1,102,060     64,767  2,566,322  2,277,970  3,364,343  3,444,797:   184,627    104,173
Old  : 3,548,970:   733,254  1,102,060     64,767  2,566,322  2,277,970  3,364,343  3,444,797:   184,627    104,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :  -185,743:   -57,812     31,925    -69,289    -28,526    -32,725   -155,627    -70,089:   -30,116   -115,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       31.1        1.8       72.3       64.2       94.8       97.1:       5.2        2.9
Old  :     100.0:      20.7       31.1        1.8       72.3       64.2       94.8       97.1:       5.2        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  :       353:        75         41         28        191        131        280        186:
Old  :       353:        75         41         28        191        131        280        186:
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  :                 20.1       29.8       33.9       47.6       19.2       28.7       31.5       46.6
Old  :                 20.1       29.8       33.9       47.6       19.2       28.7       31.5       46.6
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, December 03, 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  : 3,717,853:   702,318    924,213     99,923  2,534,145  2,292,226  3,336,386  3,316,362:   381,467    401,491
Old  : 3,717,853:   702,318    924,213     99,923  2,534,145  2,292,226  3,336,386  3,316,362:   381,467    401,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :  -235,725:    -5,978     70,172    -59,881    -54,696   -171,310   -120,555   -161,019:  -115,170    -74,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       24.9        2.7       68.2       61.7       89.7       89.2:      10.3       10.8
Old  :     100.0:      18.9       24.9        2.7       68.2       61.7       89.7       89.2:      10.3       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:        68         71         47        192        186        283        281:
Old  :       396:        68         71         47        192        186        283        281:
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  :                 21.7       19.0       30.4       30.6       15.4       16.5       22.6       25.9
Old  :                 21.7       19.0       30.4       30.6       15.4       16.5       22.6       25.9
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, December 03, 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  :   895,429:   124,805    108,322      6,187    655,130    609,695    786,122    724,204:   109,307    171,225
Old  :   895,429:   124,805    108,322      6,187    655,130    609,695    786,122    724,204:   109,307    171,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :   -15,840:     5,853      8,706    -17,395      3,671     -8,988     -7,871    -17,677:    -7,969      1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       12.1        0.7       73.2       68.1       87.8       80.9:      12.2       19.1
Old  :     100.0:      13.9       12.1        0.7       73.2       68.1       87.8       80.9:      12.2       19.1
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  :       113:        13         14          8         61         71         77         90:
Old  :       113:        13         14          8         61         71         77         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       22.7       44.8       34.7       28.2       21.4       40.1       30.2
Old  :                 29.0       22.7       44.8       34.7       28.2       21.4       40.1       30.2
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, December 03, 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  : 4,305,068:   507,042    799,504     82,361  3,398,044  3,098,489  3,987,447  3,980,354:   317,621    324,714
Old  : 4,305,068:   507,042    799,504     82,361  3,398,044  3,098,489  3,987,447  3,980,354:   317,621    324,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :  -330,035:   -33,773     -3,754    -93,229   -112,209   -162,932   -239,211   -259,915:   -90,824    -70,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       18.6        1.9       78.9       72.0       92.6       92.5:       7.4        7.5
Old  :     100.0:      11.8       18.6        1.9       78.9       72.0       92.6       92.5:       7.4        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  :       318:        53         49         36        159        155        227        225:
Old  :       318:        53         49         36        159        155        227        225:
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  :                 37.7       25.9       48.9       37.6       27.6       21.8       37.8       31.4
Old  :                 37.7       25.9       48.9       37.6       27.6       21.8       37.8       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, December 03, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,842,087:   455,659    211,333    343,762  1,000,257  1,255,324  1,799,678  1,810,419:    42,409     31,668
Old  : 1,842,087:   455,659    211,333    343,762  1,000,257  1,255,324  1,799,678  1,810,419:    42,409     31,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :  -376,635:  -120,083    -51,993    -68,472   -186,462   -249,402   -375,017   -369,867:    -1,618     -6,768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       11.5       18.7       54.3       68.1       97.7       98.3:       2.3        1.7
Old  :     100.0:      24.7       11.5       18.7       54.3       68.1       97.7       98.3:       2.3        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  :       148:        45         23         42         69         63        133        113:
Old  :       148:        45         23         42         69         63        133        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       35.1       45.9       52.0       24.0       28.3       29.4       36.9
Old  :                 31.6       35.1       45.9       52.0       24.0       28.3       29.4       36.9
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, December 03, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    50,967:    18,655      5,960      2,274     21,651     34,279     42,580     42,513:     8,387      8,454
Old  :    50,967:    18,655      5,960      2,274     21,651     34,279     42,580     42,513:     8,387      8,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :    -2,692:    -2,063        607       -180         80     -2,365     -2,163     -1,938:      -530       -755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       11.7        4.5       42.5       67.3       83.5       83.4:      16.5       16.6
Old  :     100.0:      36.6       11.7        4.5       42.5       67.3       83.5       83.4:      16.5       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        39         20         13         30         32         72         62:
Old  :       109:        39         20         13         30         32         72         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       31.5       43.0       46.2       26.1       30.6       37.9       43.3
Old  :                 29.6       31.5       43.0       46.2       26.1       30.6       37.9       43.3
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, December 03, 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  :   101,933:    37,310     11,920      4,548     43,302     68,557     85,160     85,025:    16,773     16,908
Old  :   101,933:    37,310     11,920      4,548     43,302     68,557     85,160     85,025:    16,773     16,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :    -5,384:    -4,125      1,214       -359        159     -4,730     -4,325     -3,875:    -1,059     -1,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       11.7        4.5       42.5       67.3       83.5       83.4:      16.5       16.6
Old  :     100.0:      36.6       11.7        4.5       42.5       67.3       83.5       83.4:      16.5       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        39         20         13         30         32         72         62:
Old  :       109:        39         20         13         30         32         72         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       31.5       43.0       46.2       26.1       30.6       37.9       43.3
Old  :                 29.6       31.5       43.0       46.2       26.1       30.6       37.9       43.3
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, December 03, 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  :    28,229:     1,615        448          0     24,230     26,197     25,845     26,645:     2,384      1,584
Old  :    28,229:     1,615        448          0     24,230     26,197     25,845     26,645:     2,384      1,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :       366:       207          0          0        395        466        602        466:      -236       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        1.6        0.0       85.8       92.8       91.6       94.4:       8.4        5.6
Old  :     100.0:       5.7        1.6        0.0       85.8       92.8       91.6       94.4:       8.4        5.6
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  :        26:         3          1          0         13         11         16         12:
Old  :        26:         3          1          0         13         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  :                 63.9       64.3       82.6       90.2       63.6       64.3       81.7       90.2
Old  :                 63.9       64.3       82.6       90.2       63.6       64.3       81.7       90.2
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, December 03, 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  :    17,759:    11,145     15,739        714      5,613      1,287     17,472     17,740:       287         19
Old  :    17,759:    11,145     15,739        714      5,613      1,287     17,472     17,740:       287         19
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :       300:       -82        208         -7        388        121        299        322:         1        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       88.6        4.0       31.6        7.2       98.4       99.9:       1.6        0.1
Old  :     100.0:      62.8       88.6        4.0       31.6        7.2       98.4       99.9:       1.6        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  :        41:        20         16          4          5          2         28         19:
Old  :        41:        20         16          4          5          2         28         19:
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  :                 66.6       58.7       85.2       76.4       62.3       58.4       76.7       74.6
Old  :                 66.6       58.7       85.2       76.4       62.3       58.4       76.7       74.6
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, December 03, 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  :    98,449:    51,533      6,378     33,546     13,289     55,106     98,368     95,030:        81      3,419
Old  :    98,449:    51,533      6,378     33,546     13,289     55,106     98,368     95,030:        81      3,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :     2,124:     1,303       -794        760         44      1,551      2,107      1,517:        17        607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.3        6.5       34.1       13.5       56.0       99.9       96.5:       0.1        3.5
Old  :     100.0:      52.3        6.5       34.1       13.5       56.0       99.9       96.5:       0.1        3.5
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  :        33:         7          7          2          4         16         12         24:
Old  :        33:         7          7          2          4         16         12         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.6       81.8       99.5       90.2       62.7       50.7       65.6       57.2
Old  :                 96.6       81.8       99.5       90.2       62.7       50.7       65.6       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders - Futures Only, December 03, 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  :    58,768:    26,378        924     29,476      2,913     26,699     58,767     57,099:         1      1,669
Old  :    58,768:    26,378        924     29,476      2,913     26,699     58,767     57,099:         1      1,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :       467:       153       -608        316          0        797        469        505:        -2        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9        1.6       50.2        5.0       45.4      100.0       97.2:       0.0        2.8
Old  :     100.0:      44.9        1.6       50.2        5.0       45.4      100.0       97.2:       0.0        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  :        24:         7          4          2          2         11         10         16:
Old  :        24:         7          4          2          2         11         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  :                 96.9       92.6       99.7       96.0       47.0       43.8       49.7       46.3
Old  :                 96.9       92.6       99.7       96.0       47.0       43.8       49.7       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                              Code-343601
Commitments of Traders - Futures Only, December 03, 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  :    90,309:    56,408     56,287     33,890          0        132     90,298     90,309:        11          0
Old  :    90,309:    56,408     56,287     33,890          0        132     90,298     90,309:        11          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.5       62.3       37.5        0.0        0.1      100.0      100.0:       0.0        0.0
Old  :     100.0:      62.5       62.3       37.5        0.0        0.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7         12          3          0          1         10         13:
Old  :        20:         7         12          3          0          1         10         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.6       98.9       99.6       99.7       61.3       61.5       62.5       62.2
Old  :                 81.6       98.9       99.6       99.7       61.3       61.5       62.5       62.2
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, December 03, 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  :    50,521:    21,660     21,652     28,849          0          0     50,509     50,501:        12         20
Old  :    50,521:    21,660     21,652     28,849          0          0     50,509     50,501:        12         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 26, 2019                    :
     :      -675:       107        187       -782          0          0       -675       -595:         0        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9       42.9       57.1        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      42.9       42.9       57.1        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7         16          5          0          0          9         20:
Old  :        24:         7         16          5          0          0          9         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       81.5       99.8       93.9       37.2       33.5       42.9       41.3
Old  :                 85.2       81.5       99.8       93.9       37.2       33.5       42.9       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 06, 2019