WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 10, 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  :   373,593:   113,468     89,231    114,381    117,576    129,232    345,425    332,844:    28,168     40,749
Old  :   261,652:   106,139     93,419     53,073     82,361     87,693    241,573    234,185:    20,079     27,467
Other:   111,941:    49,042     37,525     19,595     35,215     41,539    103,852     98,659:     8,089     13,282
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     7,116:     3,069      6,572        118      4,401        275      7,588      6,965:      -472        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       23.9       30.6       31.5       34.6       92.5       89.1:       7.5       10.9
Old  :     100.0:      40.6       35.7       20.3       31.5       33.5       92.3       89.5:       7.7       10.5
Other:     100.0:      43.8       33.5       17.5       31.5       37.1       92.8       88.1:       7.2       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:       118         86        111         70        112        244        267:
Old  :       331:       111         88         83         61        102        217        233:
Other:       207:        65         49         41         43         71        129        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       11.0       18.8       18.9        9.3       10.0       16.5       16.1
Old  :                 11.2       14.5       19.6       24.8       10.8       13.3       18.4       23.1
Other:                 23.1       18.3       35.5       32.1       23.1       16.6       34.6       27.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, December 10, 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  :    13,224:     5,167        100        220      7,793     12,309     13,180     12,629:        44        595
Old  :    12,824:     4,987        320          0      7,793     11,909     12,780     12,229:        44        595
Other:       400:       400          0          0          0        400        400        400:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,075:      -842          0          0       -113     -1,220       -955     -1,220:      -120        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        0.8        1.7       58.9       93.1       99.7       95.5:       0.3        4.5
Old  :     100.0:      38.9        2.5        0.0       60.8       92.9       99.7       95.4:       0.3        4.6
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  :        26:         5          1          1          6         19         11         21:
Old  :        26:         4          2          0          6         19         10         21:
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  :                 73.2       44.5       92.5       73.2       62.0       43.2       77.1       66.2
Old  :                 75.5       44.5       95.4       73.9       65.5       44.5       82.2       68.3
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 10, 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  :   271,617:    80,796     87,999     70,011     93,952     95,694    244,759    253,704:    26,858     17,913
Old  :   206,518:    82,020     88,317     41,586     64,061     62,819    187,667    192,722:    18,851     13,796
Other:    65,099:    21,802     22,708      5,399     29,891     32,875     57,092     60,982:     8,007      4,117
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     6,046:     2,326     10,870        648      1,211     -5,494      4,185      6,024:     1,861         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       32.4       25.8       34.6       35.2       90.1       93.4:       9.9        6.6
Old  :     100.0:      39.7       42.8       20.1       31.0       30.4       90.9       93.3:       9.1        6.7
Other:     100.0:      33.5       34.9        8.3       45.9       50.5       87.7       93.7:      12.3        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        85         63         70         80         73        205        174:
Old  :       261:        84         62         47         71         62        179        149:
Other:       163:        47         30         22         46         54        108         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       17.1       17.8       27.5        9.6       16.3       16.5       24.5
Old  :                 11.6       16.8       20.9       28.6       11.0       15.9       20.2       25.3
Other:                 16.3       41.4       28.8       56.9       16.3       41.4       28.8       53.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 10, 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  : 1,478,582:   297,845    315,666    311,750    617,699    698,398  1,227,294  1,325,814:   251,288    152,768
Old  : 1,301,567:   292,763    329,325    244,201    528,687    610,181  1,065,651  1,183,707:   235,916    117,860
Other:   177,015:    69,266     50,525      3,365     89,012     88,217    161,643    142,107:    15,372     34,908
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    28,776:     4,856     20,741     10,083      8,026      2,480     22,965     33,304:     5,811     -4,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       21.3       21.1       41.8       47.2       83.0       89.7:      17.0       10.3
Old  :     100.0:      22.5       25.3       18.8       40.6       46.9       81.9       90.9:      18.1        9.1
Other:     100.0:      39.1       28.5        1.9       50.3       49.8       91.3       80.3:       8.7       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       762:       163        131        142        323        326        568        528:
Old  :       759:       162        140        118        312        312        547        499:
Other:       423:        63         56         16         89        247        158        313:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.1        9.8       15.1       16.8        7.7        7.4       13.0       12.3
Old  :                  9.0       10.7       16.6       18.2        8.6        7.9       14.3       13.4
Other:                 23.2       22.9       34.5       34.0       22.9       20.9       34.2       32.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 10, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,902:     2,937        250          0      1,211      4,657      4,148      4,907:     1,754        995
Old  :     5,666:     2,937        250          0      1,089      4,480      4,026      4,730:     1,640        936
Other:       236:         0          0          0        122        177        122        177:       114         59
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -639:      -443         83         -3          6       -433       -440       -353:      -199       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        4.2        0.0       20.5       78.9       70.3       83.1:      29.7       16.9
Old  :     100.0:      51.8        4.4        0.0       19.2       79.1       71.1       83.5:      28.9       16.5
Other:     100.0:       0.0        0.0        0.0       51.7       75.0       51.7       75.0:      48.3       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        11          2          0          8          8         19         10:
Old  :        25:        11          2          0          5          8         16         10:
Other:         6:         0          0          0          4          4          4          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.8       63.5       52.9       80.3       36.8       63.2       52.9       78.6
Old  :                 38.4       64.7       54.6       80.6       38.4       64.6       54.6       80.4
Other:                 51.7       75.0       51.7       75.0       19.1       42.4       19.1       42.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 10, 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  :   862,952:   150,801    194,298    184,142    462,319    419,901    797,262    798,341:    65,690     64,611
Old  :   779,158:   145,895    197,730    147,618    424,974    378,674    718,487    724,022:    60,671     55,136
Other:    83,794:    25,147     16,809     16,283     37,345     41,227     78,775     74,319:     5,019      9,475
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    12,888:    -7,669      9,685     -5,166     23,797      9,642     10,962     14,161:     1,926     -1,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       22.5       21.3       53.6       48.7       92.4       92.5:       7.6        7.5
Old  :     100.0:      18.7       25.4       18.9       54.5       48.6       92.2       92.9:       7.8        7.1
Other:     100.0:      30.0       20.1       19.4       44.6       49.2       94.0       88.7:       6.0       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       558:       155        122        167        192        205        434        430:
Old  :       550:       152        127        152        187        195        420        407:
Other:       276:        47         57         45         61        135        135        212:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       13.9       21.9       22.4       10.1       12.0       16.0       17.9
Old  :                 13.2       15.0       22.4       23.8       11.2       12.9       17.3       19.0
Other:                 18.5       21.5       33.0       37.5       17.5       19.5       29.8       30.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 10, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   519,235:   139,661     41,278    112,058    231,745    344,666    483,464    498,002:    35,771     21,233
Old  :   477,148:   141,002     42,305    100,355    203,494    314,776    444,851    457,436:    32,297     19,712
Other:    42,087:     5,394      5,708      4,968     28,251     29,890     38,613     40,566:     3,474      1,521
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -18,204:     8,279    -10,107    -21,665     -5,867     17,194    -19,253    -14,578:     1,049     -3,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        7.9       21.6       44.6       66.4       93.1       95.9:       6.9        4.1
Old  :     100.0:      29.6        8.9       21.0       42.6       66.0       93.2       95.9:       6.8        4.1
Other:     100.0:      12.8       13.6       11.8       67.1       71.0       91.7       96.4:       8.3        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:       117         55        115         87         79        269        213:
Old  :       315:       120         62        110         86         77        268        206:
Other:       104:        23         24         20         38         25         74         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       29.9       20.7       40.3       11.6       27.6       17.8       36.3
Old  :                 12.9       31.4       21.1       41.7       12.6       28.8       18.4       37.5
Other:                 34.6       29.6       50.5       49.2       34.6       29.1       49.6       48.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 10, 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  :   978,809:   112,275    219,329     13,768    683,512    617,632    809,555    850,729:   169,254    128,080
Old  :   978,809:   112,275    219,329     13,768    683,512    617,632    809,555    850,729:   169,254    128,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -9,417:   -15,109      1,500      4,262        688     -8,918    -10,159     -3,156:       742     -6,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       22.4        1.4       69.8       63.1       82.7       86.9:      17.3       13.1
Old  :     100.0:      11.5       22.4        1.4       69.8       63.1       82.7       86.9:      17.3       13.1
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  :       174:        35         24         19         81         82        121        120:
Old  :       174:        35         24         19         81         82        121        120:
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  :                 24.3       33.4       34.1       43.9       18.4       29.2       26.8       38.1
Old  :                 24.3       33.4       34.1       43.9       18.4       29.2       26.8       38.1
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 10, 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  : 1,211,414:    90,899    475,565      7,817    957,066    647,104  1,055,782  1,130,486:   155,632     80,928
Old  : 1,211,414:    90,899    475,565      7,817    957,066    647,104  1,055,782  1,130,486:   155,632     80,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,099:   -15,984      6,136     -6,514     23,090      9,261        592      8,883:    -3,691    -11,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       39.3        0.6       79.0       53.4       87.2       93.3:      12.8        6.7
Old  :     100.0:       7.5       39.3        0.6       79.0       53.4       87.2       93.3:      12.8        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        23         15         12         84         75        111         98:
Old  :       143:        23         15         12         84         75        111         98:
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  :                 26.0       36.4       38.1       52.2       23.0       35.1       32.8       47.7
Old  :                 26.0       36.4       38.1       52.2       23.0       35.1       32.8       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, December 10, 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  :   447,452:    80,383     86,382     83,122    233,855    247,283    397,360    416,787:    50,092     30,665
Old  :   411,704:    79,504     85,695     73,458    211,363    223,819    364,325    382,972:    47,379     28,732
Other:    35,748:     4,860      4,668      5,683     22,492     23,464     33,035     33,815:     2,713      1,933
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    10,348:     3,120     -9,385       -255      4,114     18,568      6,979      8,928:     3,369      1,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       19.3       18.6       52.3       55.3       88.8       93.1:      11.2        6.9
Old  :     100.0:      19.3       20.8       17.8       51.3       54.4       88.5       93.0:      11.5        7.0
Other:     100.0:      13.6       13.1       15.9       62.9       65.6       92.4       94.6:       7.6        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        80         58         85        107         80        234        197:
Old  :       288:        81         60         85        106         78        233        195:
Other:       106:        22         14         14         50         24         81         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  :                 11.7       26.7       18.2       34.6       10.0       24.4       15.4       31.2
Old  :                 12.4       27.6       19.0       35.7       10.8       25.8       16.9       32.4
Other:                 32.9       37.5       48.1       55.9       29.7       34.2       41.2       49.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 10, 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  :     9,615:     2,820      1,582        109      4,786      6,930      7,715      8,621:     1,900        994
Old  :     9,614:     2,820      1,582        109      4,786      6,929      7,715      8,620:     1,899        994
Other:         1:         0          0          0          0          1          0          1:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       281:       330          8         -6       -143        292        181        294:       100        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       16.5        1.1       49.8       72.1       80.2       89.7:      19.8       10.3
Old  :     100.0:      29.3       16.5        1.1       49.8       72.1       80.2       89.7:      19.8       10.3
Other:     100.0:       0.0        0.0        0.0        0.0      100.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        22          7          4         13         18         38         26:
Old  :        56:        22          7          4         13         18         38         26:
Other:         1:         0          0          0          0          1          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       48.4       53.9       70.1       40.1       48.4       51.0       70.1
Old  :                 40.1       48.4       54.0       70.1       40.1       48.4       51.0       70.1
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 10, 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  : 3,526,356:   726,192  1,067,356     54,809  2,557,367  2,296,846  3,338,368  3,419,011:   187,988    107,345
Old  : 3,526,356:   726,192  1,067,356     54,809  2,557,367  2,296,846  3,338,368  3,419,011:   187,988    107,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -22,614:    -7,062    -34,704     -9,958     -8,955     18,876    -25,975    -25,786:     3,361      3,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       30.3        1.6       72.5       65.1       94.7       97.0:       5.3        3.0
Old  :     100.0:      20.6       30.3        1.6       72.5       65.1       94.7       97.0:       5.3        3.0
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  :       353:        70         43         30        189        133        278        187:
Old  :       353:        70         43         30        189        133        278        187:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       29.9       35.6       48.5       21.6       29.1       33.5       47.6
Old  :                 22.3       29.9       35.6       48.5       21.6       29.1       33.5       47.6
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 10, 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  : 3,653,801:   649,320    828,241     91,747  2,556,004  2,338,869  3,297,071  3,258,857:   356,730    394,944
Old  : 3,653,801:   649,320    828,241     91,747  2,556,004  2,338,869  3,297,071  3,258,857:   356,730    394,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -64,052:   -52,998    -95,972     -8,176     21,859     46,643    -39,315    -57,505:   -24,737     -6,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       22.7        2.5       70.0       64.0       90.2       89.2:       9.8       10.8
Old  :     100.0:      17.8       22.7        2.5       70.0       64.0       90.2       89.2:       9.8       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  :       401:        64         74         42        198        184        284        278:
Old  :       401:        64         74         42        198        184        284        278:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       19.9       31.1       31.3       15.8       16.9       22.9       26.1
Old  :                 22.3       19.9       31.1       31.3       15.8       16.9       22.9       26.1
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 10, 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  :   911,533:   146,217    112,310      4,679    655,481    621,331    806,377    738,320:   105,156    173,213
Old  :   911,533:   146,217    112,310      4,679    655,481    621,331    806,377    738,320:   105,156    173,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    16,104:    21,412      3,988     -1,508        351     11,636     20,255     14,116:    -4,151      1,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.3        0.5       71.9       68.2       88.5       81.0:      11.5       19.0
Old  :     100.0:      16.0       12.3        0.5       71.9       68.2       88.5       81.0:      11.5       19.0
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  :       113:        15         16          7         60         69         77         90:
Old  :       113:        15         16          7         60         69         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  :                 28.9       21.3       44.7       34.3       28.0       21.0       40.0       31.2
Old  :                 28.9       21.3       44.7       34.3       28.0       21.0       40.0       31.2
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 10, 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  : 4,191,561:   441,699    749,499     78,138  3,360,420  3,044,082  3,880,257  3,871,719:   311,304    319,842
Old  : 4,191,561:   441,699    749,499     78,138  3,360,420  3,044,082  3,880,257  3,871,719:   311,304    319,842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :  -113,507:   -65,343    -50,005     -4,223    -37,624    -54,407   -107,190   -108,635:    -6,317     -4,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       17.9        1.9       80.2       72.6       92.6       92.4:       7.4        7.6
Old  :     100.0:      10.5       17.9        1.9       80.2       72.6       92.6       92.4:       7.4        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  :       316:        61         40         33        153        156        231        212:
Old  :       316:        61         40         33        153        156        231        212:
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  :                 38.9       26.6       50.4       38.6       28.8       22.1       39.1       31.7
Old  :                 38.9       26.6       50.4       38.6       28.8       22.1       39.1       31.7
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 10, 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  : 1,850,507:   467,023    197,930    317,334  1,022,736  1,296,768  1,807,093  1,812,032:    43,414     38,475
Old  : 1,850,507:   467,023    197,930    317,334  1,022,736  1,296,768  1,807,093  1,812,032:    43,414     38,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     8,420:    11,364    -13,403    -26,428     22,479     41,444      7,415      1,613:     1,005      6,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       10.7       17.1       55.3       70.1       97.7       97.9:       2.3        2.1
Old  :     100.0:      25.2       10.7       17.1       55.3       70.1       97.7       97.9:       2.3        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        41         27         43         72         64        137        114:
Old  :       151:        41         27         43         72         64        137        114:
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  :                 32.6       36.0       46.3       53.4       24.3       28.9       30.2       37.5
Old  :                 32.6       36.0       46.3       53.4       24.3       28.9       30.2       37.5
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 10, 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  :    53,903:    20,840     10,463        830     24,041     34,384     45,710     45,676:     8,193      8,227
Old  :    53,903:    20,840     10,463        830     24,041     34,384     45,710     45,676:     8,193      8,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,936:     2,185      4,503     -1,444      2,390        105      3,130      3,164:      -194       -228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       19.4        1.5       44.6       63.8       84.8       84.7:      15.2       15.3
Old  :     100.0:      38.7       19.4        1.5       44.6       63.8       84.8       84.7:      15.2       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        39         20          8         30         31         73         55:
Old  :       109:        39         20          8         30         31         73         55:
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  :                 32.7       34.1       46.3       50.0       28.6       33.9       40.1       45.9
Old  :                 32.7       34.1       46.3       50.0       28.6       33.9       40.1       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, December 10, 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  :   107,805:    41,679     20,925      1,660     48,081     68,767     91,420     91,352:    16,385     16,453
Old  :   107,805:    41,679     20,925      1,660     48,081     68,767     91,420     91,352:    16,385     16,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     5,872:     4,369      9,005     -2,888      4,779        210      6,260      6,327:      -388       -455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       19.4        1.5       44.6       63.8       84.8       84.7:      15.2       15.3
Old  :     100.0:      38.7       19.4        1.5       44.6       63.8       84.8       84.7:      15.2       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        39         20          8         30         31         73         55:
Old  :       109:        39         20          8         30         31         73         55:
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  :                 32.7       34.1       46.3       50.0       28.6       33.9       40.1       45.9
Old  :                 32.7       34.1       46.3       50.0       28.6       33.9       40.1       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, December 10, 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  :    27,818:     1,551        760          0     24,319     25,839     25,870     26,599:     1,948      1,219
Old  :    27,818:     1,551        760          0     24,319     25,839     25,870     26,599:     1,948      1,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -411:       -64        312          0         89       -358         25        -46:      -436       -365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        2.7        0.0       87.4       92.9       93.0       95.6:       7.0        4.4
Old  :     100.0:       5.6        2.7        0.0       87.4       92.9       93.0       95.6:       7.0        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          2          0         15         11         18         13:
Old  :        29:         3          2          0         15         11         18         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  :                 63.8       64.6       82.1       90.9       63.5       64.6       81.1       90.9
Old  :                 63.8       64.6       82.1       90.9       63.5       64.6       81.1       90.9
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 10, 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  :    20,294:    11,279     16,479      2,865      5,885        892     20,029     20,236:       265         58
Old  :    20,294:    11,279     16,479      2,865      5,885        892     20,029     20,236:       265         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,535:       134        740      2,151        272       -395      2,557      2,496:       -22         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6       81.2       14.1       29.0        4.4       98.7       99.7:       1.3        0.3
Old  :     100.0:      55.6       81.2       14.1       29.0        4.4       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        22         14          5          5          2         31         17:
Old  :        41:        22         14          5          5          2         31         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  :                 59.7       70.1       82.7       83.1       55.6       59.3       69.3       71.8
Old  :                 59.7       70.1       82.7       83.1       55.6       59.3       69.3       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, December 10, 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  :   100,438:    50,637      6,341     36,476     13,289     54,561    100,402     97,378:        36      3,060
Old  :   100,438:    50,637      6,341     36,476     13,289     54,561    100,402     97,378:        36      3,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     1,989:      -896        -37      2,930          0       -545      2,034      2,348:       -45       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4        6.3       36.3       13.2       54.3      100.0       97.0:       0.0        3.0
Old  :     100.0:      50.4        6.3       36.3       13.2       54.3      100.0       97.0:       0.0        3.0
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  :        32:         7          6          2          4         16         12         23:
Old  :        32:         7          6          2          4         16         12         23:
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  :                 96.8       83.5       99.5       91.4       60.6       49.9       63.4       56.1
Old  :                 96.8       83.5       99.5       91.4       60.6       49.9       63.4       56.1
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 10, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    62,298:    27,278        923     32,101      2,913     27,734     62,292     60,758:         6      1,540
Old  :    62,298:    27,278        923     32,101      2,913     27,734     62,292     60,758:         6      1,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     3,530:       900         -1      2,625          0      1,035      3,525      3,659:         5       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        1.5       51.5        4.7       44.5      100.0       97.5:       0.0        2.5
Old  :     100.0:      43.8        1.5       51.5        4.7       44.5      100.0       97.5:       0.0        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          4          3          2         11         10         17:
Old  :        24:         7          4          3          2         11         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  :                 97.0       92.7       99.6       96.1       46.2       43.1       48.4       45.3
Old  :                 97.0       92.7       99.6       96.1       46.2       43.1       48.4       45.3
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, December 10, 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  :    53,246:    20,194     20,077     33,052          0          0     53,246     53,129:         0        117
Old  :    53,246:    20,194     20,077     33,052          0          0     53,246     53,129:         0        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,725:    -1,466     -1,575      4,203          0          0      2,737      2,628:       -12         97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       37.7       62.1        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      37.9       37.7       62.1        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  :        24:         6         17          6          0          0         10         20:
Old  :        24:         6         17          6          0          0         10         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.8       79.7       99.6       91.9       32.7       26.6       37.9       33.8
Old  :                 85.8       79.7       99.6       91.9       32.7       26.6       37.9       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 13, 2019