WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 17, 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  :   391,745:   130,087     89,968    116,970    116,111    140,763    363,168    347,701:    28,577     44,044
Old  :   270,661:   119,034     94,363     52,804     78,737     93,162    250,575    240,329:    20,086     30,332
Other:   121,084:    53,622     38,174     21,597     37,374     47,601    112,593    107,372:     8,491     13,712
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    18,152:    16,619        737      2,589     -1,465     11,531     17,743     14,857:       409      3,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       23.0       29.9       29.6       35.9       92.7       88.8:       7.3       11.2
Old  :     100.0:      44.0       34.9       19.5       29.1       34.4       92.6       88.8:       7.4       11.2
Other:     100.0:      44.3       31.5       17.8       30.9       39.3       93.0       88.7:       7.0       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       123         89        119         70        116        257        274:
Old  :       339:       117         87         89         62        104        228        235:
Other:       213:        63         48         42         42         80        127        152:
     :----------------------------------------------------------------------------------------------------
     :             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       10.6       18.7       18.5        9.3        9.7       16.2       15.7
Old  :                 11.2       14.2       19.5       22.9       10.2       13.5       18.1       22.0
Other:                 23.4       18.1       36.6       32.1       22.5       15.3       34.0       26.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, December 17, 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  :    15,244:     4,783        200        220     10,192     14,390     15,195     14,810:        49        434
Old  :    14,544:     4,603        420          0      9,892     13,690     14,495     14,110:        49        434
Other:       700:       400          0          0        300        700        700        700:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     2,020:      -384        100          0      2,399      2,081      2,015      2,181:         5       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        1.3        1.4       66.9       94.4       99.7       97.2:       0.3        2.8
Old  :     100.0:      31.6        2.9        0.0       68.0       94.1       99.7       97.0:       0.3        3.0
Other:     100.0:      57.1        0.0        0.0       42.9      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          1          9         21         13         24:
Old  :        28:         3          3          0          8         20         11         23:
Other:         7:         1          0          0          2          4          3          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  :                 63.4       47.2       88.6       70.9       50.9       40.1       66.4       56.9
Old  :                 66.5       46.7       92.9       71.5       54.1       42.1       74.1       61.0
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 17, 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  :   279,097:    85,156     77,831     74,036     93,390    109,325    252,582    261,192:    26,515     17,905
Old  :   209,667:    85,963     78,625     42,895     61,843     74,399    190,701    195,919:    18,966     13,748
Other:    69,430:    22,623     22,636      7,711     31,547     34,926     61,881     65,273:     7,549      4,157
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     7,480:     4,360    -10,168      4,025       -562     13,631      7,823      7,488:      -343         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       27.9       26.5       33.5       39.2       90.5       93.6:       9.5        6.4
Old  :     100.0:      41.0       37.5       20.5       29.5       35.5       91.0       93.4:       9.0        6.6
Other:     100.0:      32.6       32.6       11.1       45.4       50.3       89.1       94.0:      10.9        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        90         55         72         81         83        211        180:
Old  :       263:        86         55         46         66         72        177        152:
Other:       169:        46         29         25         50         57        113         98:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       17.4       18.3       27.8        9.5       16.2       16.5       24.3
Old  :                 12.0       16.0       21.1       29.2       11.2       15.0       19.9       25.0
Other:                 17.2       40.0       29.1       54.0       17.2       40.0       29.1       50.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 17, 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  : 1,484,315:   305,060    302,392    305,456    624,733    722,447  1,235,249  1,330,295:   249,066    154,020
Old  : 1,302,017:   294,176    315,522    237,629    537,330    631,417  1,069,135  1,184,568:   232,882    117,449
Other:   182,298:    75,620     51,606      3,091     87,403     91,030    166,114    145,727:    16,184     36,571
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     5,733:     7,215    -13,274     -6,294      7,034     24,049      7,955      4,481:    -2,222      1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       20.4       20.6       42.1       48.7       83.2       89.6:      16.8       10.4
Old  :     100.0:      22.6       24.2       18.3       41.3       48.5       82.1       91.0:      17.9        9.0
Other:     100.0:      41.5       28.3        1.7       47.9       49.9       91.1       79.9:       8.9       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       781:       164        133        150        329        343        580        554:
Old  :       779:       169        140        120        319        326        561        516:
Other:       443:        59         66         21         91        261        164        335:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.3        9.3       15.1       16.1        7.6        7.2       12.7       12.0
Old  :                  9.1       10.5       16.6       17.8        8.6        7.8       14.3       13.3
Other:                 24.6       23.1       35.5       33.3       24.3       21.1       35.0       31.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 17, 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  :     5,694:     2,742        170          0      1,214      4,546      3,956      4,716:     1,738        978
Old  :     5,446:     2,742        170          0      1,092      4,354      3,834      4,524:     1,612        922
Other:       248:         0          0          0        122        192        122        192:       126         56
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :      -208:      -195        -80          0          3       -111       -192       -191:       -16        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2        3.0        0.0       21.3       79.8       69.5       82.8:      30.5       17.2
Old  :     100.0:      50.3        3.1        0.0       20.1       79.9       70.4       83.1:      29.6       16.9
Other:     100.0:       0.0        0.0        0.0       49.2       77.4       49.2       77.4:      50.8       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        10          1          0          7          9         17         10:
Old  :        23:        10          1          0          4          9         14         10:
Other:         7:         0          0          0          4          5          4          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  :                 38.6       64.5       54.5       80.8       38.6       64.3       54.0       79.2
Old  :                 40.4       65.7       56.4       81.0       40.4       65.7       56.2       81.0
Other:                 49.2       77.0       49.2       77.4       15.7       43.5       15.7       44.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 17, 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  :   805,804:   148,264    165,259    164,913    428,979    412,623    742,156    742,795:    63,648     63,009
Old  :   710,951:   142,785    172,586    120,815    389,623    364,353    653,223    657,754:    57,728     53,197
Other:    94,853:    30,176     17,370     19,401     39,356     48,270     88,933     85,041:     5,920      9,812
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :   -57,148:    -2,537    -29,039    -19,229    -33,340     -7,278    -55,106    -55,546:    -2,042     -1,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       20.5       20.5       53.2       51.2       92.1       92.2:       7.9        7.8
Old  :     100.0:      20.1       24.3       17.0       54.8       51.2       91.9       92.5:       8.1        7.5
Other:     100.0:      31.8       18.3       20.5       41.5       50.9       93.8       89.7:       6.2       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       565:       173        102        170        190        216        447        432:
Old  :       558:       171        114        150        184        206        430        407:
Other:       299:        51         61         49         63        148        147        229:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       14.1       21.2       22.0       10.7       13.1       16.6       19.2
Old  :                 13.0       15.3       22.0       23.6       12.1       14.3       18.6       20.6
Other:                 16.7       19.5       30.0       33.8       15.7       17.9       26.0       27.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 17, 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  :   517,257:   159,575     31,428    107,119    215,062    356,276    481,756    494,823:    35,501     22,434
Old  :   472,676:   161,107     32,949     96,038    184,654    323,597    441,799    452,584:    30,877     20,092
Other:    44,581:     5,663      5,674      3,886     30,408     32,679     39,957     42,239:     4,624      2,342
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    -1,978:    19,914     -9,850     -4,939    -16,683     11,610     -1,708     -3,179:      -270      1,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        6.1       20.7       41.6       68.9       93.1       95.7:       6.9        4.3
Old  :     100.0:      34.1        7.0       20.3       39.1       68.5       93.5       95.7:       6.5        4.3
Other:     100.0:      12.7       12.7        8.7       68.2       73.3       89.6       94.7:      10.4        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       127         48        108         85         80        270        203:
Old  :       318:       132         52        101         84         77        267        195:
Other:       100:        23         21         10         39         25         68         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  :                 12.0       32.3       19.3       42.3       11.8       30.2       18.1       40.0
Old  :                 12.8       34.0       19.5       43.1       12.8       32.0       18.8       41.0
Other:                 34.2       31.9       51.7       54.2       34.2       31.9       50.7       53.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 17, 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  : 1,024,756:   125,157    225,276     16,182    710,462    658,731    851,801    900,189:   172,955    124,567
Old  : 1,024,756:   125,157    225,276     16,182    710,462    658,731    851,801    900,189:   172,955    124,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    45,947:    12,882      5,947      2,414     26,950     41,099     42,246     49,460:     3,701     -3,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       22.0        1.6       69.3       64.3       83.1       87.8:      16.9       12.2
Old  :     100.0:      12.2       22.0        1.6       69.3       64.3       83.1       87.8:      16.9       12.2
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  :       179:        32         28         20         81         84        121        124:
Old  :       179:        32         28         20         81         84        121        124:
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  :                 26.8       31.8       36.3       42.6       21.3       28.4       29.7       38.2
Old  :                 26.8       31.8       36.3       42.6       21.3       28.4       29.7       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, December 17, 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  : 1,224,071:    78,316    483,359      6,324    980,721    651,675  1,065,361  1,141,358:   158,710     82,713
Old  : 1,224,071:    78,316    483,359      6,324    980,721    651,675  1,065,361  1,141,358:   158,710     82,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    12,657:   -12,583      7,794     -1,493     23,655      4,571      9,579     10,872:     3,078      1,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       39.5        0.5       80.1       53.2       87.0       93.2:      13.0        6.8
Old  :     100.0:       6.4       39.5        0.5       80.1       53.2       87.0       93.2:      13.0        6.8
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  :       140:        20         15         12         86         73        111         95:
Old  :       140:        20         15         12         86         73        111         95:
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  :                 26.1       36.1       38.2       52.2       23.2       35.3       33.0       47.6
Old  :                 26.1       36.1       38.2       52.2       23.2       35.3       33.0       47.6
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 17, 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  :   455,363:    88,764     89,503     81,677    236,379    257,506    406,820    428,686:    48,543     26,677
Old  :   415,688:    87,900     89,960     71,077    211,102    229,823    370,079    390,860:    45,609     24,828
Other:    39,675:     6,304      4,983      5,160     25,277     27,683     36,741     37,826:     2,934      1,849
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     7,911:     8,381      3,121     -1,445      2,524     10,223      9,460     11,899:    -1,549     -3,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       19.7       17.9       51.9       56.5       89.3       94.1:      10.7        5.9
Old  :     100.0:      21.1       21.6       17.1       50.8       55.3       89.0       94.0:      11.0        6.0
Other:     100.0:      15.9       12.6       13.0       63.7       69.8       92.6       95.3:       7.4        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        79         62         76        113         80        235        190:
Old  :       287:        82         63         75        112         79        234        188:
Other:       110:        23         16         18         54         24         89         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  :                 11.2       25.6       16.9       34.6        9.7       23.3       15.0       30.8
Old  :                 11.7       26.7       17.8       35.3       10.4       24.1       16.4       31.6
Other:                 29.7       35.2       43.1       52.7       26.7       32.3       37.6       48.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 17, 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  :    10,204:     3,181      1,741         30      4,753      7,220      7,964      8,991:     2,240      1,213
Old  :    10,194:     3,181      1,741         30      4,753      7,213      7,964      8,984:     2,230      1,210
Other:        10:         0          0          0          0          7          0          7:        10          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :       589:       361        159        -79        -33        290        249        370:       340        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       17.1        0.3       46.6       70.8       78.0       88.1:      22.0       11.9
Old  :     100.0:      31.2       17.1        0.3       46.6       70.8       78.1       88.1:      21.9       11.9
Other:     100.0:       0.0        0.0        0.0        0.0       70.0        0.0       70.0:     100.0       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        24          8          3         10         15         36         24:
Old  :        54:        24          8          3         10         15         36         24:
Other:         2:         0          0          0          0          2          0          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       47.3       53.3       70.2       36.6       47.3       49.6       70.2
Old  :                 37.4       47.2       53.3       70.2       36.7       47.2       49.6       70.2
Other:                  0.0       70.0        0.0       70.0        0.0       70.0        0.0       70.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 17, 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  : 3,611,273:   786,775  1,113,522     51,255  2,595,448  2,342,806  3,433,478  3,507,583:   177,795    103,690
Old  : 3,611,273:   786,775  1,113,522     51,255  2,595,448  2,342,806  3,433,478  3,507,583:   177,795    103,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    84,917:    60,583     46,166     -3,554     38,081     45,960     95,110     88,572:   -10,193     -3,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       30.8        1.4       71.9       64.9       95.1       97.1:       4.9        2.9
Old  :     100.0:      21.8       30.8        1.4       71.9       64.9       95.1       97.1:       4.9        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:        72         40         29        192        138        278        193:
Old  :       359:        72         40         29        192        138        278        193:
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  :                 23.1       31.0       37.2       49.8       22.5       30.2       35.0       49.0
Old  :                 23.1       31.0       37.2       49.8       22.5       30.2       35.0       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, December 17, 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  : 3,637,763:   591,050    836,387    106,972  2,556,834  2,302,972  3,254,856  3,246,331:   382,907    391,432
Old  : 3,637,763:   591,050    836,387    106,972  2,556,834  2,302,972  3,254,856  3,246,331:   382,907    391,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :   -16,038:   -58,270      8,146     15,225        830    -35,897    -42,215    -12,526:    26,177     -3,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       23.0        2.9       70.3       63.3       89.5       89.2:      10.5       10.8
Old  :     100.0:      16.2       23.0        2.9       70.3       63.3       89.5       89.2:      10.5       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:        67         76         45        192        181        282        279:
Old  :       402:        67         76         45        192        181        282        279:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       19.2       29.9       30.1       14.2       16.2       21.5       25.3
Old  :                 21.3       19.2       29.9       30.1       14.2       16.2       21.5       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, December 17, 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  :   919,069:   126,682    119,694      4,728    687,172    614,136    818,582    738,558:   100,487    180,511
Old  :   919,069:   126,682    119,694      4,728    687,172    614,136    818,582    738,558:   100,487    180,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     7,536:   -19,535      7,384         49     31,691     -7,195     12,205        238:    -4,669      7,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       13.0        0.5       74.8       66.8       89.1       80.4:      10.9       19.6
Old  :     100.0:      13.8       13.0        0.5       74.8       66.8       89.1       80.4:      10.9       19.6
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  :       116:        13         17          8         61         71         78         92:
Old  :       116:        13         17          8         61         71         78         92:
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       20.2       45.7       33.1       27.4       19.7       39.7       30.3
Old  :                 29.0       20.2       45.7       33.1       27.4       19.7       39.7       30.3
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 17, 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  : 4,263,708:   430,682    821,005     95,521  3,438,235  3,035,541  3,964,438  3,952,067:   299,270    311,641
Old  : 4,263,708:   430,682    821,005     95,521  3,438,235  3,035,541  3,964,438  3,952,067:   299,270    311,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    72,147:   -11,017     71,506     17,383     77,815     -8,541     84,181     80,348:   -12,034     -8,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       19.3        2.2       80.6       71.2       93.0       92.7:       7.0        7.3
Old  :     100.0:      10.1       19.3        2.2       80.6       71.2       93.0       92.7:       7.0        7.3
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  :       323:        59         48         33        154        153        232        215:
Old  :       323:        59         48         33        154        153        232        215:
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  :                 38.6       26.7       50.0       38.2       28.9       22.3       39.6       31.6
Old  :                 38.6       26.7       50.0       38.2       28.9       22.3       39.6       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, December 17, 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  : 1,870,661:   469,859    136,917    365,787    990,793  1,333,648  1,826,439  1,836,352:    44,222     34,309
Old  : 1,870,661:   469,859    136,917    365,787    990,793  1,333,648  1,826,439  1,836,352:    44,222     34,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    20,154:     2,836    -61,013     48,453    -31,943     36,880     19,346     24,320:       808     -4,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.3       19.6       53.0       71.3       97.6       98.2:       2.4        1.8
Old  :     100.0:      25.1        7.3       19.6       53.0       71.3       97.6       98.2:       2.4        1.8
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  :       150:        44         24         46         68         65        135        116:
Old  :       150:        44         24         46         68         65        135        116:
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  :                 31.5       36.7       45.9       54.0       23.0       28.4       29.1       36.6
Old  :                 31.5       36.7       45.9       54.0       23.0       28.4       29.1       36.6
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 17, 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  :    60,779:    21,746     10,789        691     29,544     39,953     51,980     51,432:     8,799      9,347
Old  :    60,779:    21,746     10,789        691     29,544     39,953     51,980     51,432:     8,799      9,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     6,877:       906        326       -139      5,503      5,569      6,270      5,756:       607      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       17.8        1.1       48.6       65.7       85.5       84.6:      14.5       15.4
Old  :     100.0:      35.8       17.8        1.1       48.6       65.7       85.5       84.6:      14.5       15.4
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  :       102:        36         15         10         35         34         75         56:
Old  :       102:        36         15         10         35         34         75         56:
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  :                 29.1       31.1       43.5       47.3       27.0       30.1       38.2       42.6
Old  :                 29.1       31.1       43.5       47.3       27.0       30.1       38.2       42.6
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 17, 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  :   121,558:    43,491     21,577      1,382     59,087     79,905    103,960    102,864:    17,598     18,694
Old  :   121,558:    43,491     21,577      1,382     59,087     79,905    103,960    102,864:    17,598     18,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    13,753:     1,812        652       -278     11,006     11,138     12,540     11,512:     1,213      2,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       17.8        1.1       48.6       65.7       85.5       84.6:      14.5       15.4
Old  :     100.0:      35.8       17.8        1.1       48.6       65.7       85.5       84.6:      14.5       15.4
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  :       102:        36         15         10         35         34         75         56:
Old  :       102:        36         15         10         35         34         75         56:
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  :                 29.1       31.1       43.5       47.3       27.0       30.1       38.2       42.6
Old  :                 29.1       31.1       43.5       47.3       27.0       30.1       38.2       42.6
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 17, 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  :    47,336:     2,107        448          0     43,721     45,494     45,828     45,942:     1,508      1,394
Old  :    47,336:     2,107        448          0     43,721     45,494     45,828     45,942:     1,508      1,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    19,518:       556       -312          0     19,402     19,655     19,958     19,343:      -440        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.9        0.0       92.4       96.1       96.8       97.1:       3.2        2.9
Old  :     100.0:       4.5        0.9        0.0       92.4       96.1       96.8       97.1:       3.2        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  :        29:         3          1          0         18         13         21         14:
Old  :        29:         3          1          0         18         13         21         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       71.9       83.2       91.5       46.4       50.4       58.9       65.8
Old  :                 63.8       71.9       83.2       91.5       46.4       50.4       58.9       65.8
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 17, 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  :    20,480:    11,698     16,627      2,145      6,245      1,152     20,088     19,924:       392        556
Old  :    20,480:    11,698     16,627      2,145      6,245      1,152     20,088     19,924:       392        556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :       186:       419        148       -720        360        260         59       -312:       127        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       81.2       10.5       30.5        5.6       98.1       97.3:       1.9        2.7
Old  :     100.0:      57.1       81.2       10.5       30.5        5.6       98.1       97.3:       1.9        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        23         13          4          5          3         31         17:
Old  :        41:        23         13          4          5          3         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  :                 57.1       68.0       79.9       81.8       55.4       60.6       70.0       74.0
Old  :                 57.1       68.0       79.9       81.8       55.4       60.6       70.0       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, December 17, 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  :    66,231:    20,742      5,027     29,779     15,678     28,710     66,199     63,516:        32      2,715
Old  :    66,231:    20,742      5,027     29,779     15,678     28,710     66,199     63,516:        32      2,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :   -34,207:   -29,895     -1,314     -6,697      2,389    -25,851    -34,203    -33,862:        -4       -345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        7.6       45.0       23.7       43.3      100.0       95.9:       0.0        4.1
Old  :     100.0:      31.3        7.6       45.0       23.7       43.3      100.0       95.9:       0.0        4.1
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  :        28:         5          4          2          6         14         12         19:
Old  :        28:         5          4          2          6         14         12         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  :                 94.3       84.6       99.4       91.8       49.6       42.5       54.7       47.9
Old  :                 94.3       84.6       99.4       91.8       49.6       42.5       54.7       47.9
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 17, 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  :    13,040:     7,099      2,039      3,908      2,033      5,528     13,040     11,475:         0      1,565
Old  :    13,040:     7,099      2,039      3,908      2,033      5,528     13,040     11,475:         0      1,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :   -49,258:   -20,179      1,116    -28,193       -880    -22,206    -49,252    -49,283:        -6         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.4       15.6       30.0       15.6       42.4      100.0       88.0:       0.0       12.0
Old  :     100.0:      54.4       15.6       30.0       15.6       42.4      100.0       88.0:       0.0       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          4          2          1         12          7         17:
Old  :        22:         5          4          2          1         12          7         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       57.5      100.0       78.7       68.0       35.1       70.0       51.9
Old  :                 97.0       57.5      100.0       78.7       68.0       35.1       70.0       51.9
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 17, 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  :    49,133:    15,309     15,174     33,824          0          0     49,133     48,998:         0        135
Old  :    49,133:    15,309     15,174     33,824          0          0     49,133     48,998:         0        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    -4,113:    -4,885     -4,903        772          0          0     -4,113     -4,131:         0         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       30.9       68.8        0.0        0.0      100.0       99.7:       0.0        0.3
Old  :     100.0:      31.2       30.9       68.8        0.0        0.0      100.0       99.7:       0.0        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  :        23:         5         17          5          0          0          8         20:
Old  :        23:         5         17          5          0          0          8         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  :                 91.5       79.4      100.0       92.3       30.5       19.4       31.2       27.6
Old  :                 91.5       79.4      100.0       92.3       30.5       19.4       31.2       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 20, 2019