WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   551,978:   130,537    131,196    192,159    189,787    179,711    512,483    503,066:    39,495     48,912
Old  :   375,133:   124,078    120,953    104,848    120,097    117,383    349,022    343,185:    26,111     31,949
Other:   176,845:    46,758     50,541     47,012     69,691     62,328    163,461    159,881:    13,384     16,963
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :     4,315:     2,379     -1,581        287        595      3,702      3,262      2,409:     1,053      1,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       23.8       34.8       34.4       32.6       92.8       91.1:       7.2        8.9
Old  :     100.0:      33.1       32.2       27.9       32.0       31.3       93.0       91.5:       7.0        8.5
Other:     100.0:      26.4       28.6       26.6       39.4       35.2       92.4       90.4:       7.6        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       138        116        150        111        115        333        308:
Old  :       384:       139        112        114        101        108        293        282:
Other:       245:        64         66         64         64         91        171        188:
     :----------------------------------------------------------------------------------------------------
     :             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       10.8       19.9       18.7        8.0        8.2       13.2       13.8
Old  :                 11.7       13.0       19.9       22.6       10.2       11.5       16.3       19.1
Other:                 19.2       18.5       31.5       27.8       15.1       13.5       22.7       19.5
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :    12,575:     2,942        500        100      8,992     11,385     12,034     11,985:       541        590
Old  :     8,424:     1,742        600          0      6,272      7,284      8,014      7,884:       410        540
Other:     4,151:     1,300          0          0      2,720      4,101      4,020      4,101:       131         50
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :        75:        24          0          0       -100        175        -76        175:       151       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        4.0        0.8       71.5       90.5       95.7       95.3:       4.3        4.7
Old  :     100.0:      20.7        7.1        0.0       74.5       86.5       95.1       93.6:       4.9        6.4
Other:     100.0:      31.3        0.0        0.0       65.5       98.8       96.8       98.8:       3.2        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          2          1         12          9         17         11:
Old  :        15:         2          2          0          7          7          9          9:
Other:        15:         3          0          0          8          6         11          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 52.3       78.6       77.9       92.1       41.6       73.9       64.2       79.3
Old  :                 73.3       81.7       92.8       93.3       67.4       80.5       86.5       85.0
Other:                 57.8       93.9       84.8       98.8       55.8       89.1       79.9       89.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   324,089:    80,366     86,168     76,882    134,895    138,751    292,142    301,801:    31,946     22,288
Old  :   249,346:    84,439     90,936     38,514    101,155    105,109    224,108    234,559:    25,238     14,787
Other:    74,743:    22,513     21,818     11,782     33,740     33,642     68,034     67,242:     6,709      7,501
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :       293:    -4,709      3,475       -172      4,215     -3,676       -666       -373:       959        666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       26.6       23.7       41.6       42.8       90.1       93.1:       9.9        6.9
Old  :     100.0:      33.9       36.5       15.4       40.6       42.2       89.9       94.1:      10.1        5.9
Other:     100.0:      30.1       29.2       15.8       45.1       45.0       91.0       90.0:       9.0       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        82         61         83         92         96        212        208:
Old  :       268:        82         62         57         86         85        191        182:
Other:       188:        42         42         30         52         80        111        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       18.4       24.4       27.5       11.4       15.2       17.7       22.0
Old  :                 17.3       19.0       27.1       27.6       15.5       17.5       24.2       25.7
Other:                 21.1       27.0       32.9       40.3       20.7       22.3       30.1       33.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  : 1,958,642:   354,385    260,902    567,720    810,716    900,735  1,732,821  1,729,358:   225,821    229,285
Old  : 1,629,119:   324,848    312,541    446,038    666,617    698,784  1,437,503  1,457,363:   191,616    171,756
Other:   329,524:   114,252     33,076     36,968    144,099    201,951    295,318    271,995:    34,205     57,529
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :    34,963:   -21,223     21,079     31,576     18,564    -25,615     28,918     27,040:     6,045      7,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       13.3       29.0       41.4       46.0       88.5       88.3:      11.5       11.7
Old  :     100.0:      19.9       19.2       27.4       40.9       42.9       88.2       89.5:      11.8       10.5
Other:     100.0:      34.7       10.0       11.2       43.7       61.3       89.6       82.5:      10.4       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       836:       218        153        232        360        366        683        665:
Old  :       822:       208        164        212        349        350        658        633:
Other:       521:        95         78         66        136        284        255        409:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8        7.3       19.1       13.5        8.8        5.2       12.5        9.1
Old  :                 12.8        7.2       18.9       13.3       11.0        6.2       15.5       10.4
Other:                 20.4       24.6       32.7       33.4       18.0       18.4       28.4       25.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,226:     2,405        644        474      1,103      4,058      3,982      5,176:     2,244      1,049
Old  :     5,920:     2,392        578        369      1,017      4,013      3,777      4,960:     2,143        960
Other:       306:        79        131         40         86         45        205        217:       101         89
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :       904:       387        -65        185         81        584        653        704:       251        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       10.3        7.6       17.7       65.2       64.0       83.1:      36.0       16.9
Old  :     100.0:      40.4        9.8        6.2       17.2       67.8       63.8       83.8:      36.2       16.2
Other:     100.0:      25.7       43.0       13.1       28.2       14.7       67.0       70.8:      33.0       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        14          4          5          9          9         26         15:
Old  :        29:        13          5          5          7          9         24         15:
Other:        12:         5          2          3          4          2         11          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  :                 37.6       60.2       49.1       72.9       37.3       55.5       47.0       67.1
Old  :                 39.5       60.3       51.5       73.6       39.2       55.9       49.4       68.5
Other:                 52.7       70.3       64.7       70.8       44.2       57.1       52.6       57.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   802,437:   122,697    126,911    210,915    411,238    369,003    744,850    706,829:    57,587     95,608
Old  :   716,636:   122,020    112,383    180,791    363,683    347,569    666,493    640,743:    50,143     75,893
Other:    85,802:    15,227     29,078     15,575     47,555     21,434     78,357     66,087:     7,444     19,715
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :    22,466:    -6,807     11,671     13,114     15,817     -2,986     22,124     21,799:       342        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       15.8       26.3       51.2       46.0       92.8       88.1:       7.2       11.9
Old  :     100.0:      17.0       15.7       25.2       50.7       48.5       93.0       89.4:       7.0       10.6
Other:     100.0:      17.7       33.9       18.2       55.4       25.0       91.3       77.0:       8.7       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       638:       147        183        217        212        247        492        536:
Old  :       635:       156        180        198        204        242        472        522:
Other:       342:        56         85         58         82        163        171        278:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       10.8       24.7       17.0       16.4        9.2       22.7       14.0
Old  :                 18.1       11.8       25.9       18.2       17.0       10.0       23.9       15.4
Other:                 20.4       23.9       34.4       32.7       18.7       21.5       30.8       27.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   514,594:   107,220    108,556    144,322    224,974    229,742    476,516    482,621:    38,078     31,973
Old  :   452,899:   112,583    109,229    116,598    194,224    200,762    423,405    426,589:    29,494     26,310
Other:    61,695:    10,949     15,639     11,411     30,750     28,980     53,111     56,031:     8,583      5,663
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :    14,540:     3,603      2,615      8,194      2,121      2,907     13,919     13,716:       622        825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       21.1       28.0       43.7       44.6       92.6       93.8:       7.4        6.2
Old  :     100.0:      24.9       24.1       25.7       42.9       44.3       93.5       94.2:       6.5        5.8
Other:     100.0:      17.7       25.3       18.5       49.8       47.0       86.1       90.8:      13.9        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:        82        103        120         96         81        261        254:
Old  :       334:        90        105        109         94         80        255        244:
Other:       120:        26         28         30         47         21         92         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       22.7       16.6       29.7        9.7       18.8       14.8       24.6
Old  :                 10.8       22.9       17.8       29.4       10.7       21.0       16.8       27.0
Other:                 20.7       37.2       34.7       51.2       15.9       29.8       27.1       39.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  : 1,162,731:    90,789    124,456    164,768    731,898    705,035    987,455    994,259:   175,276    168,471
Old  : 1,162,731:    90,789    124,456    164,768    731,898    705,035    987,455    994,259:   175,276    168,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :     7,289:     1,709      9,028     -5,854     19,093      7,990     14,948     11,164:    -7,658     -3,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       10.7       14.2       62.9       60.6       84.9       85.5:      15.1       14.5
Old  :     100.0:       7.8       10.7       14.2       62.9       60.6       84.9       85.5:      15.1       14.5
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  :       192:        44         32         49         93         98        156        160:
Old  :       192:        44         32         49         93         98        156        160:
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  :                 24.7       24.4       32.5       37.6       18.2       19.8       23.2       26.8
Old  :                 24.7       24.4       32.5       37.6       18.2       19.8       23.2       26.8
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 with Delta-adjusted Options and Futures Combined, January 15, 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  : 1,138,893:    98,951    380,249     16,658    859,358    645,811    974,967  1,042,717:   163,926     96,176
Old  : 1,138,893:    98,951    380,249     16,658    859,358    645,811    974,967  1,042,717:   163,926     96,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :    37,983:     5,648     24,542        650     25,162     15,670     31,460     40,862:     6,522     -2,879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       33.4        1.5       75.5       56.7       85.6       91.6:      14.4        8.4
Old  :     100.0:       8.7       33.4        1.5       75.5       56.7       85.6       91.6:      14.4        8.4
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  :       131:        21         18         22         70         66        100         97:
Old  :       131:        21         18         22         70         66        100         97:
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       33.5       41.9       48.5       23.1       33.2       34.8       46.9
Old  :                 29.0       33.5       41.9       48.5       23.1       33.2       34.8       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     2,467:       214        945          0      1,988      1,061      2,202      2,006:       265        461
Old  :     2,467:       214        945          0      1,988      1,061      2,202      2,006:       265        461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :        34:        10         89        -58         52        -68          4        -37:        30         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       38.3        0.0       80.6       43.0       89.3       81.3:      10.7       18.7
Old  :     100.0:       8.7       38.3        0.0       80.6       43.0       89.3       81.3:      10.7       18.7
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  :        22:         4          8          0          8          7         12         15:
Old  :        22:         4          8          0          8          7         12         15:
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  :                 74.7       51.3       83.4       70.0       72.5       46.2       79.2       63.0
Old  :                 74.7       51.3       83.4       70.0       72.5       46.2       79.2       63.0
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 with Delta-adjusted Options and Futures Combined, January 15, 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  :   478,760:    95,009     51,063    110,111    218,531    277,362    423,651    438,535:    55,109     40,225
Old  :   418,555:    98,036     53,250     92,671    177,792    238,863    368,499    384,784:    50,055     33,771
Other:    60,205:     6,154      6,994      8,259     40,738     38,498     55,151     53,752:     5,054      6,454
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :     3,358:     2,908     10,694     -2,824      9,621     -8,058      9,706       -188:    -6,348      3,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       10.7       23.0       45.6       57.9       88.5       91.6:      11.5        8.4
Old  :     100.0:      23.4       12.7       22.1       42.5       57.1       88.0       91.9:      12.0        8.1
Other:     100.0:      10.2       11.6       13.7       67.7       63.9       91.6       89.3:       8.4       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        81         70        104        107         90        256        215:
Old  :       297:        93         71        103        105         85        254        209:
Other:       126:        22         32         28         60         35        101         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       29.1       16.7       38.0        8.6       24.7       13.7       32.2
Old  :                 10.3       30.0       16.1       38.9        9.5       27.6       15.2       36.1
Other:                 33.9       42.3       45.9       54.2       25.4       33.7       36.4       42.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :     7,918:       725      3,439        194      5,916      3,170      6,834      6,803:     1,084      1,116
Old  :     7,916:       725      3,440        193      5,916      3,170      6,833      6,803:     1,083      1,114
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :        89:       -84        -62         17        146        264         79        220:         9       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       43.4        2.4       74.7       40.0       86.3       85.9:      13.7       14.1
Old  :     100.0:       9.2       43.5        2.4       74.7       40.0       86.3       85.9:      13.7       14.1
Other:     100.0:      50.0        0.0        0.0        0.0        0.0       50.0        0.0:      50.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         8         16          8         18         12         30         32:
Old  :        49:         8         16          8         18         12         30         32:
Other:         1:         1          0          0          0          0          1          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  :                 58.9       42.8       69.4       61.0       58.5       41.5       68.3       59.7
Old  :                 58.9       42.8       69.4       61.0       58.5       41.5       68.3       59.7
Other:                 50.0        0.0       50.0        0.0       50.0        0.0       50.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  : 2,714,831:   483,440    755,981    124,695  1,938,579  1,693,766  2,546,715  2,574,442:   168,115    140,389
Old  : 2,714,831:   483,440    755,981    124,695  1,938,579  1,693,766  2,546,715  2,574,442:   168,115    140,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :    93,377:    41,322     -1,942     34,627     15,653     60,382     91,602     93,067:     1,774        310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       27.8        4.6       71.4       62.4       93.8       94.8:       6.2        5.2
Old  :     100.0:      17.8       27.8        4.6       71.4       62.4       93.8       94.8:       6.2        5.2
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  :       339:        58         61         48        159        142        247        221:
Old  :       339:        58         61         48        159        142        247        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       29.2       31.9       44.4       19.3       27.0       28.9       40.7
Old  :                 20.7       29.2       31.9       44.4       19.3       27.0       28.9       40.7
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 with Delta-adjusted Options and Futures Combined, January 15, 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  : 5,046,192:   643,468    796,026    808,699  3,132,639  3,020,870  4,584,806  4,625,594:   461,386    420,597
Old  : 5,046,192:   643,468    796,026    808,699  3,132,639  3,020,870  4,584,806  4,625,594:   461,386    420,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :   -34,427:   -26,723      4,203     -7,878      5,394      8,816    -29,206      5,141:    -5,221    -39,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       15.8       16.0       62.1       59.9       90.9       91.7:       9.1        8.3
Old  :     100.0:      12.8       15.8       16.0       62.1       59.9       90.9       91.7:       9.1        8.3
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  :       440:        96         73        101        223        225        361        357:
Old  :       440:        96         73        101        223        225        361        357:
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  :                 21.1       19.6       27.9       28.5       16.1       18.2       21.6       25.1
Old  :                 21.1       19.6       27.9       28.5       16.1       18.2       21.6       25.1
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 with Delta-adjusted Options and Futures Combined, January 15, 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  :   711,152:    90,053    135,506      4,955    515,796    417,193    610,804    557,654:   100,348    153,498
Old  :   711,152:    90,053    135,506      4,955    515,796    417,193    610,804    557,654:   100,348    153,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :    -1,318:     8,440      1,254        -43       -819     -3,130      7,578     -1,919:    -8,896        601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       19.1        0.7       72.5       58.7       85.9       78.4:      14.1       21.6
Old  :     100.0:      12.7       19.1        0.7       72.5       58.7       85.9       78.4:      14.1       21.6
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  :       115:        13         17         12         60         62         80         84:
Old  :       115:        13         17         12         60         62         80         84:
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       25.2       44.2       34.6       32.2       24.6       43.1       32.3
Old  :                 32.7       25.2       44.2       34.6       32.2       24.6       43.1       32.3
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 with Delta-adjusted Options and Futures Combined, January 15, 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  : 5,013,464:   721,353    936,800    424,522  3,527,489  3,278,690  4,673,364  4,640,012:   340,100    373,452
Old  : 5,013,464:   721,353    936,800    424,522  3,527,489  3,278,690  4,673,364  4,640,012:   340,100    373,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :     6,054:    -7,658      3,608     91,750    -74,336    -90,090      9,756      5,268:    -3,702        786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       18.7        8.5       70.4       65.4       93.2       92.6:       6.8        7.4
Old  :     100.0:      14.4       18.7        8.5       70.4       65.4       93.2       92.6:       6.8        7.4
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  :       353:        58         70         64        165        180        260        277:
Old  :       353:        58         70         64        165        180        260        277:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       20.9       45.9       31.8       25.3       18.7       36.3       27.6
Old  :                 34.1       20.9       45.9       31.8       25.3       18.7       36.3       27.6
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 with Delta-adjusted Options and Futures Combined, January 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,039,668:   267,547    379,147    450,242  1,276,011  1,152,304  1,993,800  1,981,693:    45,868     57,975
Old  : 2,039,668:   267,547    379,147    450,242  1,276,011  1,152,304  1,993,800  1,981,693:    45,868     57,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :    43,515:   -12,703    -17,509     21,572     28,415     33,633     37,284     37,696:     6,231      5,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       18.6       22.1       62.6       56.5       97.8       97.2:       2.2        2.8
Old  :     100.0:      13.1       18.6       22.1       62.6       56.5       97.8       97.2:       2.2        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        39         45         56         67         75        135        151:
Old  :       167:        39         45         56         67         75        135        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       23.3       44.4       38.9       22.3       12.3       30.2       18.9
Old  :                 30.2       23.3       44.4       38.9       22.3       12.3       30.2       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :    38,929:    17,229      6,392      1,226     14,813     22,918     33,268     30,536:     5,661      8,393
Old  :    38,929:    17,229      6,392      1,226     14,813     22,918     33,268     30,536:     5,661      8,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :       362:       471      1,889          3       -395     -2,125         79       -233:       284        596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       16.4        3.1       38.1       58.9       85.5       78.4:      14.5       21.6
Old  :     100.0:      44.3       16.4        3.1       38.1       58.9       85.5       78.4:      14.5       21.6
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  :        87:        24         24          9         24         25         53         53:
Old  :        87:        24         24          9         24         25         53         53:
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  :                 41.9       32.5       57.0       52.3       41.5       32.5       56.2       51.0
Old  :                 41.9       32.5       57.0       52.3       41.5       32.5       56.2       51.0
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 with Delta-adjusted Options and Futures Combined, January 15, 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  :    77,857:    34,457     12,784      2,452     29,626     45,835     66,535     61,072:    11,322     16,785
Old  :    77,857:    34,457     12,784      2,452     29,626     45,835     66,535     61,072:    11,322     16,785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :       725:       942      3,779          5       -789     -4,251        158       -467:       567      1,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       16.4        3.1       38.1       58.9       85.5       78.4:      14.5       21.6
Old  :     100.0:      44.3       16.4        3.1       38.1       58.9       85.5       78.4:      14.5       21.6
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  :        87:        24         24          9         24         25         53         53:
Old  :        87:        24         24          9         24         25         53         53:
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  :                 41.9       32.5       57.0       52.3       41.5       32.5       56.2       51.0
Old  :                 41.9       32.5       57.0       52.3       41.5       32.5       56.2       51.0
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 with Delta-adjusted Options and Futures Combined, January 15, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    29,543:     2,740        446          0     25,909     28,898     28,649     29,344:       894        199
Old  :    29,543:     2,740        446          0     25,909     28,898     28,649     29,344:       894        199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :    -2,795:      -369          0          0     -2,167     -2,245     -2,536     -2,245:      -259       -550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        1.5        0.0       87.7       97.8       97.0       99.3:       3.0        0.7
Old  :     100.0:       9.3        1.5        0.0       87.7       97.8       97.0       99.3:       3.0        0.7
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  :        25:         3          1          0         15          9         18         10:
Old  :        25:         3          1          0         15          9         18         10:
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  :                 68.7       87.9       86.6       98.4       68.7       87.9       85.4       96.2
Old  :                 68.7       87.9       86.6       98.4       68.7       87.9       85.4       96.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :    33,047:    27,020     31,486        281      5,129      1,228     32,430     32,995:       617         52
Old  :    33,047:    27,020     31,486        281      5,129      1,228     32,430     32,995:       617         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :     1,598:       665      1,607          0        597         -2      1,262      1,605:       336         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       95.3        0.9       15.5        3.7       98.1       99.8:       1.9        0.2
Old  :     100.0:      81.8       95.3        0.9       15.5        3.7       98.1       99.8:       1.9        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  :        46:        27         15          2          3          2         32         17:
Old  :        46:        27         15          2          3          2         32         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  :                 53.3       83.4       74.8       93.4       53.3       83.1       74.8       91.2
Old  :                 53.3       83.4       74.8       93.4       53.3       83.1       74.8       91.2
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 with Delta-adjusted Options and Futures Combined, January 15, 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  :    28,783:    15,751     11,684        140     12,862     13,606     28,753     25,430:        30      3,353
Old  :    28,783:    15,751     11,684        140     12,862     13,606     28,753     25,430:        30      3,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :       761:       722       -137          0         20        755        742        618:        19        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7       40.6        0.5       44.7       47.3       99.9       88.4:       0.1       11.6
Old  :     100.0:      54.7       40.6        0.5       44.7       47.3       99.9       88.4:       0.1       11.6
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  :        35:         6         11          1          4         14         11         25:
Old  :        35:         6         11          1          4         14         11         25:
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  :                 95.3       40.2       99.2       61.7       95.3       40.2       99.0       61.2
Old  :                 95.3       40.2       99.2       61.7       95.3       40.2       99.0       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :    15,449:    12,863      7,580         28      2,534      5,741     15,425     13,349:        24      2,100
Old  :    15,449:    12,863      7,580         28      2,534      5,741     15,425     13,349:        24      2,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2019                      :
     :       844:       366        523          0        461        -29        827        494:        17        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3       49.1        0.2       16.4       37.2       99.8       86.4:       0.2       13.6
Old  :     100.0:      83.3       49.1        0.2       16.4       37.2       99.8       86.4:       0.2       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5         11          2          2          8          9         19:
Old  :        26:         5         11          2          2          8          9         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  :                 97.3       50.9       99.8       75.6       97.3       50.8       99.7       75.6
Old  :                 97.3       50.9       99.8       75.6       97.3       50.8       99.7       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 12, 2019