WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :   650,312:   116,901    178,169    261,475    221,678    162,316    600,054    601,960:    50,258     48,352
Old  :   317,190:   120,502    140,988     85,348     87,570     68,452    293,420    294,788:    23,770     22,402
Other:   333,122:    80,177    120,959     92,350    134,108     93,864    306,635    307,172:    26,488     25,950
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -4,836:      -227     -2,033     -3,868        717      1,411     -3,379     -4,490:    -1,457       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       27.4       40.2       34.1       25.0       92.3       92.6:       7.7        7.4
Old  :     100.0:      38.0       44.4       26.9       27.6       21.6       92.5       92.9:       7.5        7.1
Other:     100.0:      24.1       36.3       27.7       40.3       28.2       92.0       92.2:       8.0        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       160        132        181        118        104        361        343:
Old  :       386:       144        115        100         96         87        273        269:
Other:       320:       100         97        109         89         88        252        242:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8        9.7       18.4       17.2        6.5        6.8       10.5       11.3
Old  :                 12.4       12.3       23.0       21.6       12.0       11.1       19.6       19.7
Other:                 13.8       13.7       22.2       23.7        9.8       11.7       15.9       19.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :    16,820:     5,694        739      1,930      8,824     13,977     16,448     16,645:       373        175
Old  :     6,417:     3,640        300        175      2,502      5,782      6,317      6,257:       100        160
Other:    10,404:     2,330        715      1,479      6,322      8,195     10,131     10,389:       273         15
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :     2,117:     1,070       -460        211        735      2,307      2,016      2,058:       101         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        4.4       11.5       52.5       83.1       97.8       99.0:       2.2        1.0
Old  :     100.0:      56.7        4.7        2.7       39.0       90.1       98.4       97.5:       1.6        2.5
Other:     100.0:      22.4        6.9       14.2       60.8       78.8       97.4       99.9:       2.6        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          4          6         16         12         25         19:
Old  :        16:         4          1          1          8          7         12          9:
Other:        25:         5          3          4         13         10         21         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.9       58.2       64.0       78.3       37.7       42.9       47.8       54.6
Old  :                 73.7       83.7       89.5       97.0       69.8       73.1       78.8       78.6
Other:                 39.5       60.8       62.3       86.9       35.1       48.5       51.7       60.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :   351,607:    78,044    114,773     97,631    141,463    117,377    317,138    329,780:    34,469     21,826
Old  :   173,806:    67,791     87,104     18,912     69,342     57,990    156,044    164,006:    17,762      9,801
Other:   177,801:    50,484     67,900     38,488     72,121     59,387    161,093    165,775:    16,707     12,026
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    12,248:    -1,599         72      7,170      6,950      3,620     12,521     10,862:      -273      1,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       32.6       27.8       40.2       33.4       90.2       93.8:       9.8        6.2
Old  :     100.0:      39.0       50.1       10.9       39.9       33.4       89.8       94.4:      10.2        5.6
Other:     100.0:      28.4       38.2       21.6       40.6       33.4       90.6       93.2:       9.4        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        86         59         80        103         89        223        200:
Old  :       254:        75         57         35         87         65        177        142:
Other:       222:        56         56         46         77         80        161        155:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       16.1       20.5       26.5        9.2       14.7       14.8       23.3
Old  :                 19.5       26.4       28.2       40.3       19.5       26.4       28.2       40.3
Other:                 15.5       17.9       25.4       30.6       12.4       16.2       20.2       26.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  : 2,223,346:   317,046    515,328    717,463    906,904    779,121  1,941,414  2,011,912:   281,933    211,434
Old  : 1,703,570:   311,453    582,942    472,455    706,495    514,926  1,490,403  1,570,322:   213,167    133,248
Other:   519,776:   168,896     95,689     81,706    200,409    264,195    451,011    441,590:    68,765     78,186
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    72,981:    -6,790       -983     38,899     28,527     35,780     60,636     73,697:    12,345       -716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       23.2       32.3       40.8       35.0       87.3       90.5:      12.7        9.5
Old  :     100.0:      18.3       34.2       27.7       41.5       30.2       87.5       92.2:      12.5        7.8
Other:     100.0:      32.5       18.4       15.7       38.6       50.8       86.8       85.0:      13.2       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       865:       222        167        258        385        368        732        697:
Old  :       846:       202        194        222        367        334        687        642:
Other:       577:       128         80         94        182        301        348        444:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5        7.6       17.6       13.3        7.0        5.3        9.8        9.1
Old  :                 12.8        7.0       19.2       13.1       11.0        6.5       15.3       11.5
Other:                 14.9       21.7       24.1       29.7       13.4       17.8       20.8       25.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :     4,913:     1,499        687        245      1,889      2,888      3,633      3,820:     1,280      1,093
Old  :     3,306:     1,476        697         13        912      1,953      2,401      2,663:       904        643
Other:     1,607:        40          7        215        977        936      1,232      1,157:       376        450
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :       477:       -55        -20        -56        711        519        600        443:      -124         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       14.0        5.0       38.4       58.8       73.9       77.8:      26.1       22.2
Old  :     100.0:      44.7       21.1        0.4       27.6       59.1       72.6       80.6:      27.4       19.4
Other:     100.0:       2.5        0.4       13.4       60.8       58.2       76.6       72.0:      23.4       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         7          4          3         10          9         20         13:
Old  :        21:         7          3          2          5          7         13         11:
Other:        16:         3          2          3          9          8         14         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 50.1       55.3       62.6       72.8       49.1       50.5       56.7       63.4
Old  :                 57.3       66.4       68.7       79.4       57.3       66.4       68.7       79.3
Other:                 58.8       57.7       70.3       68.9       49.3       47.2       52.5       47.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :   814,860:   125,139    166,905    226,647    406,288    324,697    758,074    718,249:    56,786     96,611
Old  :   607,982:   124,827    155,599    145,229    292,767    243,433    562,823    544,262:    45,159     63,720
Other:   206,879:    37,775     48,769     43,955    113,521     81,264    195,251    173,987:    11,628     32,892
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -2,313:     4,287    -22,026        967     -8,374     20,099     -3,119       -959:       806     -1,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       20.5       27.8       49.9       39.8       93.0       88.1:       7.0       11.9
Old  :     100.0:      20.5       25.6       23.9       48.2       40.0       92.6       89.5:       7.4       10.5
Other:     100.0:      18.3       23.6       21.2       54.9       39.3       94.4       84.1:       5.6       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       635:       152        177        228        204        238        492        533:
Old  :       618:       152        180        190        191        221        452        493:
Other:       415:        87        100         87         97        192        235        334:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       10.6       23.5       17.2       13.8        8.5       19.3       13.2
Old  :                 14.7       12.5       23.0       18.9       14.0       10.4       19.7       15.9
Other:                 25.5       13.9       34.9       22.7       19.3       11.0       27.2       16.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :   510,093:   114,601     85,994    150,805    212,121    244,077    477,526    480,875:    32,567     29,218
Old  :   398,466:   111,517     94,622    106,281    158,323    176,314    376,121    377,217:    22,345     21,249
Other:   111,627:    33,406     21,695     14,201     53,798     67,763    101,405    103,658:    10,222      7,969
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    10,060:    -8,223     11,872      5,826     13,556     -8,392     11,160      9,306:    -1,100        754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       16.9       29.6       41.6       47.8       93.6       94.3:       6.4        5.7
Old  :     100.0:      28.0       23.7       26.7       39.7       44.2       94.4       94.7:       5.6        5.3
Other:     100.0:      29.9       19.4       12.7       48.2       60.7       90.8       92.9:       9.2        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:       116         91        137         83         87        276        267:
Old  :       344:       118         95        116         79         83        255        252:
Other:       164:        46         43         39         50         36        123         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       22.1       17.2       29.5        9.8       18.9       15.1       25.8
Old  :                 10.9       18.7       18.7       26.9       10.7       16.8       18.1       24.0
Other:                 15.8       39.8       27.1       54.5       15.6       36.6       26.1       50.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  : 1,127,613:   134,165    174,909    125,845    684,663    669,207    944,673    969,961:   182,940    157,653
Old  : 1,127,613:   134,165    174,909    125,845    684,663    669,207    944,673    969,961:   182,940    157,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -25,591:    -1,334      4,461    -10,093     -7,807    -20,466    -19,234    -26,098:    -6,356        507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       15.5       11.2       60.7       59.3       83.8       86.0:      16.2       14.0
Old  :     100.0:      11.9       15.5       11.2       60.7       59.3       83.8       86.0:      16.2       14.0
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  :       194:        46         36         51         91         94        159        159:
Old  :       194:        46         36         51         91         94        159        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       28.7       30.5       40.6       16.5       25.4       22.2       32.9
Old  :                 22.3       28.7       30.5       40.6       16.5       25.4       22.2       32.9
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, March 19, 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  : 1,117,687:   117,353    394,359     19,979    820,240    607,409    957,572  1,021,747:   160,115     95,940
Old  : 1,117,687:   117,353    394,359     19,979    820,240    607,409    957,572  1,021,747:   160,115     95,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -2,881:    -3,906     -8,425     -2,989      2,784      6,625     -4,111     -4,790:     1,230      1,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       35.3        1.8       73.4       54.3       85.7       91.4:      14.3        8.6
Old  :     100.0:      10.5       35.3        1.8       73.4       54.3       85.7       91.4:      14.3        8.6
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  :       132:        24         16         21         74         66        106         95:
Old  :       132:        24         16         21         74         66        106         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  :                 30.2       34.5       41.0       52.6       23.6       34.2       32.8       50.2
Old  :                 30.2       34.5       41.0       52.6       23.6       34.2       32.8       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :   484,657:    87,025     90,428    110,188    237,998    247,662    435,212    448,278:    49,445     36,379
Old  :   379,704:    91,023     92,646     73,330    174,368    185,786    338,721    351,763:    40,983     27,941
Other:   104,953:    15,006     16,784     17,855     63,630     61,876     96,491     96,515:     8,462      8,438
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -1,496:      -785    -15,833      4,029     -6,475     12,593     -3,232        788:     1,736     -2,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       18.7       22.7       49.1       51.1       89.8       92.5:      10.2        7.5
Old  :     100.0:      24.0       24.4       19.3       45.9       48.9       89.2       92.6:      10.8        7.4
Other:     100.0:      14.3       16.0       17.0       60.6       59.0       91.9       92.0:       8.1        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        76         75         90        111         95        239        218:
Old  :       295:        87         72         81        108         89        231        206:
Other:       161:        29         44         33         72         44        125         97:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       22.2       19.7       31.8       10.5       18.4       15.7       24.6
Old  :                 12.0       21.3       18.9       30.8       11.5       19.7       18.0       27.0
Other:                 28.7       34.1       38.3       47.6       20.6       25.4       28.6       35.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :     8,537:       599      4,062        627      5,862      2,711      7,088      7,400:     1,450      1,137
Old  :     8,480:       609      4,059        601      5,852      2,693      7,062      7,353:     1,417      1,126
Other:        58:        10         23          5         10         19         25         47:        32         11
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :        68:       -49       -139          0        131        170         82         31:       -15         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       47.6        7.3       68.7       31.8       83.0       86.7:      17.0       13.3
Old  :     100.0:       7.2       47.9        7.1       69.0       31.8       83.3       86.7:      16.7       13.3
Other:     100.0:      17.8       40.0        9.0       17.3       32.6       44.1       81.6:      55.9       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        13         17         11         17         11         35         34:
Old  :        51:        13         17         11         17         11         35         34:
Other:        10:         3          3          3          1          3          6          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.1       33.3       64.0       54.9       56.0       31.4       63.2       52.9
Old  :                 56.4       33.5       64.3       55.2       56.2       31.6       63.5       53.2
Other:                 40.3       64.3       44.1       81.6       35.1       61.5       35.1       72.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  : 3,107,645:   744,383    875,842     95,999  2,058,076  1,999,004  2,898,458  2,970,845:   209,187    136,800
Old  : 3,107,645:   744,383    875,842     95,999  2,058,076  1,999,004  2,898,458  2,970,845:   209,187    136,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    83,979:     9,009      5,393      6,064     41,175     67,025     56,248     78,482:    27,732      5,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       28.2        3.1       66.2       64.3       93.3       95.6:       6.7        4.4
Old  :     100.0:      24.0       28.2        3.1       66.2       64.3       93.3       95.6:       6.7        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:        67         51         47        159        128        252        200:
Old  :       326:        67         51         47        159        128        252        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       32.8       32.9       47.2       20.1       31.5       31.9       45.2
Old  :                 20.4       32.8       32.9       47.2       20.1       31.5       31.9       45.2
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, March 19, 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  : 4,509,795:   701,787    798,288    605,468  2,732,208  2,696,894  4,039,463  4,100,650:   470,332    409,145
Old  : 4,509,795:   701,787    798,288    605,468  2,732,208  2,696,894  4,039,463  4,100,650:   470,332    409,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -24,896:    58,910     39,944    -55,576    -29,760      1,937    -26,426    -13,694:     1,530    -11,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       17.7       13.4       60.6       59.8       89.6       90.9:      10.4        9.1
Old  :     100.0:      15.6       17.7       13.4       60.6       59.8       89.6       90.9:      10.4        9.1
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  :       426:        90         82         99        203        208        344        338:
Old  :       426:        90         82         99        203        208        344        338:
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  :                 18.6       23.1       26.4       31.9       14.1       20.5       20.7       28.5
Old  :                 18.6       23.1       26.4       31.9       14.1       20.5       20.7       28.5
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, March 19, 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  :   677,243:    76,743    111,580     11,923    464,889    399,066    553,555    522,569:   123,688    154,674
Old  :   677,243:    76,743    111,580     11,923    464,889    399,066    553,555    522,569:   123,688    154,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :     8,574:     8,475        736       -909    -10,605      9,308     -3,039      9,135:    11,613       -561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       16.5        1.8       68.6       58.9       81.7       77.2:      18.3       22.8
Old  :     100.0:      11.3       16.5        1.8       68.6       58.9       81.7       77.2:      18.3       22.8
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  :       103:        15         14         11         54         56         75         75:
Old  :       103:        15         14         11         54         56         75         75:
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  :                 30.5       22.8       43.2       34.0       29.4       21.1       40.3       30.9
Old  :                 30.5       22.8       43.2       34.0       29.4       21.1       40.3       30.9
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, March 19, 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  : 4,563,988:   782,600    984,055    297,546  3,073,578  2,920,283  4,153,724  4,201,883:   410,265    362,105
Old  : 4,563,988:   782,600    984,055    297,546  3,073,578  2,920,283  4,153,724  4,201,883:   410,265    362,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :     7,375:     1,087     15,363     -8,780      4,695     -8,828     -2,997     -2,244:    10,373      9,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       21.6        6.5       67.3       64.0       91.0       92.1:       9.0        7.9
Old  :     100.0:      17.1       21.6        6.5       67.3       64.0       91.0       92.1:       9.0        7.9
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  :       336:        66         59         67        154        164        249        261:
Old  :       336:        66         59         67        154        164        249        261:
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  :                 32.2       22.8       42.9       32.7       26.2       21.5       36.1       30.1
Old  :                 32.2       22.8       42.9       32.7       26.2       21.5       36.1       30.1
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, March 19, 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  : 1,737,109:   216,865    337,314    425,925  1,061,765    916,966  1,704,555  1,680,205:    32,554     56,904
Old  : 1,737,109:   216,865    337,314    425,925  1,061,765    916,966  1,704,555  1,680,205:    32,554     56,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    21,777:   -48,380     11,211     29,281     41,097    -17,525     21,998     22,967:      -220     -1,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       19.4       24.5       61.1       52.8       98.1       96.7:       1.9        3.3
Old  :     100.0:      12.5       19.4       24.5       61.1       52.8       98.1       96.7:       1.9        3.3
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  :       155:        31         42         46         59         75        113        145:
Old  :       155:        31         42         46         59         75        113        145:
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  :                 34.6       28.2       50.8       40.3       27.9       17.9       36.7       26.4
Old  :                 34.6       28.2       50.8       40.3       27.9       17.9       36.7       26.4
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, March 19, 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  :    40,156:    19,936     10,256      1,928     11,647     20,565     33,510     32,749:     6,645      7,406
Old  :    40,156:    19,936     10,256      1,928     11,647     20,565     33,510     32,749:     6,645      7,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -10,073:     1,390      3,099     -1,264     -8,494    -11,273     -8,367     -9,438:    -1,706       -635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       25.5        4.8       29.0       51.2       83.5       81.6:      16.5       18.4
Old  :     100.0:      49.6       25.5        4.8       29.0       51.2       83.5       81.6:      16.5       18.4
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  :        96:        32         23         12         24         25         63         53:
Old  :        96:        32         23         12         24         25         63         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  :                 33.0       35.8       46.5       52.7       33.0       33.1       46.2       47.1
Old  :                 33.0       35.8       46.5       52.7       33.0       33.1       46.2       47.1
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, March 19, 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  :    80,311:    39,871     20,513      3,855     23,294     41,130     67,021     65,498:    13,290     14,813
Old  :    80,311:    39,871     20,513      3,855     23,294     41,130     67,021     65,498:    13,290     14,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -20,146:     2,781      6,198     -2,527    -16,988    -22,546    -16,735    -18,876:    -3,411     -1,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       25.5        4.8       29.0       51.2       83.5       81.6:      16.5       18.4
Old  :     100.0:      49.6       25.5        4.8       29.0       51.2       83.5       81.6:      16.5       18.4
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  :        96:        32         23         12         24         25         63         53:
Old  :        96:        32         23         12         24         25         63         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  :                 33.0       35.8       46.5       52.7       33.0       33.1       46.2       47.1
Old  :                 33.0       35.8       46.5       52.7       33.0       33.1       46.2       47.1
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, March 19, 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  :    22,202:     3,204        452          0     17,671     21,072     20,875     21,524:     1,327        678
Old  :    22,202:     3,204        452          0     17,671     21,072     20,875     21,524:     1,327        678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :   -14,430:       693       -224          0    -14,032    -13,175    -13,339    -13,399:    -1,091     -1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.0        0.0       79.6       94.9       94.0       96.9:       6.0        3.1
Old  :     100.0:      14.4        2.0        0.0       79.6       94.9       94.0       96.9:       6.0        3.1
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  :        23:         3          1          0         13          9         16         10:
Old  :        23:         3          1          0         13          9         16         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  :                 64.3       75.3       80.7       95.5       64.3       75.3       80.1       94.9
Old  :                 64.3       75.3       80.7       95.5       64.3       75.3       80.1       94.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :    29,336:    16,656     26,825        789     11,682      1,663     29,127     29,277:       209         59
Old  :    29,336:    16,656     26,825        789     11,682      1,663     29,127     29,277:       209         59
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -5,269:    -1,643     -1,653        179        160        160     -1,304     -1,314:    -3,965     -3,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8       91.4        2.7       39.8        5.7       99.3       99.8:       0.7        0.2
Old  :     100.0:      56.8       91.4        2.7       39.8        5.7       99.3       99.8:       0.7        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  :        41:        19         18          4          4          2         26         21:
Old  :        41:        19         18          4          4          2         26         21:
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  :                 58.3       74.4       85.2       87.1       56.7       74.2       80.1       84.3
Old  :                 58.3       74.4       85.2       87.1       56.7       74.2       80.1       84.3
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, March 19, 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  :    23,668:    15,856      7,625         83      7,670     12,485     23,609     20,193:        59      3,475
Old  :    23,668:    15,856      7,625         83      7,670     12,485     23,609     20,193:        59      3,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -4,068:      -957       -166        -80     -3,042     -3,939     -4,079     -4,185:        11        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       32.2        0.4       32.4       52.8       99.8       85.3:       0.2       14.7
Old  :     100.0:      67.0       32.2        0.4       32.4       52.8       99.8       85.3:       0.2       14.7
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  :        37:         7         10          1          5         15         13         25:
Old  :        37:         7         10          1          5         15         13         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  :                 90.1       36.4       98.6       58.7       90.1       36.0       98.6       58.4
Old  :                 90.1       36.4       98.6       58.7       90.1       36.0       98.6       58.4
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, March 19, 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  :    13,492:    10,651      5,506          9      2,821      5,475     13,481     10,990:        11      2,502
Old  :    13,492:    10,651      5,506          9      2,821      5,475     13,481     10,990:        11      2,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :    -2,970:    -2,282       -360        -77       -611     -2,668     -2,970     -3,105:         0        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.9       40.8        0.1       20.9       40.6       99.9       81.5:       0.1       18.5
Old  :     100.0:      78.9       40.8        0.1       20.9       40.6       99.9       81.5:       0.1       18.5
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  :        26:         6          8          1          3          9         10         17:
Old  :        26:         6          8          1          3          9         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.6       50.9       99.7       72.5       94.6       50.8       99.7       72.4
Old  :                 94.6       50.9       99.7       72.5       94.6       50.8       99.7       72.4
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 with Delta-adjusted Options and Futures Combined, March 19, 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  :    74,159:    20,143     20,120     54,010          0          0     74,153     74,130:         6         29
Old  :    74,159:    20,143     20,120     54,010          0          0     74,153     74,130:         6         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2019                       :
     :      -373:      -339       -334        -39          0          0       -378       -373:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       27.1       72.8        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      27.2       27.1       72.8        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4         15          4          0          0          7         17:
Old  :        20:         4         15          4          0          0          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  :                 99.6       84.3      100.0       97.1       27.2       18.5       27.2       25.6
Old  :                 99.6       84.3      100.0       97.1       27.2       18.5       27.2       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 22, 2019