WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   602,301:   109,923    163,210    231,690    212,713    155,762    554,326    550,662:    47,975     51,639
Old  :   140,633:    40,379     31,815     45,030     41,668     49,532    127,076    126,377:    13,557     14,256
Other:   461,668:   101,698    163,549    154,507    171,045    106,230    427,250    424,285:    34,418     37,382
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :     4,599:      -769     12,620      2,592      2,804     -9,437      4,626      5,774:       -27     -1,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       27.1       38.5       35.3       25.9       92.0       91.4:       8.0        8.6
Old  :     100.0:      28.7       22.6       32.0       29.6       35.2       90.4       89.9:       9.6       10.1
Other:     100.0:      22.0       35.4       33.5       37.0       23.0       92.5       91.9:       7.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       139        143        171        119        106        350        342:
Old  :       274:       107         62         64         75         73        198        184:
Other:       393:       112        142        142        105        101        304        309:
     :----------------------------------------------------------------------------------------------------
     :             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        9.8       19.4       16.9        8.0        7.2       12.2       12.2
Old  :                 14.6       19.9       25.5       30.9       12.2       18.4       20.5       26.9
Other:                 12.5       10.4       21.2       18.4       10.4        6.9       15.6       12.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :    18,356:     6,019        542      2,401      9,602     15,122     18,022     18,064:       334        292
Old  :     4,478:     3,375          0        194        909      4,109      4,478      4,303:         0        175
Other:    13,877:     2,838        736      2,012      8,693     11,013     13,543     13,761:       334        117
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :     1,404:       266       -384        291        929      1,695      1,487      1,603:       -83       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        3.0       13.1       52.3       82.4       98.2       98.4:       1.8        1.6
Old  :     100.0:      75.4        0.0        4.3       20.3       91.8      100.0       96.1:       0.0        3.9
Other:     100.0:      20.5        5.3       14.5       62.6       79.4       97.6       99.2:       2.4        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          3          5         16         13         24         20:
Old  :        11:         3          0          1          4          6          7          7:
Other:        27:         5          3          5         15         12         22         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       59.1       62.0       74.7       31.6       39.6       44.8       49.6
Old  :                 92.3       90.0      100.0       96.1       86.2       81.7       86.8       82.8
Other:                 37.7       53.7       59.7       72.9       29.5       44.2       47.0       53.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   346,142:    77,417    117,444    100,952    130,928    105,053    309,297    323,449:    36,845     22,693
Old  :    72,453:    20,341     21,163      8,225     31,705     38,579     60,271     67,967:    12,182      4,486
Other:   273,689:    68,986    108,191     80,817     99,223     66,474    249,026    255,482:    24,664     18,208
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    -6,370:     1,855      6,129     -5,578       -106     -7,286     -3,830     -6,736:    -2,540        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       33.9       29.2       37.8       30.3       89.4       93.4:      10.6        6.6
Old  :     100.0:      28.1       29.2       11.4       43.8       53.2       83.2       93.8:      16.8        6.2
Other:     100.0:      25.2       39.5       29.5       36.3       24.3       91.0       93.3:       9.0        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        82         67         82        101         88        224        203:
Old  :       179:        43         36         17         67         54        118         99:
Other:       259:        78         64         76         88         79        202        189:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       15.5       20.3       25.9        8.3       14.8       14.5       23.9
Old  :                 15.6       36.5       27.0       50.4       15.4       36.5       25.9       50.4
Other:                 13.8       14.7       22.8       25.4        9.0       12.9       16.2       21.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  : 2,233,832:   297,649    550,225    678,400    948,922    782,446  1,924,971  2,011,070:   308,861    222,762
Old  : 1,637,222:   293,930    557,933    454,589    664,202    501,852  1,412,721  1,514,374:   224,501    122,848
Other:   596,610:   107,155     95,729    120,374    284,721    280,593    512,250    496,696:    84,360     99,914
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    68,703:     3,512     33,981     25,252     36,899     10,478     65,662     69,711:     3,041     -1,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       24.6       30.4       42.5       35.0       86.2       90.0:      13.8       10.0
Old  :     100.0:      18.0       34.1       27.8       40.6       30.7       86.3       92.5:      13.7        7.5
Other:     100.0:      18.0       16.0       20.2       47.7       47.0       85.9       83.3:      14.1       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       894:       243        163        269        402        363        765        708:
Old  :       858:       224        178        223        383        324        704        640:
Other:       617:       121        109        114        211        300        399        472:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4        8.0       16.4       13.9        5.9        5.2        8.8        9.6
Old  :                 11.0        7.9       16.6       14.7        7.5        6.9       11.5       12.3
Other:                 14.3       15.6       22.5       23.7        9.2       10.6       14.4       15.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :     6,484:     1,864        201        408      2,240      4,677      4,512      5,286:     1,972      1,198
Old  :     2,689:       897        268         27        868      1,671      1,792      1,966:       897        723
Other:     3,795:     1,157        123        191      1,372      3,006      2,720      3,320:     1,075        475
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :       115:       -12       -850        -91         39      1,057        -64        116:       179         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        3.1        6.3       34.5       72.1       69.6       81.5:      30.4       18.5
Old  :     100.0:      33.3       10.0        1.0       32.3       62.1       66.6       73.1:      33.4       26.9
Other:     100.0:      30.5        3.2        5.0       36.2       79.2       71.7       87.5:      28.3       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        10          2          4         10         12         21         18:
Old  :        19:         4          4          2          4          9          9         14:
Other:        25:         8          3          3         10         12         19         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       52.4       57.0       68.6       35.3       43.6       43.5       53.7
Old  :                 59.4       52.8       66.4       66.5       52.1       41.1       53.3       54.8
Other:                 48.5       59.9       61.4       77.8       46.1       58.0       57.1       74.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   934,191:   127,548    197,731    274,173    472,448    364,653    874,169    836,557:    60,023     97,634
Old  :   662,272:   138,823    184,520    157,529    320,137    260,432    616,489    602,481:    45,783     59,792
Other:   271,919:    41,990     66,476     63,379    152,311    104,221    257,680    234,076:    14,239     37,843
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    33,889:    -6,643     17,049     13,633     27,211        486     34,200     31,168:      -311      2,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       21.2       29.3       50.6       39.0       93.6       89.5:       6.4       10.5
Old  :     100.0:      21.0       27.9       23.8       48.3       39.3       93.1       91.0:       6.9        9.0
Other:     100.0:      15.4       24.4       23.3       56.0       38.3       94.8       86.1:       5.2       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       654:       155        190        229        212        246        500        558:
Old  :       624:       159        182        184        189        223        444        503:
Other:       446:        94        115        117        119        197        283        367:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       10.6       22.2       16.4       11.3        6.0       16.2        9.9
Old  :                 14.4       12.9       22.3       19.0       11.7        8.2       17.9       13.7
Other:                 23.7       14.4       35.1       23.9       16.9       12.2       25.4       17.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   505,393:   110,917    123,904    125,519    235,756    225,608    472,192    475,031:    33,201     30,362
Old  :   358,963:   113,396    130,844     70,852    153,239    134,738    337,487    336,434:    21,476     22,529
Other:   146,430:    37,806     33,345     14,382     82,517     90,870    134,705    138,597:    11,725      7,833
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    -6,309:    -1,925      3,258    -12,364      9,935      2,999     -4,354     -6,107:    -1,955       -201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       24.5       24.8       46.6       44.6       93.4       94.0:       6.6        6.0
Old  :     100.0:      31.6       36.5       19.7       42.7       37.5       94.0       93.7:       6.0        6.3
Other:     100.0:      25.8       22.8        9.8       56.4       62.1       92.0       94.7:       8.0        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:       100        103        131         92         92        271        269:
Old  :       327:        98        108        102         83         82        242        240:
Other:       191:        55         52         49         57         47        140        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       20.2       18.7       28.9        9.0       15.7       14.2       21.7
Old  :                 12.7       16.9       20.8       24.8       10.0       15.9       17.6       23.6
Other:                 22.5       39.1       32.8       51.9       22.1       36.5       32.0       48.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  : 1,152,099:   134,562    182,147    141,269    691,323    666,436    967,155    989,852:   184,944    162,247
Old  : 1,152,099:   134,562    182,147    141,269    691,323    666,436    967,155    989,852:   184,944    162,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    16,960:    -8,019      6,642     -1,151     14,159      4,105      4,990      9,596:    11,970      7,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       15.8       12.3       60.0       57.8       83.9       85.9:      16.1       14.1
Old  :     100.0:      11.7       15.8       12.3       60.0       57.8       83.9       85.9:      16.1       14.1
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  :       194:        36         47         46         88         90        151        156:
Old  :       194:        36         47         46         88         90        151        156:
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  :                 22.8       29.5       31.4       40.4       17.4       26.0       23.3       32.0
Old  :                 22.8       29.5       31.4       40.4       17.4       26.0       23.3       32.0
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, April 16, 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  : 1,176,561:    99,626    413,043     18,892    888,159    651,542  1,006,678  1,083,477:   169,883     93,084
Old  : 1,176,561:    99,626    413,043     18,892    888,159    651,542  1,006,678  1,083,477:   169,883     93,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    17,509:    -1,762      7,179      1,438     23,484      8,348     23,159     16,965:    -5,651        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       35.1        1.6       75.5       55.4       85.6       92.1:      14.4        7.9
Old  :     100.0:       8.5       35.1        1.6       75.5       55.4       85.6       92.1:      14.4        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  :       131:        21         18         19         79         68        107         98:
Old  :       131:        21         18         19         79         68        107         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       33.1       43.8       49.7       26.7       32.5       36.4       48.5
Old  :                 33.3       33.1       43.8       49.7       26.7       32.5       36.4       48.5
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, April 16, 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  :   477,608:    83,122     76,118    116,367    225,855    245,894    425,344    438,379:    52,263     39,229
Old  :   349,255:    98,987     80,365     60,526    148,339    179,134    307,852    320,025:    41,403     29,230
Other:   128,353:    21,735     33,353     18,241     77,516     66,759    117,492    118,354:    10,861      9,999
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :       531:     1,133      2,776     -5,134      4,923      1,745        922       -613:      -392      1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       15.9       24.4       47.3       51.5       89.1       91.8:      10.9        8.2
Old  :     100.0:      28.3       23.0       17.3       42.5       51.3       88.1       91.6:      11.9        8.4
Other:     100.0:      16.9       26.0       14.2       60.4       52.0       91.5       92.2:       8.5        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        80         81        105        112         97        253        235:
Old  :       305:        95         72         89        109         90        237        220:
Other:       181:        35         51         43         71         59        140        120:
     :----------------------------------------------------------------------------------------------------
     :             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       21.6       19.6       30.8       10.5       17.8       15.7       24.0
Old  :                 12.3       22.2       19.1       31.4       12.0       20.1       18.3       28.5
Other:                 24.2       27.0       35.0       41.3       20.3       19.7       29.6       30.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :     8,612:       590      3,333        731      5,656      3,192      6,976      7,256:     1,635      1,356
Old  :     8,402:       620      3,324        652      5,592      3,138      6,864      7,115:     1,538      1,287
Other:       210:         5         45         42         64         54        112        142:        98         68
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :       290:        13        383         57         92        -79        162        362:       128        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       38.7        8.5       65.7       37.1       81.0       84.3:      19.0       15.7
Old  :     100.0:       7.4       39.6        7.8       66.6       37.3       81.7       84.7:      18.3       15.3
Other:     100.0:       2.5       21.3       20.2       30.7       25.9       53.5       67.5:      46.5       32.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        11         17          9         16         15         31         37:
Old  :        48:        12         16          9         16         15         31         37:
Other:        14:         1          6          6          2          6          9         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.3       36.5       64.4       55.8       56.1       34.7       61.3       52.4
Old  :                 57.1       37.4       65.1       56.9       56.9       35.3       62.2       53.4
Other:                 43.1       45.1       53.0       62.3       27.3       29.6       27.3       38.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  : 3,712,530:   856,414  1,034,251    248,192  2,435,093  2,318,838  3,539,700  3,601,282:   172,830    111,248
Old  : 3,712,530:   856,414  1,034,251    248,192  2,435,093  2,318,838  3,539,700  3,601,282:   172,830    111,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    80,610:   -29,496     19,900     38,362     88,643     22,468     97,510     80,730:   -16,900       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       27.9        6.7       65.6       62.5       95.3       97.0:       4.7        3.0
Old  :     100.0:      23.1       27.9        6.7       65.6       62.5       95.3       97.0:       4.7        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:        75         59         60        178        142        291        223:
Old  :       360:        75         59         60        178        142        291        223:
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  :                 19.3       33.3       33.3       46.3       19.2       29.7       32.2       42.3
Old  :                 19.3       33.3       33.3       46.3       19.2       29.7       32.2       42.3
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, April 16, 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  : 4,895,760:   661,980    848,199    727,937  3,033,386  2,851,136  4,423,304  4,427,273:   472,456    468,487
Old  : 4,895,760:   661,980    848,199    727,937  3,033,386  2,851,136  4,423,304  4,427,273:   472,456    468,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :   198,583:    32,593     29,812     72,161    109,952     76,657    214,707    178,630:   -16,124     19,953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       17.3       14.9       62.0       58.2       90.3       90.4:       9.7        9.6
Old  :     100.0:      13.5       17.3       14.9       62.0       58.2       90.3       90.4:       9.7        9.6
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  :       416:        95         74         96        203        199        339        328:
Old  :       416:        95         74         96        203        199        339        328:
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  :                 19.1       18.9       26.3       27.9       15.0       15.7       21.3       23.9
Old  :                 19.1       18.9       26.3       27.9       15.0       15.7       21.3       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   748,228:    84,034    110,536      8,981    534,730    482,912    627,745    602,429:   120,484    145,799
Old  :   748,228:    84,034    110,536      8,981    534,730    482,912    627,745    602,429:   120,484    145,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    13,976:   -12,632      6,389        835     20,911      3,576      9,113     10,800:     4,863      3,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       14.8        1.2       71.5       64.5       83.9       80.5:      16.1       19.5
Old  :     100.0:      11.2       14.8        1.2       71.5       64.5       83.9       80.5:      16.1       19.5
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  :       107:        16         14         12         56         58         78         78:
Old  :       107:        16         14         12         56         58         78         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       25.6       45.6       37.7       30.8       24.2       42.9       34.2
Old  :                 31.9       25.6       45.6       37.7       30.8       24.2       42.9       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  : 4,985,017:   827,164    870,562    446,130  3,344,302  3,305,531  4,617,597  4,622,223:   367,420    362,793
Old  : 4,985,017:   827,164    870,562    446,130  3,344,302  3,305,531  4,617,597  4,622,223:   367,420    362,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :   228,902:    20,328     46,702     69,464    130,444    116,104    220,237    232,270:     8,665     -3,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       17.5        8.9       67.1       66.3       92.6       92.7:       7.4        7.3
Old  :     100.0:      16.6       17.5        8.9       67.1       66.3       92.6       92.7:       7.4        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        64         57         66        164        175        260        266:
Old  :       341:        64         57         66        164        175        260        266:
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  :                 29.5       23.8       39.4       33.4       21.1       21.1       29.9       29.3
Old  :                 29.5       23.8       39.4       33.4       21.1       21.1       29.9       29.3
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, April 16, 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  : 1,796,560:   183,446    365,726    430,635  1,145,228    958,762  1,759,310  1,755,124:    37,250     41,436
Old  : 1,796,560:   183,446    365,726    430,635  1,145,228    958,762  1,759,310  1,755,124:    37,250     41,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :    26,676:   -30,291          9      8,917     43,318     19,671     21,944     28,597:     4,732     -1,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       20.4       24.0       63.7       53.4       97.9       97.7:       2.1        2.3
Old  :     100.0:      10.2       20.4       24.0       63.7       53.4       97.9       97.7:       2.1        2.3
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  :       149:        26         48         48         60         68        117        136:
Old  :       149:        26         48         48         60         68        117        136:
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  :                 32.8       31.3       48.7       44.6       27.1       21.7       35.8       31.9
Old  :                 32.8       31.3       48.7       44.6       27.1       21.7       35.8       31.9
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, April 16, 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  :    41,377:    18,270      4,451      1,632     12,171     27,323     32,073     33,406:     9,304      7,971
Old  :    41,377:    18,270      4,451      1,632     12,171     27,323     32,073     33,406:     9,304      7,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :     1,397:      -376       -562       -556        416      2,109       -516        991:     1,913        406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       10.8        3.9       29.4       66.0       77.5       80.7:      22.5       19.3
Old  :     100.0:      44.2       10.8        3.9       29.4       66.0       77.5       80.7:      22.5       19.3
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  :        95:        30         20          8         25         29         59         53:
Old  :        95:        30         20          8         25         29         59         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  :                 26.2       36.5       39.1       52.5       26.2       33.7       37.8       49.7
Old  :                 26.2       36.5       39.1       52.5       26.2       33.7       37.8       49.7
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, April 16, 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  :    82,754:    36,539      8,903      3,265     24,342     54,645     64,146     66,813:    18,609     15,942
Old  :    82,754:    36,539      8,903      3,265     24,342     54,645     64,146     66,813:    18,609     15,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :     2,794:      -752     -1,124     -1,112        832      4,219     -1,032      1,983:     3,827        812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       10.8        3.9       29.4       66.0       77.5       80.7:      22.5       19.3
Old  :     100.0:      44.2       10.8        3.9       29.4       66.0       77.5       80.7:      22.5       19.3
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  :        95:        30         20          8         25         29         59         53:
Old  :        95:        30         20          8         25         29         59         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  :                 26.2       36.5       39.1       52.5       26.2       33.7       37.8       49.7
Old  :                 26.2       36.5       39.1       52.5       26.2       33.7       37.8       49.7
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, April 16, 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  :    26,294:     3,936        452          0     21,091     24,616     25,027     25,068:     1,267      1,226
Old  :    26,294:     3,936        452          0     21,091     24,616     25,027     25,068:     1,267      1,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :     1,603:       370       -241          0      1,328      1,261      1,698      1,020:       -95        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        1.7        0.0       80.2       93.6       95.2       95.3:       4.8        4.7
Old  :     100.0:      15.0        1.7        0.0       80.2       93.6       95.2       95.3:       4.8        4.7
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:         4          1          0         12         11         16         12:
Old  :        25:         4          1          0         12         11         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       72.5       82.9       91.4       62.4       72.5       82.6       90.4
Old  :                 62.4       72.5       82.9       91.4       62.4       72.5       82.6       90.4
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, April 16, 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  :    28,016:    12,626     26,740        100     15,042      1,143     27,768     27,983:       248         33
Old  :    28,016:    12,626     26,740        100     15,042      1,143     27,768     27,983:       248         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :       301:       368        962       -110         -4          0        254        852:        47       -551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1       95.4        0.4       53.7        4.1       99.1       99.9:       0.9        0.1
Old  :     100.0:      45.1       95.4        0.4       53.7        4.1       99.1       99.9:       0.9        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        20         19          1          5          1         26         20:
Old  :        44:        20         19          1          5          1         26         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       74.6       83.9       88.2       59.8       74.6       80.2       86.0
Old  :                 59.8       74.6       83.9       88.2       59.8       74.6       80.2       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :    19,863:    12,082      6,352         71      7,693     10,753     19,846     17,176:        17      2,687
Old  :    19,863:    12,082      6,352         71      7,693     10,753     19,846     17,176:        17      2,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :       -59:      -326       -670          0        280        -67        -46       -737:       -13        678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       32.0        0.4       38.7       54.1       99.9       86.5:       0.1       13.5
Old  :     100.0:      60.8       32.0        0.4       38.7       54.1       99.9       86.5:       0.1       13.5
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  :        36:         7         10          1          5         14         13         24:
Old  :        36:         7         10          1          5         14         13         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.3       39.2       98.5       60.1       89.3       38.9       98.5       59.7
Old  :                 89.3       39.2       98.5       60.1       89.3       38.9       98.5       59.7
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, April 16, 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  :    16,456:    13,618      4,401          9      2,757     10,527     16,384     14,937:        72      1,519
Old  :    16,456:    13,618      4,401          9      2,757     10,527     16,384     14,937:        72      1,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :      -515:      -518       -100          0        -12       -280       -530       -380:        15       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       26.7        0.1       16.8       64.0       99.6       90.8:       0.4        9.2
Old  :     100.0:      82.8       26.7        0.1       16.8       64.0       99.6       90.8:       0.4        9.2
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  :        28:         6          9          1          2         11          9         20:
Old  :        28:         6          9          1          2         11          9         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.7       62.8       99.5       83.0       94.7       62.7       99.5       83.0
Old  :                 94.7       62.8       99.5       83.0       94.7       62.7       99.5       83.0
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, April 16, 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  :    48,443:    18,936     18,953     29,463          0          0     48,399     48,416:        44         27
Old  :    48,443:    18,936     18,953     29,463          0          0     48,399     48,416:        44         27
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2019                        :
     :       123:       108        150          0          0          0        108        150:        15        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       39.1       60.8        0.0        0.0       99.9       99.9:       0.1        0.1
Old  :     100.0:      39.1       39.1       60.8        0.0        0.0       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6         15          4          0          0          8         18:
Old  :        22:         6         15          4          0          0          8         18:
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  :                 95.4       77.9       99.9       97.7       38.8       31.6       39.1       38.2
Old  :                 95.4       77.9       99.9       97.7       38.8       31.6       39.1       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 19, 2019