WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :   448,721:   105,542    110,788    175,808    138,535    119,683    419,884    406,278:    28,837     42,443
Old  :   386,360:    99,282    102,193    149,431    114,412    100,656    363,125    352,280:    23,235     34,080
Other:    62,361:    18,636     20,971     14,000     24,123     19,027     56,759     53,998:     5,602      8,363
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :     2,737:    -5,245     13,665      6,035      1,306    -15,465      2,095      4,235:       641     -1,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       24.7       39.2       30.9       26.7       93.6       90.5:       6.4        9.5
Old  :     100.0:      25.7       26.5       38.7       29.6       26.1       94.0       91.2:       6.0        8.8
Other:     100.0:      29.9       33.6       22.4       38.7       30.5       91.0       86.6:       9.0       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        93        132        125         92         99        265        282:
Old  :       346:        99        124        114         88         96        249        274:
Other:       144:        36         40         33         40         54         95        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       11.5       21.1       18.5        8.2        7.8       13.5       12.9
Old  :                 12.8       11.9       21.4       19.5        8.4        8.3       14.0       14.2
Other:                 30.6       26.2       48.8       37.8       26.0       19.4       39.3       29.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :    19,415:     6,056      1,974        830     11,716     15,760     18,602     18,565:       813        850
Old  :    19,415:     6,056      1,974        830     11,716     15,760     18,602     18,565:       813        850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :      -226:       148         26       -144       -215       -107       -211       -225:       -15         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       10.2        4.3       60.3       81.2       95.8       95.6:       4.2        4.4
Old  :     100.0:      31.2       10.2        4.3       60.3       81.2       95.8       95.6:       4.2        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  :        27:         3          6          3         10         15         16         21:
Old  :        27:         3          6          3         10         15         16         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  :                 67.5       53.8       84.8       76.2       52.6       45.7       63.9       56.8
Old  :                 67.5       53.8       84.8       76.2       52.6       45.7       63.9       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :   309,780:    69,890     99,735     85,972    125,791    105,494    281,653    291,201:    28,127     18,579
Old  :   284,193:    70,024    101,174     74,790    114,363     91,713    259,177    267,678:    25,017     16,516
Other:    25,586:     7,937      6,631      3,111     11,428     13,781     22,476     23,524:     3,110      2,063
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :     8,306:      -676      7,384     11,708     -3,374    -10,064      7,658      9,027:       648       -721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       32.2       27.8       40.6       34.1       90.9       94.0:       9.1        6.0
Old  :     100.0:      24.6       35.6       26.3       40.2       32.3       91.2       94.2:       8.8        5.8
Other:     100.0:      31.0       25.9       12.2       44.7       53.9       87.8       91.9:      12.2        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        95         67         68        109         90        232        198:
Old  :       289:        94         67         63        107         86        226        191:
Other:       108:        23         17         15         32         45         66         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       14.8       20.4       24.5        8.4       13.2       14.4       20.5
Old  :                 13.3       13.7       21.8       24.3        9.5       12.0       16.0       20.0
Other:                 26.3       54.3       41.0       70.0       26.3       54.3       40.6       63.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,989,742:   296,006    330,847    513,270    850,972    922,287  1,660,248  1,766,404:   329,494    223,338
Old  : 1,857,880:   281,870    349,521    464,711    795,049    856,521  1,541,630  1,670,753:   316,250    187,127
Other:   131,862:    51,302     18,491     11,393     55,923     65,766    118,619     95,651:    13,243     36,211
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -42,958:    -5,689     22,857     -5,104    -30,756    -52,933    -41,549    -35,180:    -1,409     -7,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       16.6       25.8       42.8       46.4       83.4       88.8:      16.6       11.2
Old  :     100.0:      15.2       18.8       25.0       42.8       46.1       83.0       89.9:      17.0       10.1
Other:     100.0:      38.9       14.0        8.6       42.4       49.9       90.0       72.5:      10.0       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       936:       230        155        230        453        418        795        700:
Old  :       934:       226        163        211        447        411        780        682:
Other:       414:        61         53         37        105        248        187        319:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.8        9.7       14.0       15.4        6.1        6.2       10.1        9.9
Old  :                  8.3        9.8       14.4       15.6        6.4        5.8       10.2        9.8
Other:                 22.3       18.9       36.5       27.6       21.7       18.9       35.4       27.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :     4,744:     2,089        364        113      1,133      3,417      3,335      3,893:     1,409        850
Old  :     4,741:     2,089        364        113      1,130      3,417      3,332      3,893:     1,409        847
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :        29:        -3         24         -1        -16        -48        -19        -25:        49         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        7.7        2.4       23.9       72.0       70.3       82.1:      29.7       17.9
Old  :     100.0:      44.1        7.7        2.4       23.8       72.1       70.3       82.1:      29.7       17.9
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          4          3          8          9         19         13:
Old  :        24:         8          4          3          7          9         18         13:
Other:         2:         0          0          0          2          0          2          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       53.3       54.7       78.4       38.0       48.6       52.8       71.7
Old  :                 38.1       53.4       54.8       78.4       38.0       48.7       52.8       71.7
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :   749,565:   132,898    170,507    208,089    349,826    298,695    690,813    677,291:    58,753     72,274
Old  :   724,512:   133,874    172,202    195,897    337,800    288,820    667,571    656,920:    56,941     67,592
Other:    25,053:     6,836      6,117      4,379     12,026      9,874     23,241     20,371:     1,812      4,682
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :     1,010:      -769     -4,988     -3,958      3,967      9,884       -760        937:     1,770         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       22.7       27.8       46.7       39.8       92.2       90.4:       7.8        9.6
Old  :     100.0:      18.5       23.8       27.0       46.6       39.9       92.1       90.7:       7.9        9.3
Other:     100.0:      27.3       24.4       17.5       48.0       39.4       92.8       81.3:       7.2       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       163        144        197        194        201        467        446:
Old  :       563:       171        141        190        193        198        462        439:
Other:       172:        26         45         27         34         84         81        136:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2       10.0       18.6       18.1        8.0        7.9       14.6       13.5
Old  :                 10.2       10.3       18.7       18.4        8.2        8.1       14.8       13.8
Other:                 30.1       27.8       47.5       39.8       30.1       24.2       46.3       31.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :   507,823:   114,474     92,807    130,591    228,098    257,919    473,163    481,318:    34,660     26,505
Old  :   497,856:   115,727     93,805    125,520    223,514    252,994    464,761    472,320:    33,095     25,536
Other:     9,967:     2,335      2,590      1,483      4,584      4,925      8,402      8,998:     1,565        969
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :    11,790:     2,101     -1,097      9,892          4      2,568     11,997     11,363:      -207        427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       18.3       25.7       44.9       50.8       93.2       94.8:       6.8        5.2
Old  :     100.0:      23.2       18.8       25.2       44.9       50.8       93.4       94.9:       6.6        5.1
Other:     100.0:      23.4       26.0       14.9       46.0       49.4       84.3       90.3:      15.7        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:       111         77        129         88         89        276        249:
Old  :       333:       116         78        126         88         88        276        245:
Other:        57:         9         15         10         23         11         38         32:
     :----------------------------------------------------------------------------------------------------
     :             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       22.0       20.0       29.6       11.7       20.5       17.3       26.5
Old  :                 13.7       21.8       20.4       29.6       12.0       20.4       17.6       26.5
Other:                 35.5       39.9       57.6       59.2       29.2       39.2       47.8       55.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  : 1,177,293:   130,562    190,049    145,635    714,693    684,431    990,890  1,020,115:   186,402    157,178
Old  : 1,177,293:   130,562    190,049    145,635    714,693    684,431    990,890  1,020,115:   186,402    157,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -29,485:     2,618     10,755    -12,807      4,302     -2,266     -5,887     -4,318:   -23,598    -25,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       16.1       12.4       60.7       58.1       84.2       86.6:      15.8       13.4
Old  :     100.0:      11.1       16.1       12.4       60.7       58.1       84.2       86.6:      15.8       13.4
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  :       200:        44         37         52        101         93        167        160:
Old  :       200:        44         37         52        101         93        167        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       25.0       28.1       34.6       14.3       20.5       20.5       27.4
Old  :                 20.3       25.0       28.1       34.6       14.3       20.5       20.5       27.4
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, September 03, 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  : 1,170,459:   108,551    414,261     25,833    858,330    637,114    992,714  1,077,208:   177,745     93,252
Old  : 1,170,459:   108,551    414,261     25,833    858,330    637,114    992,714  1,077,208:   177,745     93,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -54,873:     2,781      4,809    -19,696    -10,673    -14,145    -27,588    -29,032:   -27,285    -25,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       35.4        2.2       73.3       54.4       84.8       92.0:      15.2        8.0
Old  :     100.0:       9.3       35.4        2.2       73.3       54.4       84.8       92.0:      15.2        8.0
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  :       128:        18         19         17         81         68        107         96:
Old  :       128:        18         19         17         81         68        107         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       34.6       40.7       54.1       23.9       30.9       34.1       46.6
Old  :                 28.9       34.6       40.7       54.1       23.9       30.9       34.1       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :   469,818:    69,969     95,441    121,415    228,127    219,873    419,510    436,729:    50,308     33,089
Old  :   459,004:    70,545     95,192    116,244    222,798    215,421    409,587    426,857:    49,417     32,146
Other:    10,814:       776      1,602      3,818      5,329      4,452      9,923      9,872:       891        942
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :    -4,478:    -1,770      8,336      3,927     -8,233    -18,853     -6,076     -6,590:     1,598      2,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       20.3       25.8       48.6       46.8       89.3       93.0:      10.7        7.0
Old  :     100.0:      15.4       20.7       25.3       48.5       46.9       89.2       93.0:      10.8        7.0
Other:     100.0:       7.2       14.8       35.3       49.3       41.2       91.8       91.3:       8.2        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        76         80         99        119         87        252        220:
Old  :       303:        80         79         98        119         84        252        216:
Other:        66:         8         17         14         27         15         46         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       17.6       16.7       25.1        8.9       15.1       13.6       20.3
Old  :                 10.4       17.7       16.6       25.3        9.0       15.4       13.7       20.8
Other:                 42.9       41.1       62.8       59.0       29.6       24.3       40.3       34.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,211:       669      2,089      1,318      5,901      4,825      7,887      8,231:     1,323        980
Old  :     9,211:       669      2,089      1,318      5,901      4,825      7,887      8,231:     1,323        980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :      -792:         1       -793       -264       -520        232       -783       -826:        -8         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       22.7       14.3       64.1       52.4       85.6       89.4:      14.4       10.6
Old  :     100.0:       7.3       22.7       14.3       64.1       52.4       85.6       89.4:      14.4       10.6
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  :        52:         8         21         13         16         14         33         39:
Old  :        52:         8         21         13         16         14         33         39:
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  :                 48.8       38.0       62.0       52.6       47.3       37.6       56.8       51.3
Old  :                 48.8       38.0       62.0       52.6       47.3       37.6       56.8       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  : 3,548,266:   937,704  1,111,347    139,770  2,259,329  2,166,983  3,336,803  3,418,099:   211,463    130,167
Old  : 3,548,266:   937,704  1,111,347    139,770  2,259,329  2,166,983  3,336,803  3,418,099:   211,463    130,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :  -183,853:    87,066     -9,073    -79,513   -105,968     -6,252    -98,415    -94,838:   -85,438    -89,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       31.3        3.9       63.7       61.1       94.0       96.3:       6.0        3.7
Old  :     100.0:      26.4       31.3        3.9       63.7       61.1       94.0       96.3:       6.0        3.7
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  :       353:        80         52         57        174        135        284        214:
Old  :       353:        80         52         57        174        135        284        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       29.9       35.0       47.6       23.1       28.2       33.7       45.3
Old  :                 23.3       29.9       35.0       47.6       23.1       28.2       33.7       45.3
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, September 03, 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  : 4,386,760:   580,891    925,584    618,837  2,716,742  2,399,514  3,916,470  3,943,935:   470,290    442,825
Old  : 4,386,760:   580,891    925,584    618,837  2,716,742  2,399,514  3,916,470  3,943,935:   470,290    442,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :  -194,617:    -1,307     34,287    -52,009    -59,681   -151,118   -112,997   -168,840:   -81,620    -25,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       21.1       14.1       61.9       54.7       89.3       89.9:      10.7       10.1
Old  :     100.0:      13.2       21.1       14.1       61.9       54.7       89.3       89.9:      10.7       10.1
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  :       393:        79         72         93        205        190        328        311:
Old  :       393:        79         72         93        205        190        328        311:
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  :                 17.4       16.7       24.1       26.2       13.2       13.8       19.1       20.1
Old  :                 17.4       16.7       24.1       26.2       13.2       13.8       19.1       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :   831,356:   112,171    166,660     16,501    590,453    491,892    719,125    675,053:   112,231    156,303
Old  :   831,356:   112,171    166,660     16,501    590,453    491,892    719,125    675,053:   112,231    156,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -51,112:    -3,313     26,794    -26,721     -8,481    -29,850    -38,515    -29,777:   -12,597    -21,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       20.0        2.0       71.0       59.2       86.5       81.2:      13.5       18.8
Old  :     100.0:      13.5       20.0        2.0       71.0       59.2       86.5       81.2:      13.5       18.8
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  :       110:        14         19         13         58         64         80         88:
Old  :       110:        14         19         13         58         64         80         88:
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  :                 27.6       25.1       41.2       36.6       25.5       22.5       37.6       30.0
Old  :                 27.6       25.1       41.2       36.6       25.5       22.5       37.6       30.0
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, September 03, 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  : 4,475,863:   736,057    835,673    290,080  3,119,562  3,023,030  4,145,700  4,148,783:   330,164    327,080
Old  : 4,475,863:   736,057    835,673    290,080  3,119,562  3,023,030  4,145,700  4,148,783:   330,164    327,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :  -377,081:   -26,293        471   -161,298   -120,751    -88,896   -308,342   -249,723:   -68,740   -127,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       18.7        6.5       69.7       67.5       92.6       92.7:       7.4        7.3
Old  :     100.0:      16.4       18.7        6.5       69.7       67.5       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  :       322:        56         52         62        159        157        244        242:
Old  :       322:        56         52         62        159        157        244        242:
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  :                 31.7       23.7       42.3       33.1       20.2       18.8       29.6       26.1
Old  :                 31.7       23.7       42.3       33.1       20.2       18.8       29.6       26.1
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, September 03, 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  : 1,921,091:   288,543    305,213    400,686  1,193,451  1,176,427  1,882,680  1,882,326:    38,411     38,765
Old  : 1,921,091:   288,543    305,213    400,686  1,193,451  1,176,427  1,882,680  1,882,326:    38,411     38,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :  -305,681:   -74,648   -103,569    -25,823   -196,109   -161,291   -296,581   -290,683:    -9,100    -14,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.9       20.9       62.1       61.2       98.0       98.0:       2.0        2.0
Old  :     100.0:      15.0       15.9       20.9       62.1       61.2       98.0       98.0:       2.0        2.0
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  :       166:        44         37         51         69         71        136        138:
Old  :       166:        44         37         51         69         71        136        138:
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  :                 25.0       21.7       42.5       35.2       15.8       14.5       23.2       24.0
Old  :                 25.0       21.7       42.5       35.2       15.8       14.5       23.2       24.0
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, September 03, 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  :    40,982:    21,272      2,462        405     11,653     29,023     33,330     31,890:     7,652      9,092
Old  :    40,982:    21,272      2,462        405     11,653     29,023     33,330     31,890:     7,652      9,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :       338:       828       -456        -76       -826        602        -73         70:       411        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9        6.0        1.0       28.4       70.8       81.3       77.8:      18.7       22.2
Old  :     100.0:      51.9        6.0        1.0       28.4       70.8       81.3       77.8:      18.7       22.2
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  :        85:        29          9          7         26         33         56         48:
Old  :        85:        29          9          7         26         33         56         48:
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  :                 37.0       36.4       47.8       52.2       36.9       34.2       47.6       49.9
Old  :                 37.0       36.4       47.8       52.2       36.9       34.2       47.6       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :    81,964:    42,543      4,924        811     23,306     58,046     66,660     63,780:    15,304     18,184
Old  :    81,964:    42,543      4,924        811     23,306     58,046     66,660     63,780:    15,304     18,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :       676:     1,655       -912       -151     -1,651      1,204       -147        141:       822        535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9        6.0        1.0       28.4       70.8       81.3       77.8:      18.7       22.2
Old  :     100.0:      51.9        6.0        1.0       28.4       70.8       81.3       77.8:      18.7       22.2
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  :        85:        29          9          7         26         33         56         48:
Old  :        85:        29          9          7         26         33         56         48:
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  :                 37.0       36.4       47.8       52.2       36.9       34.2       47.6       49.9
Old  :                 37.0       36.4       47.8       52.2       36.9       34.2       47.6       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :    38,223:     3,106      1,404          0     33,050     35,619     36,156     37,023:     2,067      1,200
Old  :    38,223:     3,106      1,404          0     33,050     35,619     36,156     37,023:     2,067      1,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :      -794:         3       -335          0       -681       -338       -678       -673:      -116       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        3.7        0.0       86.5       93.2       94.6       96.9:       5.4        3.1
Old  :     100.0:       8.1        3.7        0.0       86.5       93.2       94.6       96.9:       5.4        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:         4          2          0         11         10         15         12:
Old  :        23:         4          2          0         11         10         15         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  :                 74.5       78.1       86.8       94.1       73.7       78.1       85.4       93.4
Old  :                 74.5       78.1       86.8       94.1       73.7       78.1       85.4       93.4
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, September 03, 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  :    26,913:    17,981     23,412      1,903      6,817      1,582     26,701     26,897:       212         16
Old  :    26,913:    17,981     23,412      1,903      6,817      1,582     26,701     26,897:       212         16
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :       208:       181      1,844          0          0     -1,636        181        208:        27          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.8       87.0        7.1       25.3        5.9       99.2       99.9:       0.8        0.1
Old  :     100.0:      66.8       87.0        7.1       25.3        5.9       99.2       99.9:       0.8        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  :        45:        23         17          5          4          3         30         22:
Old  :        45:        23         17          5          4          3         30         22:
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  :                 58.0       72.2       82.7       85.8       55.1       70.2       73.0       79.4
Old  :                 58.0       72.2       82.7       85.8       55.1       70.2       73.0       79.4
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, September 03, 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  :    29,066:    23,908      5,120         70      5,065     21,403     29,043     26,593:        23      2,473
Old  :    29,066:    23,908      5,120         70      5,065     21,403     29,043     26,593:        23      2,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :     1,580:     1,644        168         13        -76      1,169      1,581      1,350:        -1        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.3       17.6        0.2       17.4       73.6       99.9       91.5:       0.1        8.5
Old  :     100.0:      82.3       17.6        0.2       17.4       73.6       99.9       91.5:       0.1        8.5
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  :        31:         7          6          2          2         16         10         23:
Old  :        31:         7          6          2          2         16         10         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.2       62.9       99.6       78.8       98.1       62.7       99.6       78.6
Old  :                 98.2       62.9       99.6       78.8       98.1       62.7       99.6       78.6
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, September 03, 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  :     7,967:     2,083      2,628          9      5,855      3,238      7,947      5,875:        20      2,092
Old  :     7,967:     2,083      2,628          9      5,855      3,238      7,947      5,875:        20      2,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :    -1,085:    -1,079       -417          9          0       -540     -1,070       -948:       -15       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       33.0        0.1       73.5       40.6       99.7       73.7:       0.3       26.3
Old  :     100.0:      26.1       33.0        0.1       73.5       40.6       99.7       73.7:       0.3       26.3
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  :        24:         5          7          1          3          9          8         17:
Old  :        24:         5          7          1          3          9          8         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  :                 85.6       55.6       99.7       68.6       85.6       55.6       99.6       68.6
Old  :                 85.6       55.6       99.7       68.6       85.6       55.6       99.6       68.6
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, September 03, 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  :    52,094:    19,880     19,842     32,214          0          0     52,094     52,056:         0         38
Old  :    52,094:    19,880     19,842     32,214          0          0     52,094     52,056:         0         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :     3,354:     2,104      2,104      1,250          0          0      3,354      3,354:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       38.1       61.8        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      38.2       38.1       61.8        0.0        0.0      100.0       99.9:       0.0        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          5          0          0          8         19:
Old  :        22:         6         15          5          0          0          8         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.9       75.1      100.0       93.6       36.7       28.1       38.2       36.4
Old  :                 91.9       75.1      100.0       93.6       36.7       28.1       38.2       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 06, 2019