WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :   465,009:   110,716    107,175    188,697    138,068    127,034    437,481    422,907:    27,527     42,102
Old  :   400,316:   107,615     99,921    158,566    112,092    107,482    378,273    365,969:    22,044     34,348
Other:    64,692:    18,170     22,323     15,062     25,976     19,552     59,209     56,938:     5,483      7,755
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    16,288:     5,175     -3,613     12,890       -467      7,352     17,597     16,629:    -1,310       -341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       23.0       40.6       29.7       27.3       94.1       90.9:       5.9        9.1
Old  :     100.0:      26.9       25.0       39.6       28.0       26.8       94.5       91.4:       5.5        8.6
Other:     100.0:      28.1       34.5       23.3       40.2       30.2       91.5       88.0:       8.5       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        99        124        131         93        102        272        285:
Old  :       347:       101        119        120         87         98        256        273:
Other:       146:        33         44         33         38         54         93        112:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       11.2       20.3       18.5        7.4        7.8       12.6       12.2
Old  :                 11.7       11.5       20.6       19.5        7.8        8.2       13.5       13.2
Other:                 28.4       25.6       48.3       37.6       24.6       19.0       39.2       29.4
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    16,229:     6,590      1,997        704      8,238     13,188     15,532     15,889:       697        340
Old  :    16,229:     6,590      1,997        704      8,238     13,188     15,532     15,889:       697        340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,186:       534         22       -126     -3,478     -2,572     -3,070     -2,676:      -116       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       12.3        4.3       50.8       81.3       95.7       97.9:       4.3        2.1
Old  :     100.0:      40.6       12.3        4.3       50.8       81.3       95.7       97.9:       4.3        2.1
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  :        26:         4          5          2          9         14         14         20:
Old  :        26:         4          5          2          9         14         14         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  :                 64.3       54.2       81.8       77.7       49.7       46.3       62.4       59.6
Old  :                 64.3       54.2       81.8       77.7       49.7       46.3       62.4       59.6
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 10, 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  :   318,580:    73,846     97,735     96,132    118,553    106,187    288,531    300,054:    30,048     18,525
Old  :   289,386:    74,807     98,769     82,944    105,262     91,687    263,013    273,400:    26,372     15,985
Other:    29,194:     9,403      9,330      2,824     13,291     14,500     25,518     26,654:     3,676      2,540
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     8,800:     3,956     -2,000     10,160     -7,238        693      6,878      8,853:     1,921        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       30.7       30.2       37.2       33.3       90.6       94.2:       9.4        5.8
Old  :     100.0:      25.9       34.1       28.7       36.4       31.7       90.9       94.5:       9.1        5.5
Other:     100.0:      32.2       32.0        9.7       45.5       49.7       87.4       91.3:      12.6        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        92         64         76        108         87        235        197:
Old  :       283:        89         64         69        106         83        227        188:
Other:       120:        26         23         18         36         46         75         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       15.1       18.7       24.4        7.8       13.2       13.4       20.5
Old  :                 12.6       14.1       20.2       24.1        8.6       12.0       14.7       20.0
Other:                 23.5       54.8       37.4       73.0       23.5       53.0       37.2       67.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  : 2,075,792:   297,705    369,665    567,697    878,241    918,279  1,743,642  1,855,641:   332,150    220,151
Old  : 1,938,239:   277,977    380,513    525,627    815,885    849,761  1,619,489  1,755,902:   318,750    182,337
Other:   137,553:    49,829     19,253     11,968     62,355     68,518    124,153     99,740:    13,400     37,814
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    86,050:     1,699     38,819     54,426     27,268     -4,008     83,394     89,237:     2,656     -3,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       17.8       27.3       42.3       44.2       84.0       89.4:      16.0       10.6
Old  :     100.0:      14.3       19.6       27.1       42.1       43.8       83.6       90.6:      16.4        9.4
Other:     100.0:      36.2       14.0        8.7       45.3       49.8       90.3       72.5:       9.7       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       940:       223        171        243        457        405        808        702:
Old  :       939:       226        173        227        451        396        795        684:
Other:       418:        62         54         36        106        252        189        322:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.5       10.2       13.2       15.9        5.1        6.6        8.9       10.3
Old  :                  7.8       10.4       13.6       16.2        5.2        6.2        8.9       10.2
Other:                 20.2       17.8       33.7       26.5       19.7       17.6       33.1       26.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :     4,952:     2,075        375        124      1,141      3,626      3,341      4,126:     1,612        826
Old  :     4,949:     2,075        375        124      1,138      3,626      3,338      4,126:     1,612        823
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       208:       -14         11         12          8        209          6        232:       203        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        7.6        2.5       23.0       73.2       67.5       83.3:      32.5       16.7
Old  :     100.0:      41.9        7.6        2.5       23.0       73.3       67.4       83.4:      32.6       16.6
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:        11          1          3          8          9         19         13:
Old  :        24:        11          1          3          8          9         19         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  :                 37.3       54.3       52.5       79.4       36.0       48.6       49.5       71.8
Old  :                 37.4       54.3       52.5       79.5       36.0       48.7       49.6       71.8
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 10, 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  :   781,241:   122,121    181,101    224,087    371,955    304,076    718,163    709,263:    63,078     71,977
Old  :   754,219:   122,835    182,970    210,716    359,614    293,294    693,165    686,980:    61,054     67,239
Other:    27,022:     7,270      6,114      5,387     12,341     10,782     24,998     22,284:     2,024      4,739
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    31,675:   -10,777     10,594     15,997     22,129      5,381     27,350     31,973:     4,325       -297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       23.2       28.7       47.6       38.9       91.9       90.8:       8.1        9.2
Old  :     100.0:      16.3       24.3       27.9       47.7       38.9       91.9       91.1:       8.1        8.9
Other:     100.0:      26.9       22.6       19.9       45.7       39.9       92.5       82.5:       7.5       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       163        142        196        197        199        469        444:
Old  :       562:       167        141        193        196        196        465        439:
Other:       173:        30         41         26         36         83         84        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9        9.9       19.1       17.8        8.1        7.6       15.0       12.9
Old  :                 10.9       10.0       19.2       18.1        8.3        7.7       15.3       13.2
Other:                 29.0       28.6       45.7       40.2       29.0       22.8       44.1       29.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :   526,548:   115,036    102,391    144,936    228,323    251,672    488,295    498,998:    38,253     27,550
Old  :   516,305:   116,019    103,148    139,868    223,727    246,670    479,614    489,685:    36,691     26,620
Other:    10,243:     2,468      2,694      1,617      4,596      5,002      8,681      9,313:     1,562        930
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    18,725:       563      9,584     14,344        225     -6,248     15,132     17,681:     3,593      1,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       19.4       27.5       43.4       47.8       92.7       94.8:       7.3        5.2
Old  :     100.0:      22.5       20.0       27.1       43.3       47.8       92.9       94.8:       7.1        5.2
Other:     100.0:      24.1       26.3       15.8       44.9       48.8       84.8       90.9:      15.2        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       113         74        131         90         86        274        251:
Old  :       334:       115         76        128         90         85        274        247:
Other:        55:         9         12         10         24         11         39         29:
     :----------------------------------------------------------------------------------------------------
     :             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       20.3       19.6       28.6       11.4       19.2       17.0       25.5
Old  :                 13.0       20.2       19.8       28.5       11.7       19.1       17.2       25.6
Other:                 35.9       39.3       57.8       60.0       29.7       38.7       48.0       55.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  : 1,244,642:   129,263    178,670    171,634    753,673    740,687  1,054,570  1,090,991:   190,072    153,651
Old  : 1,244,642:   129,263    178,670    171,634    753,673    740,687  1,054,570  1,090,991:   190,072    153,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    67,350:    -1,299    -11,379     26,000     38,980     56,256     63,680     70,876:     3,670     -3,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       14.4       13.8       60.6       59.5       84.7       87.7:      15.3       12.3
Old  :     100.0:      10.4       14.4       13.8       60.6       59.5       84.7       87.7:      15.3       12.3
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  :       205:        48         36         54         99         98        169        166:
Old  :       205:        48         36         54         99         98        169        166:
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  :                 20.1       23.3       28.3       32.9       15.4       19.8       21.4       25.7
Old  :                 20.1       23.3       28.3       32.9       15.4       19.8       21.4       25.7
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 10, 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  : 1,174,608:   114,428    415,887     17,436    859,649    651,198    991,514  1,084,521:   183,094     90,087
Old  : 1,174,608:   114,428    415,887     17,436    859,649    651,198    991,514  1,084,521:   183,094     90,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     4,149:     5,877      1,626     -8,397      1,319     14,084     -1,200      7,314:     5,349     -3,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       35.4        1.5       73.2       55.4       84.4       92.3:      15.6        7.7
Old  :     100.0:       9.7       35.4        1.5       73.2       55.4       84.4       92.3:      15.6        7.7
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  :       129:        21         16         14         80         68        105         94:
Old  :       129:        21         16         14         80         68        105         94:
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  :                 28.3       34.9       40.1       54.5       23.4       31.9       33.7       47.8
Old  :                 28.3       34.9       40.1       54.5       23.4       31.9       33.7       47.8
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 10, 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  :   476,748:    70,794     98,121    124,449    229,596    221,979    424,840    444,549:    51,909     32,200
Old  :   465,798:    71,405     98,042    119,179    224,275    217,458    414,860    434,679:    50,938     31,119
Other:    10,950:       824      1,514      3,835      5,321      4,521      9,979      9,870:       971      1,080
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     6,930:       826      2,681      3,033      1,470      2,105      5,329      7,819:     1,601       -889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       20.6       26.1       48.2       46.6       89.1       93.2:      10.9        6.8
Old  :     100.0:      15.3       21.0       25.6       48.1       46.7       89.1       93.3:      10.9        6.7
Other:     100.0:       7.5       13.8       35.0       48.6       41.3       91.1       90.1:       8.9        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        81         77        103        123         89        262        221:
Old  :       304:        84         77        100        123         86        260        217:
Other:        70:        11         17         15         28         16         51         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  :                  9.8       17.6       15.8       25.9        8.7       14.9       13.2       20.2
Old  :                  9.8       17.8       15.7       26.1        8.7       15.3       13.3       20.8
Other:                 38.1       40.4       60.2       59.6       30.6       25.3       40.7       35.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :     9,189:       657      1,597      1,412      5,591      5,370      7,660      8,379:     1,529        810
Old  :     9,189:       657      1,597      1,412      5,591      5,370      7,660      8,379:     1,529        810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       -22:       -12       -491         95       -310        545       -227        148:       205       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       17.4       15.4       60.8       58.4       83.4       91.2:      16.6        8.8
Old  :     100.0:       7.1       17.4       15.4       60.8       58.4       83.4       91.2:      16.6        8.8
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  :        50:         9         16         15         15         16         33         39:
Old  :        50:         9         16         15         15         16         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  :                 46.0       40.2       59.1       54.5       44.4       39.6       54.1       50.8
Old  :                 46.0       40.2       59.1       54.5       44.4       39.6       54.1       50.8
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 10, 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  : 3,552,843:   984,382  1,127,578    136,341  2,189,186  2,167,030  3,309,909  3,430,948:   242,934    121,895
Old  : 3,552,843:   984,382  1,127,578    136,341  2,189,186  2,167,030  3,309,909  3,430,948:   242,934    121,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     4,577:    46,678     16,231     -3,429    -70,143         47    -26,894     12,849:    31,471     -8,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       31.7        3.8       61.6       61.0       93.2       96.6:       6.8        3.4
Old  :     100.0:      27.7       31.7        3.8       61.6       61.0       93.2       96.6:       6.8        3.4
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  :       356:        80         50         52        173        138        279        214:
Old  :       356:        80         50         52        173        138        279        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  :                 23.4       29.5       36.1       47.1       23.1       28.1       34.9       45.2
Old  :                 23.4       29.5       36.1       47.1       23.1       28.1       34.9       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  : 4,437,760:   585,076    895,390    630,782  2,743,507  2,485,104  3,959,365  4,011,276:   478,395    426,484
Old  : 4,437,760:   585,076    895,390    630,782  2,743,507  2,485,104  3,959,365  4,011,276:   478,395    426,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    50,999:     4,185    -30,194     11,944     26,766     85,590     42,895     67,341:     8,104    -16,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       20.2       14.2       61.8       56.0       89.2       90.4:      10.8        9.6
Old  :     100.0:      13.2       20.2       14.2       61.8       56.0       89.2       90.4:      10.8        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  :       401:        72         85         96        208        192        334        319:
Old  :       401:        72         85         96        208        192        334        319:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       16.1       25.3       25.9       12.5       12.3       18.0       18.9
Old  :                 18.1       16.1       25.3       25.9       12.5       12.3       18.0       18.9
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, September 10, 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  :   819,095:   134,389    157,818     12,555    553,263    489,611    700,207    659,984:   118,888    159,111
Old  :   819,095:   134,389    157,818     12,555    553,263    489,611    700,207    659,984:   118,888    159,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -12,261:    22,218     -8,842     -3,946    -37,190     -2,281    -18,918    -15,069:     6,657      2,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       19.3        1.5       67.5       59.8       85.5       80.6:      14.5       19.4
Old  :     100.0:      16.4       19.3        1.5       67.5       59.8       85.5       80.6:      14.5       19.4
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  :       108:        17         16         12         56         62         79         84:
Old  :       108:        17         16         12         56         62         79         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       25.9       40.3       38.8       24.4       24.3       35.5       32.4
Old  :                 26.9       25.9       40.3       38.8       24.4       24.3       35.5       32.4
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 10, 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  : 4,615,208:   726,306    820,258    322,890  3,257,988  3,144,947  4,307,184  4,288,094:   308,024    327,114
Old  : 4,615,208:   726,306    820,258    322,890  3,257,988  3,144,947  4,307,184  4,288,094:   308,024    327,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   139,345:    -9,751    -15,416     32,809    138,426    121,917    161,484    139,311:   -22,140         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       17.8        7.0       70.6       68.1       93.3       92.9:       6.7        7.1
Old  :     100.0:      15.7       17.8        7.0       70.6       68.1       93.3       92.9:       6.7        7.1
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  :       321:        55         56         63        157        158        244        245:
Old  :       321:        55         56         63        157        158        244        245:
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  :                 31.3       23.6       42.0       32.9       20.3       18.8       30.7       26.4
Old  :                 31.3       23.6       42.0       32.9       20.3       18.8       30.7       26.4
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 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,016,859:   389,826    273,954    413,194  1,177,454  1,287,818  1,980,474  1,974,966:    36,385     41,893
Old  : 2,016,859:   389,826    273,954    413,194  1,177,454  1,287,818  1,980,474  1,974,966:    36,385     41,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    95,768:   101,283    -31,259     12,508    -15,997    111,391     97,794     92,640:    -2,026      3,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       13.6       20.5       58.4       63.9       98.2       97.9:       1.8        2.1
Old  :     100.0:      19.3       13.6       20.5       58.4       63.9       98.2       97.9:       1.8        2.1
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  :       172:        50         36         49         70         71        144        134:
Old  :       172:        50         36         49         70         71        144        134:
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  :                 23.0       23.5       42.4       37.7       17.7       16.3       25.7       23.7
Old  :                 23.0       23.5       42.4       37.7       17.7       16.3       25.7       23.7
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 10, 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  :    44,951:    23,861      3,905        485     12,866     31,591     37,212     35,982:     7,739      8,970
Old  :    44,951:    23,861      3,905        485     12,866     31,591     37,212     35,982:     7,739      8,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     3,969:     2,590      1,443         80      1,213      2,569      3,882      4,091:        87       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.1        8.7        1.1       28.6       70.3       82.8       80.0:      17.2       20.0
Old  :     100.0:      53.1        8.7        1.1       28.6       70.3       82.8       80.0:      17.2       20.0
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  :        94:        30         14          5         29         35         60         53:
Old  :        94:        30         14          5         29         35         60         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  :                 35.8       33.1       47.4       50.5       35.7       30.8       47.1       48.0
Old  :                 35.8       33.1       47.4       50.5       35.7       30.8       47.1       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :    89,902:    47,722      7,810        970     25,732     63,183     74,424     71,963:    15,478     17,939
Old  :    89,902:    47,722      7,810        970     25,732     63,183     74,424     71,963:    15,478     17,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     7,938:     5,179      2,887        159      2,426      5,137      7,764      8,183:       174       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.1        8.7        1.1       28.6       70.3       82.8       80.0:      17.2       20.0
Old  :     100.0:      53.1        8.7        1.1       28.6       70.3       82.8       80.0:      17.2       20.0
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  :        94:        30         14          5         29         35         60         53:
Old  :        94:        30         14          5         29         35         60         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  :                 35.8       33.1       47.4       50.5       35.7       30.8       47.1       48.0
Old  :                 35.8       33.1       47.4       50.5       35.7       30.8       47.1       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :    38,710:     2,839      1,404          0     33,993     36,144     36,832     37,548:     1,878      1,162
Old  :    38,710:     2,839      1,404          0     33,993     36,144     36,832     37,548:     1,878      1,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       487:      -267          0          0        943        525        676        525:      -189        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        3.6        0.0       87.8       93.4       95.1       97.0:       4.9        3.0
Old  :     100.0:       7.3        3.6        0.0       87.8       93.4       95.1       97.0:       4.9        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  :        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  :                 75.4       78.7       87.0       94.4       74.6       78.7       85.6       93.7
Old  :                 75.4       78.7       87.0       94.4       74.6       78.7       85.6       93.7
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 10, 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  :    23,116:    14,316     18,807      2,225      6,388      2,048     22,929     23,080:       187         36
Old  :    23,116:    14,316     18,807      2,225      6,388      2,048     22,929     23,080:       187         36
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,797:    -3,665     -4,605        322       -429        466     -3,772     -3,817:       -25         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       81.4        9.6       27.6        8.9       99.2       99.8:       0.8        0.2
Old  :     100.0:      61.9       81.4        9.6       27.6        8.9       99.2       99.8:       0.8        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18         20          4          4          2         26         22:
Old  :        42:        18         20          4          4          2         26         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  :                 61.4       58.6       88.0       75.8       60.9       53.0       73.2       65.1
Old  :                 61.4       58.6       88.0       75.8       60.9       53.0       73.2       65.1
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 10, 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  :    50,275:    24,658      5,060     10,273     15,325     32,866     50,256     48,199:        19      2,076
Old  :    50,275:    24,658      5,060     10,273     15,325     32,866     50,256     48,199:        19      2,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    21,209:       750        -60     10,203     10,260     11,463     21,213     21,606:        -4       -397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0       10.1       20.4       30.5       65.4      100.0       95.9:       0.0        4.1
Old  :     100.0:      49.0       10.1       20.4       30.5       65.4      100.0       95.9:       0.0        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         7          6          3          3         15         11         23:
Old  :        30:         7          6          3          3         15         11         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  :                 92.9       72.2       99.7       83.6       56.1       37.3       59.0       46.9
Old  :                 92.9       72.2       99.7       83.6       56.1       37.3       59.0       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :    12,810:     3,586      3,337      2,282      6,928      5,084     12,796     10,703:        14      2,107
Old  :    12,810:     3,586      3,337      2,282      6,928      5,084     12,796     10,703:        14      2,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     4,843:     1,503        709      2,273      1,073      1,846      4,849      4,828:        -6         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       26.0       17.8       54.1       39.7       99.9       83.6:       0.1       16.4
Old  :     100.0:      28.0       26.0       17.8       54.1       39.7       99.9       83.6:       0.1       16.4
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  :        23:         4          8          2          3          9          8         18:
Old  :        23:         4          8          2          3          9          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  :                 84.6       57.1       99.9       76.8       59.8       35.0       67.1       46.3
Old  :                 84.6       57.1       99.9       76.8       59.8       35.0       67.1       46.3
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 10, 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  :    52,608:    19,395     19,387     33,213          0          0     52,608     52,600:         0          8
Old  :    52,608:    19,395     19,387     33,213          0          0     52,608     52,600:         0          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       514:      -485       -455        999          0          0        514        544:         0        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       36.9       63.1        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      36.9       36.9       63.1        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6         16          7          0          0         10         20:
Old  :        23:         6         16          7          0          0         10         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  :                 88.5       79.4       99.6       94.6       35.4       30.1       36.9       35.7
Old  :                 88.5       79.4       99.6       94.6       35.4       30.1       36.9       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 13, 2019