WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   446,663:   103,512    100,700    178,843    136,280    125,741    418,634    405,284:    28,029     41,380
Old  :   377,763:   103,098     95,681    144,625    107,470    104,057    355,193    344,363:    22,571     33,400
Other:    68,900:    18,929     23,534     15,703     28,810     21,684     63,442     60,920:     5,458      7,980
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -11,429:    -4,958     -2,316     -5,030     -2,478     -4,022    -12,466    -11,367:     1,037        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       22.5       40.0       30.5       28.2       93.7       90.7:       6.3        9.3
Old  :     100.0:      27.3       25.3       38.3       28.4       27.5       94.0       91.2:       6.0        8.8
Other:     100.0:      27.5       34.2       22.8       41.8       31.5       92.1       88.4:       7.9       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:       101        114        127         88        101        261        280:
Old  :       331:       104        107        116         83         97        244        266:
Other:       151:        35         43         35         41         58        100        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       11.0       20.4       18.8        7.6        8.2       12.1       13.3
Old  :                 11.9       11.5       19.8       20.4        7.9        9.2       13.4       14.7
Other:                 28.0       26.4       47.4       38.9       25.2       20.6       39.8       29.8
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :    15,828:     7,821      2,100        677      6,617     12,756     15,115     15,532:       714        296
Old  :    15,828:     7,821      2,100        677      6,617     12,756     15,115     15,532:       714        296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :       206:       476         -6        -73       -200        284        203        205:         4          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4       13.3        4.3       41.8       80.6       95.5       98.1:       4.5        1.9
Old  :     100.0:      49.4       13.3        4.3       41.8       80.6       95.5       98.1:       4.5        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          4          3         11         13         16         20:
Old  :        25:         5          4          3         11         13         16         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  :                 61.8       60.0       79.4       79.5       56.3       48.4       69.2       64.7
Old  :                 61.8       60.0       79.4       79.5       56.3       48.4       69.2       64.7
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 24, 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  :   320,059:    74,996     92,698     99,283    116,065    109,158    290,344    301,139:    29,715     18,920
Old  :   287,475:    76,843     93,123     84,954     99,847     92,959    261,643    271,035:    25,832     16,440
Other:    32,583:     9,126     10,548      3,356     16,218     16,199     28,701     30,104:     3,883      2,480
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     4,182:       908     -1,036      1,338      1,980      3,827      4,227      4,129:       -44         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       29.0       31.0       36.3       34.1       90.7       94.1:       9.3        5.9
Old  :     100.0:      26.7       32.4       29.6       34.7       32.3       91.0       94.3:       9.0        5.7
Other:     100.0:      28.0       32.4       10.3       49.8       49.7       88.1       92.4:      11.9        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:       101         58         71        106         89        238        191:
Old  :       283:        96         57         67        103         84        227        185:
Other:       123:        28         21         18         38         46         79         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       16.2       18.5       26.1        8.0       13.2       13.7       20.5
Old  :                 12.1       15.3       20.2       26.0        8.9       12.2       15.1       20.1
Other:                 24.1       53.5       37.6       69.6       24.1       52.2       36.6       65.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  : 2,012,801:   276,396    386,798    558,089    835,707    853,941  1,670,191  1,798,828:   342,610    213,974
Old  : 1,866,434:   262,986    397,735    509,097    765,557    786,641  1,537,640  1,693,473:   328,794    172,961
Other:   146,367:    48,051     23,704     14,350     70,150     67,300    132,551    105,355:    13,816     41,012
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -57,837:    -3,236     -9,551    -29,125    -24,491    -19,778    -56,852    -58,454:      -984        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       19.2       27.7       41.5       42.4       83.0       89.4:      17.0       10.6
Old  :     100.0:      14.1       21.3       27.3       41.0       42.1       82.4       90.7:      17.6        9.3
Other:     100.0:      32.8       16.2        9.8       47.9       46.0       90.6       72.0:       9.4       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       911:       207        170        233        446        398        781        685:
Old  :       909:       206        176        219        440        390        770        667:
Other:       416:        64         56         36         99        247        183        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        8.8       13.4       15.0        5.3        5.2        9.1        9.5
Old  :                  7.7        9.0       13.5       15.6        5.3        5.1        9.0        9.5
Other:                 19.6       16.4       32.1       25.2       18.5       16.2       30.5       24.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :     5,713:     2,269        287        114      1,585      4,526      3,968      4,928:     1,744        785
Old  :     5,706:     2,269        287        114      1,582      4,526      3,965      4,928:     1,740        778
Other:         7:         0          0          0          3          0          3          0:         4          7
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :        43:       -15         88        -15        150         22        120         95:       -77        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        5.0        2.0       27.7       79.2       69.5       86.3:      30.5       13.7
Old  :     100.0:      39.8        5.0        2.0       27.7       79.3       69.5       86.4:      30.5       13.6
Other:     100.0:       0.0        0.0        0.0       42.9        0.0       42.9        0.0:      57.1      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10          4          3          8          9         20         14:
Old  :        26:        10          4          3          8          9         20         14:
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  :                 37.2       57.3       51.4       79.8       33.7       48.6       47.0       67.0
Old  :                 37.2       57.3       51.5       79.9       33.7       48.6       47.1       67.1
Other:                 42.9        0.0       42.9        0.0       42.9        0.0       42.9        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   805,480:   133,784    142,117    236,028    370,971    357,864    740,783    736,009:    64,697     69,471
Old  :   766,504:   133,888    145,986    216,251    354,386    340,408    704,526    702,645:    61,977     63,859
Other:    38,976:    10,472      6,708      9,200     16,584     17,456     36,256     33,364:     2,719      5,612
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    11,970:       338     -7,240      4,046      5,815     14,909     10,199     11,715:     1,772        255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       17.6       29.3       46.1       44.4       92.0       91.4:       8.0        8.6
Old  :     100.0:      17.5       19.0       28.2       46.2       44.4       91.9       91.7:       8.1        8.3
Other:     100.0:      26.9       17.2       23.6       42.6       44.8       93.0       85.6:       7.0       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       572:       168        134        201        208        206        479        451:
Old  :       570:       164        141        195        207        205        475        445:
Other:       194:        42         34         28         38        100         93        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       10.7       19.4       19.1        8.4        8.0       14.2       13.4
Old  :                 11.3       10.9       19.6       19.3        8.6        8.0       14.8       13.7
Other:                 26.6       26.9       44.1       38.6       26.6       20.4       39.9       27.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   526,593:   117,106     67,751    154,358    217,943    276,106    489,407    498,214:    37,185     28,378
Old  :   514,143:   118,282     70,046    147,162    213,187    269,682    478,631    486,890:    35,512     27,253
Other:    12,449:     3,777      2,658      2,243      4,756      6,424     10,776     11,324:     1,673      1,125
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :      -819:    -1,673       -995      4,769     -2,881     -6,453        215     -2,678:    -1,033      1,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       12.9       29.3       41.4       52.4       92.9       94.6:       7.1        5.4
Old  :     100.0:      23.0       13.6       28.6       41.5       52.5       93.1       94.7:       6.9        5.3
Other:     100.0:      30.3       21.3       18.0       38.2       51.6       86.6       91.0:      13.4        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       118         71        142         90         83        288        254:
Old  :       339:       117         76        139         90         83        288        251:
Other:        60:        11         12         13         23         13         41         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       22.7       19.0       29.7       11.6       21.8       16.9       27.7
Old  :                 13.0       22.6       19.4       29.7       11.9       21.7       17.1       27.8
Other:                 35.0       38.9       53.1       57.7       29.3       38.4       44.5       53.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  : 1,187,163:   116,975    179,758    139,557    747,678    710,389  1,004,210  1,029,704:   182,952    157,458
Old  : 1,187,163:   116,975    179,758    139,557    747,678    710,389  1,004,210  1,029,704:   182,952    157,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :  -123,551:     6,950     11,341    -73,933    -57,504    -68,099   -124,487   -130,691:       935      7,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       15.1       11.8       63.0       59.8       84.6       86.7:      15.4       13.3
Old  :     100.0:       9.9       15.1       11.8       63.0       59.8       84.6       86.7:      15.4       13.3
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  :       188:        42         31         49         92         91        153        152:
Old  :       188:        42         31         49         92         91        153        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       24.0       30.0       33.6       16.6       20.9       23.2       27.7
Old  :                 21.7       24.0       30.0       33.6       16.6       20.9       23.2       27.7
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 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,138,620:   126,336    398,941     13,365    824,295    650,217    963,996  1,062,523:   174,624     76,097
Old  : 1,138,620:   126,336    398,941     13,365    824,295    650,217    963,996  1,062,523:   174,624     76,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -28,872:     8,234    -13,143     -4,133    -23,845     -1,974    -19,744    -19,250:    -9,127     -9,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       35.0        1.2       72.4       57.1       84.7       93.3:      15.3        6.7
Old  :     100.0:      11.1       35.0        1.2       72.4       57.1       84.7       93.3:      15.3        6.7
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  :       136:        23         17         17         78         71        106        100:
Old  :       136:        23         17         17         78         71        106        100:
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  :                 28.1       35.4       40.1       54.1       23.9       33.0       34.3       49.2
Old  :                 28.1       35.4       40.1       54.1       23.9       33.0       34.3       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   465,286:    72,707    100,927    119,431    220,396    215,953    412,534    436,310:    52,752     28,976
Old  :   453,412:    73,320    100,842    113,383    215,159    211,437    401,861    425,662:    51,551     27,751
Other:    11,874:     1,525      2,223      3,910      5,237      4,516     10,673     10,649:     1,201      1,225
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -9,641:     5,905        536     -5,605    -11,438     -2,594    -11,138     -7,663:     1,497     -1,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       21.7       25.7       47.4       46.4       88.7       93.8:      11.3        6.2
Old  :     100.0:      16.2       22.2       25.0       47.5       46.6       88.6       93.9:      11.4        6.1
Other:     100.0:      12.8       18.7       32.9       44.1       38.0       89.9       89.7:      10.1       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        77         72         97        123         93        259        220:
Old  :       302:        83         70         96        123         92        259        217:
Other:        68:        11         16         16         31         15         53         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.3       17.2       15.3       25.5        8.6       15.0       13.3       20.7
Old  :                  9.2       17.7       14.9       25.8        8.6       15.6       13.5       21.5
Other:                 36.0       34.2       58.1       51.5       29.3       21.2       39.5       32.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :    11,688:     2,817      1,788      1,449      5,566      7,283      9,832     10,520:     1,856      1,168
Old  :    11,688:     2,817      1,788      1,449      5,566      7,283      9,832     10,520:     1,856      1,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :       896:     1,037        275        -95        -64        417        879        597:        17        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       15.3       12.4       47.6       62.3       84.1       90.0:      15.9       10.0
Old  :     100.0:      24.1       15.3       12.4       47.6       62.3       84.1       90.0:      15.9       10.0
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  :        56:        16         16         13         13         18         39         38:
Old  :        56:        16         16         13         13         18         39         38:
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  :                 38.9       40.5       52.1       57.2       37.4       39.2       50.2       53.8
Old  :                 38.9       40.5       52.1       57.2       37.4       39.2       50.2       53.8
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 24, 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  : 3,705,484: 1,076,507  1,208,154     83,914  2,348,848  2,309,598  3,509,269  3,601,666:   196,214    103,818
Old  : 3,705,484: 1,076,507  1,208,154     83,914  2,348,848  2,309,598  3,509,269  3,601,666:   196,214    103,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    67,271:    46,062      4,864    -59,079     77,050    114,460     64,033     60,244:     3,238      7,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       32.6        2.3       63.4       62.3       94.7       97.2:       5.3        2.8
Old  :     100.0:      29.1       32.6        2.3       63.4       62.3       94.7       97.2:       5.3        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:        84         52         58        176        138        287        221:
Old  :       363:        84         52         58        176        138        287        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       31.2       37.3       46.4       23.5       30.3       37.0       45.4
Old  :                 23.8       31.2       37.3       46.4       23.5       30.3       37.0       45.4
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 24, 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  : 4,323,837:   567,163    818,943    576,689  2,713,313  2,529,938  3,857,165  3,925,570:   466,672    398,267
Old  : 4,323,837:   567,163    818,943    576,689  2,713,313  2,529,938  3,857,165  3,925,570:   466,672    398,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :  -271,611:    40,391    -41,382   -178,351   -151,606    -30,543   -289,566   -250,277:    17,955    -21,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       18.9       13.3       62.8       58.5       89.2       90.8:      10.8        9.2
Old  :     100.0:      13.1       18.9       13.3       62.8       58.5       89.2       90.8:      10.8        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:        79         68         82        202        187        322        296:
Old  :       389:        79         68         82        202        187        322        296:
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  :                 18.2       16.0       25.6       27.0       11.8       12.6       17.1       19.1
Old  :                 18.2       16.0       25.6       27.0       11.8       12.6       17.1       19.1
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 24, 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  :   823,317:   143,247    159,963     12,219    547,550    488,800    703,016    660,982:   120,301    162,335
Old  :   823,317:   143,247    159,963     12,219    547,550    488,800    703,016    660,982:   120,301    162,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     4,990:    -3,652       -806     -1,191     11,179     10,809      6,336      8,812:    -1,346     -3,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       19.4        1.5       66.5       59.4       85.4       80.3:      14.6       19.7
Old  :     100.0:      17.4       19.4        1.5       66.5       59.4       85.4       80.3:      14.6       19.7
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  :       109:        15         16         11         53         65         75         85:
Old  :       109:        15         16         11         53         65         75         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       22.8       44.4       36.5       27.9       20.6       40.6       30.4
Old  :                 29.1       22.8       44.4       36.5       27.9       20.6       40.6       30.4
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 24, 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  : 4,439,808:   712,157    775,945    269,075  3,138,214  3,068,005  4,119,447  4,113,025:   320,361    326,783
Old  : 4,439,808:   712,157    775,945    269,075  3,138,214  3,068,005  4,119,447  4,113,025:   320,361    326,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :  -195,233:    22,277    -49,700    -82,184   -158,760    -68,549   -218,667   -200,433:    23,434      5,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       17.5        6.1       70.7       69.1       92.8       92.6:       7.2        7.4
Old  :     100.0:      16.0       17.5        6.1       70.7       69.1       92.8       92.6:       7.2        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        61         49         59        157        157        243        240:
Old  :       323:        61         49         59        157        157        243        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       23.9       42.8       35.2       19.6       19.6       31.5       27.9
Old  :                 30.9       23.9       42.8       35.2       19.6       19.6       31.5       27.9
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 24, 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  : 2,093,570:   464,254    264,636    400,006  1,187,143  1,363,330  2,051,403  2,027,972:    42,167     65,598
Old  : 2,093,570:   464,254    264,636    400,006  1,187,143  1,363,330  2,051,403  2,027,972:    42,167     65,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -59,871:   -47,566    -54,188     15,797    -29,295    -44,116    -61,063    -82,506:     1,192     22,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       12.6       19.1       56.7       65.1       98.0       96.9:       2.0        3.1
Old  :     100.0:      22.2       12.6       19.1       56.7       65.1       98.0       96.9:       2.0        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        42         39         54         65         75        134        143:
Old  :       164:        42         39         54         65         75        134        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       24.9       49.2       40.3       24.2       13.5       31.8       22.7
Old  :                 29.6       24.9       49.2       40.3       24.2       13.5       31.8       22.7
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 24, 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  :    50,446:    26,949      3,816        854     15,553     37,560     43,356     42,229:     7,090      8,217
Old  :    50,446:    26,949      3,816        854     15,553     37,560     43,356     42,229:     7,090      8,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -9,876:     1,680        464       -109    -10,080     -9,419     -8,509     -9,064:    -1,367       -812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.4        7.6        1.7       30.8       74.5       85.9       83.7:      14.1       16.3
Old  :     100.0:      53.4        7.6        1.7       30.8       74.5       85.9       83.7:      14.1       16.3
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  :        92:        30         16          5         24         33         55         53:
Old  :        92:        30         16          5         24         33         55         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  :                 39.0       42.3       52.7       57.5       38.0       41.4       51.7       56.7
Old  :                 39.0       42.3       52.7       57.5       38.0       41.4       51.7       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   100,892:    53,898      7,631      1,708     31,106     75,119     86,712     84,458:    14,180     16,434
Old  :   100,892:    53,898      7,631      1,708     31,106     75,119     86,712     84,458:    14,180     16,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -19,752:     3,361        928       -218    -20,161    -18,839    -17,018    -18,129:    -2,734     -1,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.4        7.6        1.7       30.8       74.5       85.9       83.7:      14.1       16.3
Old  :     100.0:      53.4        7.6        1.7       30.8       74.5       85.9       83.7:      14.1       16.3
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  :        92:        30         16          5         24         33         55         53:
Old  :        92:        30         16          5         24         33         55         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  :                 39.0       42.3       52.7       57.5       38.0       41.4       51.7       56.7
Old  :                 39.0       42.3       52.7       57.5       38.0       41.4       51.7       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :    41,173:     4,529        788          0     35,084     39,552     39,613     40,340:     1,560        833
Old  :    41,173:     4,529        788          0     35,084     39,552     39,613     40,340:     1,560        833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -22,193:     1,422       -685          0    -23,224    -20,855    -21,802    -21,540:      -391       -653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        1.9        0.0       85.2       96.1       96.2       98.0:       3.8        2.0
Old  :     100.0:      11.0        1.9        0.0       85.2       96.1       96.2       98.0:       3.8        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  :        27:         4          2          0         12         11         16         13:
Old  :        27:         4          2          0         12         11         16         13:
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  :                 70.3       80.4       87.5       95.0       70.3       80.4       87.2       95.0
Old  :                 70.3       80.4       87.5       95.0       70.3       80.4       87.2       95.0
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 24, 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  :    12,037:     6,244      9,259        688      4,924      2,048     11,856     11,995:       181         42
Old  :    12,037:     6,244      9,259        688      4,924      2,048     11,856     11,995:       181         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -8,666:    -6,622     -7,925       -493     -1,494          0     -8,609     -8,418:       -57       -248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       76.9        5.7       40.9       17.0       98.5       99.7:       1.5        0.3
Old  :     100.0:      51.9       76.9        5.7       40.9       17.0       98.5       99.7:       1.5        0.3
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  :        35:        17         13          4          5          2         25         16:
Old  :        35:        17         13          4          5          2         25         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       52.9       81.8       75.6       51.7       47.1       63.8       65.7
Old  :                 59.4       52.9       81.8       75.6       51.7       47.1       63.8       65.7
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 24, 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  :    58,954:    37,934      5,677     15,888      5,060     34,981     58,882     56,546:        72      2,408
Old  :    58,954:    37,934      5,677     15,888      5,060     34,981     58,882     56,546:        72      2,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     2,679:     2,550        994        189        -85        943      2,654      2,126:        25        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3        9.6       26.9        8.6       59.3       99.9       95.9:       0.1        4.1
Old  :     100.0:      64.3        9.6       26.9        8.6       59.3       99.9       95.9:       0.1        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  :        32:         6          7          2          3         16         10         24:
Old  :        32:         6          7          2          3         16         10         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.1       73.6       99.8       84.3       70.3       49.7       72.9       59.4
Old  :                 97.1       73.6       99.8       84.3       70.3       49.7       72.9       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :    12,988:     8,721      3,821      1,695      2,403      5,142     12,819     10,658:       169      2,330
Old  :    12,988:     8,721      3,821      1,695      2,403      5,142     12,819     10,658:       169      2,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     2,128:     1,012        901      1,061       -100         52      1,973      2,014:       155        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       29.4       13.1       18.5       39.6       98.7       82.1:       1.3       17.9
Old  :     100.0:      67.1       29.4       13.1       18.5       39.6       98.7       82.1:       1.3       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          7          1          2          8          6         16:
Old  :        21:         4          7          1          2          8          6         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.2       50.3       98.7       74.3       84.2       44.6       85.6       63.8
Old  :                 97.2       50.3       98.7       74.3       84.2       44.6       85.6       63.8
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 24, 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  :    45,269:    17,060     16,054     28,189          0          0     45,249     44,243:        20      1,026
Old  :    45,269:    17,060     16,054     28,189          0          0     45,249     44,243:        20      1,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    -7,012:    -7,030     -7,997          0          0          0     -7,030     -7,997:        18        985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       35.5       62.3        0.0        0.0      100.0       97.7:       0.0        2.3
Old  :     100.0:      37.7       35.5       62.3        0.0        0.0      100.0       97.7:       0.0        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         7         15          5          0          0         10         18:
Old  :        23:         7         15          5          0          0         10         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  :                 88.9       82.3       99.8       95.0       36.1       31.8       37.7       34.4
Old  :                 88.9       82.3       99.8       95.0       36.1       31.8       37.7       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 27, 2019