WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   434,673:   135,753    101,427    136,244    133,596    152,303    405,593    389,974:    29,080     44,699
Old  :   279,692:   127,050    116,224     46,283     86,568     89,089    259,901    251,596:    19,791     28,096
Other:   154,981:    70,081     46,581     28,583     47,028     63,214    145,692    138,378:     9,289     16,603
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    23,476:     8,500      8,225     15,310        907        408     24,717     23,943:    -1,241       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       23.3       31.3       30.7       35.0       93.3       89.7:       6.7       10.3
Old  :     100.0:      45.4       41.6       16.5       31.0       31.9       92.9       90.0:       7.1       10.0
Other:     100.0:      45.2       30.1       18.4       30.3       40.8       94.0       89.3:       6.0       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       136         96        125         72        119        275        292:
Old  :       363:       136         88         87         64        104        240        245:
Other:       237:        69         59         50         41         85        141        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       10.0       17.3       17.3        8.1        8.0       13.5       13.5
Old  :                  9.5       14.1       17.6       22.9        8.7       13.2       16.4       21.1
Other:                 23.0       18.0       35.5       30.0       21.9       16.1       32.6       25.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    13,764:     5,229        200        220      8,257     13,102     13,706     13,522:        58        242
Old  :    12,364:     4,949        220          0      7,357     11,902     12,306     12,122:        58        242
Other:     1,400:       500        200          0        900      1,200      1,400      1,400:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    -1,445:       395        100          0     -1,835     -1,400     -1,440     -1,300:        -5       -145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        1.5        1.6       60.0       95.2       99.6       98.2:       0.4        1.8
Old  :     100.0:      40.0        1.8        0.0       59.5       96.3       99.5       98.0:       0.5        2.0
Other:     100.0:      35.7       14.3        0.0       64.3       85.7      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          1         11         19         15         21:
Old  :        25:         3          1          0          8         17         11         18:
Other:        10:         1          1          0          5          3          6          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.9       55.0       83.7       77.3       55.6       48.5       76.1       67.9
Old  :                 62.8       56.4       91.5       81.2       62.6       50.7       88.0       74.0
Other:                 78.6      100.0      100.0      100.0       78.6      100.0      100.0      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   267,769:    65,540     57,067     74,281    100,837    117,808    240,658    249,156:    27,111     18,613
Old  :   188,604:    64,399     65,280     36,560     68,914     74,046    169,873    175,886:    18,731     12,718
Other:    79,165:    30,993     21,639      7,869     31,923     43,762     70,785     73,270:     8,380      5,895
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     2,812:    -2,692     -2,717      1,802      2,628      3,151      1,738      2,236:     1,074        576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       21.3       27.7       37.7       44.0       89.9       93.0:      10.1        7.0
Old  :     100.0:      34.1       34.6       19.4       36.5       39.3       90.1       93.3:       9.9        6.7
Other:     100.0:      39.1       27.3        9.9       40.3       55.3       89.4       92.6:      10.6        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:       101         58         87         79         84        227        193:
Old  :       274:        96         58         63         70         73        198        165:
Other:       183:        55         33         30         44         63        119        111:
     :----------------------------------------------------------------------------------------------------
     :             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       19.4       19.5       29.8       10.0       16.5       16.3       23.8
Old  :                 12.3       18.3       20.7       31.2       11.7       15.3       19.7       25.2
Other:                 20.7       37.6       32.4       51.4       20.7       37.6       32.4       48.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,487,222:   313,678    273,447    299,759    620,813    749,169  1,234,250  1,322,375:   252,972    164,847
Old  : 1,284,750:   305,225    299,877    221,140    527,506    639,376  1,053,871  1,160,393:   230,879    124,357
Other:   202,472:    81,868     46,985      5,204     93,307    109,793    180,379    161,982:    22,093     40,490
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    14,367:    -1,429     -5,411     12,450     -2,290      2,921      8,731      9,960:     5,636      4,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       18.4       20.2       41.7       50.4       83.0       88.9:      17.0       11.1
Old  :     100.0:      23.8       23.3       17.2       41.1       49.8       82.0       90.3:      18.0        9.7
Other:     100.0:      40.4       23.2        2.6       46.1       54.2       89.1       80.0:      10.9       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       753:       165        117        143        325        348        566        543:
Old  :       750:       164        128        111        313        328        541        504:
Other:       443:        63         57         25         94        266        172        335:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.3        8.6       15.5       15.4        7.8        6.1       13.0       10.8
Old  :                  9.4        9.8       17.0       17.5        9.1        7.2       15.4       12.4
Other:                 23.5       27.8       34.2       36.1       23.3       26.4       34.0       34.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :     4,715:     1,904        217          0      1,298      3,742      3,202      3,959:     1,513        756
Old  :     4,446:     1,904        217          0      1,176      3,539      3,080      3,756:     1,366        690
Other:       269:         0          0          0        122        203        122        203:       147         66
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4        4.6        0.0       27.5       79.4       67.9       84.0:      32.1       16.0
Old  :     100.0:      42.8        4.9        0.0       26.5       79.6       69.3       84.5:      30.7       15.5
Other:     100.0:       0.0        0.0        0.0       45.4       75.5       45.4       75.5:      54.6       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          2          0          7          8         13         10:
Old  :        20:         6          2          0          5          8         11         10:
Other:         8:         0          0          0          4          6          4          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.8       60.3       58.9       80.6       41.8       59.7       58.9       76.2
Old  :                 44.3       61.4       61.8       80.9       44.3       61.4       61.8       78.4
Other:                 45.4       74.3       45.4       75.5       14.5       43.5       14.5       44.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   722,012:   127,873     99,422    154,512    383,370    403,280    665,755    657,214:    56,257     64,798
Old  :   607,254:   125,613    114,012     95,576    337,317    346,322    558,506    555,910:    48,748     51,344
Other:   114,758:    37,753     20,903     23,443     46,053     56,958    107,249    101,304:     7,509     13,454
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     8,496:    -4,261     -3,133      8,240      3,751      3,410      7,730      8,517:       766        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       13.8       21.4       53.1       55.9       92.2       91.0:       7.8        9.0
Old  :     100.0:      20.7       18.8       15.7       55.5       57.0       92.0       91.5:       8.0        8.5
Other:     100.0:      32.9       18.2       20.4       40.1       49.6       93.5       88.3:       6.5       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       551:       155        108        167        159        217        400        432:
Old  :       541:       154        115        138        149        205        373        401:
Other:       309:        56         53         50         63        159        152        238:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       15.3       20.5       24.1       10.8       13.7       17.7       20.8
Old  :                 13.6       17.6       21.9       27.1       13.0       15.6       20.9       23.0
Other:                 15.5       16.9       27.9       29.9       15.1       14.9       25.2       23.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   517,741:   163,361     33,965    103,442    212,280    351,504    479,083    488,911:    38,658     28,830
Old  :   461,888:   161,729     38,932     89,075    177,335    307,494    428,139    435,501:    33,749     26,387
Other:    55,853:    11,162      4,563      4,837     34,945     44,010     50,944     53,410:     4,909      2,443
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    17,128:       -89      3,501      4,488      7,126      1,171     11,525      9,160:     5,603      7,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        6.6       20.0       41.0       67.9       92.5       94.4:       7.5        5.6
Old  :     100.0:      35.0        8.4       19.3       38.4       66.6       92.7       94.3:       7.3        5.7
Other:     100.0:      20.0        8.2        8.7       62.6       78.8       91.2       95.6:       8.8        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       126         56        106         88         77        270        206:
Old  :       327:       131         60        101         85         73        265        198:
Other:       111:        24         26         13         41         28         74         59:
     :----------------------------------------------------------------------------------------------------
     :             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       30.8       18.6       40.9       11.4       30.0       17.8       39.9
Old  :                 12.1       32.1       19.1       41.2       12.1       31.5       18.5       40.5
Other:                 29.9       33.0       45.8       53.5       29.9       32.5       45.4       50.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,010,901:   114,967    213,655     13,419    716,686    669,517    845,072    896,591:   165,829    114,310
Old  : 1,010,901:   114,967    213,655     13,419    716,686    669,517    845,072    896,591:   165,829    114,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     5,704:     8,095      9,697        183     -4,349      7,851      3,929     17,731:     1,775    -12,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       21.1        1.3       70.9       66.2       83.6       88.7:      16.4       11.3
Old  :     100.0:      11.4       21.1        1.3       70.9       66.2       83.6       88.7:      16.4       11.3
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  :       178:        27         26         19         82         88        116        127:
Old  :       178:        27         26         19         82         88        116        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       31.9       37.5       43.8       21.3       28.8       30.6       38.2
Old  :                 27.1       31.9       37.5       43.8       21.3       28.8       30.6       38.2
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,236,648:    60,537    497,969      9,047  1,009,986    641,692  1,079,570  1,148,708:   157,078     87,940
Old  : 1,236,648:    60,537    497,969      9,047  1,009,986    641,692  1,079,570  1,148,708:   157,078     87,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    -8,593:   -20,313     -3,395      2,047      5,005    -10,070    -13,261    -11,418:     4,668      2,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       40.3        0.7       81.7       51.9       87.3       92.9:      12.7        7.1
Old  :     100.0:       4.9       40.3        0.7       81.7       51.9       87.3       92.9:      12.7        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  :       145:        18         15         12         89         77        112         99:
Old  :       145:        18         15         12         89         77        112         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       37.1       37.3       52.8       22.3       35.9       32.4       46.8
Old  :                 25.0       37.1       37.3       52.8       22.3       35.9       32.4       46.8
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   444,311:    91,743     91,645     68,800    238,536    255,585    399,079    416,030:    45,232     28,281
Old  :   398,734:    90,715     93,520     58,030    208,595    221,052    357,340    372,602:    41,394     26,132
Other:    45,577:     7,168      4,265      4,630     29,941     34,533     41,739     43,428:     3,838      2,149
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    15,167:     3,633      7,781      1,245      7,129      3,704     12,007     12,730:     3,160      2,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       20.6       15.5       53.7       57.5       89.8       93.6:      10.2        6.4
Old  :     100.0:      22.8       23.5       14.6       52.3       55.4       89.6       93.4:      10.4        6.6
Other:     100.0:      15.7        9.4       10.2       65.7       75.8       91.6       95.3:       8.4        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        79         77         74        112         79        240        195:
Old  :       307:        81         81         68        111         73        235        187:
Other:       111:        24         16         14         52         27         86         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       25.5       18.2       35.1       10.9       23.9       16.3       32.3
Old  :                 12.8       26.9       19.5       35.8       11.9       25.3       18.5       33.3
Other:                 24.7       38.7       38.7       56.4       24.4       36.3       34.9       53.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,017:     5,419      1,935        128      3,501      7,485      9,048      9,548:     1,969      1,469
Old  :    10,857:     5,419      2,024         39      3,496      7,377      8,954      9,440:     1,903      1,417
Other:       160:        89          0          0          5        108         94        108:        66         52
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :       251:       574         67        -10          7        112        571        169:      -320         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       17.6        1.2       31.8       67.9       82.1       86.7:      17.9       13.3
Old  :     100.0:      49.9       18.6        0.4       32.2       67.9       82.5       86.9:      17.5       13.1
Other:     100.0:      55.6        0.0        0.0        3.1       67.5       58.8       67.5:      41.3       32.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        28          9          2         12         14         42         23:
Old  :        60:        28          9          2         11         14         41         23:
Other:         6:         1          0          0          2          3          3          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.2       49.8       52.0       72.5       39.2       49.8       52.0       72.5
Old  :                 39.8       49.7       52.8       72.5       39.8       49.7       52.8       72.5
Other:                 58.8       67.5       58.8       67.5       58.8       67.5       58.8       67.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,537,903:   786,229  1,115,808     44,358  2,520,953  2,268,188  3,351,540  3,428,354:   186,363    109,549
Old  : 3,537,903:   786,229  1,115,808     44,358  2,520,953  2,268,188  3,351,540  3,428,354:   186,363    109,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :   -42,179:   -15,944     -5,692     10,560    -52,537    -48,120    -57,921    -43,252:    15,742      1,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       31.5        1.3       71.3       64.1       94.7       96.9:       5.3        3.1
Old  :     100.0:      22.2       31.5        1.3       71.3       64.1       94.7       96.9:       5.3        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  :       357:        66         46         32        188        140        274        198:
Old  :       357:        66         46         32        188        140        274        198:
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       33.5       38.2       51.7       23.3       32.6       36.1       50.5
Old  :                 23.8       33.5       38.2       51.7       23.3       32.6       36.1       50.5
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,753,965:   678,295    857,525    110,850  2,563,748  2,377,261  3,352,893  3,345,636:   401,072    408,329
Old  : 3,753,965:   678,295    857,525    110,850  2,563,748  2,377,261  3,352,893  3,345,636:   401,072    408,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :   129,936:   103,287     47,767     -6,112     11,841     78,442    109,016    120,097:    20,920      9,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       22.8        3.0       68.3       63.3       89.3       89.1:      10.7       10.9
Old  :     100.0:      18.1       22.8        3.0       68.3       63.3       89.3       89.1:      10.7       10.9
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  :       410:        67         82         47        196        175        285        282:
Old  :       410:        67         82         47        196        175        285        282:
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  :                 20.2       19.1       28.3       29.0       12.9       16.6       20.0       23.9
Old  :                 20.2       19.1       28.3       29.0       12.9       16.6       20.0       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   916,731:   105,750    128,351      7,073    686,717    604,037    799,540    739,461:   117,191    177,270
Old  :   916,731:   105,750    128,351      7,073    686,717    604,037    799,540    739,461:   117,191    177,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    -6,645:   -15,265      3,761      1,519        197     -1,911    -13,549      3,369:     6,904    -10,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       14.0        0.8       74.9       65.9       87.2       80.7:      12.8       19.3
Old  :     100.0:      11.5       14.0        0.8       74.9       65.9       87.2       80.7:      12.8       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:         9         18          8         60         67         75         87:
Old  :       112:         9         18          8         60         67         75         87:
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  :                 29.3       20.3       47.0       33.3       28.5       19.8       41.9       30.4
Old  :                 29.3       20.3       47.0       33.3       28.5       19.8       41.9       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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,251,556:   420,999    719,373     84,691  3,422,245  3,145,673  3,927,935  3,949,737:   323,621    301,819
Old  : 4,251,556:   420,999    719,373     84,691  3,422,245  3,145,673  3,927,935  3,949,737:   323,621    301,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :   -26,538:   -19,293    -18,809     -2,349    -39,493        522    -61,135    -20,636:    34,597     -5,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       16.9        2.0       80.5       74.0       92.4       92.9:       7.6        7.1
Old  :     100.0:       9.9       16.9        2.0       80.5       74.0       92.4       92.9:       7.6        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  :       314:        54         50         32        144        151        215        216:
Old  :       314:        54         50         32        144        151        215        216:
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  :                 39.4       26.8       50.3       40.0       30.2       22.6       40.2       33.7
Old  :                 39.4       26.8       50.3       40.0       30.2       22.6       40.2       33.7
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,782,381:   513,315    147,702    360,020    866,533  1,241,415  1,739,868  1,749,137:    42,513     33,244
Old  : 1,782,381:   513,315    147,702    360,020    866,533  1,241,415  1,739,868  1,749,137:    42,513     33,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :  -129,239:    29,336       -203     14,838   -166,847   -138,956   -122,673   -124,321:    -6,566     -4,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        8.3       20.2       48.6       69.6       97.6       98.1:       2.4        1.9
Old  :     100.0:      28.8        8.3       20.2       48.6       69.6       97.6       98.1:       2.4        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  :       141:        39         26         40         64         62        125        107:
Old  :       141:        39         26         40         64         62        125        107:
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  :                 31.4       38.5       47.6       54.4       26.1       31.6       32.9       39.7
Old  :                 31.4       38.5       47.6       54.4       26.1       31.6       32.9       39.7
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    49,078:    20,290      8,756        888     19,274     31,190     40,451     40,834:     8,627      8,244
Old  :    49,078:    20,290      8,756        888     19,274     31,190     40,451     40,834:     8,627      8,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    -4,538:    -3,494     -1,936        182     -1,590     -2,972     -4,903     -4,726:       365        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       17.8        1.8       39.3       63.6       82.4       83.2:      17.6       16.8
Old  :     100.0:      41.3       17.8        1.8       39.3       63.6       82.4       83.2:      17.6       16.8
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  :        91:        31         14          8         23         29         56         49:
Old  :        91:        31         14          8         23         29         56         49:
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  :                 35.2       36.8       49.2       52.2       35.2       36.8       47.9       51.5
Old  :                 35.2       36.8       49.2       52.2       35.2       36.8       47.9       51.5
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    98,155:    40,579     17,511      1,776     38,547     62,380     80,902     81,667:    17,253     16,488
Old  :    98,155:    40,579     17,511      1,776     38,547     62,380     80,902     81,667:    17,253     16,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    -9,076:    -6,988     -3,872        363     -3,180     -5,943     -9,805     -9,452:       729        376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       17.8        1.8       39.3       63.6       82.4       83.2:      17.6       16.8
Old  :     100.0:      41.3       17.8        1.8       39.3       63.6       82.4       83.2:      17.6       16.8
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  :        91:        31         14          8         23         29         56         49:
Old  :        91:        31         14          8         23         29         56         49:
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  :                 35.2       36.8       49.2       52.2       35.2       36.8       47.9       51.5
Old  :                 35.2       36.8       49.2       52.2       35.2       36.8       47.9       51.5
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    39,516:     2,890        786          0     34,972     37,638     37,862     38,424:     1,654      1,092
Old  :    39,516:     2,890        786          0     34,972     37,638     37,862     38,424:     1,654      1,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :       820:       171        -76          0         61        840        232        764:       588         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        2.0        0.0       88.5       95.2       95.8       97.2:       4.2        2.8
Old  :     100.0:       7.3        2.0        0.0       88.5       95.2       95.8       97.2:       4.2        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  :        27:         3          2          0         13         11         16         13:
Old  :        27:         3          2          0         13         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  :                 68.6       70.1       87.1       94.3       68.4       70.1       86.8       94.3
Old  :                 68.6       70.1       87.1       94.3       68.4       70.1       86.8       94.3
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    17,156:     9,613     16,012        622      6,661        490     16,896     17,124:       260         32
Old  :    17,156:     9,613     16,012        622      6,661        490     16,896     17,124:       260         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     1,830:     1,661      2,126         86        210       -402      1,957      1,810:      -127         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0       93.3        3.6       38.8        2.9       98.5       99.8:       1.5        0.2
Old  :     100.0:      56.0       93.3        3.6       38.8        2.9       98.5       99.8:       1.5        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  :        39:        22         12          3          5          2         29         15:
Old  :        39:        22         12          3          5          2         29         15:
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  :                 55.9       70.0       78.2       88.8       53.0       70.0       75.4       87.7
Old  :                 55.9       70.0       78.2       88.8       53.0       70.0       75.4       87.7
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    71,812:    18,597      6,066     30,384     22,794     33,265     71,775     69,715:        37      2,097
Old  :    71,812:    18,597      6,066     30,384     22,794     33,265     71,775     69,715:        37      2,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     3,737:    -2,971          7      5,022      1,695        246      3,746      5,275:        -9     -1,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        8.4       42.3       31.7       46.3       99.9       97.1:       0.1        2.9
Old  :     100.0:      25.9        8.4       42.3       31.7       46.3       99.9       97.1:       0.1        2.9
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  :        29:         5          4          2          6         15         12         20:
Old  :        29:         5          4          2          6         15         12         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  :                 95.5       82.6       99.6       91.7       53.5       43.8       57.4       50.5
Old  :                 95.5       82.6       99.6       91.7       53.5       43.8       57.4       50.5
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,621:    10,475      2,160      6,514      1,632      8,452     18,621     17,126:         0      1,495
Old  :    18,621:    10,475      2,160      6,514      1,632      8,452     18,621     17,126:         0      1,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     2,118:     1,191        913        928         -1        603      2,118      2,444:         0       -326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.3       11.6       35.0        8.8       45.4      100.0       92.0:       0.0        8.0
Old  :     100.0:      56.3       11.6       35.0        8.8       45.4      100.0       92.0:       0.0        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          6          2          1         12          6         19:
Old  :        23:         4          6          2          1         12          6         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.6       69.8      100.0       84.0       64.2       41.0       65.0       51.2
Old  :                 98.6       69.8      100.0       84.0       64.2       41.0       65.0       51.2
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 - Futures Only, January 07, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    46,677:    15,309     15,234     31,368          0          0     46,677     46,602:         0         75
Old  :    46,677:    15,309     15,234     31,368          0          0     46,677     46,602:         0         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :      -966:         0         -7       -956          0          0       -956       -963:       -10         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       32.6       67.2        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      32.8       32.6       67.2        0.0        0.0      100.0       99.8:       0.0        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  :        23:         5         17          5          0          0          8         20:
Old  :        23:         5         17          5          0          0          8         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  :                 91.0       80.5      100.0       93.0       32.1       22.5       32.8       29.3
Old  :                 91.0       80.5      100.0       93.0       32.1       22.5       32.8       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 10, 2020