WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 14, 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  :   476,764:   146,061    107,856    162,340    136,922    159,403    445,323    429,599:    31,441     47,165
Old  :   292,143:   133,612    127,892     52,228     85,292     84,664    271,132    264,784:    21,011     27,359
Other:   184,621:    86,118     53,633     36,443     51,630     74,739    174,191    164,815:    10,430     19,806
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    42,091:    10,308      6,429     26,096      3,326      7,100     39,730     39,625:     2,361      2,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       22.6       34.1       28.7       33.4       93.4       90.1:       6.6        9.9
Old  :     100.0:      45.7       43.8       17.9       29.2       29.0       92.8       90.6:       7.2        9.4
Other:     100.0:      46.6       29.1       19.7       28.0       40.5       94.4       89.3:       5.6       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       143        105        140         73        123        291        312:
Old  :       380:       134        106         94         64        103        250        258:
Other:       254:        78         66         53         43         85        156        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7        9.1       17.1       16.7        7.3        7.2       12.4       12.4
Old  :                  9.6       13.4       17.8       23.0        8.9       12.6       16.4       20.6
Other:                 20.0       18.6       31.2       31.2       19.1       15.9       28.8       25.8
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, January 14, 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  :    14,789:     5,854        300        220      8,657     14,002     14,731     14,522:        58        267
Old  :    12,789:     5,574        220          0      7,157     12,302     12,731     12,522:        58        267
Other:     2,000:       500        300          0      1,500      1,700      2,000      2,000:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,025:       625        100          0        400        900      1,025      1,000:         0         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        2.0        1.5       58.5       94.7       99.6       98.2:       0.4        1.8
Old  :     100.0:      43.6        1.7        0.0       56.0       96.2       99.5       97.9:       0.5        2.1
Other:     100.0:      25.0       15.0        0.0       75.0       85.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          1         11         20         15         22:
Old  :        25:         3          1          0          8         17         11         18:
Other:        12:         2          1          0          5          4          7          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       55.9       86.9       76.7       62.2       49.8       78.6       67.9
Old  :                 66.2       57.6       91.9       81.7       66.0       52.2       88.6       74.6
Other:                 80.0       95.0      100.0      100.0       80.0       95.0      100.0      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 14, 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  :   283,392:    68,855     57,050     81,028    107,031    125,605    256,914    263,683:    26,478     19,709
Old  :   191,001:    70,199     68,854     33,802     68,864     74,604    172,865    177,260:    18,136     13,741
Other:    92,391:    37,476     27,016      8,406     38,167     51,001     84,049     86,423:     8,342      5,968
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    15,623:     3,315        -17      6,747      6,194      7,797     16,256     14,527:      -633      1,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       20.1       28.6       37.8       44.3       90.7       93.0:       9.3        7.0
Old  :     100.0:      36.8       36.0       17.7       36.1       39.1       90.5       92.8:       9.5        7.2
Other:     100.0:      40.6       29.2        9.1       41.3       55.2       91.0       93.5:       9.0        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       100         59         94         84         89        233        203:
Old  :       280:        94         61         58         74         75        198        166:
Other:       196:        52         47         36         45         72        125        128:
     :----------------------------------------------------------------------------------------------------
     :             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       18.2       19.6       28.2       10.4       15.7       17.1       22.4
Old  :                 12.0       17.0       19.9       28.7       11.4       14.4       19.3       23.6
Other:                 20.6       34.0       31.9       48.4       20.6       33.7       31.9       45.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 14, 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  : 1,556,447:   331,721    295,806    326,966    647,324    761,634  1,306,011  1,384,406:   250,436    172,041
Old  : 1,331,538:   323,280    330,736    233,116    549,266    641,038  1,105,662  1,204,890:   225,876    126,648
Other:   224,909:    96,841     53,470      5,450     98,058    120,596    200,349    179,516:    24,560     45,393
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    69,225:    18,043     22,359     27,207     26,511     12,465     71,761     62,031:    -2,536      7,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       19.0       21.0       41.6       48.9       83.9       88.9:      16.1       11.1
Old  :     100.0:      24.3       24.8       17.5       41.3       48.1       83.0       90.5:      17.0        9.5
Other:     100.0:      43.1       23.8        2.4       43.6       53.6       89.1       79.8:      10.9       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       774:       165        123        158        336        346        590        557:
Old  :       770:       163        138        123        323        327        562        517:
Other:       459:        69         63         31        100        266        188        343:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6        8.1       15.7       15.0        7.6        6.0       12.9       10.6
Old  :                  9.4        9.5       17.3       17.1        8.8        7.2       15.2       12.4
Other:                 25.5       27.4       35.0       35.0       25.2       25.8       34.8       33.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 14, 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  :     4,934:     2,161        127          1      1,255      3,915      3,417      4,043:     1,517        891
Old  :     4,634:     2,161        127          1      1,100      3,691      3,262      3,819:     1,372        815
Other:       300:         0          0          0        155        224        155        224:       145         76
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       219:       257        -90          1        -43        173        215         84:         4        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        2.6        0.0       25.4       79.3       69.3       81.9:      30.7       18.1
Old  :     100.0:      46.6        2.7        0.0       23.7       79.7       70.4       82.4:      29.6       17.6
Other:     100.0:       0.0        0.0        0.0       51.7       74.7       51.7       74.7:      48.3       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         9          1          1          7          9         16         11:
Old  :        22:         9          1          1          5          9         14         11:
Other:         9:         0          0          0          5          7          5          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.3       56.7       55.4       77.2       36.6       55.1       50.3       70.5
Old  :                 41.6       56.2       57.7       77.4       38.6       56.2       52.8       72.5
Other:                 49.3       71.3       51.7       74.7       20.3       42.0       20.3       43.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 14, 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  :   746,122:   130,806     96,145    165,296    391,683    417,560    687,785    679,001:    58,337     67,121
Old  :   614,646:   128,447    112,907     99,470    337,416    350,106    565,333    562,483:    49,313     52,163
Other:   131,476:    40,263     21,142     27,922     54,267     67,454    122,452    116,518:     9,024     14,958
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    24,110:     2,933     -3,277     10,784      8,313     14,280     22,030     21,787:     2,080      2,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       12.9       22.2       52.5       56.0       92.2       91.0:       7.8        9.0
Old  :     100.0:      20.9       18.4       16.2       54.9       57.0       92.0       91.5:       8.0        8.5
Other:     100.0:      30.6       16.1       21.2       41.3       51.3       93.1       88.6:       6.9       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:       165        109        168        160        211        407        429:
Old  :       548:       160        123        131        150        200        377        394:
Other:       321:        60         56         56         69        162        165        248:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       15.6       20.5       24.1       10.3       13.0       17.0       19.9
Old  :                 14.3       18.1       22.4       27.5       13.1       15.0       20.9       22.4
Other:                 14.7       17.7       26.9       30.8       13.8       15.5       23.3       24.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 14, 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  :   541,700:   165,899     32,622    129,481    209,999    355,813    505,379    517,916:    36,321     23,784
Old  :   478,350:   163,322     39,465    110,276    174,008    307,532    447,606    457,273:    30,744     21,077
Other:    63,350:    13,989      4,569      7,793     35,991     48,281     57,773     60,643:     5,577      2,707
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    23,959:     2,538     -1,343     26,039     -2,281      4,309     26,296     29,005:    -2,337     -5,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        6.0       23.9       38.8       65.7       93.3       95.6:       6.7        4.4
Old  :     100.0:      34.1        8.3       23.1       36.4       64.3       93.6       95.6:       6.4        4.4
Other:     100.0:      22.1        7.2       12.3       56.8       76.2       91.2       95.7:       8.8        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       129         53        114         84         79        274        210:
Old  :       323:       130         58        109         81         74        267        203:
Other:       117:        28         25         15         41         30         79         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       28.9       17.0       38.8       10.1       27.4       16.3       37.2
Old  :                 10.6       30.0       17.5       38.8       10.6       28.8       17.1       37.3
Other:                 28.4       33.9       43.6       53.2       28.0       31.1       42.8       48.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 14, 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  : 1,037,517:   128,338    185,515     14,240    730,279    708,060    872,857    907,815:   164,660    129,702
Old  : 1,037,517:   128,338    185,515     14,240    730,279    708,060    872,857    907,815:   164,660    129,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    26,616:    13,371    -28,140        821     13,593     38,543     27,785     11,224:    -1,169     15,392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       17.9        1.4       70.4       68.2       84.1       87.5:      15.9       12.5
Old  :     100.0:      12.4       17.9        1.4       70.4       68.2       84.1       87.5:      15.9       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        33         22         23         89         86        130        123:
Old  :       183:        33         22         23         89         86        130        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       28.6       36.1       42.0       20.8       25.9       29.6       36.7
Old  :                 26.2       28.6       36.1       42.0       20.8       25.9       29.6       36.7
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 - Futures Only, January 14, 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  : 1,254,496:    56,961    501,271      8,194  1,028,409    651,304  1,093,564  1,160,769:   160,932     93,727
Old  : 1,254,496:    56,961    501,271      8,194  1,028,409    651,304  1,093,564  1,160,769:   160,932     93,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    17,848:    -3,576      3,302       -853     18,423      9,612     13,994     12,061:     3,854      5,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       40.0        0.7       82.0       51.9       87.2       92.5:      12.8        7.5
Old  :     100.0:       4.5       40.0        0.7       82.0       51.9       87.2       92.5:      12.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        16         17         13         88         77        110        101:
Old  :       144:        16         17         13         88         77        110        101:
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  :                 24.8       36.4       37.1       52.0       22.0       35.3       32.0       45.6
Old  :                 24.8       36.4       37.1       52.0       22.0       35.3       32.0       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 14, 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  :   462,462:    89,796     95,450     79,202    246,089    257,912    415,087    432,564:    47,375     29,898
Old  :   413,795:    88,752     99,443     65,686    215,664    220,795    370,102    385,924:    43,693     27,871
Other:    48,667:     8,611      3,574      5,949     30,425     37,117     44,985     46,640:     3,682      2,027
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    18,151:    -1,947      3,805     10,402      7,553      2,327     16,008     16,534:     2,143      1,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       20.6       17.1       53.2       55.8       89.8       93.5:      10.2        6.5
Old  :     100.0:      21.4       24.0       15.9       52.1       53.4       89.4       93.3:      10.6        6.7
Other:     100.0:      17.7        7.3       12.2       62.5       76.3       92.4       95.8:       7.6        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        78         83         78        118         82        246        204:
Old  :       313:        81         84         71        116         77        241        195:
Other:       118:        26         19         19         55         28         92         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       23.2       18.4       32.9       10.6       22.3       16.1       30.3
Old  :                 12.6       24.3       19.7       33.4       11.6       23.1       18.5       31.1
Other:                 23.2       37.7       34.9       56.0       22.1       35.3       32.7       52.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 14, 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  :    11,513:     5,260      2,136        283      3,675      7,673      9,218     10,092:     2,295      1,421
Old  :    11,163:     5,260      2,234        185      3,553      7,407      8,998      9,826:     2,165      1,337
Other:       350:        98          0          0        122        266        220        266:       130         84
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       496:      -159        201        155        174        188        170        544:       326        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       18.6        2.5       31.9       66.6       80.1       87.7:      19.9       12.3
Old  :     100.0:      47.1       20.0        1.7       31.8       66.4       80.6       88.0:      19.4       12.0
Other:     100.0:      28.0        0.0        0.0       34.9       76.0       62.9       76.0:      37.1       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        25         11          4         12         16         41         28:
Old  :        60:        25         11          4         11         16         40         28:
Other:         8:         1          0          0          2          5          3          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.4       46.8       51.9       69.7       38.4       46.8       51.8       69.7
Old  :                 39.6       46.5       53.4       69.6       39.6       46.5       53.4       69.6
Other:                 62.9       74.6       62.9       76.0       62.9       74.6       62.9       76.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 14, 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  : 3,595,591:   835,172  1,116,864     44,731  2,523,501  2,319,758  3,403,404  3,481,353:   192,187    114,238
Old  : 3,595,591:   835,172  1,116,864     44,731  2,523,501  2,319,758  3,403,404  3,481,353:   192,187    114,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    57,688:    48,943      1,056        373      2,548     51,570     51,864     52,999:     5,824      4,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       31.1        1.2       70.2       64.5       94.7       96.8:       5.3        3.2
Old  :     100.0:      23.2       31.1        1.2       70.2       64.5       94.7       96.8:       5.3        3.2
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  :       361:        69         49         34        191        139        281        201:
Old  :       361:        69         49         34        191        139        281        201:
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  :                 23.6       32.9       37.7       51.2       23.2       32.0       35.7       49.6
Old  :                 23.6       32.9       37.7       51.2       23.2       32.0       35.7       49.6
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 14, 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  : 3,687,989:   541,496    765,069    115,498  2,622,929  2,405,163  3,279,923  3,285,730:   408,066    402,259
Old  : 3,687,989:   541,496    765,069    115,498  2,622,929  2,405,163  3,279,923  3,285,730:   408,066    402,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :   -65,976:  -136,799    -92,456      4,648     59,181     27,902    -72,970    -59,906:     6,994     -6,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       20.7        3.1       71.1       65.2       88.9       89.1:      11.1       10.9
Old  :     100.0:      14.7       20.7        3.1       71.1       65.2       88.9       89.1:      11.1       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  :       413:        75         78         49        190        181        291        282:
Old  :       413:        75         78         49        190        181        291        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  :                 20.5       19.7       29.6       29.4       13.1       17.2       20.5       25.1
Old  :                 20.5       19.7       29.6       29.4       13.1       17.2       20.5       25.1
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 - Futures Only, January 14, 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  :   923,592:   106,730    136,967      6,092    695,013    608,565    807,835    751,624:   115,757    171,968
Old  :   923,592:   106,730    136,967      6,092    695,013    608,565    807,835    751,624:   115,757    171,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     6,861:       980      8,616       -981      8,296      4,528      8,295     12,163:    -1,434     -5,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       14.8        0.7       75.3       65.9       87.5       81.4:      12.5       18.6
Old  :     100.0:      11.6       14.8        0.7       75.3       65.9       87.5       81.4:      12.5       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        10         17          8         64         72         80         91:
Old  :       115:        10         17          8         64         72         80         91:
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  :                 28.4       20.5       45.6       33.6       26.9       20.0       39.8       30.9
Old  :                 28.4       20.5       45.6       33.6       26.9       20.0       39.8       30.9
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 14, 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  : 4,261,167:   426,274    725,715     92,503  3,422,433  3,137,423  3,941,210  3,955,641:   319,957    305,526
Old  : 4,261,167:   426,274    725,715     92,503  3,422,433  3,137,423  3,941,210  3,955,641:   319,957    305,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     9,611:     5,275      6,342      7,812        188     -8,250     13,275      5,904:    -3,664      3,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       17.0        2.2       80.3       73.6       92.5       92.8:       7.5        7.2
Old  :     100.0:      10.0       17.0        2.2       80.3       73.6       92.5       92.8:       7.5        7.2
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  :       327:        56         50         38        157        155        233        223:
Old  :       327:        56         50         38        157        155        233        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       27.2       49.6       40.6       29.8       22.8       39.6       34.5
Old  :                 38.9       27.2       49.6       40.6       29.8       22.8       39.6       34.5
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 14, 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  : 1,854,435:   556,750    159,700    372,039    875,927  1,288,833  1,804,716  1,820,572:    49,719     33,863
Old  : 1,854,435:   556,750    159,700    372,039    875,927  1,288,833  1,804,716  1,820,572:    49,719     33,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    72,054:    43,435     11,998     12,019      9,394     47,418     64,848     71,435:     7,206        619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        8.6       20.1       47.2       69.5       97.3       98.2:       2.7        1.8
Old  :     100.0:      30.0        8.6       20.1       47.2       69.5       97.3       98.2:       2.7        1.8
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  :       142:        45         23         44         64         61        127        111:
Old  :       142:        45         23         44         64         61        127        111:
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       37.5       46.9       52.4       26.4       31.5       32.8       39.4
Old  :                 31.4       37.5       46.9       52.4       26.4       31.5       32.8       39.4
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 14, 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  :    50,993:    22,724      9,351        120     19,644     33,079     42,487     42,549:     8,506      8,445
Old  :    50,993:    22,724      9,351        120     19,644     33,079     42,487     42,549:     8,506      8,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,916:     2,434        595       -769        371      1,889      2,036      1,715:      -121        201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       18.3        0.2       38.5       64.9       83.3       83.4:      16.7       16.6
Old  :     100.0:      44.6       18.3        0.2       38.5       64.9       83.3       83.4:      16.7       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        32         13          4         25         28         58         44:
Old  :        93:        32         13          4         25         28         58         44:
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  :                 38.7       33.7       52.4       49.1       38.7       33.7       51.1       49.1
Old  :                 38.7       33.7       52.4       49.1       38.7       33.7       51.1       49.1
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 14, 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  :   101,986:    45,447     18,701        239     39,288     66,157     84,974     85,097:    17,012     16,889
Old  :   101,986:    45,447     18,701        239     39,288     66,157     84,974     85,097:    17,012     16,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     3,831:     4,868      1,190     -1,537        741      3,777      4,072      3,430:      -241        401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       18.3        0.2       38.5       64.9       83.3       83.4:      16.7       16.6
Old  :     100.0:      44.6       18.3        0.2       38.5       64.9       83.3       83.4:      16.7       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        32         13          4         25         28         58         44:
Old  :        93:        32         13          4         25         28         58         44:
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  :                 38.7       33.7       52.4       49.1       38.7       33.7       51.1       49.1
Old  :                 38.7       33.7       52.4       49.1       38.7       33.7       51.1       49.1
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 14, 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  :    37,079:     3,221        464          0     31,800     35,443     35,021     35,907:     2,058      1,172
Old  :    37,079:     3,221        464          0     31,800     35,443     35,021     35,907:     2,058      1,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    -2,437:       331       -322          0     -3,172     -2,195     -2,841     -2,517:       404         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        1.3        0.0       85.8       95.6       94.4       96.8:       5.6        3.2
Old  :     100.0:       8.7        1.3        0.0       85.8       95.6       94.4       96.8:       5.6        3.2
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  :        25:         4          1          0         11         11         15         12:
Old  :        25:         4          1          0         11         11         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       71.0       86.5       94.6       70.4       71.0       86.1       94.6
Old  :                 70.6       71.0       86.5       94.6       70.4       71.0       86.1       94.6
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 14, 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  :    17,715:     9,677     16,727        605      7,197        359     17,479     17,691:       236         24
Old  :    17,715:     9,677     16,727        605      7,197        359     17,479     17,691:       236         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       559:        64        715        -17        536       -131        583        567:       -24         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       94.4        3.4       40.6        2.0       98.7       99.9:       1.3        0.1
Old  :     100.0:      54.6       94.4        3.4       40.6        2.0       98.7       99.9:       1.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        25         12          3          5          1         32         14:
Old  :        42:        25         12          3          5          1         32         14:
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  :                 57.1       71.8       75.2       90.0       55.1       71.8       73.2       89.0
Old  :                 57.1       71.8       75.2       90.0       55.1       71.8       73.2       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, January 14, 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  :    80,252:    20,502      6,624     32,749     26,944     39,194     80,195     78,567:        57      1,685
Old  :    80,252:    20,502      6,624     32,749     26,944     39,194     80,195     78,567:        57      1,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     8,440:     1,905        558      2,365      4,150      5,929      8,420      8,852:        20       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        8.3       40.8       33.6       48.8       99.9       97.9:       0.1        2.1
Old  :     100.0:      25.5        8.3       40.8       33.6       48.8       99.9       97.9:       0.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          5          2          5         16         11         22:
Old  :        30:         5          5          2          5         16         11         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.3       82.1       99.5       91.5       54.7       44.4       58.9       52.0
Old  :                 95.3       82.1       99.5       91.5       54.7       44.4       58.9       52.0
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 14, 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  :    22,607:    12,799      1,379      9,585        223     10,316     22,607     21,280:         0      1,327
Old  :    22,607:    12,799      1,379      9,585        223     10,316     22,607     21,280:         0      1,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     3,986:     2,324       -781      3,071     -1,409      1,864      3,986      4,154:         0       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6        6.1       42.4        1.0       45.6      100.0       94.1:       0.0        5.9
Old  :     100.0:      56.6        6.1       42.4        1.0       45.6      100.0       94.1:       0.0        5.9
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  :        22:         5          4          2          1         12          7         17:
Old  :        22:         5          4          2          1         12          7         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.6       79.3      100.0       89.8       56.7       42.0       57.6       48.8
Old  :                 98.6       79.3      100.0       89.8       56.7       42.0       57.6       48.8
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 - Futures Only, January 14, 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  :    46,548:    15,309     15,229     31,224          0          0     46,533     46,453:        15         95
Old  :    46,548:    15,309     15,229     31,224          0          0     46,533     46,453:        15         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :      -129:         0         -5       -144          0          0       -144       -149:        15         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       32.7       67.1        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      32.9       32.7       67.1        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  :        22:         5         16          5          0          0          8         19:
Old  :        22:         5         16          5          0          0          8         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.0       81.4      100.0       94.8       32.2       23.5       32.9       31.0
Old  :                 91.0       81.4      100.0       94.8       32.2       23.5       32.9       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 17, 2020