WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 21, 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  :   503,792:   158,953    111,228    176,046    135,760    165,783    470,759    453,057:    33,033     50,735
Old  :   310,093:   145,542    132,476     59,925     83,581     89,137    289,048    281,538:    21,045     28,555
Other:   193,699:    88,827     54,168     40,705     52,179     76,646    181,711    171,519:    11,988     22,180
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    27,028:    12,892      3,372     13,706     -1,162      6,380     25,436     23,458:     1,592      3,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       22.1       34.9       26.9       32.9       93.4       89.9:       6.6       10.1
Old  :     100.0:      46.9       42.7       19.3       27.0       28.7       93.2       90.8:       6.8        9.2
Other:     100.0:      45.9       28.0       21.0       26.9       39.6       93.8       88.5:       6.2       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       147        102        139         78        127        300        313:
Old  :       387:       139        102         92         66        106        254        259:
Other:       258:        77         64         55         45         90        158        181:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8        9.0       17.0       16.4        7.2        7.2       12.3       12.5
Old  :                 10.2       13.1       18.9       22.7        9.1       12.5       16.4       20.6
Other:                 20.0       18.7       31.1       30.9       19.1       15.4       28.6       24.5
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, January 21, 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  :    16,560:     6,274        300        220      9,507     15,647     16,001     16,167:       559        393
Old  :    13,060:     5,594        120        100      6,907     12,447     12,601     12,667:       459        393
Other:     3,500:       800        300          0      2,600      3,200      3,400      3,500:       100          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     1,771:       420          0          0        850      1,645      1,270      1,645:       501        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        1.8        1.3       57.4       94.5       96.6       97.6:       3.4        2.4
Old  :     100.0:      42.8        0.9        0.8       52.9       95.3       96.5       97.0:       3.5        3.0
Other:     100.0:      22.9        8.6        0.0       74.3       91.4       97.1      100.0:       2.9        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          1          1         11         22         15         24:
Old  :        26:         3          1          1          8         18         12         19:
Other:        15:         2          1          0          6          6          8          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  :                 65.0       55.4       83.6       74.5       60.6       49.9       73.5       65.5
Old  :                 67.9       56.4       89.8       79.2       67.7       51.1       86.5       72.3
Other:                 77.1       80.0       97.1      100.0       77.1       80.0       97.1      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 21, 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  :   287,184:    70,313     56,933     80,574    109,911    130,001    260,798    267,508:    26,386     19,676
Old  :   192,430:    69,081     68,778     34,303     71,489     76,309    174,873    179,390:    17,557     13,040
Other:    94,754:    37,830     24,753      9,673     38,422     53,692     85,925     88,118:     8,829      6,636
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     3,792:     1,458       -117       -454      2,880      4,396      3,884      3,825:       -92        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       19.8       28.1       38.3       45.3       90.8       93.1:       9.2        6.9
Old  :     100.0:      35.9       35.7       17.8       37.2       39.7       90.9       93.2:       9.1        6.8
Other:     100.0:      39.9       26.1       10.2       40.5       56.7       90.7       93.0:       9.3        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        99         61         93         86         94        231        209:
Old  :       280:        92         63         57         73         79        194        171:
Other:       197:        54         42         32         50         73        127        127:
     :----------------------------------------------------------------------------------------------------
     :             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       18.0       19.6       27.6       10.4       15.5       17.3       22.3
Old  :                 11.9       16.6       20.3       27.8       11.3       14.1       18.9       23.1
Other:                 20.4       33.4       31.1       46.6       20.4       33.4       31.1       43.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 21, 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  : 1,529,460:   330,535    282,512    314,349    637,864    762,184  1,282,748  1,359,045:   246,712    170,415
Old  : 1,295,833:   319,172    317,095    220,156    534,953    634,778  1,074,281  1,172,029:   221,552    123,804
Other:   233,627:    99,035     53,089      6,521    102,911    127,406    208,467    187,016:    25,160     46,611
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :   -26,987:    -1,186    -13,294    -12,617     -9,460        550    -23,263    -25,361:    -3,724     -1,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       18.5       20.6       41.7       49.8       83.9       88.9:      16.1       11.1
Old  :     100.0:      24.6       24.5       17.0       41.3       49.0       82.9       90.4:      17.1        9.6
Other:     100.0:      42.4       22.7        2.8       44.0       54.5       89.2       80.0:      10.8       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       767:       159        124        148        333        351        573        558:
Old  :       761:       158        133        117        323        328        550        515:
Other:       456:        62         65         32        106        271        185        351:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.0        8.5       16.0       15.4        7.6        5.9       13.0       10.5
Old  :                  9.8        9.7       17.7       17.6        8.9        7.0       15.0       12.3
Other:                 25.3       28.0       35.3       35.1       25.1       26.5       35.1       33.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 21, 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  :     5,076:     2,335        110          0      1,175      3,971      3,510      4,081:     1,566        995
Old  :     4,741:     2,335        110          0        992      3,741      3,327      3,851:     1,414        890
Other:       335:         0          0          0        183        230        183        230:       152        105
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       142:       174        -17         -1        -80         56         93         38:        49        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        2.2        0.0       23.1       78.2       69.1       80.4:      30.9       19.6
Old  :     100.0:      49.3        2.3        0.0       20.9       78.9       70.2       81.2:      29.8       18.8
Other:     100.0:       0.0        0.0        0.0       54.6       68.7       54.6       68.7:      45.4       31.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10          1          0          8         10         18         11:
Old  :        24:        10          1          0          5         10         15         11:
Other:         9:         0          0          0          6          7          6          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  :                 39.0       58.8       52.4       75.5       37.5       57.3       50.9       71.4
Old  :                 39.9       58.9       54.2       76.2       38.6       58.9       53.0       73.9
Other:                 52.2       64.5       54.6       68.7       25.7       37.6       25.7       39.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 21, 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  :   772,676:   124,695    107,051    171,379    417,027    425,427    713,101    703,857:    59,575     68,819
Old  :   622,362:   124,608    122,551     96,083    351,889    350,335    572,580    568,969:    49,782     53,393
Other:   150,314:    40,211     24,624     35,172     65,138     75,092    140,521    134,888:     9,793     15,426
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    26,554:    -6,111     10,906      6,083     25,344      7,867     25,316     24,856:     1,238      1,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       13.9       22.2       54.0       55.1       92.3       91.1:       7.7        8.9
Old  :     100.0:      20.0       19.7       15.4       56.5       56.3       92.0       91.4:       8.0        8.6
Other:     100.0:      26.8       16.4       23.4       43.3       50.0       93.5       89.7:       6.5       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       161        118        170        170        212        413        438:
Old  :       549:       153        127        133        157        197        376        400:
Other:       332:        62         61         60         75        163        177        254:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       15.5       19.0       23.1        8.9       12.7       15.6       19.3
Old  :                 13.0       18.0       21.6       26.3       11.8       14.7       19.5       21.8
Other:                 14.0       17.3       25.4       30.9       11.7       14.5       20.1       23.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 21, 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  :   547,805:   152,073     36,322    140,346    218,787    345,785    511,206    522,453:    36,599     25,352
Old  :   476,176:   146,900     48,407    116,847    181,597    288,748    445,344    454,002:    30,832     22,174
Other:    71,629:    20,136      2,878      8,536     37,190     57,037     65,862     68,451:     5,767      3,178
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     6,105:   -13,826      3,700     10,865      8,788    -10,028      5,827      4,537:       278      1,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        6.6       25.6       39.9       63.1       93.3       95.4:       6.7        4.6
Old  :     100.0:      30.8       10.2       24.5       38.1       60.6       93.5       95.3:       6.5        4.7
Other:     100.0:      28.1        4.0       11.9       51.9       79.6       91.9       95.6:       8.1        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       112         62        111         92         82        266        222:
Old  :       326:       110         69        104         88         77        258        213:
Other:       116:        29         22         16         42         33         79         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       27.5       17.5       37.2        9.6       25.5       15.4       34.7
Old  :                 10.1       27.3       17.3       36.1       10.0       26.6       16.2       34.3
Other:                 28.2       41.3       44.3       58.5       27.9       38.6       42.7       54.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 21, 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  : 1,061,745:   143,030    203,442     21,941    738,982    704,948    903,953    930,331:   157,792    131,414
Old  : 1,061,745:   143,030    203,442     21,941    738,982    704,948    903,953    930,331:   157,792    131,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    24,228:    14,692     17,927      7,701      8,703     -3,112     31,096     22,516:    -6,868      1,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       19.2        2.1       69.6       66.4       85.1       87.6:      14.9       12.4
Old  :     100.0:      13.5       19.2        2.1       69.6       66.4       85.1       87.6:      14.9       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        36         27         28         91         93        138        137:
Old  :       192:        36         27         28         91         93        138        137:
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  :                 25.8       27.8       35.6       40.9       20.3       25.4       29.2       34.8
Old  :                 25.8       27.8       35.6       40.9       20.3       25.4       29.2       34.8
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 21, 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  : 1,246,676:    51,774    505,733     10,436  1,024,173    646,248  1,086,383  1,162,417:   160,293     84,259
Old  : 1,246,676:    51,774    505,733     10,436  1,024,173    646,248  1,086,383  1,162,417:   160,293     84,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    -7,820:    -5,187      4,462      2,242     -4,236     -5,056     -7,181      1,648:      -639     -9,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       40.6        0.8       82.2       51.8       87.1       93.2:      12.9        6.8
Old  :     100.0:       4.2       40.6        0.8       82.2       51.8       87.1       93.2:      12.9        6.8
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:        14         20         13         86         76        106        103:
Old  :       142:        14         20         13         86         76        106        103:
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  :                 24.9       36.9       37.0       52.6       21.7       35.8       31.7       46.0
Old  :                 24.9       36.9       37.0       52.6       21.7       35.8       31.7       46.0
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 21, 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  :   473,263:    90,155     96,913     88,099    248,732    257,080    426,986    442,092:    46,277     31,171
Old  :   419,163:    88,845    102,745     72,721    215,694    215,587    377,260    391,053:    41,903     28,110
Other:    54,100:    10,734      3,592      5,954     33,038     41,493     49,726     51,039:     4,374      3,061
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    10,801:       359      1,463      8,897      2,643       -832     11,899      9,528:    -1,098      1,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       20.5       18.6       52.6       54.3       90.2       93.4:       9.8        6.6
Old  :     100.0:      21.2       24.5       17.3       51.5       51.4       90.0       93.3:      10.0        6.7
Other:     100.0:      19.8        6.6       11.0       61.1       76.7       91.9       94.3:       8.1        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        83         76         80        121         80        254        202:
Old  :       316:        87         82         72        119         75        248        193:
Other:       119:        28         19         23         56         30         96         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       23.4       18.2       32.1       10.1       22.0       15.6       29.2
Old  :                 11.2       23.3       18.4       32.3       10.9       21.8       17.5       29.2
Other:                 26.9       38.6       38.0       55.7       24.8       36.7       35.1       52.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 21, 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  :    11,714:     5,346      2,184        420      3,480      7,728      9,246     10,332:     2,468      1,382
Old  :    11,177:     5,346      2,289        315      3,191      7,306      8,852      9,910:     2,325      1,267
Other:       537:       105          0          0        289        422        394        422:       143        115
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       201:        86         48        137       -195         55         28        240:       173        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       18.6        3.6       29.7       66.0       78.9       88.2:      21.1       11.8
Old  :     100.0:      47.8       20.5        2.8       28.5       65.4       79.2       88.7:      20.8       11.3
Other:     100.0:      19.6        0.0        0.0       53.8       78.6       73.4       78.6:      26.6       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        23         11          5         13         15         41         28:
Old  :        58:        23         11          5         12         15         40         28:
Other:         9:         1          0          0          3          5          4          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  :                 33.5       48.2       47.7       68.9       33.5       47.4       46.9       68.1
Old  :                 35.1       47.5       49.1       68.5       35.1       46.7       49.1       67.6
Other:                 73.4       76.5       73.4       78.6       73.4       76.5       73.4       78.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 21, 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  : 3,655,036:   821,598  1,142,975     55,465  2,589,413  2,351,490  3,466,476  3,549,930:   188,560    105,106
Old  : 3,655,036:   821,598  1,142,975     55,465  2,589,413  2,351,490  3,466,476  3,549,930:   188,560    105,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    59,445:   -13,574     26,111     10,734     65,912     31,732     63,072     68,577:    -3,627     -9,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       31.3        1.5       70.8       64.3       94.8       97.1:       5.2        2.9
Old  :     100.0:      22.5       31.3        1.5       70.8       64.3       94.8       97.1:       5.2        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  :       369:        75         49         40        194        138        293        203:
Old  :       369:        75         49         40        194        138        293        203:
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       32.1       37.2       50.3       23.1       31.1       35.4       48.6
Old  :                 23.6       32.1       37.2       50.3       23.1       31.1       35.4       48.6
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 21, 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  : 3,771,582:   494,796    797,328    158,127  2,699,573  2,397,417  3,352,496  3,352,872:   419,086    418,710
Old  : 3,771,582:   494,796    797,328    158,127  2,699,573  2,397,417  3,352,496  3,352,872:   419,086    418,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    83,593:   -46,700     32,259     42,629     76,644     -7,746     72,573     67,142:    11,020     16,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       21.1        4.2       71.6       63.6       88.9       88.9:      11.1       11.1
Old  :     100.0:      13.1       21.1        4.2       71.6       63.6       88.9       88.9:      11.1       11.1
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  :       401:        69         75         55        189        179        290        278:
Old  :       401:        69         75         55        189        179        290        278:
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  :                 20.6       19.4       29.2       29.3       13.4       17.1       20.4       25.0
Old  :                 20.6       19.4       29.2       29.3       13.4       17.1       20.4       25.0
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 21, 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  :   934,210:    97,691    138,077      9,831    708,624    607,739    816,146    755,647:   118,064    178,563
Old  :   934,210:    97,691    138,077      9,831    708,624    607,739    816,146    755,647:   118,064    178,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    10,618:    -9,039      1,110      3,739     13,611       -826      8,311      4,023:     2,307      6,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       14.8        1.1       75.9       65.1       87.4       80.9:      12.6       19.1
Old  :     100.0:      10.5       14.8        1.1       75.9       65.1       87.4       80.9:      12.6       19.1
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  :       113:        10         18          8         64         66         79         87:
Old  :       113:        10         18          8         64         66         79         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  :                 28.1       21.0       45.5       32.6       27.1       19.8       38.9       30.0
Old  :                 28.1       21.0       45.5       32.6       27.1       19.8       38.9       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 21, 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  : 4,296,398:   456,239    722,671    101,204  3,415,192  3,172,303  3,972,635  3,996,178:   323,763    300,220
Old  : 4,296,398:   456,239    722,671    101,204  3,415,192  3,172,303  3,972,635  3,996,178:   323,763    300,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    35,231:    29,965     -3,044      8,701     -7,241     34,880     31,425     40,537:     3,806     -5,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       16.8        2.4       79.5       73.8       92.5       93.0:       7.5        7.0
Old  :     100.0:      10.6       16.8        2.4       79.5       73.8       92.5       93.0:       7.5        7.0
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  :       331:        59         53         45        159        154        240        230:
Old  :       331:        59         53         45        159        154        240        230:
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  :                 38.6       26.8       48.8       39.7       29.6       22.2       39.0       33.8
Old  :                 38.6       26.8       48.8       39.7       29.6       22.2       39.0       33.8
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 21, 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  : 1,872,842:   512,122    156,177    373,633    944,102  1,308,107  1,829,857  1,837,917:    42,985     34,925
Old  : 1,872,842:   512,122    156,177    373,633    944,102  1,308,107  1,829,857  1,837,917:    42,985     34,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    18,407:   -44,628     -3,523      1,594     68,175     19,274     25,141     17,345:    -6,734      1,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        8.3       20.0       50.4       69.8       97.7       98.1:       2.3        1.9
Old  :     100.0:      27.3        8.3       20.0       50.4       69.8       97.7       98.1:       2.3        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  :       144:        43         23         45         70         63        132        114:
Old  :       144:        43         23         45         70         63        132        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       36.9       46.1       52.4       25.5       30.6       30.7       38.5
Old  :                 30.8       36.9       46.1       52.4       25.5       30.6       30.7       38.5
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 21, 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  :    51,888:    23,040      7,009      1,322     18,312     34,577     42,674     42,908:     9,215      8,980
Old  :    51,888:    23,040      7,009      1,322     18,312     34,577     42,674     42,908:     9,215      8,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       895:       316     -2,342      1,203     -1,332      1,499        187        360:       709        536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       13.5        2.5       35.3       66.6       82.2       82.7:      17.8       17.3
Old  :     100.0:      44.4       13.5        2.5       35.3       66.6       82.2       82.7:      17.8       17.3
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  :        98:        33         15          4         25         29         60         46:
Old  :        98:        33         15          4         25         29         60         46:
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  :                 35.7       29.9       48.3       45.6       35.7       29.5       47.0       43.3
Old  :                 35.7       29.9       48.3       45.6       35.7       29.5       47.0       43.3
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 21, 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  :   103,776:    46,079     14,018      2,644     36,624     69,154     85,347     85,816:    18,429     17,960
Old  :   103,776:    46,079     14,018      2,644     36,624     69,154     85,347     85,816:    18,429     17,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     1,790:       632     -4,683      2,405     -2,664      2,997        373        719:     1,417      1,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       13.5        2.5       35.3       66.6       82.2       82.7:      17.8       17.3
Old  :     100.0:      44.4       13.5        2.5       35.3       66.6       82.2       82.7:      17.8       17.3
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  :        98:        33         15          4         25         29         60         46:
Old  :        98:        33         15          4         25         29         60         46:
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  :                 35.7       29.9       48.3       45.6       35.7       29.5       47.0       43.3
Old  :                 35.7       29.9       48.3       45.6       35.7       29.5       47.0       43.3
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 21, 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  :    36,543:     2,768        464          0     31,656     34,767     34,424     35,231:     2,119      1,312
Old  :    36,543:     2,768        464          0     31,656     34,767     34,424     35,231:     2,119      1,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :      -536:      -453          0          0       -144       -676       -597       -676:        61        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        1.3        0.0       86.6       95.1       94.2       96.4:       5.8        3.6
Old  :     100.0:       7.6        1.3        0.0       86.6       95.1       94.2       96.4:       5.8        3.6
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  :        23:         4          1          0         10         10         14         11:
Old  :        23:         4          1          0         10         10         14         11:
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  :                 73.0       73.2       88.0       94.7       72.8       73.2       87.6       94.7
Old  :                 73.0       73.2       88.0       94.7       72.8       73.2       87.6       94.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, January 21, 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  :    16,779:     8,980     15,770        586      6,940        399     16,506     16,755:       273         24
Old  :    16,779:     8,980     15,770        586      6,940        399     16,506     16,755:       273         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :      -936:      -697       -957        -19       -257         40       -973       -936:        37          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5       94.0        3.5       41.4        2.4       98.4       99.9:       1.6        0.1
Old  :     100.0:      53.5       94.0        3.5       41.4        2.4       98.4       99.9:       1.6        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  :        40:        23         12          3          5          2         30         15:
Old  :        40:        23         12          3          5          2         30         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  :                 58.8       70.1       77.8       89.3       56.4       70.1       75.4       88.4
Old  :                 58.8       70.1       77.8       89.3       56.4       70.1       75.4       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, January 21, 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  :    87,457:    27,391      7,456     33,258     26,772     44,350     87,421     85,064:        36      2,393
Old  :    87,457:    27,391      7,456     33,258     26,772     44,350     87,421     85,064:        36      2,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     7,205:     6,889        832        509       -172      5,156      7,226      6,497:       -21        708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        8.5       38.0       30.6       50.7      100.0       97.3:       0.0        2.7
Old  :     100.0:      31.3        8.5       38.0       30.6       50.7      100.0       97.3:       0.0        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6          5          2          5         17         12         23:
Old  :        32:         6          5          2          5         17         12         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.6       84.5       99.7       92.0       57.6       48.6       61.7       54.8
Old  :                 95.6       84.5       99.7       92.0       57.6       48.6       61.7       54.8
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 21, 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  :    25,200:    14,361      1,417     10,838          0     11,381     25,199     23,636:         1      1,564
Old  :    25,200:    14,361      1,417     10,838          0     11,381     25,199     23,636:         1      1,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     2,593:     1,562         38      1,253       -223      1,065      2,592      2,356:         1        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0        5.6       43.0        0.0       45.2      100.0       93.8:       0.0        6.2
Old  :     100.0:      57.0        5.6       43.0        0.0       45.2      100.0       93.8:       0.0        6.2
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          5          2          0         12          6         18:
Old  :        22:         5          5          2          0         12          6         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.0       78.8      100.0       88.7       56.4       40.3       57.0       47.3
Old  :                 99.0       78.8      100.0       88.7       56.4       40.3       57.0       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, January 21, 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:    15,479     15,414     31,173          0          0     46,652     46,587:        25         90
Old  :    46,677:    15,479     15,414     31,173          0          0     46,652     46,587:        25         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       129:       170        185        -51          0          0        119        134:        10         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       33.0       66.8        0.0        0.0       99.9       99.8:       0.1        0.2
Old  :     100.0:      33.2       33.0       66.8        0.0        0.0       99.9       99.8:       0.1        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:         6         16          5          0          0          9         19:
Old  :        23:         6         16          5          0          0          9         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  :                 90.6       80.9       99.6       92.4       32.1       23.3       33.2       31.0
Old  :                 90.6       80.9       99.6       92.4       32.1       23.3       33.2       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 24, 2020