WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, February 04, 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  :   525,368:   159,301    110,933    193,893    138,298    167,792    491,492    472,618:    33,876     52,750
Old  :   311,303:   149,360    141,925     56,946     84,626     85,249    290,932    284,120:    20,371     27,183
Other:   214,065:   100,161     59,228     46,727     53,672     82,543    200,560    188,498:    13,505     25,567
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    19,438:       722     -6,505     14,208      3,843      9,399     18,773     17,102:       665      2,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       21.1       36.9       26.3       31.9       93.6       90.0:       6.4       10.0
Old  :     100.0:      48.0       45.6       18.3       27.2       27.4       93.5       91.3:       6.5        8.7
Other:     100.0:      46.8       27.7       21.8       25.1       38.6       93.7       88.1:       6.3       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       400:       134        110        144         79        118        298        305:
Old  :       371:       127        105         97         65         98        246        255:
Other:       262:        73         76         59         47         91        160        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3        9.9       17.7       17.5        7.4        6.7       13.3       11.6
Old  :                 12.1       14.8       21.7       24.2       11.2       14.5       18.7       22.8
Other:                 22.2       18.1       33.5       28.4       21.3       14.2       29.9       22.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, February 04, 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  :    19,773:     7,366        490        430     11,686     18,624     19,482     19,544:       291        229
Old  :    12,253:     5,728        520        100      6,286     11,414     12,114     12,034:       139        219
Other:     7,520:     1,958        290         10      5,400      7,210      7,368      7,510:       152         10
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :     1,588:       944        200        200        709      1,212      1,853      1,612:      -265        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        2.5        2.2       59.1       94.2       98.5       98.8:       1.5        1.2
Old  :     100.0:      46.7        4.2        0.8       51.3       93.2       98.9       98.2:       1.1        1.8
Other:     100.0:      26.0        3.9        0.1       71.8       95.9       98.0       99.9:       2.0        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          2          3         13         22         20         25:
Old  :        28:         3          2          1         10         20         14         22:
Other:        19:         4          1          1          7         11         12         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       52.8       82.4       72.7       53.9       42.9       67.6       59.7
Old  :                 75.6       46.0       92.1       71.6       67.0       46.0       81.6       64.5
Other:                 71.3       77.3       91.2       91.9       69.9       77.3       85.9       91.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, February 04, 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  :   304,577:    73,047     62,784     89,683    115,864    130,211    278,594    282,678:    25,983     21,899
Old  :   198,003:    69,216     76,338     40,681     72,201     67,746    182,098    184,765:    15,905     13,238
Other:   106,574:    43,388     26,003      9,445     43,663     62,465     96,496     97,913:    10,078      8,661
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :     2,442:       935      1,824     -1,731      4,186        -19      3,390         74:      -948      2,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       20.6       29.4       38.0       42.8       91.5       92.8:       8.5        7.2
Old  :     100.0:      35.0       38.6       20.5       36.5       34.2       92.0       93.3:       8.0        6.7
Other:     100.0:      40.7       24.4        8.9       41.0       58.6       90.5       91.9:       9.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        98         57         91         92         94        233        206:
Old  :       271:        91         57         59         78         77        194        169:
Other:       199:        53         42         28         55         75        131        124:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       17.1       19.6       27.6        9.6       15.1       16.1       21.7
Old  :                 13.0       17.0       21.1       27.7       10.9       15.3       18.0       23.4
Other:                 20.2       33.2       30.6       44.3       19.2       32.6       29.0       42.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 04, 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  : 1,567,004:   315,451    262,832    353,519    657,402    777,929  1,326,372  1,394,280:   240,632    172,724
Old  : 1,309,912:   316,157    301,772    244,256    536,625    639,781  1,097,038  1,185,809:   212,874    124,103
Other:   257,092:    99,271     61,037      9,286    120,777    138,148    229,334    208,471:    27,758     48,621
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    38,720:    -5,458     15,343     31,483     12,454     -6,840     38,479     39,986:       241     -1,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       16.8       22.6       42.0       49.6       84.6       89.0:      15.4       11.0
Old  :     100.0:      24.1       23.0       18.6       41.0       48.8       83.7       90.5:      16.3        9.5
Other:     100.0:      38.6       23.7        3.6       47.0       53.7       89.2       81.1:      10.8       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       766:       160        134        165        323        342        580        568:
Old  :       758:       167        141        132        311        317        554        520:
Other:       466:        67         73         39        111        261        202        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  :                  8.7        9.2       15.3       16.1        7.3        5.8       12.1       10.4
Old  :                  9.1        9.9       16.6       17.5        8.4        6.9       14.3       12.2
Other:                 23.0       25.8       33.2       33.0       22.8       24.4       33.0       31.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 04, 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  :     5,448:     2,723         78         10      1,328      4,389      4,061      4,477:     1,387        971
Old  :     4,884:     2,669         88          0      1,046      4,026      3,715      4,114:     1,169        770
Other:       564:        64          0          0        282        363        346        363:       218        201
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :        23:       -39        -17          0         39         29          0         12:        23         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0        1.4        0.2       24.4       80.6       74.5       82.2:      25.5       17.8
Old  :     100.0:      54.6        1.8        0.0       21.4       82.4       76.1       84.2:      23.9       15.8
Other:     100.0:      11.3        0.0        0.0       50.0       64.4       61.3       64.4:      38.7       35.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        13          1          1          8         12         21         14:
Old  :        29:        12          2          0          5         12         17         14:
Other:        11:         2          0          0          6          6          8          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       53.6       55.3       73.9       34.7       49.5       48.7       65.3
Old  :                 41.5       55.0       57.3       75.0       37.7       51.6       51.6       68.4
Other:                 54.6       62.2       61.3       64.4       34.9       40.1       37.4       40.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 04, 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  :   859,677:   157,499    177,337    198,203    441,282    416,961    796,984    792,501:    62,693     67,176
Old  :   687,734:   155,387    184,796    116,362    363,609    334,279    635,358    635,437:    52,376     52,297
Other:   171,943:    40,827     31,256     43,126     77,673     82,682    161,626    157,064:    10,317     14,879
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    41,509:    22,626     36,168     13,509        -64     -8,447     36,071     41,230:     5,438        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       20.6       23.1       51.3       48.5       92.7       92.2:       7.3        7.8
Old  :     100.0:      22.6       26.9       16.9       52.9       48.6       92.4       92.4:       7.6        7.6
Other:     100.0:      23.7       18.2       25.1       45.2       48.1       94.0       91.3:       6.0        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       574:       167        123        174        183        199        443        432:
Old  :       560:       165        128        136        173        186        409        395:
Other:       338:        66         72         64         78        158        191        255:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       13.2       17.6       20.9        7.8       10.7       13.7       16.5
Old  :                 11.4       14.6       18.8       23.7       10.4       12.2       17.4       18.3
Other:                 17.8       18.0       29.2       30.4       12.5       12.9       20.9       22.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 04, 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  :   526,658:   118,830     35,528    145,299    228,675    316,075    492,804    496,902:    33,854     29,756
Old  :   446,646:   112,753     49,602    119,088    188,202    252,873    420,043    421,563:    26,603     25,083
Other:    80,012:    23,471      3,320      8,817     40,473     63,202     72,761     75,339:     7,251      4,673
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :   -25,798:   -27,947      1,469      2,775       -943    -32,205    -26,115    -27,961:       317      2,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        6.7       27.6       43.4       60.0       93.6       94.4:       6.4        5.6
Old  :     100.0:      25.2       11.1       26.7       42.1       56.6       94.0       94.4:       6.0        5.6
Other:     100.0:      29.3        4.1       11.0       50.6       79.0       90.9       94.2:       9.1        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       110         62        113         99         79        266        218:
Old  :       318:       106         72        109         93         76        257        213:
Other:       131:        38         23         25         51         35        101         73:
     :----------------------------------------------------------------------------------------------------
     :             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       24.7       16.2       33.9        9.3       23.7       15.1       32.0
Old  :                  9.9       23.7       16.5       32.4        9.8       23.1       15.9       30.6
Other:                 25.1       35.2       38.8       52.1       24.8       33.1       38.3       49.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 04, 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  : 1,215,787:   152,225    216,020     64,975    819,001    804,699  1,036,201  1,085,694:   179,586    130,093
Old  : 1,215,787:   152,225    216,020     64,975    819,001    804,699  1,036,201  1,085,694:   179,586    130,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :   123,135:      -159      8,663     41,314     74,906     72,891    116,061    122,868:     7,074        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       17.8        5.3       67.4       66.2       85.2       89.3:      14.8       10.7
Old  :     100.0:      12.5       17.8        5.3       67.4       66.2       85.2       89.3:      14.8       10.7
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  :       194:        34         32         29         91         98        138        146:
Old  :       194:        34         32         29         91         98        138        146:
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  :                 22.9       23.8       34.0       38.7       18.6       22.3       27.0       32.5
Old  :                 22.9       23.8       34.0       38.7       18.6       22.3       27.0       32.5
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, February 04, 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  : 1,200,858:    55,985    476,276     28,315    941,357    604,316  1,025,657  1,108,907:   175,201     91,951
Old  : 1,200,858:    55,985    476,276     28,315    941,357    604,316  1,025,657  1,108,907:   175,201     91,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :   -21,433:       351    -17,362     19,796    -50,775    -11,933    -30,628     -9,499:     9,195    -11,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       39.7        2.4       78.4       50.3       85.4       92.3:      14.6        7.7
Old  :     100.0:       4.7       39.7        2.4       78.4       50.3       85.4       92.3:      14.6        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        13         22         13         92         73        113        100:
Old  :       139:        13         22         13         92         73        113        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       36.1       34.1       51.9       17.9       34.4       28.1       45.9
Old  :                 21.7       36.1       34.1       51.9       17.9       34.4       28.1       45.9
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, February 04, 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  :   499,317:    80,982    114,675    100,660    267,358    251,513    449,000    466,848:    50,317     32,469
Old  :   428,354:    78,468    120,043     78,719    225,934    201,051    383,121    399,813:    45,233     28,541
Other:    70,963:    16,113      8,231      8,342     41,424     50,462     65,879     67,035:     5,084      3,928
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    12,846:    -6,513     17,456      5,581     12,613     -9,353     11,681     13,684:     1,165       -838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       23.0       20.2       53.5       50.4       89.9       93.5:      10.1        6.5
Old  :     100.0:      18.3       28.0       18.4       52.7       46.9       89.4       93.3:      10.6        6.7
Other:     100.0:      22.7       11.6       11.8       58.4       71.1       92.8       94.5:       7.2        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:        71         94         87        117         89        247        229:
Old  :       319:        75         99         74        114         84        234        221:
Other:       132:        31         21         23         62         34        107         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       21.3       17.8       28.6        9.9       18.4       15.3       23.4
Old  :                 10.9       20.3       18.0       27.7       10.6       17.1       16.9       22.6
Other:                 29.8       34.3       41.8       55.5       28.1       33.6       38.8       53.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 04, 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  :    12,739:     5,898      2,219        529      3,948      8,223     10,375     10,971:     2,364      1,768
Old  :    11,966:     5,898      2,343        405      3,449      7,623      9,752     10,371:     2,214      1,595
Other:       773:       124          0          0        499        600        623        600:       150        173
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :       112:       281         44        -41       -111       -155        129       -152:       -17        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       17.4        4.2       31.0       64.5       81.4       86.1:      18.6       13.9
Old  :     100.0:      49.3       19.6        3.4       28.8       63.7       81.5       86.7:      18.5       13.3
Other:     100.0:      16.0        0.0        0.0       64.6       77.6       80.6       77.6:      19.4       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        24         11          5         14         16         43         28:
Old  :        59:        24         11          5         13         15         42         27:
Other:        13:         3          0          0          4          6          7          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       41.4       46.7       64.7       32.2       41.3       45.1       64.5
Old  :                 34.2       40.1       48.1       63.9       34.2       40.0       48.1       63.7
Other:                 73.5       75.3       80.6       77.6       73.5       75.3       80.6       77.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 04, 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  : 3,883,983:   903,367  1,004,402    136,530  2,651,953  2,637,026  3,691,850  3,777,958:   192,133    106,025
Old  : 3,883,983:   903,367  1,004,402    136,530  2,651,953  2,637,026  3,691,850  3,777,958:   192,133    106,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :   163,812:    11,819    -63,113     62,557     92,213    155,615    166,589    155,059:    -2,777      8,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       25.9        3.5       68.3       67.9       95.1       97.3:       4.9        2.7
Old  :     100.0:      23.3       25.9        3.5       68.3       67.9       95.1       97.3:       4.9        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  :       367:        80         39         44        198        140        299        202:
Old  :       367:        80         39         44        198        140        299        202:
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  :                 23.9       30.8       35.4       48.9       23.6       28.9       33.8       45.0
Old  :                 23.9       30.8       35.4       48.9       23.6       28.9       33.8       45.0
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, February 04, 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  : 4,074,292:   591,187    950,115    272,313  2,776,787  2,429,118  3,640,287  3,651,546:   434,005    422,746
Old  : 4,074,292:   591,187    950,115    272,313  2,776,787  2,429,118  3,640,287  3,651,546:   434,005    422,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :   182,705:     8,217     96,673     92,050     83,975      6,829    184,242    195,552:    -1,537    -12,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       23.3        6.7       68.2       59.6       89.3       89.6:      10.7       10.4
Old  :     100.0:      14.5       23.3        6.7       68.2       59.6       89.3       89.6:      10.7       10.4
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  :       426:        76         81         56        204        187        308        296:
Old  :       426:        76         81         56        204        187        308        296:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       18.0       26.4       27.7       11.1       15.2       17.5       23.1
Old  :                 18.7       18.0       26.4       27.7       11.1       15.2       17.5       23.1
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, February 04, 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  :   934,513:    84,954    149,529     11,371    712,945    591,539    809,270    752,439:   125,243    182,074
Old  :   934,513:    84,954    149,529     11,371    712,945    591,539    809,270    752,439:   125,243    182,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    11,914:    -2,174      6,346        673      7,772      4,379      6,271     11,398:     5,643        516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       16.0        1.2       76.3       63.3       86.6       80.5:      13.4       19.5
Old  :     100.0:       9.1       16.0        1.2       76.3       63.3       86.6       80.5:      13.4       19.5
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  :       110:         9         19          9         61         63         76         85:
Old  :       110:         9         19          9         61         63         76         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       24.5       45.8       35.0       26.5       23.0       38.9       32.0
Old  :                 28.4       24.5       45.8       35.0       26.5       23.0       38.9       32.0
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, February 04, 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  : 4,596,398:   515,643    764,853    145,612  3,595,003  3,368,492  4,256,258  4,278,957:   340,140    317,441
Old  : 4,596,398:   515,643    764,853    145,612  3,595,003  3,368,492  4,256,258  4,278,957:   340,140    317,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    97,357:   -18,986     70,002     22,810     93,746     -1,076     97,570     91,736:      -213      5,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       16.6        3.2       78.2       73.3       92.6       93.1:       7.4        6.9
Old  :     100.0:      11.2       16.6        3.2       78.2       73.3       92.6       93.1:       7.4        6.9
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  :       337:        51         56         41        174        160        250        232:
Old  :       337:        51         56         41        174        160        250        232:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       25.5       45.0       37.5       27.3       21.4       36.7       32.3
Old  :                 35.2       25.5       45.0       37.5       27.3       21.4       36.7       32.3
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, February 04, 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  : 1,662,784:   430,126    114,537    358,673    836,863  1,159,133  1,625,662  1,632,343:    37,122     30,441
Old  : 1,662,784:   430,126    114,537    358,673    836,863  1,159,133  1,625,662  1,632,343:    37,122     30,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :  -329,480:  -104,644    -55,363    -32,797   -184,803   -231,111   -322,244   -319,271:    -7,236    -10,209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        6.9       21.6       50.3       69.7       97.8       98.2:       2.2        1.8
Old  :     100.0:      25.9        6.9       21.6       50.3       69.7       97.8       98.2:       2.2        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  :       133:        42         18         41         63         62        120        108:
Old  :       133:        42         18         41         63         62        120        108:
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  :                 31.0       37.1       44.3       54.1       24.6       29.0       29.7       37.1
Old  :                 31.0       37.1       44.3       54.1       24.6       29.0       29.7       37.1
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, February 04, 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  :    51,291:    24,193      5,327      1,323     16,903     36,222     42,418     42,872:     8,873      8,419
Old  :    51,291:    24,193      5,327      1,323     16,903     36,222     42,418     42,872:     8,873      8,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    -1,129:       442        698     -1,059       -534       -927     -1,152     -1,289:        23        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2       10.4        2.6       33.0       70.6       82.7       83.6:      17.3       16.4
Old  :     100.0:      47.2       10.4        2.6       33.0       70.6       82.7       83.6:      17.3       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        31         16          7         22         29         55         50:
Old  :        93:        31         16          7         22         29         55         50:
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  :                 36.3       29.9       48.6       47.2       36.3       29.9       48.5       47.1
Old  :                 36.3       29.9       48.6       47.2       36.3       29.9       48.5       47.1
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, February 04, 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  :   102,581:    48,385     10,653      2,646     33,805     72,444     84,836     85,743:    17,745     16,838
Old  :   102,581:    48,385     10,653      2,646     33,805     72,444     84,836     85,743:    17,745     16,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    -2,258:       883      1,395     -2,118     -1,068     -1,854     -2,303     -2,577:        45        319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2       10.4        2.6       33.0       70.6       82.7       83.6:      17.3       16.4
Old  :     100.0:      47.2       10.4        2.6       33.0       70.6       82.7       83.6:      17.3       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        31         16          7         22         29         55         50:
Old  :        93:        31         16          7         22         29         55         50:
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  :                 36.3       29.9       48.6       47.2       36.3       29.9       48.5       47.1
Old  :                 36.3       29.9       48.6       47.2       36.3       29.9       48.5       47.1
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, February 04, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    39,934:     2,064      1,058          0     34,534     37,492     36,598     38,550:     3,336      1,384
Old  :    39,934:     2,064      1,058          0     34,534     37,492     36,598     38,550:     3,336      1,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :     1,070:      -511        332          0        460        551        -51        883:     1,121        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        2.6        0.0       86.5       93.9       91.6       96.5:       8.4        3.5
Old  :     100.0:       5.2        2.6        0.0       86.5       93.9       91.6       96.5:       8.4        3.5
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  :        28:         3          3          0         13         11         16         14:
Old  :        28:         3          3          0         13         11         16         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  :                 70.1       73.2       83.2       91.7       69.9       73.2       82.8       91.7
Old  :                 70.1       73.2       83.2       91.7       69.9       73.2       82.8       91.7
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, February 04, 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  :    19,208:    11,261     17,174        651      7,026      1,300     18,938     19,125:       270         83
Old  :    19,208:    11,261     17,174        651      7,026      1,300     18,938     19,125:       270         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :     2,971:     2,933      1,991         75         11        901      3,019      2,967:       -48          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.6       89.4        3.4       36.6        6.8       98.6       99.6:       1.4        0.4
Old  :     100.0:      58.6       89.4        3.4       36.6        6.8       98.6       99.6:       1.4        0.4
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  :        41:        21         15          3          5          2         28         18:
Old  :        41:        21         15          3          5          2         28         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  :                 67.0       57.4       86.8       81.0       63.4       57.4       77.8       78.3
Old  :                 67.0       57.4       86.8       81.0       63.4       57.4       77.8       78.3
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, February 04, 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  :    91,544:    30,176      8,051     35,244     26,099     46,051     91,519     89,346:        25      2,198
Old  :    91,544:    30,176      8,051     35,244     26,099     46,051     91,519     89,346:        25      2,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :     2,124:       908        277      1,396       -161        589      2,143      2,262:       -19       -138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        8.8       38.5       28.5       50.3      100.0       97.6:       0.0        2.4
Old  :     100.0:      33.0        8.8       38.5       28.5       50.3      100.0       97.6:       0.0        2.4
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  :        32:         5          6          2          6         16         12         23:
Old  :        32:         5          6          2          6         16         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  :                 95.9       84.1       99.8       92.4       57.4       48.1       61.3       54.9
Old  :                 95.9       84.1       99.8       92.4       57.4       48.1       61.3       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders - Futures Only, February 04, 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  :    28,946:    14,920      1,821     14,011          0     11,541     28,931     27,373:        15      1,573
Old  :    28,946:    14,920      1,821     14,011          0     11,541     28,931     27,373:        15      1,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :     2,905:       710         55      2,202         -7        632      2,905      2,889:         0         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        6.3       48.4        0.0       39.9       99.9       94.6:       0.1        5.4
Old  :     100.0:      51.5        6.3       48.4        0.0       39.9       99.9       94.6:       0.1        5.4
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  :        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  :                 99.1       81.2       99.9       90.7       51.1       38.1       51.5       43.4
Old  :                 99.1       81.2       99.9       90.7       51.1       38.1       51.5       43.4
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, February 04, 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  :    44,703:    14,952     14,861     29,726          0          0     44,678     44,587:        25        116
Old  :    44,703:    14,952     14,861     29,726          0          0     44,678     44,587:        25        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :        29:      -584       -610        613          0          0         29          3:         0         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       33.2       66.5        0.0        0.0       99.9       99.7:       0.1        0.3
Old  :     100.0:      33.4       33.2       66.5        0.0        0.0       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7         13          5          0          0          9         17:
Old  :        21:         7         13          5          0          0          9         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  :                 89.4       83.1       99.4       94.6       31.5       25.8       33.4       32.2
Old  :                 89.4       83.1       99.4       94.6       31.5       25.8       33.4       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 07, 2020