WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, February 25, 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  :   465,877:   148,910    106,043    160,999    125,817    148,780    435,726    415,822:    30,151     50,055
Old  :   228,930:   130,239    119,181     20,812     63,530     67,558    214,581    207,551:    14,349     21,379
Other:   236,947:   100,060     68,251     58,798     62,287     81,222    221,145    208,271:    15,802     28,676
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   -48,032:   -18,857        479    -20,539     -4,273    -23,264    -43,669    -43,324:    -4,363     -4,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       22.8       34.6       27.0       31.9       93.5       89.3:       6.5       10.7
Old  :     100.0:      56.9       52.1        9.1       27.8       29.5       93.7       90.7:       6.3        9.3
Other:     100.0:      42.2       28.8       24.8       26.3       34.3       93.3       87.9:       6.7       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       119        112        133         79        116        282        294:
Old  :       336:       116         94         58         53         88        203        212:
Other:       284:        86         76         69         57         92        183        206:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       11.2       19.7       20.0        8.0        8.2       14.6       13.6
Old  :                 14.8       16.8       25.0       29.1       14.3       16.5       24.2       27.7
Other:                 20.2       15.2       31.1       24.2       16.1       10.3       24.5       17.5
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, February 25, 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  :    23,026:     8,306        400        670     13,669     21,707     22,645     22,777:       381        249
Old  :    13,046:     5,288        520        100      7,519     12,337     12,907     12,957:       139         89
Other:     9,980:     3,538        400         50      6,150      9,370      9,738      9,820:       242        160
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       970:       -10        150          0      1,105        850      1,095      1,000:      -125        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        1.7        2.9       59.4       94.3       98.3       98.9:       1.7        1.1
Old  :     100.0:      40.5        4.0        0.8       57.6       94.6       98.9       99.3:       1.1        0.7
Other:     100.0:      35.5        4.0        0.5       61.6       93.9       97.6       98.4:       2.4        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          2          3         11         22         18         26:
Old  :        23:         1          2          1          7         17          9         19:
Other:        23:         6          2          1          7         14         14         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.9       54.4       85.2       75.8       54.3       51.2       69.4       65.8
Old  :                 83.0       54.8       98.8       80.8       80.6       54.7       93.4       80.6
Other:                 64.0       76.1       86.6       85.6       61.0       76.1       81.5       85.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   267,971:    68,015     60,455     67,186    107,635    117,992    242,836    245,633:    25,135     22,338
Old  :   146,261:    60,452     73,416     10,574     61,500     50,585    132,526    134,575:    13,735     11,686
Other:   121,710:    50,691     30,167     13,484     46,135     67,407    110,310    111,058:    11,400     10,652
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   -16,759:    -8,487     -1,082     -6,755       -717     -9,754    -15,959    -17,591:      -800        832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       22.6       25.1       40.2       44.0       90.6       91.7:       9.4        8.3
Old  :     100.0:      41.3       50.2        7.2       42.0       34.6       90.6       92.0:       9.4        8.0
Other:     100.0:      41.6       24.8       11.1       37.9       55.4       90.6       91.2:       9.4        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        83         50         75         78         90        201        186:
Old  :       229:        70         53         28         60         64        144        131:
Other:       197:        57         37         34         55         73        134        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  :                 13.3       19.8       21.7       31.2       10.8       17.0       18.8       24.9
Old  :                 16.6       21.9       28.3       33.7       15.7       21.7       27.4       32.6
Other:                 19.0       33.0       30.0       45.2       18.4       32.2       29.2       40.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 25, 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  : 1,584,614:   321,828    328,960    337,020    680,129    736,162  1,338,977  1,402,142:   245,637    182,472
Old  : 1,274,932:   329,643    363,951    203,662    533,373    584,998  1,066,678  1,152,611:   208,254    122,321
Other:   309,682:   113,193     86,017     12,350    146,756    151,164    272,299    249,531:    37,383     60,151
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   -23,263:    -8,895     42,010    -14,410      3,513    -54,285    -19,792    -26,685:    -3,471      3,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       20.8       21.3       42.9       46.5       84.5       88.5:      15.5       11.5
Old  :     100.0:      25.9       28.5       16.0       41.8       45.9       83.7       90.4:      16.3        9.6
Other:     100.0:      36.6       27.8        4.0       47.4       48.8       87.9       80.6:      12.1       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       734:       151        142        165        327        311        571        547:
Old  :       726:       158        142        125        315        284        540        495:
Other:       445:        58         79         45        122        243        208        342:
     :----------------------------------------------------------------------------------------------------
     :             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        9.5       15.5       15.9        7.4        6.1       12.6       10.8
Old  :                 10.3       10.5       18.1       17.2        9.6        7.1       16.0       13.0
Other:                 21.5       24.2       32.2       32.6       21.3       23.0       32.0       31.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,776:     2,406          0         42      1,068      3,903      3,516      3,945:     1,260        831
Old  :     3,801:     2,346         16          0        529      3,236      2,875      3,252:       926        549
Other:       975:        76          0         26        539        667        641        693:       334        282
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :      -966:      -126          0          9       -620       -810       -737       -801:      -229       -165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4        0.0        0.9       22.4       81.7       73.6       82.6:      26.4       17.4
Old  :     100.0:      61.7        0.4        0.0       13.9       85.1       75.6       85.6:      24.4       14.4
Other:     100.0:       7.8        0.0        2.7       55.3       68.4       65.7       71.1:      34.3       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        10          0          1         11         14         22         15:
Old  :        25:         9          1          0          5         12         14         13:
Other:        15:         3          0          1          9         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  :                 42.3       57.4       57.3       73.0       40.2       53.3       55.2       68.4
Old  :                 48.7       62.2       64.6       80.2       48.7       61.3       64.6       79.1
Other:                 49.9       49.7       64.0       67.1       26.7       31.6       31.6       36.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 25, 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  :   812,537:   148,248    178,806    174,946    423,798    395,287    746,992    749,039:    65,545     63,498
Old  :   581,801:   145,333    179,701     71,598    313,623    284,252    530,554    535,551:    51,247     46,250
Other:   230,736:    47,591     43,781     58,672    110,175    111,035    216,438    213,488:    14,298     17,248
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   -47,951:   -20,563     -5,869     -4,146    -20,378    -37,839    -45,087    -47,854:    -2,864        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       22.0       21.5       52.2       48.6       91.9       92.2:       8.1        7.8
Old  :     100.0:      25.0       30.9       12.3       53.9       48.9       91.2       92.1:       8.8        7.9
Other:     100.0:      20.6       19.0       25.4       47.7       48.1       93.8       92.5:       6.2        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       156        124        181        181        195        438        434:
Old  :       543:       151        132        135        165        178        390        388:
Other:       352:        70         76         73         89        154        214        262:
     :----------------------------------------------------------------------------------------------------
     :             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       12.4       19.0       20.0        8.1        9.6       13.8       16.0
Old  :                 13.2       12.9       21.5       21.3       12.1       11.0       19.7       17.6
Other:                 19.3       16.8       29.6       29.9       11.6       13.0       19.0       22.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 25, 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  :   502,463:    90,823     51,313    135,381    242,280    283,124    468,484    469,818:    33,979     32,645
Old  :   405,142:    86,481     65,988    101,939    192,538    210,997    380,958    378,924:    24,184     26,218
Other:    97,321:    25,955      6,938     11,829     49,742     72,127     87,526     90,894:     9,795      6,427
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   -13,188:   -16,112      2,801     -1,834      5,902    -16,938    -12,044    -15,971:    -1,144      2,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       10.2       26.9       48.2       56.3       93.2       93.5:       6.8        6.5
Old  :     100.0:      21.3       16.3       25.2       47.5       52.1       94.0       93.5:       6.0        6.5
Other:     100.0:      26.7        7.1       12.2       51.1       74.1       89.9       93.4:      10.1        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        89         73        106        102         83        256        224:
Old  :       314:        95         76        100         96         74        245        211:
Other:       146:        40         29         26         54         39        110         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       21.8       16.2       31.4        8.9       20.5       14.6       28.5
Old  :                 10.3       21.4       17.1       30.6       10.1       19.3       16.1       26.6
Other:                 21.7       35.7       36.1       50.1       21.5       34.1       35.8       46.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 25, 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  : 1,493,957:   136,513    207,186    280,971    885,949    849,786  1,303,433  1,337,943:   190,524    156,014
Old  : 1,493,957:   136,513    207,186    280,971    885,949    849,786  1,303,433  1,337,943:   190,524    156,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   192,535:   -17,973      2,438    167,994     40,047     -5,606    190,068    164,826:     2,467     27,709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       13.9       18.8       59.3       56.9       87.2       89.6:      12.8       10.4
Old  :     100.0:       9.1       13.9       18.8       59.3       56.9       87.2       89.6:      12.8       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  :       196:        31         34         32         94        103        143        153:
Old  :       196:        31         34         32         94        103        143        153:
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  :                 33.2       31.8       42.0       45.5       15.5       17.0       22.0       23.6
Old  :                 33.2       31.8       42.0       45.5       15.5       17.0       22.0       23.6
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 25, 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  : 1,308,400:    62,074    451,624     81,629    976,859    664,662  1,120,562  1,197,915:   187,838    110,485
Old  : 1,308,400:    62,074    451,624     81,629    976,859    664,662  1,120,562  1,197,915:   187,838    110,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    37,334:     4,027    -32,103     22,584       -155     33,278     26,456     23,759:    10,878     13,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       34.5        6.2       74.7       50.8       85.6       91.6:      14.4        8.4
Old  :     100.0:       4.7       34.5        6.2       74.7       50.8       85.6       91.6:      14.4        8.4
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  :       142:        15         24         18         91         74        119        103:
Old  :       142:        15         24         18         91         74        119        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  :                 21.5       34.6       34.5       49.6       15.5       31.2       24.6       42.0
Old  :                 21.5       34.6       34.5       49.6       15.5       31.2       24.6       42.0
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, February 25, 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  :   505,670:    79,535    128,819    110,984    264,745    232,232    455,264    472,035:    50,406     33,635
Old  :   407,415:    78,217    136,340     76,211    210,245    166,317    364,673    378,868:    42,742     28,547
Other:    98,255:    22,560     13,721     13,531     54,500     65,915     90,591     93,167:     7,664      5,088
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -1,107:    -6,912      2,995      6,761     -2,886    -11,987     -3,037     -2,231:     1,930      1,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       25.5       21.9       52.4       45.9       90.0       93.3:      10.0        6.7
Old  :     100.0:      19.2       33.5       18.7       51.6       40.8       89.5       93.0:      10.5        7.0
Other:     100.0:      23.0       14.0       13.8       55.5       67.1       92.2       94.8:       7.8        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        75         91         95        117         89        253        234:
Old  :       318:        79         95         80        113         79        237        220:
Other:       153:        42         27         25         64         39        121         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       18.8       18.7       25.8        9.7       17.5       15.0       22.6
Old  :                 12.8       17.0       19.9       23.6       11.9       15.3       18.8       21.3
Other:                 26.0       35.0       39.1       55.9       25.2       34.1       37.5       54.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 25, 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  :    13,428:     6,337      2,141        402      4,681      8,738     11,420     11,281:     2,008      2,147
Old  :    12,183:     6,298      2,317        223      3,873      7,699     10,394     10,239:     1,789      1,944
Other:     1,245:       218          3          0        808      1,039      1,026      1,042:       219        203
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       -88:       156        -13       -160        218        -50        214       -223:      -302        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2       15.9        3.0       34.9       65.1       85.0       84.0:      15.0       16.0
Old  :     100.0:      51.7       19.0        1.8       31.8       63.2       85.3       84.0:      14.7       16.0
Other:     100.0:      17.5        0.2        0.0       64.9       83.5       82.4       83.7:      17.6       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        30          8          7         15         18         48         31:
Old  :        61:        29          9          6         12         18         44         31:
Other:        19:         3          1          0          6          9          9         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.0       37.7       52.9       59.5       34.0       36.8       49.3       57.6
Old  :                 37.5       36.1       54.9       59.8       37.5       35.4       54.1       57.9
Other:                 70.0       75.3       82.2       82.0       70.0       75.3       82.2       82.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 25, 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  : 3,598,433:   784,304    886,036    127,856  2,450,740  2,435,046  3,362,900  3,448,938:   235,533    149,495
Old  : 3,598,433:   784,304    886,036    127,856  2,450,740  2,435,046  3,362,900  3,448,938:   235,533    149,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :  -356,795:   -74,588   -167,185    -82,254   -241,131   -154,872   -397,973   -404,311:    41,178     47,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       24.6        3.6       68.1       67.7       93.5       95.8:       6.5        4.2
Old  :     100.0:      21.8       24.6        3.6       68.1       67.7       93.5       95.8:       6.5        4.2
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  :       358:        73         45         41        194        147        287        213:
Old  :       358:        73         45         41        194        147        287        213:
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  :                 21.2       29.3       32.7       45.5       20.9       27.5       30.1       41.7
Old  :                 21.2       29.3       32.7       45.5       20.9       27.5       30.1       41.7
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 25, 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  : 4,207,982:   642,017    916,041    248,814  2,789,279  2,531,488  3,680,110  3,696,343:   527,872    511,639
Old  : 4,207,982:   642,017    916,041    248,814  2,789,279  2,531,488  3,680,110  3,696,343:   527,872    511,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   -76,516:   -55,605    -87,831    -41,743    -56,596    -28,514   -153,944   -158,088:    77,428     81,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       21.8        5.9       66.3       60.2       87.5       87.8:      12.5       12.2
Old  :     100.0:      15.3       21.8        5.9       66.3       60.2       87.5       87.8:      12.5       12.2
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  :       403:        77         74         63        204        187        311        296:
Old  :       403:        77         74         63        204        187        311        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  :                 16.3       15.7       23.7       25.5        8.4       12.3       14.3       19.6
Old  :                 16.3       15.7       23.7       25.5        8.4       12.3       14.3       19.6
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 25, 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  : 1,030,086:    77,821    158,224     18,787    783,422    584,602    880,030    761,613:   150,056    268,473
Old  : 1,030,086:    77,821    158,224     18,787    783,422    584,602    880,030    761,613:   150,056    268,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    73,709:   -11,613     -4,277      4,304     58,403    -15,057     51,094    -15,030:    22,615     88,739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       15.4        1.8       76.1       56.8       85.4       73.9:      14.6       26.1
Old  :     100.0:       7.6       15.4        1.8       76.1       56.8       85.4       73.9:      14.6       26.1
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  :       115:         8         22         15         63         69         83         94:
Old  :       115:         8         22         15         63         69         83         94:
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  :                 31.9       22.0       47.0       32.0       28.8       20.4       40.5       29.1
Old  :                 31.9       22.0       47.0       32.0       28.8       20.4       40.5       29.1
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 25, 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  : 4,859,178:   540,884    764,403    226,740  3,706,414  3,442,041  4,474,038  4,433,184:   385,140    425,994
Old  : 4,859,178:   540,884    764,403    226,740  3,706,414  3,442,041  4,474,038  4,433,184:   385,140    425,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    89,771:     9,936    -14,413    -54,242     97,765     42,931     53,459    -25,724:    36,312    115,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       15.7        4.7       76.3       70.8       92.1       91.2:       7.9        8.8
Old  :     100.0:      11.1       15.7        4.7       76.3       70.8       92.1       91.2:       7.9        8.8
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  :       317:        52         53         44        162        154        239        226:
Old  :       317:        52         53         44        162        154        239        226:
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  :                 31.3       25.8       42.5       37.8       22.6       22.5       32.9       30.9
Old  :                 31.3       25.8       42.5       37.8       22.6       22.5       32.9       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, February 25, 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  : 2,100,087:   591,418    258,800    450,489  1,002,131  1,345,961  2,044,038  2,055,250:    56,049     44,837
Old  : 2,100,087:   591,418    258,800    450,489  1,002,131  1,345,961  2,044,038  2,055,250:    56,049     44,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   205,508:   104,941     71,189     40,799     46,409     85,209    192,149    197,197:    13,359      8,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       12.3       21.5       47.7       64.1       97.3       97.9:       2.7        2.1
Old  :     100.0:      28.2       12.3       21.5       47.7       64.1       97.3       97.9:       2.7        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        40         33         51         65         73        133        131:
Old  :       154:        40         33         51         65         73        133        131:
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  :                 31.1       34.1       44.0       50.3       25.5       23.5       31.7       33.4
Old  :                 31.1       34.1       44.0       50.3       25.5       23.5       31.7       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    50,734:    18,336      5,155      3,648     18,739     35,508     40,723     44,311:    10,012      6,424
Old  :    50,734:    18,336      5,155      3,648     18,739     35,508     40,723     44,311:    10,012      6,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -1,002:      -303        135     -1,791        147      3,077     -1,947      1,421:       946     -2,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       10.2        7.2       36.9       70.0       80.3       87.3:      19.7       12.7
Old  :     100.0:      36.1       10.2        7.2       36.9       70.0       80.3       87.3:      19.7       12.7
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  :        96:        35         14         10         25         31         61         54:
Old  :        96:        35         14         10         25         31         61         54:
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  :                 36.8       31.7       50.2       50.1       32.3       31.6       44.0       50.0
Old  :                 36.8       31.7       50.2       50.1       32.3       31.6       44.0       50.0
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 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   101,468:    36,672     10,310      7,295     37,478     71,016     81,445     88,621:    20,023     12,847
Old  :   101,468:    36,672     10,310      7,295     37,478     71,016     81,445     88,621:    20,023     12,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -2,003:      -605        270     -3,582        293      6,153     -3,894      2,841:     1,891     -4,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       10.2        7.2       36.9       70.0       80.3       87.3:      19.7       12.7
Old  :     100.0:      36.1       10.2        7.2       36.9       70.0       80.3       87.3:      19.7       12.7
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  :        96:        35         14         10         25         31         61         54:
Old  :        96:        35         14         10         25         31         61         54:
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  :                 36.8       31.7       50.2       50.1       32.3       31.6       44.0       50.0
Old  :                 36.8       31.7       50.2       50.1       32.3       31.6       44.0       50.0
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 25, 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  :    42,875:     2,757      2,202          0     37,733     38,928     40,490     41,130:     2,385      1,745
Old  :    42,875:     2,757      2,202          0     37,733     38,928     40,490     41,130:     2,385      1,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       412:        27        354          0        123       -128        150        226:       262        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        5.1        0.0       88.0       90.8       94.4       95.9:       5.6        4.1
Old  :     100.0:       6.4        5.1        0.0       88.0       90.8       94.4       95.9:       5.6        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          0         15         11         18         15:
Old  :        31:         3          4          0         15         11         18         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  :                 70.1       71.6       83.0       89.4       69.9       71.6       82.5       89.4
Old  :                 70.1       71.6       83.0       89.4       69.9       71.6       82.5       89.4
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 25, 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  :    21,052:    11,925     20,145        606      8,227        249     20,758     21,000:       294         52
Old  :    21,052:    11,925     20,145        606      8,227        249     20,758     21,000:       294         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -3,256:       -72     -2,254        -30     -3,195     -1,006     -3,297     -3,290:        41         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       95.7        2.9       39.1        1.2       98.6       99.8:       1.4        0.2
Old  :     100.0:      56.6       95.7        2.9       39.1        1.2       98.6       99.8:       1.4        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  :        43:        22         16          3          5          1         29         18:
Old  :        43:        22         16          3          5          1         29         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  :                 58.6       59.5       83.4       82.5       57.4       59.5       82.2       82.0
Old  :                 58.6       59.5       83.4       82.5       57.4       59.5       82.2       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, February 25, 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  :   100,624:    27,687      8,625     45,220     27,689     44,899    100,596     98,744:        28      1,880
Old  :   100,624:    27,687      8,625     45,220     27,689     44,899    100,596     98,744:        28      1,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     3,200:     1,246        807      2,835       -880       -357      3,201      3,285:        -1        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        8.6       44.9       27.5       44.6      100.0       98.1:       0.0        1.9
Old  :     100.0:      27.5        8.6       44.9       27.5       44.6      100.0       98.1:       0.0        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  :        32:         7          6          2          6         14         14         21:
Old  :        32:         7          6          2          6         14         14         21:
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  :                 96.1       88.2       99.7       93.6       51.2       45.2       54.8       49.6
Old  :                 96.1       88.2       99.7       93.6       51.2       45.2       54.8       49.6
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 25, 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  :    34,313:    17,574      3,261     16,305        434     13,257     34,313     32,823:         0      1,490
Old  :    34,313:    17,574      3,261     16,305        434     13,257     34,313     32,823:         0      1,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     1,681:       328      1,274        919        434       -647      1,681      1,546:         0        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.2        9.5       47.5        1.3       38.6      100.0       95.7:       0.0        4.3
Old  :     100.0:      51.2        9.5       47.5        1.3       38.6      100.0       95.7:       0.0        4.3
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:         4          6          2          1         11          6         18:
Old  :        21:         4          6          2          1         11          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  :                 99.2       81.2      100.0       92.2       51.9       37.9       52.4       45.9
Old  :                 99.2       81.2      100.0       92.2       51.9       37.9       52.4       45.9
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 25, 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  :    45,290:    15,226     15,173     30,049          0          0     45,275     45,222:        15         68
Old  :    45,290:    15,226     15,173     30,049          0          0     45,275     45,222:        15         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       212:      -659       -607        871          0          0        212        264:         0        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       33.5       66.3        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      33.6       33.5       66.3        0.0        0.0      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7         16          5          0          0         10         19:
Old  :        24:         7         16          5          0          0         10         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  :                 88.9       80.9       99.2       92.4       31.1       23.6       33.6       30.3
Old  :                 88.9       80.9       99.2       92.4       31.1       23.6       33.6       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 28, 2020