WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 03, 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  :   426,357:   120,563     93,824    147,427    129,322    137,436    397,312    378,687:    29,045     47,670
Old  :   190,973:   105,748     99,209     13,957     59,113     59,204    178,818    172,370:    12,155     18,603
Other:   235,384:    84,208     64,008     64,077     70,209     78,232    218,494    206,317:    16,890     29,067
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -39,520:   -28,347    -12,219    -13,572      3,505    -11,344    -38,414    -37,135:    -1,106     -2,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       22.0       34.6       30.3       32.2       93.2       88.8:       6.8       11.2
Old  :     100.0:      55.4       51.9        7.3       31.0       31.0       93.6       90.3:       6.4        9.7
Other:     100.0:      35.8       27.2       27.2       29.8       33.2       92.8       87.7:       7.2       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       119         92        118         80        115        269        273:
Old  :       313:       109         85         36         44         80        173        181:
Other:       279:        83         68         71         62         98        188        204:
     :----------------------------------------------------------------------------------------------------
     :             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       11.1       20.5       19.5        8.8        7.8       15.5       13.1
Old  :                 16.0       16.8       26.6       29.2       16.0       16.2       26.0       27.6
Other:                 18.9       16.7       31.2       26.0       15.0       10.1       22.7       17.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, March 03, 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  :    24,306:     8,572         90        730     14,554     23,031     23,856     23,851:       450        455
Old  :    13,396:     5,288        620        100      7,969     12,551     13,357     13,271:        39        125
Other:    10,910:     3,904         90         10      6,585     10,480     10,499     10,580:       411        330
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     1,280:       266       -310         60        885      1,324      1,211      1,074:        69        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        0.4        3.0       59.9       94.8       98.1       98.1:       1.9        1.9
Old  :     100.0:      39.5        4.6        0.7       59.5       93.7       99.7       99.1:       0.3        0.9
Other:     100.0:      35.8        0.8        0.1       60.4       96.1       96.2       97.0:       3.8        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          1          3         12         20         18         23:
Old  :        23:         1          2          1          8         16         10         18:
Other:        21:         5          1          1          7         14         13         15:
     :----------------------------------------------------------------------------------------------------
     :             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       49.2       85.1       74.5       53.0       48.1       71.5       66.4
Old  :                 85.2       53.3       99.2       76.9       83.0       52.9       94.1       76.6
Other:                 63.8       77.0       89.6       90.8       61.6       77.0       84.7       87.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 03, 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  :   250,643:    67,984     69,556     54,018    105,551    106,779    227,553    230,353:    23,090     20,290
Old  :   128,880:    58,427     69,227      6,822     53,035     43,466    118,284    119,515:    10,596      9,365
Other:   121,763:    41,059     31,831     15,694     52,516     63,313    109,269    110,838:    12,494     10,925
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -17,328:       -31      9,101    -13,168     -2,084    -11,213    -15,283    -15,280:    -2,045     -2,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       27.8       21.6       42.1       42.6       90.8       91.9:       9.2        8.1
Old  :     100.0:      45.3       53.7        5.3       41.2       33.7       91.8       92.7:       8.2        7.3
Other:     100.0:      33.7       26.1       12.9       43.1       52.0       89.7       91.0:      10.3        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        79         57         68         76         88        193        183:
Old  :       231:        73         51         19         49         62        131        123:
Other:       203:        54         46         34         61         74        135        137:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       19.0       21.9       28.5       11.2       17.6       20.1       25.4
Old  :                 19.3       18.4       32.5       32.3       18.4       18.4       31.6       31.5
Other:                 14.4       27.5       25.6       38.8       14.4       25.2       24.3       34.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 03, 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  : 1,501,015:   325,870    320,305    315,570    629,293    691,664  1,270,733  1,327,539:   230,282    173,476
Old  : 1,160,147:   346,239    352,999    158,015    468,731    536,805    972,985  1,047,819:   187,162    112,328
Other:   340,868:   121,979    109,654     15,207    160,562    154,859    297,748    279,720:    43,120     61,148
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -83,599:     4,042     -8,655    -21,450    -50,836    -44,498    -68,244    -74,603:   -15,355     -8,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       21.3       21.0       41.9       46.1       84.7       88.4:      15.3       11.6
Old  :     100.0:      29.8       30.4       13.6       40.4       46.3       83.9       90.3:      16.1        9.7
Other:     100.0:      35.8       32.2        4.5       47.1       45.4       87.3       82.1:      12.7       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       156        134        153        305        319        539        543:
Old  :       718:       157        139        112        290        286        502        484:
Other:       460:        68         71         45        130        255        221        350:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.6        9.8       15.9       16.6        7.4        7.0       13.0       12.3
Old  :                 10.7       10.4       19.5       18.2       10.0        8.1       17.5       15.0
Other:                 20.2       26.0       30.7       35.4       20.0       25.4       30.5       33.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 03, 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  :     4,753:     1,668        438          7      1,538      3,323      3,213      3,768:     1,540        985
Old  :     3,255:     1,596        438          0        495      2,159      2,091      2,597:     1,164        658
Other:     1,498:        72          0          7      1,043      1,164      1,122      1,171:       376        327
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :       -23:      -738        438        -35        470       -580       -303       -177:       280        154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1        9.2        0.1       32.4       69.9       67.6       79.3:      32.4       20.7
Old  :     100.0:      49.0       13.5        0.0       15.2       66.3       64.2       79.8:      35.8       20.2
Other:     100.0:       4.8        0.0        0.5       69.6       77.7       74.9       78.2:      25.1       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          4          1         12         10         19         15:
Old  :        24:         7          4          0          5          8         12         12:
Other:        14:         3          0          1         10          8         13          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.5       46.3       54.7       64.3       33.6       35.1       42.9       47.4
Old  :                 47.6       47.5       61.4       67.5       47.6       47.5       61.4       67.5
Other:                 62.5       67.1       71.6       77.8       54.3       61.5       58.7       62.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 03, 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  :   787,023:   149,082    137,704    168,871    405,659    422,077    723,612    728,652:    63,411     58,371
Old  :   532,282:   146,979    139,100     57,798    279,828    294,918    484,605    491,816:    47,677     40,466
Other:   254,741:    50,981     47,482     62,195    125,831    127,159    239,007    236,836:    15,734     17,905
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -25,514:       834    -41,102     -6,075    -18,139     26,790    -23,380    -20,387:    -2,134     -5,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       17.5       21.5       51.5       53.6       91.9       92.6:       8.1        7.4
Old  :     100.0:      27.6       26.1       10.9       52.6       55.4       91.0       92.4:       9.0        7.6
Other:     100.0:      20.0       18.6       24.4       49.4       49.9       93.8       93.0:       6.2        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       547:       159        116        167        169        192        415        412:
Old  :       520:       150        122        107        145        173        347        359:
Other:       357:        77         71         72         96        157        223        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  :                 11.9       15.3       19.7       23.6        8.3       11.6       13.9       18.7
Old  :                 12.9       16.7       22.0       26.2       12.6       13.9       20.2       22.1
Other:                 20.1       17.4       29.4       30.1       12.4       14.4       19.8       24.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 03, 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  :   458,102:    87,551     50,923    104,466    232,200    268,190    424,217    423,579:    33,885     34,523
Old  :   355,447:    83,674     63,406     74,372    174,252    190,669    332,298    328,447:    23,149     27,000
Other:   102,655:    22,386      6,026     11,585     57,948     77,521     91,919     95,132:    10,736      7,523
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -44,361:    -3,272       -390    -30,915    -10,080    -14,934    -44,267    -46,239:       -94      1,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       11.1       22.8       50.7       58.5       92.6       92.5:       7.4        7.5
Old  :     100.0:      23.5       17.8       20.9       49.0       53.6       93.5       92.4:       6.5        7.6
Other:     100.0:      21.8        5.9       11.3       56.4       75.5       89.5       92.7:      10.5        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        88         70        100         95         70        241        204:
Old  :       299:        96         72         91         90         61        230        192:
Other:       142:        36         29         20         56         37        105         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       22.8       17.7       33.0        9.9       22.3       16.1       30.8
Old  :                 11.5       21.4       19.1       30.8       11.3       20.9       17.4       28.6
Other:                 19.4       38.1       32.1       50.8       19.2       36.5       31.9       47.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 03, 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  : 1,230,954:   149,872    192,469     36,743    876,007    865,576  1,062,622  1,094,788:   168,332    136,166
Old  : 1,230,954:   149,872    192,469     36,743    876,007    865,576  1,062,622  1,094,788:   168,332    136,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :  -263,003:    13,359    -14,717   -244,228     -9,942     15,790   -240,811   -243,155:   -22,192    -19,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       15.6        3.0       71.2       70.3       86.3       88.9:      13.7       11.1
Old  :     100.0:      12.2       15.6        3.0       71.2       70.3       86.3       88.9:      13.7       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        31         37         27         94        101        137        153:
Old  :       205:        31         37         27         94        101        137        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  :                 26.7       21.0       36.8       37.0       23.2       19.7       31.3       29.7
Old  :                 26.7       21.0       36.8       37.0       23.2       19.7       31.3       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, March 03, 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  : 1,175,514:    62,745    459,898     23,389    923,934    599,930  1,010,068  1,083,217:   165,446     92,297
Old  : 1,175,514:    62,745    459,898     23,389    923,934    599,930  1,010,068  1,083,217:   165,446     92,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :  -132,886:       671      8,274    -58,240    -52,925    -64,732   -110,494   -114,698:   -22,392    -18,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       39.1        2.0       78.6       51.0       85.9       92.1:      14.1        7.9
Old  :     100.0:       5.3       39.1        2.0       78.6       51.0       85.9       92.1:      14.1        7.9
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  :       145:        15         23         15         89         77        114        105:
Old  :       145:        15         23         15         89         77        114        105:
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  :                 22.7       37.4       33.6       54.0       16.4       35.2       25.9       48.3
Old  :                 22.7       37.4       33.6       54.0       16.4       35.2       25.9       48.3
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, March 03, 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  :   449,552:    85,137     75,738     77,676    241,189    265,739    404,002    419,153:    45,550     30,399
Old  :   336,628:    84,744     88,095     38,234    178,143    185,173    301,121    311,502:    35,507     25,126
Other:   112,924:    25,708     12,958     14,127     63,046     80,566    102,881    107,651:    10,043      5,273
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -56,118:     5,602    -53,081    -33,308    -23,556     33,507    -51,262    -52,882:    -4,856     -3,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       16.8       17.3       53.7       59.1       89.9       93.2:      10.1        6.8
Old  :     100.0:      25.2       26.2       11.4       52.9       55.0       89.5       92.5:      10.5        7.5
Other:     100.0:      22.8       11.5       12.5       55.8       71.3       91.1       95.3:       8.9        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        83         67         92        106         87        246        206:
Old  :       296:        86         72         76         99         79        228        190:
Other:       157:        45         25         25         64         41        122         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       25.1       20.3       33.4       11.6       24.5       17.4       31.1
Old  :                 15.1       23.3       23.2       32.6       15.1       22.9       23.2       30.8
Other:                 25.0       37.7       38.6       56.8       24.2       36.6       36.6       55.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 03, 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  :    13,535:     6,351      2,219        484      4,789      8,751     11,624     11,454:     1,911      2,081
Old  :    11,920:     6,315      2,455        243      3,769      7,461     10,327     10,159:     1,593      1,761
Other:     1,615:       275          3          2      1,020      1,290      1,297      1,295:       318        320
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :       107:        14         78         82        108         13        204        173:       -97        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       16.4        3.6       35.4       64.7       85.9       84.6:      14.1       15.4
Old  :     100.0:      53.0       20.6        2.0       31.6       62.6       86.6       85.2:      13.4       14.8
Other:     100.0:      17.0        0.2        0.1       63.2       79.9       80.3       80.2:      19.7       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        28          9          6         13         14         44         27:
Old  :        56:        27         10          5         10         14         40         27:
Other:        16:         3          1          1          6          7          9          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.6       38.7       52.9       61.3       35.6       36.8       50.8       58.5
Old  :                 39.0       37.3       56.6       61.3       39.0       36.2       56.5       59.0
Other:                 64.9       76.1       80.1       80.1       64.9       74.3       78.4       78.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 03, 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  : 3,289,006:   827,525    869,326     61,432  2,200,328  2,253,531  3,089,285  3,184,289:   199,721    104,717
Old  : 3,289,006:   827,525    869,326     61,432  2,200,328  2,253,531  3,089,285  3,184,289:   199,721    104,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :  -309,427:    43,221    -16,710    -66,424   -250,412   -181,515   -273,615   -264,649:   -35,812    -44,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       26.4        1.9       66.9       68.5       93.9       96.8:       6.1        3.2
Old  :     100.0:      25.2       26.4        1.9       66.9       68.5       93.9       96.8:       6.1        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:        67         43         25        186        143        266        198:
Old  :       350:        67         43         25        186        143        266        198:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       30.0       31.1       47.1       18.9       28.8       29.5       44.4
Old  :                 19.2       30.0       31.1       47.1       18.9       28.8       29.5       44.4
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, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,913,108:   752,496    909,180    192,873  2,517,405  2,406,432  3,462,774  3,508,485:   450,334    404,623
Old  : 3,913,108:   752,496    909,180    192,873  2,517,405  2,406,432  3,462,774  3,508,485:   450,334    404,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :  -294,874:   110,479     -6,861    -55,941   -271,874   -125,056   -217,336   -187,858:   -77,538   -107,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       23.2        4.9       64.3       61.5       88.5       89.7:      11.5       10.3
Old  :     100.0:      19.2       23.2        4.9       64.3       61.5       88.5       89.7:      11.5       10.3
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  :       417:        77         83         52        191        188        291        300:
Old  :       417:        77         83         52        191        188        291        300:
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  :                 15.2       16.5       23.0       25.6        8.9       12.3       15.2       18.8
Old  :                 15.2       16.5       23.0       25.6        8.9       12.3       15.2       18.8
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, March 03, 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  :   896,614:    50,368    147,664     11,214    703,947    557,005    765,529    715,883:   131,085    180,731
Old  :   896,614:    50,368    147,664     11,214    703,947    557,005    765,529    715,883:   131,085    180,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :  -133,472:   -27,453    -10,560     -7,573    -79,475    -27,597   -114,501    -45,730:   -18,971    -87,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       16.5        1.3       78.5       62.1       85.4       79.8:      14.6       20.2
Old  :     100.0:       5.6       16.5        1.3       78.5       62.1       85.4       79.8:      14.6       20.2
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  :       109:        10         17         13         60         67         77         90:
Old  :       109:        10         17         13         60         67         77         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       27.0       45.5       38.3       26.0       26.0       40.2       35.1
Old  :                 27.3       27.0       45.5       38.3       26.0       26.0       40.2       35.1
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, March 03, 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  : 4,641,287:   740,806    872,596     93,125  3,465,604  3,372,910  4,299,535  4,338,631:   341,752    302,656
Old  : 4,641,287:   740,806    872,596     93,125  3,465,604  3,372,910  4,299,535  4,338,631:   341,752    302,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :  -217,891:   199,922    108,193   -133,615   -240,810    -69,131   -174,503    -94,553:   -43,388   -123,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       18.8        2.0       74.7       72.7       92.6       93.5:       7.4        6.5
Old  :     100.0:      16.0       18.8        2.0       74.7       72.7       92.6       93.5:       7.4        6.5
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  :       327:        54         59         31        146        161        211        240:
Old  :       327:        54         59         31        146        161        211        240:
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  :                 32.9       26.9       46.3       39.5       24.1       24.3       36.5       35.1
Old  :                 32.9       26.9       46.3       39.5       24.1       24.3       36.5       35.1
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, March 03, 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  : 1,731,708:   524,174    234,240    248,706    922,636  1,197,168  1,695,516  1,680,114:    36,192     51,594
Old  : 1,731,708:   524,174    234,240    248,706    922,636  1,197,168  1,695,516  1,680,114:    36,192     51,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :  -368,379:   -67,244    -24,560   -201,783    -79,495   -148,793   -348,522   -375,136:   -19,857      6,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       13.5       14.4       53.3       69.1       97.9       97.0:       2.1        3.0
Old  :     100.0:      30.3       13.5       14.4       53.3       69.1       97.9       97.0:       2.1        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        21         34         41         58         67        109        114:
Old  :       128:        21         34         41         58         67        109        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       28.7       50.1       44.5       26.0       20.4       35.0       31.3
Old  :                 36.5       28.7       50.1       44.5       26.0       20.4       35.0       31.3
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, March 03, 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  :    44,848:    12,539      5,355      2,036     22,826     31,459     37,400     38,850:     7,449      5,999
Old  :    44,848:    12,539      5,355      2,036     22,826     31,459     37,400     38,850:     7,449      5,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -5,886:    -5,798        200     -1,612      4,087     -4,049     -3,323     -5,461:    -2,563       -425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       11.9        4.5       50.9       70.1       83.4       86.6:      16.6       13.4
Old  :     100.0:      28.0       11.9        4.5       50.9       70.1       83.4       86.6:      16.6       13.4
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  :        97:        28         17         10         35         27         66         51:
Old  :        97:        28         17         10         35         27         66         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       33.7       46.1       53.2       34.1       33.6       43.3       53.1
Old  :                 35.7       33.7       46.1       53.2       34.1       33.6       43.3       53.1
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, March 03, 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  :    89,696:    25,077     10,710      4,071     45,651     62,918     74,799     77,699:    14,897     11,997
Old  :    89,696:    25,077     10,710      4,071     45,651     62,918     74,799     77,699:    14,897     11,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -11,772:   -11,595        400     -3,224      8,173     -8,098     -6,646    -10,922:    -5,126       -850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       11.9        4.5       50.9       70.1       83.4       86.6:      16.6       13.4
Old  :     100.0:      28.0       11.9        4.5       50.9       70.1       83.4       86.6:      16.6       13.4
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  :        97:        28         17         10         35         27         66         51:
Old  :        97:        28         17         10         35         27         66         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       33.7       46.1       53.2       34.1       33.6       43.3       53.1
Old  :                 35.7       33.7       46.1       53.2       34.1       33.6       43.3       53.1
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, March 03, 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  :    41,600:     3,313      2,851          0     35,494     37,478     38,807     40,329:     2,793      1,271
Old  :    41,600:     3,313      2,851          0     35,494     37,478     38,807     40,329:     2,793      1,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -1,275:       556        649          0     -2,239     -1,450     -1,683       -801:       408       -474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        6.9        0.0       85.3       90.1       93.3       96.9:       6.7        3.1
Old  :     100.0:       8.0        6.9        0.0       85.3       90.1       93.3       96.9:       6.7        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          0         13         12         17         14:
Old  :        28:         4          2          0         13         12         17         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  :                 71.5       72.6       82.3       92.9       71.3       72.6       82.0       92.9
Old  :                 71.5       72.6       82.3       92.9       71.3       72.6       82.0       92.9
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, March 03, 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  :    19,581:    11,915     18,284        788      6,634        376     19,337     19,448:       244        133
Old  :    19,581:    11,915     18,284        788      6,634        376     19,337     19,448:       244        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -1,471:       -10     -1,861        182     -1,593        127     -1,421     -1,552:       -50         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       93.4        4.0       33.9        1.9       98.8       99.3:       1.2        0.7
Old  :     100.0:      60.8       93.4        4.0       33.9        1.9       98.8       99.3:       1.2        0.7
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  :        41:        24         13          4          4          2         32         15:
Old  :        41:        24         13          4          4          2         32         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  :                 59.0       58.1       81.0       84.3       57.8       55.3       79.1       80.7
Old  :                 59.0       58.1       81.0       84.3       57.8       55.3       79.1       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, March 03, 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  :   103,321:    29,347      8,609     49,009     24,958     44,231    103,314    101,849:         7      1,472
Old  :   103,321:    29,347      8,609     49,009     24,958     44,231    103,314    101,849:         7      1,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     2,697:     1,660        -16      3,789     -2,731       -668      2,718      3,105:       -21       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        8.3       47.4       24.2       42.8      100.0       98.6:       0.0        1.4
Old  :     100.0:      28.4        8.3       47.4       24.2       42.8      100.0       98.6:       0.0        1.4
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  :        28:         6          4          2          6         13         13         18:
Old  :        28:         6          4          2          6         13         13         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  :                 97.2       89.9       99.7       94.6       49.8       44.3       52.3       47.9
Old  :                 97.2       89.9       99.7       94.6       49.8       44.3       52.3       47.9
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, March 03, 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  :    44,315:    17,459      3,241     26,521        334     13,034     44,314     42,796:         1      1,519
Old  :    44,315:    17,459      3,241     26,521        334     13,034     44,314     42,796:         1      1,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    10,002:      -115        -20     10,216       -100       -223     10,001      9,973:         1         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        7.3       59.8        0.8       29.4      100.0       96.6:       0.0        3.4
Old  :     100.0:      39.4        7.3       59.8        0.8       29.4      100.0       96.6:       0.0        3.4
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  :        20:         5          4          2          1         11          7         16:
Old  :        20:         5          4          2          1         11          7         16:
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       86.2      100.0       94.3       39.6       29.8       40.1       35.4
Old  :                 99.2       86.2      100.0       94.3       39.6       29.8       40.1       35.4
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, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    46,902:    15,226     15,703     31,171          0          0     46,397     46,874:       505         28
Old  :    46,902:    15,226     15,703     31,171          0          0     46,397     46,874:       505         28
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     1,612:         0        530      1,122          0          0      1,122      1,652:       490        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       33.5       66.5        0.0        0.0       98.9       99.9:       1.1        0.1
Old  :     100.0:      32.5       33.5       66.5        0.0        0.0       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 87.6       78.7       98.2       91.7       30.1       21.8       32.5       29.8
Old  :                 87.6       78.7       98.2       91.7       30.1       21.8       32.5       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 06, 2020