WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 24, 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  :   359,729:    97,437     62,621    121,381    113,970    133,809    332,788    317,811:    26,941     41,918
Old  :   143,604:    71,787     60,709     11,215     49,301     57,757    132,303    129,681:    11,301     13,923
Other:   216,125:    82,055     58,317     53,761     64,669     76,052    200,485    188,130:    15,640     27,995
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -34,649:    -1,848    -22,163    -21,131    -12,753      9,235    -35,732    -34,059:     1,083       -590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       17.4       33.7       31.7       37.2       92.5       88.3:       7.5       11.7
Old  :     100.0:      50.0       42.3        7.8       34.3       40.2       92.1       90.3:       7.9        9.7
Other:     100.0:      38.0       27.0       24.9       29.9       35.2       92.8       87.0:       7.2       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        97         75        108         77        108        239        244:
Old  :       258:        83         66         25         40         74        135        153:
Other:       265:        81         63         75         61         96        186        197:
     :----------------------------------------------------------------------------------------------------
     :             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       10.3       20.1       18.2       10.0        8.4       16.4       13.8
Old  :                 13.4       19.2       24.2       32.7       12.4       19.2       23.1       32.6
Other:                 17.2       14.3       29.3       23.3       16.2        8.7       24.3       15.2
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, March 24, 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  :    24,100:     9,001        360        890     13,580     22,635     23,471     23,885:       629        215
Old  :     7,790:     2,070        850          0      5,595      6,915      7,665      7,765:       125         25
Other:    16,310:     7,481         60        340      7,985     15,720     15,806     16,120:       504        190
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :     3,705:     2,833        260         40        685      3,615      3,558      3,915:       147       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        1.5        3.7       56.3       93.9       97.4       99.1:       2.6        0.9
Old  :     100.0:      26.6       10.9        0.0       71.8       88.8       98.4       99.7:       1.6        0.3
Other:     100.0:      45.9        0.4        2.1       49.0       96.4       96.9       98.8:       3.1        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          3         15         21         21         24:
Old  :        19:         2          1          0          8         13         10         14:
Other:        26:         5          1          2         10         18         16         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 60.0       54.8       82.2       74.0       58.0       44.2       63.3       57.1
Old  :                 75.0       56.7       96.5       90.8       69.8       56.7       87.1       86.9
Other:                 65.6       67.8       86.6       82.9       65.6       65.3       77.1       74.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 24, 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  :   223,516:    47,440     52,611     46,093    109,281    104,268    202,814    202,972:    20,702     20,544
Old  :    99,513:    37,906     43,752      2,915     49,261     44,564     90,082     91,231:     9,431      8,282
Other:   124,003:    37,520     36,845     15,192     60,020     59,704    112,732    111,741:    11,271     12,262
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -33,307:    -6,789    -13,508    -18,136     -6,655       -241    -31,580    -31,885:    -1,727     -1,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       23.5       20.6       48.9       46.6       90.7       90.8:       9.3        9.2
Old  :     100.0:      38.1       44.0        2.9       49.5       44.8       90.5       91.7:       9.5        8.3
Other:     100.0:      30.3       29.7       12.3       48.4       48.1       90.9       90.1:       9.1        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        63         52         68         78         81        182        168:
Old  :       201:        53         48         12         52         54        110        109:
Other:       194:        53         41         37         61         71        133        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       20.6       22.9       29.4       12.9       19.4       21.6       27.6
Old  :                 15.9       25.0       28.2       37.0       15.6       25.0       27.9       36.0
Other:                 14.1       20.9       23.4       32.7       13.4       18.4       22.1       28.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 24, 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  : 1,382,708:   266,809    300,335    247,746    674,712    667,278  1,189,267  1,215,359:   193,441    167,349
Old  : 1,024,603:   270,452    318,010    121,559    484,095    478,347    876,106    917,916:   148,497    106,687
Other:   358,105:   108,388     94,356     14,156    190,617    188,931    313,161    297,443:    44,944     60,662
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -57,548:   -20,120     -4,904    -37,320      9,568    -11,000    -47,872    -53,224:    -9,676     -4,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       21.7       17.9       48.8       48.3       86.0       87.9:      14.0       12.1
Old  :     100.0:      26.4       31.0       11.9       47.2       46.7       85.5       89.6:      14.5       10.4
Other:     100.0:      30.3       26.3        4.0       53.2       52.8       87.4       83.1:      12.6       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       691:       125        126        146        313        307        528        509:
Old  :       668:       121        128        106        285        272        470        449:
Other:       478:        69         69         44        159        254        253        348:
     :----------------------------------------------------------------------------------------------------
     :             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        9.2       15.5       16.0        7.3        6.0       12.9       10.6
Old  :                 10.8       11.4       18.6       19.4       10.7        8.6       18.0       14.4
Other:                 18.8       22.1       29.0       29.8       18.3       20.4       27.9       27.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 24, 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  :   769,458:   146,201     85,854    151,626    411,597    475,099    709,424    712,579:    60,034     56,879
Old  :   463,268:   122,185     83,484     45,545    255,386    297,444    423,116    426,473:    40,152     36,795
Other:   306,190:    59,282     37,636     70,815    156,211    177,655    286,308    286,106:    19,882     20,084
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -21,202:    -3,964    -30,695    -10,819     -7,012     23,909    -21,795    -17,605:       593     -3,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       11.2       19.7       53.5       61.7       92.2       92.6:       7.8        7.4
Old  :     100.0:      26.4       18.0        9.8       55.1       64.2       91.3       92.1:       8.7        7.9
Other:     100.0:      19.4       12.3       23.1       51.0       58.0       93.5       93.4:       6.5        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       521:       152         96        168        184        189        419        397:
Old  :       480:       136        102        109        149        169        335        338:
Other:       372:        92         58         88        134        157        276        269:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       17.5       20.2       28.8        7.8       14.9       13.2       23.3
Old  :                 12.6       19.4       21.8       31.9       11.8       18.1       20.2       26.8
Other:                 18.0       20.4       30.4       34.1       11.5       18.1       19.6       27.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 24, 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  :   451,091:    65,687     53,095     89,558    264,676    281,003    419,921    423,656:    31,170     27,435
Old  :   321,530:    73,526     60,491     52,789    175,255    187,349    301,570    300,629:    19,960     20,901
Other:   129,561:    16,166     16,609     12,764     89,421     93,654    118,351    123,027:    11,210      6,534
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -10,371:    -1,989     -1,111    -11,047      4,481      2,545     -8,555     -9,613:    -1,816       -758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       11.8       19.9       58.7       62.3       93.1       93.9:       6.9        6.1
Old  :     100.0:      22.9       18.8       16.4       54.5       58.3       93.8       93.5:       6.2        6.5
Other:     100.0:      12.5       12.8        9.9       69.0       72.3       91.3       95.0:       8.7        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        69         67        101        110         84        247        216:
Old  :       293:        87         68         77        104         74        227        191:
Other:       169:        32         44         27         68         44        118        101:
     :----------------------------------------------------------------------------------------------------
     :             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       25.7       18.3       35.0        8.5       22.5       15.0       29.4
Old  :                 10.6       24.4       19.8       32.1       10.0       20.2       17.8       27.8
Other:                 18.5       41.5       32.0       52.6       18.1       40.6       31.5       51.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 24, 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  : 1,082,745:    85,610    154,492      8,577    846,253    795,916    940,440    958,985:   142,305    123,760
Old  : 1,082,745:    85,610    154,492      8,577    846,253    795,916    940,440    958,985:   142,305    123,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -91,734:   -23,126    -32,317     -5,983    -45,595    -54,679    -74,704    -92,979:   -17,030      1,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       14.3        0.8       78.2       73.5       86.9       88.6:      13.1       11.4
Old  :     100.0:       7.9       14.3        0.8       78.2       73.5       86.9       88.6:      13.1       11.4
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  :       182:        21         32         18         89         95        120        135:
Old  :       182:        21         32         18         89         95        120        135:
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  :                 26.8       22.2       38.9       37.4       23.1       17.7       32.4       29.0
Old  :                 26.8       22.2       38.9       37.4       23.1       17.7       32.4       29.0
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 24, 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  : 1,072,040:    78,091    334,753      2,002    857,191    635,456    937,284    972,211:   134,756     99,829
Old  : 1,072,040:    78,091    334,753      2,002    857,191    635,456    937,284    972,211:   134,756     99,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -48,082:     5,261    -28,005     -2,081    -39,934    -24,580    -36,754    -54,666:   -11,328      6,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       31.2        0.2       80.0       59.3       87.4       90.7:      12.6        9.3
Old  :     100.0:       7.3       31.2        0.2       80.0       59.3       87.4       90.7:      12.6        9.3
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  :       135:        12         15          7         79         77         94         96:
Old  :       135:        12         15          7         79         77         94         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       32.2       38.3       47.4       18.9       29.9       29.6       43.6
Old  :                 25.8       32.2       38.3       47.4       18.9       29.9       29.6       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 24, 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  :   405,697:    85,448     26,562     50,565    228,445    304,743    364,458    381,870:    41,239     23,827
Old  :   280,985:    78,754     34,468     19,912    150,939    207,888    249,605    262,268:    31,380     18,717
Other:   124,712:    20,715      6,115     16,632     77,506     96,855    114,853    119,602:     9,859      5,110
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -18,740:     2,178    -16,987    -16,111     -6,247     17,419    -20,180    -15,679:     1,440     -3,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        6.5       12.5       56.3       75.1       89.8       94.1:      10.2        5.9
Old  :     100.0:      28.0       12.3        7.1       53.7       74.0       88.8       93.3:      11.2        6.7
Other:     100.0:      16.6        4.9       13.3       62.1       77.7       92.1       95.9:       7.9        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        92         38         80        110         90        243        178:
Old  :       265:        89         44         64        101         80        220        161:
Other:       167:        47         21         30         76         50        139         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       34.4       18.5       45.0       12.0       33.3       18.1       41.7
Old  :                 15.0       34.0       22.9       44.8       15.0       33.0       22.7       43.0
Other:                 15.7       41.3       27.3       56.8       15.7       38.3       27.0       53.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 24, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,164:     3,399        895        786      5,448      8,367      9,633     10,048:     1,531      1,116
Old  :     8,778:     3,306      1,388        284      3,789      6,397      7,379      8,069:     1,399        709
Other:     2,386:       588          2          7      1,659      1,970      2,254      1,979:       132        407
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :       166:      -180     -1,268         74        321      1,493        215        299:       -49       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        8.0        7.0       48.8       74.9       86.3       90.0:      13.7       10.0
Old  :     100.0:      37.7       15.8        3.2       43.2       72.9       84.1       91.9:      15.9        8.1
Other:     100.0:      24.6        0.1        0.3       69.5       82.6       94.5       82.9:       5.5       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        25          3          7         13         16         39         26:
Old  :        49:        22          7          3          9         13         32         22:
Other:        24:         8          1          1          8          9         16         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.9       42.9       56.6       66.8       37.1       42.6       49.0       64.7
Old  :                 43.0       40.7       55.7       67.7       43.0       40.7       55.6       65.1
Other:                 73.6       73.9       87.0       81.5       73.6       72.4       87.0       80.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 24, 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  : 3,083,123:   726,652    823,226     34,657  2,133,347  2,127,296  2,894,656  2,985,179:   188,467     97,944
Old  : 3,083,123:   726,652    823,226     34,657  2,133,347  2,127,296  2,894,656  2,985,179:   188,467     97,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :  -139,875:   -27,592     19,003     -5,382   -105,760   -148,235   -138,734   -134,614:    -1,141     -5,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       26.7        1.1       69.2       69.0       93.9       96.8:       6.1        3.2
Old  :     100.0:      23.6       26.7        1.1       69.2       69.0       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  :       349:        74         42         21        171        148        257        199:
Old  :       349:        74         42         21        171        148        257        199:
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  :                 22.3       30.2       35.5       44.4       21.9       29.1       34.0       40.9
Old  :                 22.3       30.2       35.5       44.4       21.9       29.1       34.0       40.9
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 24, 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  : 3,414,531:   483,608    695,637     63,803  2,486,156  2,336,583  3,033,567  3,096,023:   380,964    318,508
Old  : 3,414,531:   483,608    695,637     63,803  2,486,156  2,336,583  3,033,567  3,096,023:   380,964    318,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :  -244,502:   -43,637    -82,721    -13,756   -156,361   -139,197   -213,754   -235,674:   -30,748     -8,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       20.4        1.9       72.8       68.4       88.8       90.7:      11.2        9.3
Old  :     100.0:      14.2       20.4        1.9       72.8       68.4       88.8       90.7:      11.2        9.3
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  :       378:        58         72         39        174        173        256        260:
Old  :       378:        58         72         39        174        173        256        260:
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  :                 21.1       18.1       30.1       27.4       13.0       14.5       21.3       21.4
Old  :                 21.1       18.1       30.1       27.4       13.0       14.5       21.3       21.4
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 24, 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  :   813,774:    42,341    107,894      5,542    666,773    532,404    714,656    645,840:    99,118    167,934
Old  :   813,774:    42,341    107,894      5,542    666,773    532,404    714,656    645,840:    99,118    167,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -48,372:   -10,881    -46,880     -1,702    -24,340      5,076    -36,923    -43,506:   -11,449     -4,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       13.3        0.7       81.9       65.4       87.8       79.4:      12.2       20.6
Old  :     100.0:       5.2       13.3        0.7       81.9       65.4       87.8       79.4:      12.2       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:         9         13          9         60         68         74         85:
Old  :       107:         9         13          9         60         68         74         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       18.6       48.5       28.4       29.2       16.0       45.0       24.4
Old  :                 30.4       18.6       48.5       28.4       29.2       16.0       45.0       24.4
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 24, 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  : 4,015,517:   537,073    644,137     45,636  3,143,867  2,944,039  3,726,576  3,633,812:   288,941    381,705
Old  : 4,015,517:   537,073    644,137     45,636  3,143,867  2,944,039  3,726,576  3,633,812:   288,941    381,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :  -340,294:   -77,871    -11,947    -13,292   -219,023   -306,337   -310,186   -331,576:   -30,108     -8,718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       16.0        1.1       78.3       73.3       92.8       90.5:       7.2        9.5
Old  :     100.0:      13.4       16.0        1.1       78.3       73.3       92.8       90.5:       7.2        9.5
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  :       304:        50         40         25        140        160        201        214:
Old  :       304:        50         40         25        140        160        201        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       22.0       49.6       33.6       30.4       21.1       43.2       32.2
Old  :                 35.2       22.0       49.6       33.6       30.4       21.1       43.2       32.2
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 24, 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  : 1,686,925:   357,114     96,276    307,157    982,405  1,235,378  1,646,676  1,638,811:    40,249     48,114
Old  : 1,686,925:   357,114     96,276    307,157    982,405  1,235,378  1,646,676  1,638,811:    40,249     48,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :  -117,801:   -58,349     -7,082    -29,397    -25,223    -84,668   -112,969   -121,147:    -4,832      3,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        5.7       18.2       58.2       73.2       97.6       97.1:       2.4        2.9
Old  :     100.0:      21.2        5.7       18.2       58.2       73.2       97.6       97.1:       2.4        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        26         21         31         63         66        101        107:
Old  :       119:        26         21         31         63         66        101        107:
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  :                 27.9       32.0       44.2       46.7       16.1       20.2       25.1       25.8
Old  :                 27.9       32.0       44.2       46.7       16.1       20.2       25.1       25.8
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 24, 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  :    25,081:     4,390      3,059        410     14,062     16,800     18,862     20,269:     6,219      4,812
Old  :    25,081:     4,390      3,059        410     14,062     16,800     18,862     20,269:     6,219      4,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -16,260:    -3,076        152       -244    -12,207    -14,529    -15,526    -14,621:      -734     -1,640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       12.2        1.6       56.1       67.0       75.2       80.8:      24.8       19.2
Old  :     100.0:      17.5       12.2        1.6       56.1       67.0       75.2       80.8:      24.8       19.2
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  :        81:        20         12          7         29         27         51         45:
Old  :        81:        20         12          7         29         27         51         45:
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  :                 32.4       34.6       42.3       50.7       31.0       34.6       40.9       50.7
Old  :                 32.4       34.6       42.3       50.7       31.0       34.6       40.9       50.7
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 24, 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  :    50,161:     8,780      6,117        820     28,123     33,600     37,723     40,537:    12,438      9,624
Old  :    50,161:     8,780      6,117        820     28,123     33,600     37,723     40,537:    12,438      9,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :   -32,520:    -6,151        304       -488    -24,413    -29,057    -31,052    -29,241:    -1,468     -3,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       12.2        1.6       56.1       67.0       75.2       80.8:      24.8       19.2
Old  :     100.0:      17.5       12.2        1.6       56.1       67.0       75.2       80.8:      24.8       19.2
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  :        81:        20         12          7         29         27         51         45:
Old  :        81:        20         12          7         29         27         51         45:
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  :                 32.4       34.6       42.3       50.7       31.0       34.6       40.9       50.7
Old  :                 32.4       34.6       42.3       50.7       31.0       34.6       40.9       50.7
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 24, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    39,713:     3,671      5,097          0     33,986     33,955     37,657     39,052:     2,056        661
Old  :    39,713:     3,671      5,097          0     33,986     33,955     37,657     39,052:     2,056        661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :    -7,061:       845      1,727       -434     -7,629     -6,507     -7,218     -5,214:       157     -1,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       12.8        0.0       85.6       85.5       94.8       98.3:       5.2        1.7
Old  :     100.0:       9.2       12.8        0.0       85.6       85.5       94.8       98.3:       5.2        1.7
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  :        25:         2          4          0         12          9         14         13:
Old  :        25:         2          4          0         12          9         14         13:
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  :                 69.3       70.6       87.7       90.2       63.8       70.6       81.8       88.0
Old  :                 69.3       70.6       87.7       90.2       63.8       70.6       81.8       88.0
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 24, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,656:    10,050     14,800        125      6,309      1,716     16,484     16,641:       172         15
Old  :    16,656:    10,050     14,800        125      6,309      1,716     16,484     16,641:       172         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :    -2,928:    -2,908     -1,846          0      1,204        532     -1,704     -1,314:    -1,224     -1,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3       88.9        0.8       37.9       10.3       99.0       99.9:       1.0        0.1
Old  :     100.0:      60.3       88.9        0.8       37.9       10.3       99.0       99.9:       1.0        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  :        31:        14         12          2          4          3         20         15:
Old  :        31:        14         12          2          4          3         20         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  :                 69.4       61.3       93.1       86.7       67.9       61.3       85.0       81.5
Old  :                 69.4       61.3       93.1       86.7       67.9       61.3       85.0       81.5
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 24, 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  :    60,215:     6,974     12,617     34,591     18,617     12,290     60,182     59,498:        33        717
Old  :    60,215:     6,974     12,617     34,591     18,617     12,290     60,182     59,498:        33        717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :    -6,346:       279     -1,542      2,394     -9,012     -7,015     -6,339     -6,163:        -7       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       21.0       57.4       30.9       20.4       99.9       98.8:       0.1        1.2
Old  :     100.0:      11.6       21.0       57.4       30.9       20.4       99.9       98.8:       0.1        1.2
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:         4          6          1          5         10         10         16:
Old  :        24:         4          6          1          5         10         10         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  :                 88.2       88.2       99.8       95.1       36.9       30.7       42.4       37.6
Old  :                 88.2       88.2       99.8       95.1       36.9       30.7       42.4       37.6
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 24, 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  :    43,850:    17,221     17,203     26,629          0          0     43,850     43,832:         0         18
Old  :    43,850:    17,221     17,203     26,629          0          0     43,850     43,832:         0         18
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :      -738:     1,805      1,804     -2,543          0          0       -738       -739:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       39.2       60.7        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      39.3       39.2       60.7        0.0        0.0      100.0      100.0:       0.0        0.0
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  :        20:         9         10          5          0          0         12         13:
Old  :        20:         9         10          5          0          0         12         13:
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  :                 85.3       85.0       97.9       96.8       33.3       32.3       39.0       38.8
Old  :                 85.3       85.0       97.9       96.8       33.3       32.3       39.0       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 27, 2020