WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   604,320:   137,978    103,286    248,991    183,850    200,808    570,819    553,085:    33,502     51,235
Old  :   375,954:   128,708    123,087    110,829    113,654    111,663    353,192    345,578:    22,763     30,376
Other:   228,366:    80,144     51,074     67,287     70,196     89,146    217,627    207,507:    10,739     20,859
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    50,962:    10,577      6,110     32,343      5,591      9,173     48,510     47,626:     2,451      3,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       17.1       41.2       30.4       33.2       94.5       91.5:       5.5        8.5
Old  :     100.0:      34.2       32.7       29.5       30.2       29.7       93.9       91.9:       6.1        8.1
Other:     100.0:      35.1       22.4       29.5       30.7       39.0       95.3       90.9:       4.7        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       138        124        155         87        131        316        337:
Old  :       394:       132        121        120         81        115        282        294:
Other:       266:        79         72         59         49         95        168        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0        9.1       16.4       15.7        5.8        5.7        9.8        9.7
Old  :                  8.6       11.3       15.7       20.7        6.9        9.6       12.6       16.1
Other:                 16.9       16.0       28.3       27.2       15.6       12.9       24.1       21.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :    18,216:     7,115          0        852     10,191     17,097     18,158     17,949:        58        267
Old  :    15,324:     6,705        220        332      8,229     14,505     15,266     15,057:        58        267
Other:     2,893:       630          0        300      1,963      2,593      2,893      2,893:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,387:       557          0        163        668      1,199      1,387      1,362:         0         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        0.0        4.7       55.9       93.9       99.7       98.5:       0.3        1.5
Old  :     100.0:      43.8        1.4        2.2       53.7       94.7       99.6       98.3:       0.4        1.7
Other:     100.0:      21.8        0.0       10.4       67.8       89.6      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         6          0          3         12         22         18         25:
Old  :        27:         4          1          1         10         20         14         22:
Other:        13:         3          0          1          6          5          9          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       48.1       81.7       71.2       50.7       40.5       61.4       55.1
Old  :                 61.9       48.1       88.7       75.3       54.0       43.5       74.2       62.3
Other:                 64.4       86.2       93.1      100.0       57.5       79.3       82.8       82.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   315,056:    65,424     55,059    107,441    113,250    131,449    286,115    293,949:    28,941     21,107
Old  :   218,542:    67,338     67,143     56,894     74,460     79,866    198,692    203,903:    19,851     14,640
Other:    96,514:    36,924     26,754     11,709     38,790     51,583     87,423     90,046:     9,090      6,467
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    21,898:     3,138       -464     11,530      7,828      9,380     22,496     20,446:      -598      1,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       17.5       34.1       35.9       41.7       90.8       93.3:       9.2        6.7
Old  :     100.0:      30.8       30.7       26.0       34.1       36.5       90.9       93.3:       9.1        6.7
Other:     100.0:      38.3       27.7       12.1       40.2       53.4       90.6       93.3:       9.4        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       101         61        100         99         92        250        211:
Old  :       284:        96         62         72         93         84        224        185:
Other:       198:        53         47         38         53         73        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  :                 10.8       16.5       18.6       26.0        9.4       14.1       15.4       20.2
Old  :                 11.1       14.9       19.1       25.7       10.0       12.5       16.9       20.5
Other:                 19.7       32.6       30.6       46.3       19.7       32.2       30.6       43.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  : 1,873,406:   271,823    299,395    533,477    755,964    832,170  1,561,264  1,665,043:   312,142    208,364
Old  : 1,590,954:   257,317    337,139    411,867    643,957    692,854  1,313,141  1,441,860:   277,813    149,094
Other:   282,452:   100,440     48,190     35,677    112,007    139,316    248,123    223,183:    34,329     59,270
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    89,944:    23,967     27,166     31,479     31,466     20,440     86,912     79,084:     3,032     10,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       16.0       28.5       40.4       44.4       83.3       88.9:      16.7       11.1
Old  :     100.0:      16.2       21.2       25.9       40.5       43.5       82.5       90.6:      17.5        9.4
Other:     100.0:      35.6       17.1       12.6       39.7       49.3       87.8       79.0:      12.2       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       812:       177        138        201        402        381        684        629:
Old  :       805:       167        155        177        393        370        660        606:
Other:       491:        85         63         59        139        285        248        383:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.9        7.3       14.5       13.5        5.8        5.1        9.8        9.0
Old  :                  8.8        8.3       15.9       15.1        7.4        6.1       12.0       10.5
Other:                 20.4       22.9       29.4       29.9       19.8       21.2       27.5       27.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :     4,938:     2,161        127          1      1,255      3,915      3,417      4,043:     1,521        895
Old  :     4,638:     2,161        127          1      1,100      3,691      3,262      3,819:     1,376        819
Other:       300:         0          0          0        155        224        155        224:       145         76
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       217:       257        -90          1        -44        173        214         84:         3        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        2.6        0.0       25.4       79.3       69.2       81.9:      30.8       18.1
Old  :     100.0:      46.6        2.7        0.0       23.7       79.6       70.3       82.3:      29.7       17.7
Other:     100.0:       0.0        0.0        0.0       51.7       74.7       51.7       74.7:      48.3       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         9          1          1          8          9         17         11:
Old  :        22:         9          1          1          6          9         15         11:
Other:         9:         0          0          0          5          7          5          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       56.6       55.4       77.1       36.6       55.1       50.2       70.4
Old  :                 41.5       56.1       57.6       77.3       38.5       56.1       52.7       72.4
Other:                 49.3       71.3       51.7       74.7       20.3       42.0       20.3       43.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   887,409:   123,084     94,297    266,738    428,875    450,606    818,697    811,641:    68,712     75,768
Old  :   722,119:   116,317    113,346    179,968    367,186    371,151    663,471    664,465:    58,648     57,654
Other:   165,290:    41,141     15,325     52,396     61,689     79,456    155,226    147,176:    10,064     18,114
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    28,370:     5,529     -2,261     11,198      9,338     15,867     26,066     24,804:     2,305      3,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       10.6       30.1       48.3       50.8       92.3       91.5:       7.7        8.5
Old  :     100.0:      16.1       15.7       24.9       50.8       51.4       91.9       92.0:       8.1        8.0
Other:     100.0:      24.9        9.3       31.7       37.3       48.1       93.9       89.0:       6.1       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       594:       182        131        212        208        224        499        473:
Old  :       585:       172        145        186        197        217        469        452:
Other:       333:        71         51         69         90        168        199        259:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       13.2       18.8       21.1        8.8       10.3       14.6       16.1
Old  :                 12.3       15.5       19.6       23.6       11.3       12.1       17.9       18.3
Other:                 15.2       18.8       25.4       30.1       11.0       12.6       19.0       19.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   582,432:   163,107     31,382    157,492    224,347    368,392    544,945    557,266:    37,487     25,166
Old  :   518,826:   160,267     38,180    138,314    188,336    319,878    486,916    496,372:    31,910     22,454
Other:    63,606:    14,049      4,411      7,968     36,011     48,514     58,029     60,894:     5,577      2,712
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    23,497:       782       -972     26,620     -1,597      3,091     25,805     28,739:    -2,308     -5,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        5.4       27.0       38.5       63.3       93.6       95.7:       6.4        4.3
Old  :     100.0:      30.9        7.4       26.7       36.3       61.7       93.8       95.7:       6.2        4.3
Other:     100.0:      22.1        6.9       12.5       56.6       76.3       91.2       95.7:       8.8        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       128         67        124         94         93        297        230:
Old  :       338:       129         70        119         92         89        291        224:
Other:       119:        37         17         25         41         31         90         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       27.7       16.3       37.2        9.4       25.8       15.1       34.8
Old  :                  9.8       28.5       16.5       36.7        9.7       26.8       15.7       34.8
Other:                 28.3       33.8       43.4       53.0       27.9       31.0       42.6       48.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  : 1,203,666:   116,921    181,621     98,207    811,975    782,124  1,027,103  1,061,952:   176,563    141,714
Old  : 1,203,666:   116,921    181,621     98,207    811,975    782,124  1,027,103  1,061,952:   176,563    141,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    22,674:     3,985    -18,295     -6,535     24,796     31,657     22,247      6,828:       428     15,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       15.1        8.2       67.5       65.0       85.3       88.2:      14.7       11.8
Old  :     100.0:       9.7       15.1        8.2       67.5       65.0       85.3       88.2:      14.7       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        38         24         40        104        100        158        148:
Old  :       194:        38         24         40        104        100        158        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       26.3       32.6       38.0       17.7       22.4       25.3       31.6
Old  :                 24.0       26.3       32.6       38.0       17.7       22.4       25.3       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  : 1,254,568:    56,958    501,235      8,239  1,028,429    651,304  1,093,626  1,160,778:   160,942     93,790
Old  : 1,254,568:    56,958    501,235      8,239  1,028,429    651,304  1,093,626  1,160,778:   160,942     93,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    17,798:    -3,573      3,264       -817     18,403      9,611     14,013     12,059:     3,785      5,739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       40.0        0.7       82.0       51.9       87.2       92.5:      12.8        7.5
Old  :     100.0:       4.5       40.0        0.7       82.0       51.9       87.2       92.5:      12.8        7.5
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  :       144:        16         17         15         88         78        111        103:
Old  :       144:        16         17         15         88         78        111        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       36.4       37.1       52.0       22.0       35.3       32.0       45.6
Old  :                 24.8       36.4       37.1       52.0       22.0       35.3       32.0       45.6
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :   489,872:    82,749     96,962     98,212    258,744    263,904    439,706    459,078:    50,166     30,793
Old  :   438,757:    82,089    100,813     83,365    227,191    225,840    392,644    410,017:    46,113     28,740
Other:    51,115:     8,281      3,770      7,227     31,553     38,064     47,061     49,061:     4,053      2,053
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    20,681:       324      4,648     10,281      7,840      3,960     18,444     18,888:     2,237      1,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       19.8       20.0       52.8       53.9       89.8       93.7:      10.2        6.3
Old  :     100.0:      18.7       23.0       19.0       51.8       51.5       89.5       93.4:      10.5        6.6
Other:     100.0:      16.2        7.4       14.1       61.7       74.5       92.1       96.0:       7.9        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        82         85         92        124         98        261        231:
Old  :       322:        85         86         88        122         96        256        228:
Other:       121:        24         22         24         59         29         99         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       22.4       18.0       31.6       10.4       20.9       15.6       28.7
Old  :                 12.4       23.3       19.2       31.9       11.3       21.7       17.9       29.4
Other:                 22.3       37.5       33.5       55.1       21.0       34.3       31.3       50.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,054:     5,233      2,008        631      3,766      7,906      9,630     10,545:     2,424      1,509
Old  :    11,704:     5,233      2,106        533      3,644      7,640      9,410     10,279:     2,294      1,425
Other:       350:        98          0          0        122        266        220        266:       130         84
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       728:       -38        141        242        190        395        393        777:       335        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4       16.7        5.2       31.2       65.6       79.9       87.5:      20.1       12.5
Old  :     100.0:      44.7       18.0        4.6       31.1       65.3       80.4       87.8:      19.6       12.2
Other:     100.0:      28.0        0.0        0.0       34.9       76.0       62.9       76.0:      37.1       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        26         10         10         15         16         47         31:
Old  :        60:        26         10         10         14         16         46         31:
Other:         8:         1          0          0          2          5          3          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       45.5       49.6       67.4       36.7       45.3       49.4       67.2
Old  :                 37.8       45.2       50.9       67.1       37.8       45.0       50.9       66.9
Other:                 62.9       74.6       62.9       76.0       62.9       74.6       62.9       76.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  : 3,626,124:   827,178  1,115,867     72,184  2,533,714  2,323,152  3,433,076  3,511,203:   193,048    114,921
Old  : 3,626,124:   827,178  1,115,867     72,184  2,533,714  2,323,152  3,433,076  3,511,203:   193,048    114,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    56,495:    43,131        228      4,252      3,604     47,126     50,987     51,606:     5,508      4,889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       30.8        2.0       69.9       64.1       94.7       96.8:       5.3        3.2
Old  :     100.0:      22.8       30.8        2.0       69.9       64.1       94.7       96.8:       5.3        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  :       366:        70         50         44        196        142        291        211:
Old  :       366:        70         50         44        196        142        291        211:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       32.7       37.4       50.9       23.0       31.7       35.4       49.2
Old  :                 23.4       32.7       37.4       50.9       23.0       31.7       35.4       49.2
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 with Delta-adjusted Options and Futures Combined, January 14, 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  : 4,416,360:   566,106    748,210    493,849  2,925,903  2,742,966  3,985,858  3,985,025:   430,502    431,335
Old  : 4,416,360:   566,106    748,210    493,849  2,925,903  2,742,966  3,985,858  3,985,025:   430,502    431,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :  -100,309:   -92,396    -39,242    -79,775     60,436     22,974   -111,735    -96,043:    11,426     -4,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       16.9       11.2       66.3       62.1       90.3       90.2:       9.7        9.8
Old  :     100.0:      12.8       16.9       11.2       66.3       62.1       90.3       90.2:       9.7        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       425:        71         89         93        225        204        349        333:
Old  :       425:        71         89         93        225        204        349        333:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       17.1       26.9       26.6       10.0       14.2       16.5       20.7
Old  :                 18.1       17.1       26.9       26.6       10.0       14.2       16.5       20.7
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :   923,592:   106,730    136,967      6,092    695,013    608,565    807,835    751,624:   115,757    171,968
Old  :   923,592:   106,730    136,967      6,092    695,013    608,565    807,835    751,624:   115,757    171,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     6,861:       980      8,616       -981      8,296      4,528      8,295     12,163:    -1,434     -5,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       14.8        0.7       75.3       65.9       87.5       81.4:      12.5       18.6
Old  :     100.0:      11.6       14.8        0.7       75.3       65.9       87.5       81.4:      12.5       18.6
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  :       115:        10         17          8         64         72         80         91:
Old  :       115:        10         17          8         64         72         80         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       20.5       45.6       33.6       26.9       20.0       39.8       30.9
Old  :                 28.4       20.5       45.6       33.6       26.9       20.0       39.8       30.9
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 with Delta-adjusted Options and Futures Combined, January 14, 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  : 4,521,069:   414,669    716,716    235,183  3,545,549  3,256,827  4,195,401  4,208,726:   325,668    312,343
Old  : 4,521,069:   414,669    716,716    235,183  3,545,549  3,256,827  4,195,401  4,208,726:   325,668    312,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    12,288:    13,839        642      5,696     -2,730      2,746     16,805      9,084:    -4,517      3,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       15.9        5.2       78.4       72.0       92.8       93.1:       7.2        6.9
Old  :     100.0:       9.2       15.9        5.2       78.4       72.0       92.8       93.1:       7.2        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:        57         55         52        169        162        253        242:
Old  :       333:        57         55         52        169        162        253        242:
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  :                 37.4       25.7       47.5       38.4       27.8       21.4       37.1       32.5
Old  :                 37.4       25.7       47.5       38.4       27.8       21.4       37.1       32.5
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 with Delta-adjusted Options and Futures Combined, January 14, 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  : 1,854,544:   556,745    159,690    372,105    875,975  1,288,845  1,804,825  1,820,640:    49,719     33,904
Old  : 1,854,544:   556,745    159,690    372,105    875,975  1,288,845  1,804,825  1,820,640:    49,719     33,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    72,022:    43,430     12,013     11,992      9,393     47,402     64,816     71,407:     7,206        615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        8.6       20.1       47.2       69.5       97.3       98.2:       2.7        1.8
Old  :     100.0:      30.0        8.6       20.1       47.2       69.5       97.3       98.2:       2.7        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        45         23         44         65         61        128        111:
Old  :       142:        45         23         44         65         61        128        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       37.5       46.9       52.4       26.4       31.5       32.8       39.4
Old  :                 31.4       37.5       46.9       52.4       26.4       31.5       32.8       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    51,230:    22,724      9,292        221     19,698     33,121     42,642     42,633:     8,588      8,597
Old  :    51,230:    22,724      9,292        221     19,698     33,121     42,642     42,633:     8,588      8,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,932:     2,410        564       -736        379      1,888      2,053      1,716:      -120        216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       18.1        0.4       38.4       64.7       83.2       83.2:      16.8       16.8
Old  :     100.0:      44.4       18.1        0.4       38.4       64.7       83.2       83.2:      16.8       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        32         13          6         27         29         62         45:
Old  :        93:        32         13          6         27         29         62         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  :                 38.5       33.5       52.1       48.9       38.5       33.5       50.9       48.9
Old  :                 38.5       33.5       52.1       48.9       38.5       33.5       50.9       48.9
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 with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   102,460:    45,447     18,584        441     39,395     66,241     85,283     85,267:    17,177     17,193
Old  :   102,460:    45,447     18,584        441     39,395     66,241     85,283     85,267:    17,177     17,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     3,865:     4,819      1,128     -1,471        757      3,775      4,105      3,432:      -240        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       18.1        0.4       38.4       64.7       83.2       83.2:      16.8       16.8
Old  :     100.0:      44.4       18.1        0.4       38.4       64.7       83.2       83.2:      16.8       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        32         13          6         27         29         62         45:
Old  :        93:        32         13          6         27         29         62         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  :                 38.5       33.5       52.1       48.9       38.5       33.5       50.9       48.9
Old  :                 38.5       33.5       52.1       48.9       38.5       33.5       50.9       48.9
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    37,079:     3,221        464          0     31,800     35,443     35,021     35,907:     2,058      1,172
Old  :    37,079:     3,221        464          0     31,800     35,443     35,021     35,907:     2,058      1,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    -2,437:       331       -322          0     -3,172     -2,195     -2,841     -2,517:       404         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        1.3        0.0       85.8       95.6       94.4       96.8:       5.6        3.2
Old  :     100.0:       8.7        1.3        0.0       85.8       95.6       94.4       96.8:       5.6        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  :        25:         4          1          0         11         11         15         12:
Old  :        25:         4          1          0         11         11         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       71.0       86.5       94.6       70.4       71.0       86.1       94.6
Old  :                 70.6       71.0       86.5       94.6       70.4       71.0       86.1       94.6
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    17,715:     9,677     16,727        605      7,197        359     17,479     17,691:       236         24
Old  :    17,715:     9,677     16,727        605      7,197        359     17,479     17,691:       236         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       559:        64        715        -17        536       -131        583        567:       -24         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       94.4        3.4       40.6        2.0       98.7       99.9:       1.3        0.1
Old  :     100.0:      54.6       94.4        3.4       40.6        2.0       98.7       99.9:       1.3        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  :        42:        25         12          3          5          1         32         14:
Old  :        42:        25         12          3          5          1         32         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  :                 57.1       71.8       75.2       90.0       55.1       71.8       73.2       89.0
Old  :                 57.1       71.8       75.2       90.0       55.1       71.8       73.2       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :    80,252:    20,502      6,624     32,749     26,944     39,194     80,195     78,567:        57      1,685
Old  :    80,252:    20,502      6,624     32,749     26,944     39,194     80,195     78,567:        57      1,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     8,440:     1,905        558      2,365      4,150      5,929      8,420      8,852:        20       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        8.3       40.8       33.6       48.8       99.9       97.9:       0.1        2.1
Old  :     100.0:      25.5        8.3       40.8       33.6       48.8       99.9       97.9:       0.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          5          2          5         16         11         22:
Old  :        30:         5          5          2          5         16         11         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.3       82.1       99.5       91.5       54.7       44.4       58.9       52.0
Old  :                 95.3       82.1       99.5       91.5       54.7       44.4       58.9       52.0
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    22,607:    12,799      1,379      9,585        223     10,316     22,607     21,280:         0      1,327
Old  :    22,607:    12,799      1,379      9,585        223     10,316     22,607     21,280:         0      1,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     3,986:     2,324       -781      3,071     -1,409      1,864      3,986      4,154:         0       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6        6.1       42.4        1.0       45.6      100.0       94.1:       0.0        5.9
Old  :     100.0:      56.6        6.1       42.4        1.0       45.6      100.0       94.1:       0.0        5.9
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  :        22:         5          4          2          1         12          7         17:
Old  :        22:         5          4          2          1         12          7         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.6       79.3      100.0       89.8       56.7       42.0       57.6       48.8
Old  :                 98.6       79.3      100.0       89.8       56.7       42.0       57.6       48.8
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    46,548:    15,309     15,229     31,224          0          0     46,533     46,453:        15         95
Old  :    46,548:    15,309     15,229     31,224          0          0     46,533     46,453:        15         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :      -129:         0         -5       -144          0          0       -144       -149:        15         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       32.7       67.1        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      32.9       32.7       67.1        0.0        0.0      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5         16          5          0          0          8         19:
Old  :        22:         5         16          5          0          0          8         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  :                 91.0       81.4      100.0       94.8       32.2       23.5       32.9       31.0
Old  :                 91.0       81.4      100.0       94.8       32.2       23.5       32.9       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 17, 2020