WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   519,290:    85,358     81,992    237,012    168,281    154,566    490,651    473,570:    28,640     45,721
Old  :   214,970:    72,058     70,142     62,506     68,537     65,698    203,101    198,346:    11,869     16,625
Other:   304,320:    75,722     74,272    112,084     99,744     88,869    287,550    275,224:    16,770     29,096
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -27,313:   -29,050    -11,019      4,273       -455    -17,963    -25,232    -24,708:    -2,081     -2,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.8       45.6       32.4       29.8       94.5       91.2:       5.5        8.8
Old  :     100.0:      33.5       32.6       29.1       31.9       30.6       94.5       92.3:       5.5        7.7
Other:     100.0:      24.9       24.4       36.8       32.8       29.2       94.5       90.4:       5.5        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       102        106        147         93        118        283        299:
Old  :       296:       100         85         74         71         84        204        210:
Other:       290:        82         83         88         68        105        204        229:
     :----------------------------------------------------------------------------------------------------
     :             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       10.5       18.7       17.8        7.3        5.9       11.9        9.6
Old  :                 11.0       15.4       19.9       27.1        9.2       15.3       16.8       24.7
Other:                 15.5       14.0       26.6       20.8       13.5        6.5       20.2       11.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :    20,926:     6,355        100        872     13,218     19,530     20,444     20,501:       482        425
Old  :     8,540:     2,070        800        150      6,195      7,565      8,415      8,515:       125         25
Other:    12,386:     4,985          0         22      7,023     11,965     12,029     11,986:       357        400
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :       671:       -37        100        296        312        645        571      1,041:       100       -370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        0.5        4.2       63.2       93.3       97.7       98.0:       2.3        2.0
Old  :     100.0:      24.2        9.4        1.8       72.5       88.6       98.5       99.7:       1.5        0.3
Other:     100.0:      40.2        0.0        0.2       56.7       96.6       97.1       96.8:       2.9        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          1          2         11         18         17         20:
Old  :        19:         2          1          1          7         13         10         14:
Other:        22:         6          0          1          8         15         14         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       48.9       80.5       73.4       47.8       42.0       62.1       60.3
Old  :                 79.9       55.2       96.8       87.5       74.6       54.0       88.0       84.0
Other:                 60.0       68.3       87.0       86.0       57.2       67.7       79.3       81.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   281,467:    50,492     66,111     84,898    122,030    107,258    257,419    258,267:    24,047     23,200
Old  :   136,793:    54,175     56,192     20,024     52,806     50,684    127,005    126,900:     9,788      9,893
Other:   144,674:    37,486     51,088     23,705     69,223     56,574    130,414    131,367:    14,259     13,307
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    -9,617:    -9,783    -10,475     -3,248      4,631      2,832     -8,399    -10,891:    -1,218      1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       23.5       30.2       43.4       38.1       91.5       91.8:       8.5        8.2
Old  :     100.0:      39.6       41.1       14.6       38.6       37.1       92.8       92.8:       7.2        7.2
Other:     100.0:      25.9       35.3       16.4       47.8       39.1       90.1       90.8:       9.9        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        67         64         77         86         82        200        186:
Old  :       220:        58         58         34         64         62        139        137:
Other:       200:        52         44         40         70         73        144        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       19.3       22.0       28.0       10.4       15.6       17.8       22.1
Old  :                 20.0       20.3       31.0       32.4       19.5       19.9       29.5       30.1
Other:                 13.2       23.2       22.5       33.7       12.4       20.1       21.4       29.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  : 1,781,773:   237,710    298,879    514,597    783,012    751,807  1,535,319  1,565,282:   246,454    216,491
Old  : 1,329,471:   249,158    330,982    310,476    583,574    555,003  1,143,209  1,196,461:   186,262    133,010
Other:   452,302:   121,973    101,318     70,699    199,438    196,804    392,110    368,821:    60,192     83,481
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    28,668:   -46,316     -4,712     24,956     71,391      2,464     50,031     22,708:   -21,363      5,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       16.8       28.9       43.9       42.2       86.2       87.8:      13.8       12.2
Old  :     100.0:      18.7       24.9       23.4       43.9       41.7       86.0       90.0:      14.0       10.0
Other:     100.0:      27.0       22.4       15.6       44.1       43.5       86.7       81.5:      13.3       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       741:       135        149        188        365        347        610        589:
Old  :       721:       136        145        155        348        324        570        544:
Other:       518:        74         84         72        195        289        313        402:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.1        8.1       13.7       14.6        6.1        5.4       10.3        8.9
Old  :                  9.2        9.5       16.7       16.6        8.1        7.2       14.8       12.1
Other:                 15.2       20.4       24.6       28.4       14.8       18.9       22.6       25.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :     4,696:     1,370        330        205      2,065      3,166      3,640      3,701:     1,056        995
Old  :     2,797:     1,426        320          0        651      1,881      2,077      2,201:       720        596
Other:     1,899:         0         66        149      1,414      1,285      1,563      1,500:       336        399
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :      -218:       -33         -5         42        133       -236        143       -199:      -361        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        7.0        4.4       44.0       67.4       77.5       78.8:      22.5       21.2
Old  :     100.0:      51.0       11.4        0.0       23.3       67.2       74.3       78.7:      25.7       21.3
Other:     100.0:       0.0        3.5        7.9       74.5       67.7       82.3       79.0:      17.7       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          3          2         11         12         16         16:
Old  :        19:         5          2          1          5          8         10         11:
Other:        14:         0          2          2          9         10         11         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       44.6       64.5       61.7       31.9       31.3       38.4       40.0
Old  :                 59.7       52.3       73.1       75.4       59.7       52.3       73.1       75.4
Other:                 64.1       51.7       79.0       72.2       57.7       48.2       57.7       54.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   985,804:   107,209    109,235    322,661    487,039    484,649    916,909    916,545:    68,895     69,259
Old  :   628,390:   102,168    110,972    168,562    310,366    303,703    581,096    583,237:    47,294     45,153
Other:   357,415:    48,883     42,105    110,258    176,673    180,946    335,813    333,309:    21,601     24,106
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    29,048:   -17,447    -11,489     28,289     21,228     10,526     32,070     27,325:    -3,022      1,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       11.1       32.7       49.4       49.2       93.0       93.0:       7.0        7.0
Old  :     100.0:      16.3       17.7       26.8       49.4       48.3       92.5       92.8:       7.5        7.2
Other:     100.0:      13.7       11.8       30.8       49.4       50.6       94.0       93.3:       6.0        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:       174        114        205        205        203        469        449:
Old  :       537:       162        123        164        186        191        418        412:
Other:       383:        93         78        108        132        164        283        297:
     :----------------------------------------------------------------------------------------------------
     :             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       13.9       18.4       22.1        5.7       10.2       10.0       16.2
Old  :                  9.9       13.6       17.7       22.8        8.2        9.7       13.7       16.9
Other:                 17.3       18.3       26.3       29.9       10.9       14.7       17.4       22.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   520,002:    62,507     51,748    143,558    278,676    295,933    484,741    491,240:    35,261     28,763
Old  :   387,622:    70,249     59,840    100,208    193,867    205,778    364,324    365,826:    23,298     21,796
Other:   132,380:    16,942     16,593     18,666     84,809     90,155    120,417    125,414:    11,963      6,966
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    15,266:   -16,467     -4,163     11,603     17,651     13,807     12,788     21,247:     2,478     -5,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       10.0       27.6       53.6       56.9       93.2       94.5:       6.8        5.5
Old  :     100.0:      18.1       15.4       25.9       50.0       53.1       94.0       94.4:       6.0        5.6
Other:     100.0:      12.8       12.5       14.1       64.1       68.1       91.0       94.7:       9.0        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        69         72        115        114         92        260        231:
Old  :       305:        80         73         96        109         88        244        216:
Other:       161:        40         29         36         65         44        125         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       22.4       19.0       32.4        7.6       18.9       13.1       25.4
Old  :                 12.4       21.0       20.7       29.4        8.7       17.4       14.5       23.9
Other:                 17.9       37.7       30.7       51.4       16.1       36.9       27.9       47.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  : 1,633,693:    96,566    148,092    307,226  1,055,154  1,038,194  1,458,946  1,493,512:   174,747    140,181
Old  : 1,633,693:    96,566    148,092    307,226  1,055,154  1,038,194  1,458,946  1,493,512:   174,747    140,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -98,303:   -32,103    -23,880    -34,722    -28,257    -23,448    -95,082    -82,050:    -3,221    -16,253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        9.1       18.8       64.6       63.5       89.3       91.4:      10.7        8.6
Old  :     100.0:       5.9        9.1       18.8       64.6       63.5       89.3       91.4:      10.7        8.6
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  :       200:        30         37         51        106        107        165        166:
Old  :       200:        30         37         51        106        107        165        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       18.5       28.9       30.5       16.2       13.7       22.8       20.7
Old  :                 19.1       18.5       28.9       30.5       16.2       13.7       22.8       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  : 1,120,338:    72,830    362,790      4,091    897,164    660,036    974,086  1,026,917:   146,253     93,421
Old  : 1,120,338:    72,830    362,790      4,091    897,164    660,036    974,086  1,026,917:   146,253     93,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -19,517:    14,924    -21,110     -2,558    -19,029     -6,152     -6,663    -29,820:   -12,854     10,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       32.4        0.4       80.1       58.9       86.9       91.7:      13.1        8.3
Old  :     100.0:       6.5       32.4        0.4       80.1       58.9       86.9       91.7:      13.1        8.3
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  :       145:        16         19         12         84         78        107        102:
Old  :       145:        16         19         12         84         78        107        102:
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  :                 25.3       34.1       36.2       50.8       17.7       32.6       27.3       46.6
Old  :                 25.3       34.1       36.2       50.8       17.7       32.6       27.3       46.6
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, March 17, 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  :   462,122:    75,361     43,668     94,120    250,318    296,561    419,799    434,349:    42,323     27,773
Old  :   329,388:    74,591     60,251     45,379    176,926    200,979    296,897    306,609:    32,491     22,779
Other:   132,735:    28,314     10,962     21,196     73,392     95,582    122,902    127,740:     9,832      4,995
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -23,049:    -2,633    -17,912    -16,374     -4,931     10,059    -23,938    -24,227:       889      1,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        9.4       20.4       54.2       64.2       90.8       94.0:       9.2        6.0
Old  :     100.0:      22.6       18.3       13.8       53.7       61.0       90.1       93.1:       9.9        6.9
Other:     100.0:      21.3        8.3       16.0       55.3       72.0       92.6       96.2:       7.4        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        78         55        102        115         99        257        211:
Old  :       282:        85         60         91        111         92        244        201:
Other:       169:        44         28         33         77         47        144         89:
     :----------------------------------------------------------------------------------------------------
     :             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       28.6       18.3       37.1       10.4       27.1       15.7       33.5
Old  :                 14.1       26.8       21.6       35.7       12.8       25.3       19.6       33.1
Other:                 15.8       39.5       28.4       55.5       15.4       36.4       27.4       51.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :    12,429:     3,386      2,131      1,593      5,824      7,420     10,804     11,144:     1,626      1,285
Old  :    10,042:     3,331      2,558      1,026      4,256      5,614      8,612      9,198:     1,430        844
Other:     2,387:       494         11        129      1,569      1,806      2,192      1,946:       196        441
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :      -790:      -700       -147         78       -226       -109       -848       -178:        58       -611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       17.1       12.8       46.9       59.7       86.9       89.7:      13.1       10.3
Old  :     100.0:      33.2       25.5       10.2       42.4       55.9       85.8       91.6:      14.2        8.4
Other:     100.0:      20.7        0.5        5.4       65.7       75.7       91.8       81.5:       8.2       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        22          9         13         14         14         40         33:
Old  :        50:        21         11         11         12         12         36         31:
Other:        23:         6          4          7          8          9         18         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       36.5       55.5       59.2       34.5       35.7       48.4       54.9
Old  :                 39.9       35.0       56.1       60.3       39.9       34.4       54.7       54.3
Other:                 68.8       67.0       83.1       77.7       63.9       64.1       76.2       68.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  : 3,308,468:   737,860    796,882    120,083  2,259,931  2,287,523  3,117,874  3,204,489:   190,594    103,979
Old  : 3,308,468:   737,860    796,882    120,083  2,259,931  2,287,523  3,117,874  3,204,489:   190,594    103,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :  -131,031:   -26,952    -12,756    -24,729    -70,063   -105,881   -121,743   -143,366:    -9,288     12,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       24.1        3.6       68.3       69.1       94.2       96.9:       5.8        3.1
Old  :     100.0:      22.3       24.1        3.6       68.3       69.1       94.2       96.9:       5.8        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        72         51         45        196        157        291        230:
Old  :       372:        72         51         45        196        157        291        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       30.5       30.6       44.8       19.4       28.9       29.3       41.2
Old  :                 19.8       30.5       30.6       44.8       19.4       28.9       29.3       41.2
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, March 17, 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  : 5,439,304:   510,526    567,653  1,143,882  3,348,433  3,358,902  5,002,841  5,070,437:   436,463    368,867
Old  : 5,439,304:   510,526    567,653  1,143,882  3,348,433  3,358,902  5,002,841  5,070,437:   436,463    368,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :  -297,248:  -133,527    -97,646   -152,897     13,455     19,546   -272,969   -230,997:   -24,279    -66,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       10.4       21.0       61.6       61.8       92.0       93.2:       8.0        6.8
Old  :     100.0:       9.4       10.4       21.0       61.6       61.8       92.0       93.2:       8.0        6.8
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  :       420:        82         63         98        234        217        358        336:
Old  :       420:        82         63         98        234        217        358        336:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       15.5       24.4       24.7        9.4        9.1       13.9       14.0
Old  :                 15.9       15.5       24.4       24.7        9.4        9.1       13.9       14.0
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, March 17, 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  :   862,156:    53,217    154,779      7,249    691,123    527,328    751,589    689,356:   110,567    172,800
Old  :   862,156:    53,217    154,779      7,249    691,123    527,328    751,589    689,356:   110,567    172,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -25,609:     6,283      2,496       -135     -6,761    -24,744       -613    -22,382:   -24,996     -3,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       18.0        0.8       80.2       61.2       87.2       80.0:      12.8       20.0
Old  :     100.0:       6.2       18.0        0.8       80.2       61.2       87.2       80.0:      12.8       20.0
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  :       106:        10         12         11         59         68         74         86:
Old  :       106:        10         12         11         59         68         74         86:
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  :                 29.3       24.3       46.7       35.1       28.3       22.3       43.3       31.4
Old  :                 29.3       24.3       46.7       35.1       28.3       22.3       43.3       31.4
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 with Delta-adjusted Options and Futures Combined, March 17, 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  : 5,293,452:   553,015    647,462    687,441  3,729,745  3,559,894  4,970,200  4,894,797:   323,252    398,655
Old  : 5,293,452:   553,015    647,462    687,441  3,729,745  3,559,894  4,970,200  4,894,797:   323,252    398,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :  -287,268:  -115,111     44,719   -263,159    110,814   -177,991   -267,456   -396,431:   -19,812    109,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       12.2       13.0       70.5       67.3       93.9       92.5:       6.1        7.5
Old  :     100.0:      10.4       12.2       13.0       70.5       67.3       93.9       92.5:       6.1        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  :       333:        60         46         57        165        178        247        259:
Old  :       333:        60         46         57        165        178        247        259:
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  :                 28.7       20.7       40.8       29.8       24.6       18.0       34.4       26.4
Old  :                 28.7       20.7       40.8       29.8       24.6       18.0       34.4       26.4
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, March 17, 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  : 1,809,358:   413,862    103,191    338,610  1,011,798  1,322,782  1,764,270  1,764,583:    45,088     44,775
Old  : 1,809,358:   413,862    103,191    338,610  1,011,798  1,322,782  1,764,270  1,764,583:    45,088     44,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :  -111,968:  -118,260    -86,011       -909       -186    -16,029   -119,355   -102,949:     7,387     -9,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        5.7       18.7       55.9       73.1       97.5       97.5:       2.5        2.5
Old  :     100.0:      22.9        5.7       18.7       55.9       73.1       97.5       97.5:       2.5        2.5
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  :       128:        24         26         39         65         71        110        118:
Old  :       128:        24         26         39         65         71        110        118:
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  :                 29.1       31.7       45.9       45.6       18.1       18.7       26.3       23.6
Old  :                 29.1       31.7       45.9       45.6       18.1       18.7       26.3       23.6
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, March 17, 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  :    42,034:     7,339      2,907        942     26,672     31,649     34,953     35,497:     7,082      6,537
Old  :    42,034:     7,339      2,907        942     26,672     31,649     34,953     35,497:     7,082      6,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    -1,274:    -4,137       -694       -904      4,017       -252     -1,024     -1,850:      -251        576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        6.9        2.2       63.5       75.3       83.2       84.4:      16.8       15.6
Old  :     100.0:      17.5        6.9        2.2       63.5       75.3       83.2       84.4:      16.8       15.6
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  :        88:        22         11         12         41         37         65         58:
Old  :        88:        22         11         12         41         37         65         58:
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  :                 41.8       32.7       52.5       50.0       41.6       31.9       50.2       48.5
Old  :                 41.8       32.7       52.5       50.0       41.6       31.9       50.2       48.5
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, March 17, 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  :    84,069:    14,677      5,813      1,884     53,344     63,298     69,905     70,994:    14,164     13,075
Old  :    84,069:    14,677      5,813      1,884     53,344     63,298     69,905     70,994:    14,164     13,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    -2,548:    -8,273     -1,388     -1,808      8,034       -504     -2,047     -3,700:      -501      1,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        6.9        2.2       63.5       75.3       83.2       84.4:      16.8       15.6
Old  :     100.0:      17.5        6.9        2.2       63.5       75.3       83.2       84.4:      16.8       15.6
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  :        88:        22         11         12         41         37         65         58:
Old  :        88:        22         11         12         41         37         65         58:
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  :                 41.8       32.7       52.5       50.0       41.6       31.9       50.2       48.5
Old  :                 41.8       32.7       52.5       50.0       41.6       31.9       50.2       48.5
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, March 17, 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  :    46,774:     2,826      3,370        434     41,615     40,462     44,875     44,266:     1,899      2,508
Old  :    46,774:     2,826      3,370        434     41,615     40,462     44,875     44,266:     1,899      2,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :     6,563:      -379        519        434      7,023      4,223      7,078      5,176:      -515      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        7.2        0.9       89.0       86.5       95.9       94.6:       4.1        5.4
Old  :     100.0:       6.0        7.2        0.9       89.0       86.5       95.9       94.6:       4.1        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          3          1         15         10         18         14:
Old  :        27:         3          3          1         15         10         18         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  :                 59.0       69.3       82.9       85.0       54.9       55.3       69.5       68.2
Old  :                 59.0       69.3       82.9       85.0       54.9       55.3       69.5       68.2
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, March 17, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,584:    12,958     16,646        125      5,105      1,184     18,188     17,955:     1,396      1,629
Old  :    19,584:    12,958     16,646        125      5,105      1,184     18,188     17,955:     1,396      1,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :      -185:     2,419      1,238     -2,357     -1,382       -609     -1,320     -1,728:     1,135      1,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.2       85.0        0.6       26.1        6.0       92.9       91.7:       7.1        8.3
Old  :     100.0:      66.2       85.0        0.6       26.1        6.0       92.9       91.7:       7.1        8.3
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  :        37:        20         12          2          4          4         26         16:
Old  :        37:        20         12          2          4          4         26         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  :                 58.2       54.3       84.9       74.6       57.0       54.3       79.0       73.2
Old  :                 58.2       54.3       84.9       74.6       57.0       54.3       79.0       73.2
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, March 17, 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  :    66,561:     6,695     14,159     32,197     27,629     19,305     66,521     65,661:        40        900
Old  :    66,561:     6,695     14,159     32,197     27,629     19,305     66,521     65,661:        40        900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -44,784:   -13,807      6,989    -27,588     -3,424    -24,160    -44,819    -44,759:        35        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       21.3       48.4       41.5       29.0       99.9       98.6:       0.1        1.4
Old  :     100.0:      10.1       21.3       48.4       41.5       29.0       99.9       98.6:       0.1        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          6          1          4         12         10         18:
Old  :        26:         5          6          1          4         12         10         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.3       83.3       99.8       93.8       49.9       34.8       51.5       45.3
Old  :                 95.3       83.3       99.8       93.8       49.9       34.8       51.5       45.3
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, March 17, 2020                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    44,588:    15,416     15,399     29,172          0          0     44,588     44,571:         0         17
Old  :    44,588:    15,416     15,399     29,172          0          0     44,588     44,571:         0         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    -3,037:         0          8     -3,037          0          0     -3,037     -3,029:         0         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       34.5       65.4        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      34.6       34.5       65.4        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:         7         12          5          0          0         10         15:
Old  :        20:         7         12          5          0          0         10         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  :                 88.4       83.9       99.2       95.4       31.6       26.3       34.6       32.8
Old  :                 88.4       83.9       99.2       95.4       31.6       26.3       34.6       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 20, 2020