COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   184,741:    42,531     38,714     29,951    100,952    105,725    173,434    174,390:    11,307     10,351
Old  :    82,418:    24,306     45,541      3,043     49,867     27,504     77,216     76,088:     5,202      6,330
Other:   102,323:    38,857     13,805      6,276     51,085     78,221     96,218     98,302:     6,105      4,021
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     7,049:    -1,207     -1,704      4,138      4,263      3,968      7,194      6,402:      -145        647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       21.0       16.2       54.6       57.2       93.9       94.4:       6.1        5.6
Old  :     100.0:      29.5       55.3        3.7       60.5       33.4       93.7       92.3:       6.3        7.7
Other:     100.0:      38.0       13.5        6.1       49.9       76.4       94.0       96.1:       6.0        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        79         73         76         62         63        180        179:
Old  :       211:        62         78         17         36         41        105        130:
Other:       185:        69         35         38         55         49        141        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       24.1       29.6       34.6       16.2       18.7       24.3       27.1
Old  :                 29.8       23.8       43.8       35.3       28.4       23.8       42.2       35.2
Other:                 18.0       30.8       29.1       48.0       17.5       26.8       28.3       42.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    11,601:     3,292      2,083        230      5,840      8,490      9,362     10,803:     2,239        798
Old  :    11,013:     3,267      2,143        170      5,349      7,961      8,786     10,274:     2,227        739
Other:       588:        85          0          0        491        529        576        529:        12         59
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :       471:       489         37          0         30        386        519        423:       -48         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       18.0        2.0       50.3       73.2       80.7       93.1:      19.3        6.9
Old  :     100.0:      29.7       19.5        1.5       48.6       72.3       79.8       93.3:      20.2        6.7
Other:     100.0:      14.5        0.0        0.0       83.5       90.0       98.0       90.0:       2.0       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        26         11          9         18         12         50         26:
Old  :        63:        25         12          6         18         12         47         26:
Other:        12:         6          0          0          4          2         10          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.6       58.7       40.2       75.3       24.6       58.7       39.8       75.0
Old  :                 25.9       57.0       41.0       74.6       25.9       57.0       39.9       74.3
Other:                 85.9       90.0       97.1       90.0       85.9       90.0       97.1       90.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   230,282:    50,843     48,397     44,775    122,002    129,402    217,620    222,574:    12,662      7,708
Old  :   131,169:    53,226     45,625     10,711     58,240     68,394    122,177    124,730:     8,992      6,439
Other:    99,113:    23,672     28,827      8,009     63,762     61,008     95,443     97,844:     3,670      1,269
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     1,710:    -4,008     -1,359      3,409      2,456         -8      1,857      2,042:      -147       -332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       21.0       19.4       53.0       56.2       94.5       96.7:       5.5        3.3
Old  :     100.0:      40.6       34.8        8.2       44.4       52.1       93.1       95.1:       6.9        4.9
Other:     100.0:      23.9       29.1        8.1       64.3       61.6       96.3       98.7:       3.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        71         54         70         60         45        166        142:
Old  :       192:        70         54         42         47         43        137        120:
Other:       123:        36         30         24         49         26         95         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       30.0       35.3       45.0       16.7       17.2       22.4       25.0
Old  :                 25.9       29.5       36.8       43.5       15.0       20.9       22.5       29.1
Other:                 39.4       41.0       51.5       62.8       34.8       33.3       45.8       51.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   979,826:   217,461    130,398     98,376    589,614    686,994    905,451    915,768:    74,375     64,058
Old  :   979,826:   217,461    130,398     98,376    589,614    686,994    905,451    915,768:    74,375     64,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     9,057:     9,166     -8,275     -2,014      1,000     16,750      8,152      6,461:       905      2,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       13.3       10.0       60.2       70.1       92.4       93.5:       7.6        6.5
Old  :     100.0:      22.2       13.3       10.0       60.2       70.1       92.4       93.5:       7.6        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        78         50         70         93         71        206        159:
Old  :       240:        78         50         70         93         71        206        159:
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  :                 14.6       26.6       23.4       40.7        8.8       21.9       15.2       31.8
Old  :                 14.6       26.6       23.4       40.7        8.8       21.9       15.2       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   249,892:    51,600     29,971     51,984    135,030    160,281    238,614    242,236:    11,278      7,656
Old  :   130,948:    36,258     39,549     20,357     67,497     65,690    124,112    125,596:     6,836      5,352
Other:   118,944:    31,798      6,878     15,171     67,533     94,591    114,502    116,640:     4,442      2,304
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     5,634:    -1,114      4,199        450      5,562        273      4,898      4,922:       736        712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       12.0       20.8       54.0       64.1       95.5       96.9:       4.5        3.1
Old  :     100.0:      27.7       30.2       15.5       51.5       50.2       94.8       95.9:       5.2        4.1
Other:     100.0:      26.7        5.8       12.8       56.8       79.5       96.3       98.1:       3.7        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       117         84        107        134        121        308        273:
Old  :       361:       109         93         72        117        101        262        235:
Other:       254:        74         37         33        110         83        196        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       20.1       27.2       31.9        8.6       13.8       14.8       21.5
Old  :                 22.0       20.0       30.2       29.6       19.7       16.5       25.1       24.0
Other:                 22.2       33.5       34.8       46.3       16.1       28.8       26.9       39.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    28,298:    21,039      6,240      1,168      2,761     19,199     24,968     26,607:     3,330      1,691
Old  :    28,298:    21,039      6,240      1,168      2,761     19,199     24,968     26,607:     3,330      1,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :    -3,179:    -3,476       -978         78        -90     -2,059     -3,488     -2,959:       309       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.3       22.1        4.1        9.8       67.8       88.2       94.0:      11.8        6.0
Old  :     100.0:      74.3       22.1        4.1        9.8       67.8       88.2       94.0:      11.8        6.0
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  :        64:        35         18         10          8          4         46         30:
Old  :        64:        35         18         10          8          4         46         30:
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  :                 55.4       75.8       65.4       84.9       53.4       73.9       63.1       83.0
Old  :                 55.4       75.8       65.4       84.9       53.4       73.9       63.1       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANOLA - ICE FUTURES U.S.                                                                               Code-135731
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (20 Metric Tonnes)                                                         :
     :          :                                                                            :
All  :   185,182:     7,705     52,754      9,506    167,127    121,258    184,338    183,518:       844      1,664
Old  :    91,043:    11,989     44,238         56     78,596     46,259     90,641     90,553:       402        490
Other:    94,139:     2,724     15,524      2,442     88,531     74,999     93,697     92,965:       442      1,174
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     4,474:    -1,115        -75      1,836      3,690      2,685      4,411      4,446:        63         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       28.5        5.1       90.3       65.5       99.5       99.1:       0.5        0.9
Old  :     100.0:      13.2       48.6        0.1       86.3       50.8       99.6       99.5:       0.4        0.5
Other:     100.0:       2.9       16.5        2.6       94.0       79.7       99.5       98.8:       0.5        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        30         81         21         23         39         66        133:
Old  :       129:        31         65          3         17         16         51         81:
Other:        93:         7         42         10         15         35         30         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       44.2       84.5       59.8       56.8       42.5       75.0       54.4
Old  :                 72.5       45.9       86.6       66.2       72.5       45.9       86.6       66.2
Other:                 78.3       52.7       95.1       69.3       77.1       52.0       90.8       68.5
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   485,490:    45,544     25,125        108    432,802    453,871    478,454    479,104:     7,036      6,386
Old  :   485,490:    45,544     25,125        108    432,802    453,871    478,454    479,104:     7,036      6,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     2,206:       -20      4,777         19      3,340     -3,392      3,339      1,404:    -1,133        802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        5.2        0.0       89.1       93.5       98.6       98.7:       1.4        1.3
Old  :     100.0:       9.4        5.2        0.0       89.1       93.5       98.6       98.7:       1.4        1.3
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  :       182:        20         19          5         95         90        118        111:
Old  :       182:        20         19          5         95         90        118        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  :                 29.4       50.9       44.0       60.6       28.5       50.9       42.1       60.5
Old  :                 29.4       50.9       44.0       60.6       28.5       50.9       42.1       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, May 26, 2020                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  : 1,171,531:   164,415    123,985     12,790    965,360  1,008,011  1,142,565  1,144,786:    28,966     26,745
Old  : 1,171,531:   164,415    123,985     12,790    965,360  1,008,011  1,142,565  1,144,786:    28,966     26,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :   -23,431:   -25,691     -2,254      1,675     -4,935    -25,405    -28,951    -25,984:     5,520      2,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       10.6        1.1       82.4       86.0       97.5       97.7:       2.5        2.3
Old  :     100.0:      14.0       10.6        1.1       82.4       86.0       97.5       97.7:       2.5        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:        66         66         28        210        164        290        244:
Old  :       417:        66         66         28        210        164        290        244:
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  :                 17.9       35.0       28.0       48.6       16.1       35.0       24.8       47.7
Old  :                 17.9       35.0       28.0       48.6       16.1       35.0       24.8       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 29, 2020