COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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  :   228,823:    41,208     45,954     59,511    115,633    111,994    216,352    217,458:    12,472     11,365
Old  :   126,767:    32,627     45,322     23,787     64,123     49,808    120,537    118,917:     6,230      7,850
Other:   102,056:    24,578     16,629     19,727     51,510     62,185     95,815     98,541:     6,242      3,515
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :     3,892:    -3,545     -2,185      2,848      5,200      3,125      4,504      3,787:      -612        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       20.1       26.0       50.5       48.9       94.5       95.0:       5.5        5.0
Old  :     100.0:      25.7       35.8       18.8       50.6       39.3       95.1       93.8:       4.9        6.2
Other:     100.0:      24.1       16.3       19.3       50.5       60.9       93.9       96.6:       6.1        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        84         99         90         72         73        208        215:
Old  :       251:        79         95         50         57         53        164        170:
Other:       194:        61         50         41         64         59        146        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       19.6       27.1       28.8       13.8       14.2       20.9       21.3
Old  :                 22.9       24.0       33.6       33.1       21.9       20.4       30.9       28.0
Other:                 15.8       20.5       27.3       34.4       13.5       19.0       22.5       28.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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  :    12,627:     2,025      1,635      1,702      7,084      8,711     10,811     12,049:     1,816        578
Old  :    11,995:     2,065      1,635      1,598      6,542      8,207     10,205     11,440:     1,790        555
Other:       632:         4         45         60        542        504        606        608:        25         23
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :    -1,076:        -4       -352         43     -1,366       -706     -1,328     -1,015:       251        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       13.0       13.5       56.1       69.0       85.6       95.4:      14.4        4.6
Old  :     100.0:      17.2       13.6       13.3       54.5       68.4       85.1       95.4:      14.9        4.6
Other:     100.0:       0.7        7.1        9.4       85.9       79.8       96.0       96.3:       4.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        21          9          9         22         17         45         33:
Old  :        58:        21          9          9         22         17         45         33:
Other:        12:         3          3          5          4          2         10          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       58.8       39.7       73.7       22.3       57.9       38.1       70.7
Old  :                 24.5       57.7       41.1       73.1       23.5       56.7       39.1       70.3
Other:                 85.9       94.4       95.0       96.3       85.9       86.7       86.6       86.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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  :   248,981:    45,820     45,995     60,136    130,669    135,213    236,625    241,344:    12,356      7,636
Old  :   151,135:    44,231     42,469     32,452     64,810     69,810    141,493    144,731:     9,643      6,404
Other:    97,845:    19,686     21,622      9,588     65,859     65,403     95,132     96,613:     2,713      1,232
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :     2,580:     3,746        299       -105     -2,209        958      1,433      1,152:     1,147      1,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       18.5       24.2       52.5       54.3       95.0       96.9:       5.0        3.1
Old  :     100.0:      29.3       28.1       21.5       42.9       46.2       93.6       95.8:       6.4        4.2
Other:     100.0:      20.1       22.1        9.8       67.3       66.8       97.2       98.7:       2.8        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        90         48         79         62         48        186        152:
Old  :       210:        93         47         62         56         43        169        134:
Other:       120:        32         32         26         49         29         98         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  :                 27.2       30.7       36.1       42.8       15.8       17.0       21.4       24.6
Old  :                 25.7       26.8       36.5       38.5       10.1       17.0       16.1       26.0
Other:                 41.4       45.4       53.8       61.3       35.5       34.4       45.0       49.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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  : 1,128,325:   142,466    145,942    227,901    684,248    687,685  1,054,614  1,061,528:    73,712     66,797
Old  : 1,128,325:   142,466    145,942    227,901    684,248    687,685  1,054,614  1,061,528:    73,712     66,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :   -31,955:    -1,462    -22,545     -8,203    -27,400      7,026    -37,065    -23,722:     5,110     -8,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       12.9       20.2       60.6       60.9       93.5       94.1:       6.5        5.9
Old  :     100.0:      12.6       12.9       20.2       60.6       60.9       93.5       94.1:       6.5        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        64         64         79        103         86        215        187:
Old  :       247:        64         64         79        103         86        215        187:
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  :                 14.1       21.6       23.4       33.2        8.3       16.5       14.3       23.0
Old  :                 14.1       21.6       23.4       33.2        8.3       16.5       14.3       23.0
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 with Delta-adjusted Options and Futures Combined, May 05, 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  :   305,125:    39,654     22,997     93,023    162,490    181,724    295,167    297,744:     9,958      7,382
Old  :   170,508:    34,764     37,359     43,697     85,584     84,164    164,046    165,220:     6,462      5,287
Other:   134,618:    25,466      6,214     28,749     76,906     97,561    131,121    132,523:     3,496      2,094
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :    12,739:     2,708      6,076      3,735      5,516      2,771     11,959     12,582:       780        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.5       30.5       53.3       59.6       96.7       97.6:       3.3        2.4
Old  :     100.0:      20.4       21.9       25.6       50.2       49.4       96.2       96.9:       3.8        3.1
Other:     100.0:      18.9        4.6       21.4       57.1       72.5       97.4       98.4:       2.6        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       118         75        123        129        122        314        270:
Old  :       352:       115         81        102        122        109        286        250:
Other:       235:        62         41         42        106         84        190        148:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       22.1       30.3       34.4        7.0       11.0       11.7       16.6
Old  :                 20.3       21.9       29.6       32.1       13.9       15.9       18.9       23.2
Other:                 25.5       30.3       38.4       44.2       17.7       23.9       25.1       31.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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  :    31,600:    24,726      8,292        948      2,391     20,908     28,065     30,148:     3,535      1,452
Old  :    31,600:    24,726      8,292        948      2,391     20,908     28,065     30,148:     3,535      1,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :    -1,065:    -1,557     -1,894        -33       -180        986     -1,769       -941:       704       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2       26.2        3.0        7.6       66.2       88.8       95.4:      11.2        4.6
Old  :     100.0:      78.2       26.2        3.0        7.6       66.2       88.8       95.4:      11.2        4.6
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  :        66:        35         18          6          8          6         47         27:
Old  :        66:        35         18          6          8          6         47         27:
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  :                 61.6       73.8       70.3       85.0       59.7       72.0       68.1       82.9
Old  :                 61.6       73.8       70.3       85.0       59.7       72.0       68.1       82.9
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 with Delta-adjusted Options and Futures Combined, May 05, 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  :   182,860:     7,231     57,906     15,642    159,147    107,700    182,020    181,247:       840      1,612
Old  :    93,622:     8,994     54,179      3,230     80,947     35,560     93,171     92,969:       451        653
Other:    89,238:     3,819      9,309      6,830     78,199     72,140     88,848     88,279:       389        959
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :    -1,909:       910     -2,511        338     -3,140        227     -1,892     -1,946:       -18         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       31.7        8.6       87.0       58.9       99.5       99.1:       0.5        0.9
Old  :     100.0:       9.6       57.9        3.4       86.5       38.0       99.5       99.3:       0.5        0.7
Other:     100.0:       4.3       10.4        7.7       87.6       80.8       99.6       98.9:       0.4        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        36        105         21         36         52         88        168:
Old  :       164:        35         80          9         25         31         65        115:
Other:       112:        14         47         14         24         40         46         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  :                 55.4       36.3       78.4       52.6       50.1       35.1       66.6       47.8
Old  :                 71.1       35.2       87.2       56.8       71.1       35.0       85.0       56.5
Other:                 65.2       52.0       88.9       70.7       64.0       51.8       82.1       65.7
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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  :   503,934:    47,607     26,037        297    449,188    472,880    497,092    499,214:     6,842      4,720
Old  :   503,934:    47,607     26,037        297    449,188    472,880    497,092    499,214:     6,842      4,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :     1,041:    -1,040     -1,375        181      2,229      2,751      1,370      1,557:      -329       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        5.2        0.1       89.1       93.8       98.6       99.1:       1.4        0.9
Old  :     100.0:       9.4        5.2        0.1       89.1       93.8       98.6       99.1:       1.4        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        18         16          5         98         92        120        109:
Old  :       179:        18         16          5         98         92        120        109:
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       52.9       44.9       63.1       28.4       52.9       43.1       63.0
Old  :                 29.1       52.9       44.9       63.1       28.4       52.9       43.1       63.0
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 with Delta-adjusted Options and Futures Combined, May 05, 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  : 1,209,149:   177,072    114,534      8,661  1,003,269  1,065,092  1,189,002  1,188,287:    20,147     20,862
Old  : 1,209,149:   177,072    114,534      8,661  1,003,269  1,065,092  1,189,002  1,188,287:    20,147     20,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :   -14,323:    -6,383    -22,175        474     -8,085      3,855    -13,994    -17,846:      -329      3,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        9.5        0.7       83.0       88.1       98.3       98.3:       1.7        1.7
Old  :     100.0:      14.6        9.5        0.7       83.0       88.1       98.3       98.3:       1.7        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:        74         57         30        207        152        294        226:
Old  :       407:        74         57         30        207        152        294        226:
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  :                 17.4       34.2       28.9       47.2       15.7       34.2       25.7       46.4
Old  :                 17.4       34.2       28.9       47.2       15.7       34.2       25.7       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 08, 2020