COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      238,330
COMMITMENTS
  39,870   35,642   64,502  120,624  126,741  224,996  226,885   13,333   11,445

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      6,335)
  -1,148   -1,930    3,995    3,996    3,571    6,844    5,636     -509      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     15.0     27.1     50.6     53.2     94.4     95.2      5.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      96       76       92       74       71      213      202                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,858
COMMITMENTS
   3,441      986    2,439    6,633   10,607   12,513   14,032    2,345      826

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        389)
     418     -172      157     -103      385      472      370      -82       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      6.6     16.4     44.6     71.4     84.2     94.4     15.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      34        5       12       23       19       59       34                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      265,469
COMMITMENTS
  42,105   43,880   75,151  135,163  138,385  252,419  257,417   13,050    8,053

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        672)
  -3,757   -1,174    2,489    2,024     -301      756    1,014      -84     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     16.5     28.3     50.9     52.1     95.1     97.0      4.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      69       65       79       60       47      174      152                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,182,708
COMMITMENTS
 178,185  129,930  231,071  695,566  754,814  1104822  1115815   77,887   66,894

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     12,172)
  13,007   -7,756   -2,666    1,329   19,899   11,671    9,477      501    2,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     11.0     19.5     58.8     63.8     93.4     94.3      6.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      83       54       80       98       82      219      180                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      317,849
COMMITMENTS
  41,352   28,934   97,606  166,904  183,271  305,862  309,811   11,987    8,038

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      7,276)
    -732    3,983    1,162    6,040    1,402    6,470    6,548      807      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      9.1     30.7     52.5     57.7     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     137       88      136      139      128      341      303                  
 
 
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S.                    Code-083736
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       40,415
COMMITMENTS
   3,804      413   16,452   20,154   23,544   40,410   40,409        6        6

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      3,892)
    -266       89    1,932    2,227    1,942    3,893    3,962       -1      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      1.0     40.7     49.9     58.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        6       10        5       19       12                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,329
COMMITMENTS
  21,046    6,241    1,178    2,767   19,206   24,992   26,626    3,337    1,703

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     -3,180)
  -3,478     -979       79      -90   -2,061   -3,489   -2,961      309     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.3     22.0      4.2      9.8     67.8     88.2     94.0     11.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      36       19       10        8        4       47       31                  
 
 
CANOLA - ICE FUTURES U.S.                                            Code-135731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(20 Metric Tonnes)                                   OPEN INTEREST:      197,974
COMMITMENTS
   7,593   52,773   15,464  173,986  127,825  197,044  196,062      931    1,912

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      4,949)
  -1,514    1,177    1,433    4,997    2,287    4,916    4,897       33       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     26.7      7.8     87.9     64.6     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      41       93       23       35       55       90      162                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      485,490
COMMITMENTS
  45,544   25,125      108  432,802  453,871  478,454  479,104    7,036    6,386

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,206)
     -20    4,777       19    3,340   -3,392    3,339    1,404   -1,133      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      5.2      0.0     89.1     93.5     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      20       19        5       95       90      118      111                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,171,531
COMMITMENTS
 164,415  123,985   12,790  965,360  1008011  1142565  1144786   28,966   26,745

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    -23,431)
 -25,691   -2,254    1,675   -4,935  -25,405  -28,951  -25,984    5,520    2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     10.6      1.1     82.4     86.0     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
      66       66       28      210      164      290      244                  



Updated May 29, 2020