COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   306,186:    53,487     70,522     88,980    148,338    132,409    290,806    291,912:    15,380     14,274
Old  :   284,560:    54,198     70,050     83,538    132,425    117,301    270,161    270,889:    14,399     13,670
Other:    21,627:     2,636      3,819      2,096     15,913     15,108     20,645     21,022:       982        604
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     4,696:      -643      2,638      1,301      4,259        -96      4,916      3,843:      -220        853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       23.0       29.1       48.4       43.2       95.0       95.3:       5.0        4.7
Old  :     100.0:      19.0       24.6       29.4       46.5       41.2       94.9       95.2:       5.1        4.8
Other:     100.0:      12.2       17.7        9.7       73.6       69.9       95.5       97.2:       4.5        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:       101        113        106         78         69        245        231:
Old  :       308:       100        113        104         77         69        242        230:
Other:        65:        13         13         16         27         21         49         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       20.9       25.9       29.0        8.9       10.4       14.5       15.6
Old  :                 15.6       22.0       24.6       29.6        9.3       12.9       14.6       18.1
Other:                 57.1       47.0       71.8       70.7       54.4       44.7       65.9       68.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :    22,204:     1,737      7,748      3,868     13,419      8,859     19,024     20,475:     3,179      1,729
Old  :    15,017:     1,638      7,766      1,457      9,710      4,506     12,805     13,729:     2,212      1,287
Other:     7,187:       542        425      1,968      3,709      4,353      6,219      6,745:       968        441
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :       783:      -126        492        189        188        -32        251        649:       532        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       34.9       17.4       60.4       39.9       85.7       92.2:      14.3        7.8
Old  :     100.0:      10.9       51.7        9.7       64.7       30.0       85.3       91.4:      14.7        8.6
Other:     100.0:       7.5        5.9       27.4       51.6       60.6       86.5       93.9:      13.5        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        17         25         13         31         15         53         50:
Old  :        76:        15         29         10         30         12         52         44:
Other:        46:        11          8          9         21         13         35         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       41.5       38.3       55.1       23.9       38.4       35.5       49.6
Old  :                 26.9       38.5       42.4       55.3       26.7       37.7       40.8       51.7
Other:                 38.7       61.9       59.2       75.9       33.4       51.2       43.0       57.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   328,565:    58,816     48,755     90,281    163,592    176,084    312,689    315,120:    15,876     13,446
Old  :   290,099:    59,341     51,624     82,625    133,930    144,481    275,897    278,730:    14,202     11,369
Other:    38,467:     5,111      2,768      2,019     29,662     31,603     36,792     36,390:     1,675      2,077
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    24,464:     1,382    -16,958     21,447     -1,308     16,004     21,522     20,493:     2,942      3,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       14.8       27.5       49.8       53.6       95.2       95.9:       4.8        4.1
Old  :     100.0:      20.5       17.8       28.5       46.2       49.8       95.1       96.1:       4.9        3.9
Other:     100.0:      13.3        7.2        5.2       77.1       82.2       95.6       94.6:       4.4        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        81         70        103         56         52        199        178:
Old  :       231:        82         73         99         53         51        193        175:
Other:        65:        16          9         10         29         22         49         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       27.3       29.9       38.5       14.2       14.9       20.2       23.2
Old  :                 16.4       24.4       26.0       35.7       10.4       13.9       17.1       20.3
Other:                 59.2       64.9       73.4       78.1       54.7       58.3       64.5       70.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,119,725:   186,486    362,544    257,746    583,764    420,411  1,027,995  1,040,701:    91,730     79,024
Old  : 1,119,725:   186,486    362,544    257,746    583,764    420,411  1,027,995  1,040,701:    91,730     79,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    20,006:    11,744    -13,199     20,328     -9,876      7,950     22,196     15,079:    -2,189      4,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       32.4       23.0       52.1       37.5       91.8       92.9:       8.2        7.1
Old  :     100.0:      16.7       32.4       23.0       52.1       37.5       91.8       92.9:       8.2        7.1
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  :       280:        85         82         97         99         83        236        216:
Old  :       280:        85         82         97         99         83        236        216:
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  :                 11.0       15.6       18.9       28.0        8.5       13.8       14.5       23.7
Old  :                 11.0       15.6       18.9       28.0        8.5       13.8       14.5       23.7
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, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   314,184:    48,121     79,053     83,728    159,626    139,483    291,475    302,264:    22,709     11,920
Old  :   290,888:    48,526     79,551     79,522    141,784    120,768    269,831    279,841:    21,058     11,048
Other:    23,295:     2,292      2,198      1,510     17,842     18,715     21,644     22,423:     1,651        872
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    10,105:       850      2,991      6,566        981       -437      8,397      9,119:     1,708        986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       25.2       26.6       50.8       44.4       92.8       96.2:       7.2        3.8
Old  :     100.0:      16.7       27.3       27.3       48.7       41.5       92.8       96.2:       7.2        3.8
Other:     100.0:       9.8        9.4        6.5       76.6       80.3       92.9       96.3:       7.1        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       163        114        141        138        115        373        309:
Old  :       439:       165        111        139        138        113        372        305:
Other:       118:        14         16         16         70         51         93         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       18.1       22.1       27.5        7.4       11.0       11.7       16.7
Old  :                 13.2       18.5       20.8       27.9        8.0       13.2       12.6       19.6
Other:                 48.9       31.8       63.9       50.9       41.9       27.5       50.7       43.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :    57,202:    50,314      8,373      1,558      1,374     45,836     53,246     55,767:     3,955      1,435
Old  :    57,202:    50,314      8,373      1,558      1,374     45,836     53,246     55,767:     3,955      1,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :     1,351:       687        521        613        -98        401      1,202      1,535:       149       -184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.0       14.6        2.7        2.4       80.1       93.1       97.5:       6.9        2.5
Old  :     100.0:      88.0       14.6        2.7        2.4       80.1       93.1       97.5:       6.9        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  :        94:        63         22         12          4          6         73         35:
Old  :        94:        63         22         12          4          6         73         35:
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  :                 49.7       84.4       68.5       90.9       49.6       83.5       66.8       89.2
Old  :                 49.7       84.4       68.5       90.9       49.6       83.5       66.8       89.2
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, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (20 Metric Tonnes)                                                         :
     :          :                                                                            :
All  :   219,456:     7,397    102,947     30,428    180,813     84,038    218,637    217,413:       819      2,043
Old  :   215,031:     7,213    105,231     27,671    179,339     80,317    214,222    213,219:       809      1,812
Other:     4,425:     2,863        395         78      1,474      3,721      4,415      4,194:        10        231
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :    11,399:      -770     -2,391      1,995     10,070     11,814     11,295     11,418:       104        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       46.9       13.9       82.4       38.3       99.6       99.1:       0.4        0.9
Old  :     100.0:       3.4       48.9       12.9       83.4       37.4       99.6       99.2:       0.4        0.8
Other:     100.0:      64.7        8.9        1.8       33.3       84.1       99.8       94.8:       0.2        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        41        137         46         62         81        137        237:
Old  :       282:        41        134         44         62         77        136        228:
Other:        34:         4         10          3          4         14         11         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.6       24.4       68.3       40.0       46.9       22.8       60.6       35.3
Old  :                 52.6       24.8       69.6       40.7       48.4       23.2       62.6       36.6
Other:                 88.5       73.0       98.1       82.6       88.5       73.0       98.0       82.6
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   337,903:    64,509     22,241      1,384    263,309    307,694    329,202    331,319:     8,701      6,584
Old  :   337,903:    64,509     22,241      1,384    263,309    307,694    329,202    331,319:     8,701      6,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :   -74,884:     2,567     -4,627     -1,182    -70,142    -62,788    -68,757    -68,597:    -6,127     -6,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        6.6        0.4       77.9       91.1       97.4       98.1:       2.6        1.9
Old  :     100.0:      19.1        6.6        0.4       77.9       91.1       97.4       98.1:       2.6        1.9
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  :       166:        37         14          7         76         71        114         91:
Old  :       166:        37         14          7         76         71        114         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       41.0       41.3       56.9       28.1       41.0       38.4       56.9
Old  :                 30.1       41.0       41.3       56.9       28.1       41.0       38.4       56.9
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, September 24, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,242,156:   268,992    183,041     20,680    921,592  1,014,263  1,211,264  1,217,984:    30,892     24,172
Old  : 1,242,156:   268,992    183,041     20,680    921,592  1,014,263  1,211,264  1,217,984:    30,892     24,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2019                   :
     :  -304,381:    -8,076      3,378    -15,257   -134,310   -144,345   -157,643   -156,224:  -146,738   -148,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       14.7        1.7       74.2       81.7       97.5       98.1:       2.5        1.9
Old  :     100.0:      21.7       14.7        1.7       74.2       81.7       97.5       98.1:       2.5        1.9
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  :       405:       110         65         36        176        127        300        214:
Old  :       405:       110         65         36        176        127        300        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       42.8       31.8       57.3       20.4       42.7       29.0       57.2
Old  :                 23.2       42.8       31.8       57.3       20.4       42.7       29.0       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 27, 2019