COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   250,573:    56,214     31,739     67,962    108,277    141,124    232,454    240,825:    18,119      9,748
Old  :   215,706:    55,075     32,953     61,853     82,362    112,135    199,291    206,941:    16,415      8,765
Other:    34,867:     4,411      2,058      2,837     25,915     28,989     33,163     33,884:     1,704        983
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :     7,739:     3,981     -5,599      3,590     -1,640     11,885      5,931      9,876:     1,808     -2,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       12.7       27.1       43.2       56.3       92.8       96.1:       7.2        3.9
Old  :     100.0:      25.5       15.3       28.7       38.2       52.0       92.4       95.9:       7.6        4.1
Other:     100.0:      12.7        5.9        8.1       74.3       83.1       95.1       97.2:       4.9        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:       119         91        101         68         74        241        222:
Old  :       306:       114         94         94         65         72        231        216:
Other:       106:        34         11         21         39         36         80         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       21.3       22.8       30.1       12.1       14.1       17.6       21.7
Old  :                 14.1       23.0       21.0       31.2       13.1       21.0       19.5       28.4
Other:                 47.8       43.5       61.2       65.1       44.1       42.8       55.6       64.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :    20,824:     2,936      8,408      2,449     10,835      8,084     16,219     18,940:     4,605      1,884
Old  :    20,660:     2,936      8,408      2,449     10,681      7,940     16,065     18,796:     4,595      1,864
Other:       164:         0          0          0        154        144        154        144:        10         20
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :    -4,640:      -489     -1,439     -2,296     -1,576       -223     -4,362     -3,958:      -279       -682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       40.4       11.8       52.0       38.8       77.9       91.0:      22.1        9.0
Old  :     100.0:      14.2       40.7       11.9       51.7       38.4       77.8       91.0:      22.2        9.0
Other:     100.0:       0.0        0.0        0.0       93.9       87.8       93.9       87.8:       6.1       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        23         26         13         30         15         59         52:
Old  :        86:        23         26         13         30         15         59         52:
Other:         3:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       36.6       35.6       53.2       19.5       33.5       31.5       48.2
Old  :                 21.4       36.2       35.2       52.9       19.0       33.1       31.0       47.9
Other:                 93.9       87.8       93.9       87.8       93.9       87.8       93.9       87.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   325,604:    86,887     43,433    104,308    121,450    168,638    312,645    316,378:    12,960      9,226
Old  :   268,823:    85,984     50,370     82,434     89,870    127,009    258,288    259,812:    10,536      9,011
Other:    56,781:    14,014      6,174      8,762     31,580     41,629     54,357     56,566:     2,424        215
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :   -36,320:   -21,116     -1,376    -17,848      3,141    -16,246    -35,823    -35,469:      -497       -851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       13.3       32.0       37.3       51.8       96.0       97.2:       4.0        2.8
Old  :     100.0:      32.0       18.7       30.7       33.4       47.2       96.1       96.6:       3.9        3.4
Other:     100.0:      24.7       10.9       15.4       55.6       73.3       95.7       99.6:       4.3        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:       102         52         96         57         47        206        161:
Old  :       229:        99         61         86         57         45        196        156:
Other:        88:        29         18         17         33         23         70         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       26.0       23.1       37.6       12.0       17.6       17.8       25.6
Old  :                 12.9       23.2       21.6       34.2       10.6       15.7       16.8       23.5
Other:                 42.2       50.5       53.8       68.6       35.6       45.9       45.2       58.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  : 1,170,963:   223,032    166,137    290,600    562,353    654,514  1,075,985  1,111,251:    94,979     59,713
Old  : 1,170,963:   223,032    166,137    290,600    562,353    654,514  1,075,985  1,111,251:    94,979     59,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :     1,788:    -6,518    -16,045        683      5,518     12,246       -316     -3,116:     2,104      4,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       14.2       24.8       48.0       55.9       91.9       94.9:       8.1        5.1
Old  :     100.0:      19.0       14.2       24.8       48.0       55.9       91.9       94.9:       8.1        5.1
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  :       273:        96         63        105         97         91        246        211:
Old  :       273:        96         63        105         97         91        246        211:
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  :                 13.6       21.4       22.0       32.9        9.8       15.7       15.2       24.0
Old  :                 13.6       21.4       22.0       32.9        9.8       15.7       15.2       24.0
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, December 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  :   355,400:    67,026     20,221    120,430    156,446    205,892    343,902    346,543:    11,499      8,857
Old  :   303,831:    65,287     29,132    102,874    125,398    163,741    293,559    295,747:    10,271      8,084
Other:    51,570:    12,122      1,472      7,173     31,048     42,152     50,343     50,797:     1,227        773
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :     1,568:     2,045     -1,173        949     -1,533      2,011      1,460      1,787:       107       -219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        5.7       33.9       44.0       57.9       96.8       97.5:       3.2        2.5
Old  :     100.0:      21.5        9.6       33.9       41.3       53.9       96.6       97.3:       3.4        2.7
Other:     100.0:      23.5        2.9       13.9       60.2       81.7       97.6       98.5:       2.4        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:       148        102        161        137        132        372        326:
Old  :       425:       142        114        154        133        130        363        321:
Other:       174:        49         13         23         85         71        140        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       20.3       22.9       31.7        6.9       10.2       12.0       17.4
Old  :                 11.8       21.5       20.3       32.3        7.7       12.9       13.7       19.7
Other:                 37.7       32.2       49.6       46.9       25.1       27.8       32.0       38.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :    33,054:    24,038     10,808      2,112      4,538     18,419     30,688     31,339:     2,366      1,715
Old  :    33,054:    24,038     10,808      2,112      4,538     18,419     30,688     31,339:     2,366      1,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :        91:       990       -546        499       -957        121        532         74:      -441         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7       32.7        6.4       13.7       55.7       92.8       94.8:       7.2        5.2
Old  :     100.0:      72.7       32.7        6.4       13.7       55.7       92.8       94.8:       7.2        5.2
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  :        93:        54         29         13          5          7         62         46:
Old  :        93:        54         29         13          5          7         62         46:
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  :                 32.1       71.1       54.1       80.0       30.2       71.1       51.1       78.9
Old  :                 32.1       71.1       54.1       80.0       30.2       71.1       51.1       78.9
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, December 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  :   179,480:     8,006     62,898     15,846    154,617     98,887    178,469    177,631:     1,011      1,849
Old  :   152,865:     8,474     63,438     12,333    131,064     75,842    151,871    151,613:       994      1,252
Other:    26,615:     2,569      2,498        476     23,553     23,045     26,598     26,019:        17        596
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :   -18,518:     1,062    -12,224     -1,685    -17,823     -4,632    -18,446    -18,541:       -72         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       35.0        8.8       86.1       55.1       99.4       99.0:       0.6        1.0
Old  :     100.0:       5.5       41.5        8.1       85.7       49.6       99.3       99.2:       0.7        0.8
Other:     100.0:       9.7        9.4        1.8       88.5       86.6       99.9       97.8:       0.1        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        39         99         31         47         61        110        171:
Old  :       193:        39         81         31         43         52        105        144:
Other:        76:         7         32          5         15         27         26         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.0       27.8       76.5       40.4       53.2       24.7       66.3       36.4
Old  :                 56.8       24.8       75.7       39.6       52.4       21.5       67.4       34.8
Other:                 81.5       66.2       95.5       79.7       81.2       64.6       92.3       75.2
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   383,301:    64,498     20,612      4,340    305,766    352,818    374,604    377,770:     8,697      5,531
Old  :   383,301:    64,498     20,612      4,340    305,766    352,818    374,604    377,770:     8,697      5,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :   -59,660:    -2,748       -384     -1,110    -52,833    -54,660    -56,691    -56,154:    -2,969     -3,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        5.4        1.1       79.8       92.0       97.7       98.6:       2.3        1.4
Old  :     100.0:      16.8        5.4        1.1       79.8       92.0       97.7       98.6:       2.3        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        39         20         10         87         71        130         97:
Old  :       184:        39         20         10         87         71        130         97:
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  :                 26.9       47.5       38.0       65.6       25.2       47.5       36.0       65.5
Old  :                 26.9       47.5       38.0       65.6       25.2       47.5       36.0       65.5
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 with Delta-adjusted Options and Futures Combined, December 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  : 1,455,018:   290,636     58,185     12,822  1,119,888  1,373,264  1,423,346  1,444,271:    31,672     10,747
Old  : 1,455,018:   290,636     58,185     12,822  1,119,888  1,373,264  1,423,346  1,444,271:    31,672     10,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :  -201,974:     1,835    -10,728     -6,362   -142,235   -141,135   -146,762   -158,225:   -55,212    -43,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        4.0        0.9       77.0       94.4       97.8       99.3:       2.2        0.7
Old  :     100.0:      20.0        4.0        0.9       77.0       94.4       97.8       99.3:       2.2        0.7
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  :       442:       136         45         31        214        122        363        185:
Old  :       442:       136         45         31        214        122        363        185:
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  :                 21.8       52.5       29.6       68.6       21.1       52.3       27.9       68.4
Old  :                 21.8       52.5       29.6       68.6       21.1       52.3       27.9       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 30, 2019