COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :   261,085:    56,709     28,486     74,164    112,282    148,531    243,155    251,181:    17,929      9,904
Old  :   225,752:    56,010     29,975     67,760     85,866    119,059    209,636    216,794:    16,116      8,958
Other:    35,333:     4,236      2,047      2,868     26,416     29,472     33,520     34,387:     1,813        946
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    10,512:       495     -3,252      6,201      4,005      7,407     10,702     10,356:      -190        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       10.9       28.4       43.0       56.9       93.1       96.2:       6.9        3.8
Old  :     100.0:      24.8       13.3       30.0       38.0       52.7       92.9       96.0:       7.1        4.0
Other:     100.0:      12.0        5.8        8.1       74.8       83.4       94.9       97.3:       5.1        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       121         78         99         71         73        242        211:
Old  :       299:       116         83         93         69         71        234        206:
Other:       109:        32         14         22         42         38         81         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       22.9       22.5       31.7       11.8       15.5       17.0       22.9
Old  :                 13.6       25.0       20.6       33.1       12.7       22.2       18.8       29.3
Other:                 46.6       42.9       61.1       64.4       42.9       42.2       55.9       63.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :    20,827:     2,870      8,408      2,633     10,921      7,741     16,423     18,782:     4,404      2,045
Old  :    20,662:     2,870      8,408      2,633     10,767      7,595     16,269     18,636:     4,393      2,026
Other:       165:         0          0          0        154        146        154        146:        11         19
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         3:       -66          0        184         86       -343        204       -158:      -201        161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       40.4       12.6       52.4       37.2       78.9       90.2:      21.1        9.8
Old  :     100.0:      13.9       40.7       12.7       52.1       36.8       78.7       90.2:      21.3        9.8
Other:     100.0:       0.0        0.0        0.0       93.3       88.5       93.3       88.5:       6.7       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        18         31         13         29         13         58         50:
Old  :        85:        18         31         13         29         13         58         50:
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  :                 22.2       37.3       36.7       53.6       20.3       32.9       32.6       47.0
Old  :                 22.1       36.9       36.2       53.3       19.7       32.5       32.2       46.6
Other:                 93.3       88.5       93.3       88.5       93.3       88.5       93.3       88.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :   318,552:    82,026     40,701    100,706    122,329    168,144    305,061    309,552:    13,491      9,000
Old  :   260,171:    81,168     47,736     78,080     89,988    125,673    249,236    251,489:    10,936      8,682
Other:    58,380:    14,378      6,485      9,106     32,341     42,471     55,826     58,063:     2,555        318
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -7,053:    -4,861     -2,732     -3,601        879       -494     -7,583     -6,827:       531       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       12.8       31.6       38.4       52.8       95.8       97.2:       4.2        2.8
Old  :     100.0:      31.2       18.3       30.0       34.6       48.3       95.8       96.7:       4.2        3.3
Other:     100.0:      24.6       11.1       15.6       55.4       72.7       95.6       99.5:       4.4        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        94         56         96         56         48        205        158:
Old  :       226:        91         65         84         56         46        194        153:
Other:        87:        29         17         16         32         23         69         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       26.7       23.0       38.7       12.3       17.9       18.2       26.5
Old  :                 12.9       24.0       21.3       34.9       10.9       16.3       17.3       24.6
Other:                 41.6       49.5       53.2       68.0       34.7       44.4       43.5       56.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  : 1,167,028:   217,164    167,162    289,200    561,884    653,117  1,068,248  1,109,479:    98,780     57,549
Old  : 1,167,028:   217,164    167,162    289,200    561,884    653,117  1,068,248  1,109,479:    98,780     57,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -3,936:    -5,868      1,025     -1,400       -469     -1,397     -7,737     -1,772:     3,801     -2,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       14.3       24.8       48.1       56.0       91.5       95.1:       8.5        4.9
Old  :     100.0:      18.6       14.3       24.8       48.1       56.0       91.5       95.1:       8.5        4.9
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  :       273:        93         66        102         97         93        242        213:
Old  :       273:        93         66        102         97         93        242        213:
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       20.5       21.6       32.5        9.4       14.9       14.8       23.6
Old  :                 13.6       20.5       21.6       32.5        9.4       14.9       14.8       23.6
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 31, 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  :   358,238:    66,925     20,065    121,484    158,562    208,072    346,971    349,622:    11,267      8,617
Old  :   306,165:    65,362     29,301    103,247    127,446    165,703    296,055    298,251:    10,110      7,914
Other:    52,074:    12,264      1,465      7,537     31,115     42,369     50,917     51,371:     1,157        703
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     2,838:      -101       -155      1,054      2,116      2,180      3,069      3,079:      -231       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        5.6       33.9       44.3       58.1       96.9       97.6:       3.1        2.4
Old  :     100.0:      21.3        9.6       33.7       41.6       54.1       96.7       97.4:       3.3        2.6
Other:     100.0:      23.6        2.8       14.5       59.8       81.4       97.8       98.7:       2.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:       155        103        165        136        133        377        333:
Old  :       434:       153        111        157        134        131        369        328:
Other:       175:        48         15         24         82         72        138        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       20.3       23.1       31.8        6.7       10.1       11.9       17.1
Old  :                 11.8       21.6       20.4       32.3        7.6       12.9       13.5       19.7
Other:                 38.3       32.4       50.5       46.9       26.0       27.6       32.9       37.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :    36,023:    24,946     12,891      2,388      5,981     18,437     33,315     33,717:     2,708      2,306
Old  :    36,023:    24,946     12,891      2,388      5,981     18,437     33,315     33,717:     2,708      2,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     2,969:       908      2,083        276      1,443         18      2,627      2,378:       342        591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.2       35.8        6.6       16.6       51.2       92.5       93.6:       7.5        6.4
Old  :     100.0:      69.2       35.8        6.6       16.6       51.2       92.5       93.6:       7.5        6.4
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  :        86:        41         36         14          4          7         46         56:
Old  :        86:        41         36         14          4          7         46         56:
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  :                 39.8       65.0       61.9       73.3       39.8       65.0       58.3       72.7
Old  :                 39.8       65.0       61.9       73.3       39.8       65.0       58.3       72.7
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 31, 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  :   177,366:     6,577     58,074     17,484    152,279     99,777    176,341    175,336:     1,025      2,030
Old  :   148,511:     7,066     58,172     13,519    126,919     75,449    147,503    147,139:     1,008      1,372
Other:    28,855:     2,953      3,344        524     25,361     24,329     28,838     28,197:        17        658
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -2,114:    -1,429     -4,824      1,638     -2,338        890     -2,128     -2,296:        14        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       32.7        9.9       85.9       56.3       99.4       98.9:       0.6        1.1
Old  :     100.0:       4.8       39.2        9.1       85.5       50.8       99.3       99.1:       0.7        0.9
Other:     100.0:      10.2       11.6        1.8       87.9       84.3       99.9       97.7:       0.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        38         90         29         45         60        105        162:
Old  :       183:        38         74         29         41         51        100        135:
Other:        78:         7         35          5         16         26         27         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.7       29.0       77.1       42.2       52.7       26.3       66.2       37.5
Old  :                 55.6       26.0       76.6       41.7       51.8       23.0       67.7       35.8
Other:                 80.1       65.2       93.7       78.8       79.8       63.2       91.8       74.3
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :   394,554:    65,856     22,020      1,574    317,487    366,146    384,917    389,740:     9,637      4,814
Old  :   394,554:    65,856     22,020      1,574    317,487    366,146    384,917    389,740:     9,637      4,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    11,253:     1,358      1,408     -2,766     11,721     13,328     10,313     11,970:       940       -717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        5.6        0.4       80.5       92.8       97.6       98.8:       2.4        1.2
Old  :     100.0:      16.7        5.6        0.4       80.5       92.8       97.6       98.8:       2.4        1.2
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  :       183:        40         16         10         90         70        133         93:
Old  :       183:        40         16         10         90         70        133         93:
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  :                 28.4       47.3       39.5       66.1       27.4       47.3       37.9       66.0
Old  :                 28.4       47.3       39.5       66.1       27.4       47.3       37.9       66.0
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, December 31, 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  : 1,466,368:   290,452     50,003     10,906  1,128,238  1,390,986  1,429,596  1,451,895:    36,772     14,473
Old  : 1,466,368:   290,452     50,003     10,906  1,128,238  1,390,986  1,429,596  1,451,895:    36,772     14,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    11,350:      -184     -8,182     -1,916      8,350     17,722      6,250      7,624:     5,100      3,726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        3.4        0.7       76.9       94.9       97.5       99.0:       2.5        1.0
Old  :     100.0:      19.8        3.4        0.7       76.9       94.9       97.5       99.0:       2.5        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       444:       139         45         32        214        122        366        186:
Old  :       444:       139         45         32        214        122        366        186:
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       52.0       29.8       68.9       21.4       51.8       28.2       68.6
Old  :                 21.8       52.0       29.8       68.9       21.4       51.8       28.2       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 06, 2020