COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   258,018:    63,289     31,426     65,224    115,101    152,537    243,614    249,187:    14,404      8,831
Old  :   221,823:    61,538     35,799     58,043     89,406    120,412    208,987    214,254:    12,836      7,569
Other:    36,195:     8,244      2,120        688     25,695     32,125     34,627     34,933:     1,568      1,262
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     7,619:       209      2,310      4,200      4,497      1,635      8,906      8,145:    -1,287       -526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       12.2       25.3       44.6       59.1       94.4       96.6:       5.6        3.4
Old  :     100.0:      27.7       16.1       26.2       40.3       54.3       94.2       96.6:       5.8        3.4
Other:     100.0:      22.8        5.9        1.9       71.0       88.8       95.7       96.5:       4.3        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:       116         80         97         58         64        226        198:
Old  :       281:       114         80         90         52         62        213        193:
Other:       109:        29         21         11         36         36         72         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       26.8       26.9       36.3       13.1       16.6       18.8       24.6
Old  :                 17.3       30.1       25.0       38.9       14.5       23.2       20.9       30.6
Other:                 50.4       50.9       68.1       72.5       49.0       50.6       62.9       72.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    19,380:     4,158      9,719        730      9,064      5,970     13,952     16,419:     5,428      2,961
Old  :    19,188:     4,158      9,719        730      8,882      5,809     13,770     16,258:     5,418      2,930
Other:       192:         0          0          0        182        161        182        161:        10         31
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       371:        53        111        -15        157        185        195        281:       176         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       50.1        3.8       46.8       30.8       72.0       84.7:      28.0       15.3
Old  :     100.0:      21.7       50.7        3.8       46.3       30.3       71.8       84.7:      28.2       15.3
Other:     100.0:       0.0        0.0        0.0       94.8       83.9       94.8       83.9:       5.2       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        25         32         12         25         10         56         52:
Old  :        90:        25         32         12         25         10         56         52:
Other:         5:         0          0          0          3          2          3          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.8       34.3       35.2       48.8       23.8       34.3       35.2       48.5
Old  :                 23.3       33.8       34.8       48.4       23.3       33.8       34.8       48.2
Other:                 94.8       83.9       94.8       83.9       94.8       83.9       94.8       83.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   324,470:   109,346     52,465     94,264    104,406    166,966    308,016    313,695:    16,454     10,775
Old  :   259,311:   105,258     57,294     72,974     69,191    118,870    247,423    249,138:    11,888     10,173
Other:    65,159:    17,739      8,822      7,639     35,215     48,096     60,593     64,557:     4,566        602
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    34,262:    19,522      7,366     10,684      2,506     15,393     32,712     33,443:     1,550        819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       16.2       29.1       32.2       51.5       94.9       96.7:       5.1        3.3
Old  :     100.0:      40.6       22.1       28.1       26.7       45.8       95.4       96.1:       4.6        3.9
Other:     100.0:      27.2       13.5       11.7       54.0       73.8       93.0       99.1:       7.0        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:       115         56        100         56         58        227        175:
Old  :       255:       110         72         90         54         57        216        171:
Other:       101:        39         18         14         38         21         84         46:
     :----------------------------------------------------------------------------------------------------
     :             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       28.1       25.1       39.7       13.9       21.0       20.2       28.8
Old  :                 15.7       24.6       25.0       36.3       13.3       19.3       20.1       26.2
Other:                 42.8       51.5       53.6       71.3       34.5       47.2       42.6       61.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  : 1,121,428:   281,116    135,542    229,595    515,994    703,216  1,026,705  1,068,353:    94,723     53,075
Old  : 1,121,428:   281,116    135,542    229,595    515,994    703,216  1,026,705  1,068,353:    94,723     53,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    47,782:    27,263    -20,015     14,258      4,502     47,513     46,023     41,756:     1,759      6,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       12.1       20.5       46.0       62.7       91.6       95.3:       8.4        4.7
Old  :     100.0:      25.1       12.1       20.5       46.0       62.7       91.6       95.3:       8.4        4.7
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  :       281:       112         48        100         96         82        255        194:
Old  :       281:       112         48        100         96         82        255        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       24.8       24.3       38.6       10.4       19.5       16.1       28.5
Old  :                 14.8       24.8       24.3       38.6       10.4       19.5       16.1       28.5
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 - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   283,201:    62,472     20,978     72,315    135,846    183,120    270,633    276,413:    12,568      6,788
Old  :   233,742:    61,149     30,879     54,558    106,675    142,249    222,382    227,686:    11,360      6,056
Other:    49,459:    13,938      2,714      5,142     29,171     40,871     48,251     48,727:     1,208        732
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    -7,681:    -2,219       -725     -4,853       -419     -1,988     -7,491     -7,566:      -190       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        7.4       25.5       48.0       64.7       95.6       97.6:       4.4        2.4
Old  :     100.0:      26.2       13.2       23.3       45.6       60.9       95.1       97.4:       4.9        2.6
Other:     100.0:      28.2        5.5       10.4       59.0       82.6       97.6       98.5:       2.4        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       148         79        129        138        123        351        287:
Old  :       408:       149         89        115        137        122        338        283:
Other:       181:        39         28         19         83         72        131        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       20.7       22.1       32.0        8.0       12.2       13.8       20.7
Old  :                 12.2       21.2       21.5       31.7        9.7       15.0       16.3       22.8
Other:                 34.6       34.9       49.1       49.5       29.4       31.1       37.6       42.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    35,878:    25,334     12,394      2,980      4,576     18,571     32,890     33,945:     2,988      1,933
Old  :    35,878:    25,334     12,394      2,980      4,576     18,571     32,890     33,945:     2,988      1,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :      -311:      -256         67         85       -260         57       -431        209:       120       -520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6       34.5        8.3       12.8       51.8       91.7       94.6:       8.3        5.4
Old  :     100.0:      70.6       34.5        8.3       12.8       51.8       91.7       94.6:       8.3        5.4
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  :        90:        48         30         10          6          8         57         45:
Old  :        90:        48         30         10          6          8         57         45:
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  :                 44.0       67.7       62.4       79.8       42.7       65.7       61.0       75.5
Old  :                 44.0       67.7       62.4       79.8       42.7       65.7       61.0       75.5
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 - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (20 Metric Tonnes)                                                         :
     :          :                                                                            :
All  :   187,942:    14,968     39,293     19,891    152,332    126,564    187,191    185,748:       751      2,194
Old  :   149,039:    15,659     41,165     14,551    118,101     91,933    148,311    147,649:       728      1,390
Other:    38,903:     4,255      3,074        394     34,231     34,631     38,880     38,099:        23        804
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     1,368:     3,283     -1,428        734     -2,541      2,146      1,476      1,452:      -108        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       20.9       10.6       81.1       67.3       99.6       98.8:       0.4        1.2
Old  :     100.0:      10.5       27.6        9.8       79.2       61.7       99.5       99.1:       0.5        0.9
Other:     100.0:      10.9        7.9        1.0       88.0       89.0       99.9       97.9:       0.1        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        50         85         33         38         60        114        158:
Old  :       183:        50         67         31         35         50        108        127:
Other:        87:        11         39          6         10         29         23         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.8       36.1       74.4       51.3       42.1       32.1       55.7       42.4
Old  :                 52.9       29.9       72.9       48.9       46.5       29.1       56.9       41.1
Other:                 76.3       67.4       97.0       82.3       76.1       64.4       94.4       79.4
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   368,363:    55,778     10,836      1,026    301,899    350,443    358,703    362,305:     9,660      6,058
Old  :   368,363:    55,778     10,836      1,026    301,899    350,443    358,703    362,305:     9,660      6,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    -1,466:     2,650        370       -618     -3,505     -2,143     -1,473     -2,391:         7        925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        2.9        0.3       82.0       95.1       97.4       98.4:       2.6        1.6
Old  :     100.0:      15.1        2.9        0.3       82.0       95.1       97.4       98.4:       2.6        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        43         12          7         89         73        133         91:
Old  :       180:        43         12          7         89         73        133         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  :                 26.6       50.1       37.8       69.7       25.7       50.1       35.9       69.6
Old  :                 26.6       50.1       37.8       69.7       25.7       50.1       35.9       69.6
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 - Futures Only, January 21, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  : 1,545,708:   288,043     52,365     11,249  1,203,206  1,465,501  1,502,498  1,529,115:    43,210     16,593
Old  : 1,545,708:   288,043     52,365     11,249  1,203,206  1,465,501  1,502,498  1,529,115:    43,210     16,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    26,458:    -3,008      1,312        871     26,138     24,087     24,001     26,270:     2,457        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        3.4        0.7       77.8       94.8       97.2       98.9:       2.8        1.1
Old  :     100.0:      18.6        3.4        0.7       77.8       94.8       97.2       98.9:       2.8        1.1
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  :       443:       134         48         29        213        125        359        190:
Old  :       443:       134         48         29        213        125        359        190:
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  :                 22.4       55.8       30.8       73.0       22.2       55.6       29.6       72.6
Old  :                 22.4       55.8       30.8       73.0       22.2       55.6       29.6       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 24, 2020