COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 16, 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  :   171,047:    47,202     33,789     18,831     94,554    109,131    160,587    161,751:    10,460      9,296
Old  :    17,034:     1,959      2,998        571     13,029     12,024     15,559     15,593:     1,475      1,441
Other:   154,013:    46,349     31,897     17,154     81,525     97,107    145,028    146,158:     8,985      7,855
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :   -10,212:      -916        944     -6,012     -2,211     -5,729     -9,139    -10,797:    -1,073        585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       19.8       11.0       55.3       63.8       93.9       94.6:       6.1        5.4
Old  :     100.0:      11.5       17.6        3.4       76.5       70.6       91.3       91.5:       8.7        8.5
Other:     100.0:      30.1       20.7       11.1       52.9       63.1       94.2       94.9:       5.8        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        72         63         62         59         60        160        163:
Old  :        77:         9         24          4         17         29         30         54:
Other:       220:        74         59         59         58         57        156        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       27.1       29.2       38.2       14.9       21.9       23.5       30.7
Old  :                 74.4       48.8       83.1       60.5       61.9       40.3       69.2       49.1
Other:                 17.0       27.6       26.7       39.4       16.5       23.6       26.1       34.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 16, 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  :    11,405:     2,690      2,064        430      6,390      7,873      9,510     10,367:     1,895      1,038
Old  :    10,675:     2,628      2,123        371      5,795      7,221      8,794      9,715:     1,881        960
Other:       730:       121          0          0        595        652        716        652:        14         78
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :        25:      -399        -81         94        541        -93        236        -80:      -211        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       18.1        3.8       56.0       69.0       83.4       90.9:      16.6        9.1
Old  :     100.0:      24.6       19.9        3.5       54.3       67.6       82.4       91.0:      17.6        9.0
Other:     100.0:      16.6        0.0        0.0       81.5       89.3       98.1       89.3:       1.9       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        17         11          7         22         13         43         27:
Old  :        54:        16         12          6         21         13         41         27:
Other:        14:         6          0          0          7          3         13          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       53.4       43.4       70.3       24.8       53.3       40.2       68.3
Old  :                 28.5       51.8       44.8       69.8       26.4       51.7       41.7       68.2
Other:                 77.8       89.3       91.6       89.3       77.8       86.4       91.6       86.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 16, 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  :   207,600:    51,683     49,529     46,188    100,206    104,474    198,077    200,191:     9,523      7,409
Old  :    97,079:    53,566     44,892      4,318     33,810     42,608     91,694     91,818:     5,385      5,261
Other:   110,521:    31,164     37,684      8,823     66,396     61,866    106,383    108,373:     4,138      2,148
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :   -15,862:    -1,838      2,312     -2,634     -9,576    -16,195    -14,048    -16,517:    -1,814        655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       23.9       22.2       48.3       50.3       95.4       96.4:       4.6        3.6
Old  :     100.0:      55.2       46.2        4.4       34.8       43.9       94.5       94.6:       5.5        5.4
Other:     100.0:      28.2       34.1        8.0       60.1       56.0       96.3       98.1:       3.7        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        75         58         67         61         47        170        146:
Old  :       200:        75         55         20         41         37        124        105:
Other:       139:        35         42         23         52         33        102         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       23.6       34.3       38.4       18.7       18.4       25.9       26.7
Old  :                 23.2       26.5       34.5       38.7       23.2       23.3       34.3       35.4
Other:                 38.6       36.5       50.6       54.2       33.1       33.6       45.1       47.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 16, 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  :   960,972:   206,009     93,845     92,106    584,239    719,401    882,354    905,352:    78,618     55,620
Old  :   960,972:   206,009     93,845     92,106    584,239    719,401    882,354    905,352:    78,618     55,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :   -22,943:    -3,695    -13,165    -10,049     -4,583      7,217    -18,327    -15,997:    -4,616     -6,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        9.8        9.6       60.8       74.9       91.8       94.2:       8.2        5.8
Old  :     100.0:      21.4        9.8        9.6       60.8       74.9       91.8       94.2:       8.2        5.8
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  :       247:        78         52         73         97         75        214        167:
Old  :       247:        78         52         73         97         75        214        167:
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  :                 14.1       28.8       22.6       44.7        9.6       25.4       16.5       35.9
Old  :                 14.1       28.8       22.6       44.7        9.6       25.4       16.5       35.9
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, June 16, 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  :   268,857:    55,276     60,970     48,290    149,768    150,067    253,334    259,327:    15,523      9,530
Old  :   123,960:    45,474     58,364      9,128     60,897     50,458    115,499    117,950:     8,461      6,010
Other:   144,897:    34,066     26,870     14,898     88,871     99,609    137,835    141,377:     7,062      3,520
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :    -3,721:      -854      7,590     -4,702        123     -7,681     -5,433     -4,793:     1,712      1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       22.7       18.0       55.7       55.8       94.2       96.5:       5.8        3.5
Old  :     100.0:      36.7       47.1        7.4       49.1       40.7       93.2       95.2:       6.8        4.8
Other:     100.0:      23.5       18.5       10.3       61.3       68.7       95.1       97.6:       4.9        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       421:       123        106        114        138        118        331        296:
Old  :       394:       121        111         53        110         90        263        229:
Other:       292:        85         56         39        118         88        223        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       16.1       25.8       26.6       10.0       11.1       16.7       19.0
Old  :                 24.5       16.9       32.2       26.9       23.8       15.9       30.4       24.9
Other:                 19.6       26.5       32.8       38.8       17.2       24.0       25.9       33.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 16, 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  :    19,869:    10,796     16,140        936      5,621        479     17,353     17,555:     2,516      2,314
Old  :    19,869:    10,796     16,140        936      5,621        479     17,353     17,555:     2,516      2,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :   -14,065:   -10,080        -47       -353     -1,697    -12,167    -12,130    -12,567:    -1,935     -1,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.3       81.2        4.7       28.3        2.4       87.3       88.4:      12.7       11.6
Old  :     100.0:      54.3       81.2        4.7       28.3        2.4       87.3       88.4:      12.7       11.6
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  :        65:        28         26          8          9          3         41         34:
Old  :        65:        28         26          8          9          3         41         34:
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  :                 62.2       58.0       69.3       73.0       60.2       58.0       67.4       73.0
Old  :                 62.2       58.0       69.3       73.0       60.2       58.0       67.4       73.0
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, June 16, 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  :   158,705:     9,799     54,130      9,849    138,017     92,888    157,665    156,867:     1,040      1,838
Old  :    29,766:     5,118     13,945         52     24,249     15,588     29,419     29,585:       347        181
Other:   128,939:     8,203     43,707      6,275    113,768     77,300    128,246    127,282:       693      1,657
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :   -31,393:     1,090     -1,109       -588    -31,995    -29,881    -31,493    -31,578:       100        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       34.1        6.2       87.0       58.5       99.3       98.8:       0.7        1.2
Old  :     100.0:      17.2       46.8        0.2       81.5       52.4       98.8       99.4:       1.2        0.6
Other:     100.0:       6.4       33.9        4.9       88.2       60.0       99.5       98.7:       0.5        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        27         76         26         25         40         74        129:
Old  :        81:        21         30          1         14         16         36         46:
Other:       138:        19         72         15         16         38         46        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.6       33.7       82.1       52.7       54.7       32.2       71.2       49.7
Old  :                 78.0       40.4       87.2       62.2       78.0       40.4       87.2       62.2
Other:                 67.5       37.7       83.9       57.9       66.7       36.3       79.5       54.9
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, June 16, 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  :   577,247:    43,989     12,934        145    512,315    541,656    556,449    554,735:    20,798     22,512
Old  :   577,247:    43,989     12,934        145    512,315    541,656    556,449    554,735:    20,798     22,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :   117,654:      -757     -1,664         13    105,009    103,645    104,265    101,994:    13,389     15,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        2.2        0.0       88.8       93.8       96.4       96.1:       3.6        3.9
Old  :     100.0:       7.6        2.2        0.0       88.8       93.8       96.4       96.1:       3.6        3.9
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  :       176:        20         14          6        110         88        133        105:
Old  :       176:        20         14          6        110         88        133        105:
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  :                 27.3       53.4       40.9       66.3       20.1       41.2       31.8       50.3
Old  :                 27.3       53.4       40.9       66.3       20.1       41.2       31.8       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.                                                             Code-244042
Commitments of Traders - Futures Only, June 16, 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  : 1,518,468:   167,727    120,170     17,836  1,262,316  1,327,357  1,447,879  1,465,363:    70,589     53,105
Old  : 1,518,468:   167,727    120,170     17,836  1,262,316  1,327,357  1,447,879  1,465,363:    70,589     53,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :   341,392:     7,071     -8,768      4,910    285,723    309,013    297,704    305,155:    43,688     36,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        7.9        1.2       83.1       87.4       95.4       96.5:       4.6        3.5
Old  :     100.0:      11.0        7.9        1.2       83.1       87.4       95.4       96.5:       4.6        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:        73         61         33        238        164        327        244:
Old  :       426:        73         61         33        238        164        327        244:
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  :                 20.1       40.5       30.4       51.8       12.5       30.2       20.1       40.7
Old  :                 20.1       40.5       30.4       51.8       12.5       30.2       20.1       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 19, 2020