COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 23, 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  :   159,309:    47,302     32,609     18,810     83,247     98,514    149,359    149,933:     9,950      9,376
Old  :     1,031:         0         50          0      1,026        850      1,026        900:         5        131
Other:   158,278:    47,352     32,609     18,760     82,221     97,664    148,333    149,033:     9,945      9,245
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :   -11,738:       100     -1,180        -21    -11,307    -10,617    -11,228    -11,818:      -510         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       20.5       11.8       52.3       61.8       93.8       94.1:       6.2        5.9
Old  :     100.0:       0.0        4.8        0.0       99.5       82.4       99.5       87.3:       0.5       12.7
Other:     100.0:      29.9       20.6       11.9       51.9       61.7       93.7       94.2:       6.3        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        70         63         59         57         61        154        160:
Old  :         6:         0          1          0          1          4          1          5:
Other:       223:        71         63         59         57         61        154        160:
     :----------------------------------------------------------------------------------------------------
     :             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       25.7       27.2       36.5       16.2       23.9       25.2       33.4
Old  :                 99.5       87.0       99.5       87.3       99.5       87.0       99.5       87.3
Other:                 16.9       25.9       26.7       36.6       16.3       24.1       25.4       33.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 23, 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  :    10,551:     2,607      2,028        177      5,947      7,521      8,731      9,726:     1,820        825
Old  :     9,716:     2,550      2,094        111      5,277      6,773      7,938      8,978:     1,778        738
Other:       835:       123          0          0        670        748        793        748:        42         87
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :      -854:       -83        -36       -253       -443       -352       -779       -641:       -75       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       19.2        1.7       56.4       71.3       82.8       92.2:      17.2        7.8
Old  :     100.0:      26.2       21.6        1.1       54.3       69.7       81.7       92.4:      18.3        7.6
Other:     100.0:      14.7        0.0        0.0       80.2       89.6       95.0       89.6:       5.0       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        18         11          6         19         12         41         25:
Old  :        53:        17         12          4         19         12         39         25:
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  :                 25.1       53.4       42.0       71.7       22.4       52.6       38.1       68.6
Old  :                 27.0       52.2       43.9       71.4       24.1       52.1       41.0       70.0
Other:                 72.5       89.6       86.8       89.6       69.3       84.1       83.7       84.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 23, 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  :   209,141:    50,889     50,676     46,728    100,024    104,007    197,641    201,411:    11,500      7,730
Old  :    96,307:    54,276     45,818      4,399     31,006     40,744     89,681     90,961:     6,626      5,346
Other:   112,834:    31,017     39,262      7,925     69,018     63,263    107,960    110,450:     4,874      2,384
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :     1,541:      -794      1,147        540       -182       -467       -436      1,220:     1,977        321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       24.2       22.3       47.8       49.7       94.5       96.3:       5.5        3.7
Old  :     100.0:      56.4       47.6        4.6       32.2       42.3       93.1       94.4:       6.9        5.6
Other:     100.0:      27.5       34.8        7.0       61.2       56.1       95.7       97.9:       4.3        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        76         57         67         63         47        176        142:
Old  :       198:        79         52         19         37         37        122        102:
Other:       144:        38         44         25         54         32        106         89:
     :----------------------------------------------------------------------------------------------------
     :             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       23.5       33.4       37.7       18.5       18.4       25.8       26.8
Old  :                 22.6       24.6       34.0       37.4       22.6       22.8       34.0       35.4
Other:                 38.1       35.8       50.2       53.7       32.4       32.4       44.4       46.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 23, 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  :   958,619:   219,511     86,917     83,909    580,595    730,189    884,015    901,015:    74,604     57,604
Old  :   958,619:   219,511     86,917     83,909    580,595    730,189    884,015    901,015:    74,604     57,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :    -2,353:    13,502     -6,928     -8,197     -3,644     10,788      1,661     -4,337:    -4,014      1,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.1        8.8       60.6       76.2       92.2       94.0:       7.8        6.0
Old  :     100.0:      22.9        9.1        8.8       60.6       76.2       92.2       94.0:       7.8        6.0
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  :       244:        82         44         67         96         78        212        162:
Old  :       244:        82         44         67         96         78        212        162:
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  :                 14.0       29.2       22.9       45.7       10.8       25.1       17.6       35.9
Old  :                 14.0       29.2       22.9       45.7       10.8       25.1       17.6       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 23, 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  :   265,564:    58,323     65,825     47,600    145,595    144,160    251,518    257,585:    14,046      7,979
Old  :   111,309:    48,268     61,889      3,156     52,309     41,202    103,733    106,247:     7,576      5,062
Other:   154,255:    36,399     30,280     18,100     93,286    102,958    147,785    151,338:     6,470      2,917
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :    -3,293:     3,047      4,855       -690     -4,173     -5,907     -1,816     -1,742:    -1,477     -1,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       24.8       17.9       54.8       54.3       94.7       97.0:       5.3        3.0
Old  :     100.0:      43.4       55.6        2.8       47.0       37.0       93.2       95.5:       6.8        4.5
Other:     100.0:      23.6       19.6       11.7       60.5       66.7       95.8       98.1:       4.2        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       420:       135        102        106        140        118        333        284:
Old  :       389:       128        100         25         95         83        235        197:
Other:       299:        87         58         44        120         90        233        173:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       16.5       25.0       26.9        9.6       12.1       16.5       19.8
Old  :                 23.5       19.1       32.5       31.2       23.1       19.0       30.9       30.5
Other:                 18.4       24.4       31.1       36.7       15.6       20.8       23.6       30.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 23, 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  :    21,601:    11,653     16,967      1,085      6,657        853     19,395     18,905:     2,206      2,696
Old  :    21,601:    11,653     16,967      1,085      6,657        853     19,395     18,905:     2,206      2,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :     1,732:       857        827        149      1,036        374      2,042      1,350:      -310        382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9       78.5        5.0       30.8        3.9       89.8       87.5:      10.2       12.5
Old  :     100.0:      53.9       78.5        5.0       30.8        3.9       89.8       87.5:      10.2       12.5
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  :        69:        27         31         10          7          5         39         42:
Old  :        69:        27         31         10          7          5         39         42:
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  :                 59.7       52.7       72.3       64.3       57.6       52.7       69.2       64.3
Old  :                 59.7       52.7       72.3       64.3       57.6       52.7       69.2       64.3
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 23, 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  :   162,468:    10,015     52,803      9,486    142,169     98,369    161,670    160,658:       798      1,810
Old  :    10,871:     1,773      2,636          0      9,003      8,135     10,776     10,771:        95        100
Other:   151,597:    10,127     52,052      7,601    133,166     90,234    150,894    149,887:       703      1,710
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :     3,763:       216     -1,327       -363      4,152      5,481      4,005      3,791:      -242        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       32.5        5.8       87.5       60.5       99.5       98.9:       0.5        1.1
Old  :     100.0:      16.3       24.2        0.0       82.8       74.8       99.1       99.1:       0.9        0.9
Other:     100.0:       6.7       34.3        5.0       87.8       59.5       99.5       98.9:       0.5        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        30         72         22         28         38         75        122:
Old  :        51:        13         13          0         13         12         26         25:
Other:       148:        25         73         17         21         37         58        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.7       39.4       80.9       55.8       56.8       37.5       73.3       53.5
Old  :                 67.9       66.6       88.6       83.3       67.9       66.6       88.6       83.3
Other:                 64.0       41.2       82.4       58.8       63.6       39.7       77.8       56.5
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, June 23, 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  :   450,940:    42,887     10,581        125    400,651    434,471    443,663    445,177:     7,277      5,763
Old  :   450,940:    42,887     10,581        125    400,651    434,471    443,663    445,177:     7,277      5,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :  -126,307:    -1,102     -2,353        -20   -111,664   -107,185   -112,786   -109,558:   -13,521    -16,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        2.3        0.0       88.8       96.3       98.4       98.7:       1.6        1.3
Old  :     100.0:       9.5        2.3        0.0       88.8       96.3       98.4       98.7:       1.6        1.3
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  :       179:        21         16          6        102         85        126        104:
Old  :       179:        21         16          6        102         85        126        104:
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  :                 27.9       47.8       42.6       65.9       26.5       47.5       41.0       65.1
Old  :                 27.9       47.8       42.6       65.9       26.5       47.5       41.0       65.1
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 23, 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  : 1,166,130:   176,345     95,339     13,661    945,588  1,040,273  1,135,594  1,149,273:    30,536     16,857
Old  : 1,166,130:   176,345     95,339     13,661    945,588  1,040,273  1,135,594  1,149,273:    30,536     16,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2020                        :
     :  -352,338:     8,618    -24,831     -4,175   -316,728   -287,084   -312,285   -316,090:   -40,053    -36,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        8.2        1.2       81.1       89.2       97.4       98.6:       2.6        1.4
Old  :     100.0:      15.1        8.2        1.2       81.1       89.2       97.4       98.6:       2.6        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       413:        77         54         24        223        143        310        211:
Old  :       413:        77         54         24        223        143        310        211:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       39.4       29.0       52.6       16.6       39.3       25.8       52.2
Old  :                 18.1       39.4       29.0       52.6       16.6       39.3       25.8       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 26, 2020