COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      173,711
COMMITMENTS
  57,758   21,800   24,323   82,298  119,020  164,379  165,143    9,332    8,568

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -3,817)
  -5,153     -305      413    1,553   -4,463   -3,187   -4,355     -630      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     12.5     14.0     47.4     68.5     94.6     95.1      5.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      85       58       69       59       61      178      164                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,193
COMMITMENTS
   2,859    1,432      134    5,440    7,432    8,433    8,998    1,760    1,195

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:         53)
     -24      -95       -3      103     -233       76     -331      -23      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     14.0      1.3     53.4     72.9     82.7     88.3     17.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19        7        7       16       10       39       20                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      225,281
COMMITMENTS
  56,633   60,748   41,185  113,503  114,943  211,321  216,876   13,960    8,405

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -2,428)
   3,657   -7,759      205   -7,056    4,611   -3,194   -2,943      766      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     27.0     18.3     50.4     51.0     93.8     96.3      6.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      74       63       76       65       49      186      155                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      963,358
COMMITMENTS
 225,725   62,757  116,377  547,175  733,283  889,277  912,417   74,081   50,941

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     18,604)
    -239  -10,470   10,220    4,521   18,672   14,502   18,422    4,102      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      6.5     12.1     56.8     76.1     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      82       44       78       92       76      214      166                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      271,105
COMMITMENTS
  58,717   44,307   62,360  136,615  155,593  257,692  262,260   13,413    8,845

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -2,699)
    -501  -15,446    8,940  -10,383    3,427   -1,944   -3,079     -755      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     16.3     23.0     50.4     57.4     95.1     96.7      4.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     142       78      112      135      120      344      268                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       37,312
COMMITMENTS
  22,835   29,562    1,447   10,453    2,488   34,735   33,497    2,577    3,815

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      5,908)
   3,856    4,790     -260    2,137      954    5,733    5,484      175      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     79.2      3.9     28.0      6.7     93.1     89.8      6.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       55        9        7        5       39       65                  
 
 
CANOLA - ICE FUTURES U.S.                                            Code-135731
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(20 Metric Tonnes)                                   OPEN INTEREST:      172,983
COMMITMENTS
  29,205   32,513    9,981  132,787  127,630  171,973  170,124    1,010    2,859

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     12,105)
  11,869   -6,633    2,068   -2,055   16,508   11,882   11,943      223      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     18.8      5.8     76.8     73.8     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      56       74       24       26       51       97      141                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      443,360
COMMITMENTS
  39,873   11,428      330  394,909  425,740  435,112  437,498    8,248    5,862

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      4,721)
   1,202    2,559     -196    4,129    2,970    5,135    5,333     -414     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      2.6      0.1     89.1     96.0     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      23       11        6      103       83      129       97                  
 
 
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.                          Code-244042
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,170,537
COMMITMENTS
 202,873   90,774   12,385  921,832  1054870  1137090  1158029   33,447   12,508

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:    -15,001)
   1,442   -8,223     -384  -10,654   -4,168   -9,596  -12,775   -5,405   -2,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      7.8      1.1     78.8     90.1     97.1     98.9      2.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
      90       47       26      221      146      321      209                  



Updated July 31, 2020