COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  :   280,091:    56,524     26,946     84,198    120,111    158,464    260,834    269,608:    19,258     10,484
Old  :   242,747:    55,818     29,110     76,784     92,707    127,579    225,308    233,473:    17,438      9,273
Other:    37,345:     4,981      2,110      3,140     27,405     30,885     35,526     36,134:     1,819      1,210
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    19,007:      -185     -1,541     10,034      7,829      9,933     17,678     18,427:     1,328        580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        9.6       30.1       42.9       56.6       93.1       96.3:       6.9        3.7
Old  :     100.0:      23.0       12.0       31.6       38.2       52.6       92.8       96.2:       7.2        3.8
Other:     100.0:      13.3        5.6        8.4       73.4       82.7       95.1       96.8:       4.9        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:       118         83        105         70         72        247        210:
Old  :       297:       116         83         99         68         72        239        207:
Other:       113:        30         20         25         43         37         86         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       23.7       23.2       32.8       12.0       16.1       16.9       23.3
Old  :                 14.2       26.3       21.1       35.0       12.9       22.2       18.6       29.0
Other:                 43.7       42.3       60.1       63.5       40.7       41.9       54.9       62.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  :    21,363:     2,898      8,699      2,769     10,733      7,546     16,400     19,014:     4,963      2,349
Old  :    21,195:     2,898      8,699      2,769     10,577      7,400     16,244     18,868:     4,951      2,327
Other:       167:         0          0          0        156        146        156        146:        11         21
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :       536:        28        290        137       -188       -195        -23        232:       559        304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       40.7       13.0       50.2       35.3       76.8       89.0:      23.2       11.0
Old  :     100.0:      13.7       41.0       13.1       49.9       34.9       76.6       89.0:      23.4       11.0
Other:     100.0:       0.0        0.0        0.0       93.3       87.3       93.3       87.3:       6.7       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        21         30         15         29         14         58         55:
Old  :        87:        21         30         15         29         14         58         55:
Other:         3:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       35.6       35.5       51.5       19.1       31.9       31.2       45.6
Old  :                 21.1       35.2       35.1       51.2       18.6       31.4       30.8       45.2
Other:                 93.3       87.3       93.3       87.3       93.3       87.3       93.3       87.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  :   321,445:    84,214     40,739    102,440    120,352    168,087    307,006    311,266:    14,439     10,180
Old  :   260,945:    83,276     48,489     78,180     88,246    124,734    249,701    251,403:    11,244      9,542
Other:    60,501:    15,788      7,099      9,411     32,106     43,352     57,305     59,862:     3,196        638
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     2,894:     2,188         38      1,734     -1,977        -58      1,945      1,714:       949      1,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       12.7       31.9       37.4       52.3       95.5       96.8:       4.5        3.2
Old  :     100.0:      31.9       18.6       30.0       33.8       47.8       95.7       96.3:       4.3        3.7
Other:     100.0:      26.1       11.7       15.6       53.1       71.7       94.7       98.9:       5.3        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        90         57         98         57         50        207        161:
Old  :       228:        89         67         86         57         48        196        157:
Other:        92:        27         20         19         35         24         74         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       26.6       22.8       38.3       11.6       17.6       17.8       25.8
Old  :                 12.7       23.7       21.0       34.1       10.5       15.6       17.0       23.0
Other:                 40.9       49.5       52.8       66.9       35.8       45.2       44.5       56.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  : 1,182,058:   206,906    167,356    296,574    577,352    661,365  1,080,832  1,125,296:   101,226     56,762
Old  : 1,182,058:   206,906    167,356    296,574    577,352    661,365  1,080,832  1,125,296:   101,226     56,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    15,030:   -10,258        194      7,374     15,468      8,249     12,584     15,817:     2,446       -787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       14.2       25.1       48.8       56.0       91.4       95.2:       8.6        4.8
Old  :     100.0:      17.5       14.2       25.1       48.8       56.0       91.4       95.2:       8.6        4.8
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  :       272:        90         64        102        102         93        245        210:
Old  :       272:        90         64        102        102         93        245        210:
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       19.8       22.4       31.9        9.4       14.2       14.6       23.4
Old  :                 14.0       19.8       22.4       31.9        9.4       14.2       14.6       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  :   364,175:    65,482     20,098    128,106    157,601    207,086    351,190    355,290:    12,986      8,885
Old  :   309,129:    64,695     30,803    106,238    126,330    163,901    297,262    300,942:    11,867      8,187
Other:    55,046:    13,962      2,469      8,694     31,272     43,185     53,927     54,348:     1,119        698
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     5,937:    -1,443         33      6,622       -960       -986      4,218      5,668:     1,718        269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        5.5       35.2       43.3       56.9       96.4       97.6:       3.6        2.4
Old  :     100.0:      20.9       10.0       34.4       40.9       53.0       96.2       97.4:       3.8        2.6
Other:     100.0:      25.4        4.5       15.8       56.8       78.5       98.0       98.7:       2.0        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       152        113        172        137        131        385        336:
Old  :       439:       152        120        165        136        129        378        332:
Other:       177:        43         23         24         81         74        136        110:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       19.9       23.1       31.5        6.7        9.8       11.6       16.7
Old  :                 11.7       21.0       20.2       32.2        7.7       12.6       13.4       19.0
Other:                 38.3       31.3       52.3       46.6       28.2       26.1       35.8       36.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  :    35,185:    23,825     11,357      3,258      5,383     18,456     32,466     33,071:     2,719      2,113
Old  :    35,185:    23,825     11,357      3,258      5,383     18,456     32,466     33,071:     2,719      2,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :      -839:    -1,121     -1,534        870       -598         19       -849       -646:        10       -193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.7       32.3        9.3       15.3       52.5       92.3       94.0:       7.7        6.0
Old  :     100.0:      67.7       32.3        9.3       15.3       52.5       92.3       94.0:       7.7        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  :        86:        44         31         13          6          8         51         51:
Old  :        86:        44         31         13          6          8         51         51:
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  :                 49.0       67.0       67.8       78.1       48.1       67.0       64.8       75.2
Old  :                 49.0       67.0       67.8       78.1       48.1       67.0       64.8       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANOLA - ICE FUTURES U.S.                                                                               Code-135731
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  :   182,116:     8,976     50,617     21,632    150,611    107,754    181,219    180,003:       896      2,112
Old  :   149,544:     9,394     51,628     16,731    122,540     79,824    148,664    148,183:       879      1,361
Other:    32,572:     3,905      3,312        579     28,072     27,931     32,555     31,821:        17        751
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     4,750:     2,399     -7,457      4,147     -1,668      7,977      4,879      4,668:      -129         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       27.8       11.9       82.7       59.2       99.5       98.8:       0.5        1.2
Old  :     100.0:       6.3       34.5       11.2       81.9       53.4       99.4       99.1:       0.6        0.9
Other:     100.0:      12.0       10.2        1.8       86.2       85.8       99.9       97.7:       0.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        49         88         32         44         64        118        165:
Old  :       194:        50         71         30         40         56        112        137:
Other:        82:         9         35          7         14         29         29         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.0       29.0       75.9       43.6       47.4       27.0       61.1       38.2
Old  :                 54.2       25.5       74.8       42.0       47.2       24.0       62.4       37.0
Other:                 75.8       64.6       94.0       79.9       75.5       61.0       92.3       75.5
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  :   378,279:    53,568     11,044      1,910    313,108    358,840    368,586    371,794:     9,693      6,485
Old  :   378,279:    53,568     11,044      1,910    313,108    358,840    368,586    371,794:     9,693      6,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :   -16,275:   -12,288    -10,976        336     -4,379     -7,306    -16,331    -17,946:        56      1,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        2.9        0.5       82.8       94.9       97.4       98.3:       2.6        1.7
Old  :     100.0:      14.2        2.9        0.5       82.8       94.9       97.4       98.3:       2.6        1.7
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  :       180:        41         11         10         91         73        136         90:
Old  :       180:        41         11         10         91         73        136         90:
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  :                 30.1       49.9       40.6       70.1       29.0       49.9       38.7       70.0
Old  :                 30.1       49.9       40.6       70.1       29.0       49.9       38.7       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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  : 1,462,808:   288,488     41,580     10,742  1,131,272  1,398,876  1,430,502  1,451,198:    32,306     11,610
Old  : 1,462,808:   288,488     41,580     10,742  1,131,272  1,398,876  1,430,502  1,451,198:    32,306     11,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :    -3,560:    -1,964     -8,423       -164      3,034      7,890        906       -697:    -4,466     -2,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        2.8        0.7       77.3       95.6       97.8       99.2:       2.2        0.8
Old  :     100.0:      19.7        2.8        0.7       77.3       95.6       97.8       99.2:       2.2        0.8
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  :       447:       142         43         30        216        122        369        184:
Old  :       447:       142         43         30        216        122        369        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       54.1       30.0       70.8       21.2       53.8       28.7       70.4
Old  :                 21.4       54.1       30.0       70.8       21.2       53.8       28.7       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 10, 2020