COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   315,318:    67,594     26,983     98,257    134,155    180,139    300,007    305,380:    15,311      9,938
Old  :   272,206:    65,341     31,727     87,857    105,424    143,922    258,621    263,505:    13,585      8,701
Other:    43,112:     8,330      1,333      4,324     28,732     36,218     41,385     41,875:     1,726      1,237
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    11,809:     4,059      1,844      2,811      6,553      6,836     13,423     11,491:    -1,614        318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        8.6       31.2       42.5       57.1       95.1       96.8:       4.9        3.2
Old  :     100.0:      24.0       11.7       32.3       38.7       52.9       95.0       96.8:       5.0        3.2
Other:     100.0:      19.3        3.1       10.0       66.6       84.0       96.0       97.1:       4.0        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       134         83        119         73         77        266        231:
Old  :       310:       128         87        111         65         76        249        227:
Other:       124:        40         18         27         49         43        100         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       25.3       26.5       34.5       11.0       14.1       15.6       20.7
Old  :                 16.4       28.4       23.9       36.8       11.8       19.3       17.2       25.2
Other:                 43.5       45.0       59.0       65.9       41.0       44.2       53.8       64.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :    24,236:     3,035     10,281      3,423     12,048      7,680     18,506     21,384:     5,730      2,852
Old  :    24,010:     3,035     10,281      3,423     11,833      7,487     18,291     21,190:     5,719      2,820
Other:       226:         0          0          0        215        193        215        193:        11         32
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :       478:         9        532          0        485        118        494        650:       -16       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       42.4       14.1       49.7       31.7       76.4       88.2:      23.6       11.8
Old  :     100.0:      12.6       42.8       14.3       49.3       31.2       76.2       88.3:      23.8       11.7
Other:     100.0:       0.0        0.2        0.0       95.3       85.6       95.3       85.7:       4.7       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        25         35         19         29         13         63         63:
Old  :        97:        25         35         19         29         13         63         63:
Other:         6:         0          1          0          3          2          3          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  :                 20.6       32.4       33.2       47.1       18.0       28.1       28.4       41.2
Old  :                 20.2       31.9       32.9       46.7       17.6       27.6       27.9       40.8
Other:                 95.3       85.7       95.3       85.7       95.3       85.7       95.3       85.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   393,290:   115,693     44,926    135,986    125,065    199,775    376,744    380,688:    16,546     12,602
Old  :   321,261:   111,571     49,557    112,634     85,754    147,038    309,959    309,229:    11,302     12,032
Other:    72,029:    17,872      9,119      9,603     39,311     52,737     66,786     71,458:     5,243        571
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    10,578:     8,825        744      3,206     -1,336      5,582     10,695      9,532:      -117      1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       11.4       34.6       31.8       50.8       95.8       96.8:       4.2        3.2
Old  :     100.0:      34.7       15.4       35.1       26.7       45.8       96.5       96.3:       3.5        3.7
Other:     100.0:      24.8       12.7       13.3       54.6       73.2       92.7       99.2:       7.3        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:       118         56        111         59         56        238        181:
Old  :       260:       111         73         99         59         55        226        178:
Other:       103:        41         18         24         36         24         90         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       26.8       25.7       37.5       11.8       16.5       17.1       23.5
Old  :                 15.3       24.2       25.6       35.6       11.2       15.2       17.3       21.3
Other:                 42.0       47.0       52.9       66.6       33.1       42.9       40.9       57.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  : 1,419,532:   292,945    115,228    363,063    667,740    885,414  1,323,747  1,363,704:    95,785     55,828
Old  : 1,419,532:   292,945    115,228    363,063    667,740    885,414  1,323,747  1,363,704:    95,785     55,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    63,298:    14,745     -5,248     10,619     41,191     60,549     66,556     65,921:    -3,258     -2,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        8.1       25.6       47.0       62.4       93.3       96.1:       6.7        3.9
Old  :     100.0:      20.6        8.1       25.6       47.0       62.4       93.3       96.1:       6.7        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  :       298:       117         55        117        107         95        277        223:
Old  :       298:       117         55        117        107         95        277        223:
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  :                 14.6       22.4       23.7       34.9        8.0       15.8       12.7       24.3
Old  :                 14.6       22.4       23.7       34.9        8.0       15.8       12.7       24.3
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 28, 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  :   371,430:    54,773     27,642    126,310    177,644    210,741    358,727    364,692:    12,703      6,738
Old  :   309,750:    54,933     38,324    102,054    141,242    163,323    298,229    303,701:    11,521      6,049
Other:    61,680:    14,427      3,905      9,669     36,402     47,418     60,499     60,992:     1,181        688
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    16,655:    -3,742      5,991      7,974     13,209      3,252     17,441     17,218:      -786       -563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        7.4       34.0       47.8       56.7       96.6       98.2:       3.4        1.8
Old  :     100.0:      17.7       12.4       32.9       45.6       52.7       96.3       98.0:       3.7        2.0
Other:     100.0:      23.4        6.3       15.7       59.0       76.9       98.1       98.9:       1.9        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       160        100        165        144        130        385        331:
Old  :       436:       159        109        158        143        129        377        328:
Other:       186:        38         33         33         87         75        147        121:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       19.6       24.3       30.2        5.9        8.8       10.6       14.4
Old  :                 13.1       21.0       21.8       30.6        7.0       11.1       12.0       16.2
Other:                 33.7       29.6       47.7       43.8       26.0       25.8       32.5       35.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :    36,008:    28,316     11,881      2,489      2,016     20,062     32,821     34,431:     3,187      1,577
Old  :    36,008:    28,316     11,881      2,489      2,016     20,062     32,821     34,431:     3,187      1,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :       121:     2,982       -513       -491     -2,563      1,490        -72        486:       193       -365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.6       33.0        6.9        5.6       55.7       91.1       95.6:       8.9        4.4
Old  :     100.0:      78.6       33.0        6.9        5.6       55.7       91.1       95.6:       8.9        4.4
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  :        94:        59         24         11          6          7         68         39:
Old  :        94:        59         24         11          6          7         68         39:
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  :                 36.9       65.9       57.2       83.4       35.8       65.1       54.9       79.8
Old  :                 36.9       65.9       57.2       83.4       35.8       65.1       54.9       79.8
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 28, 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  :   197,230:    10,511     53,312     19,636    166,071    122,418    196,217    195,366:     1,013      1,865
Old  :   155,188:    11,146     53,183     15,252    127,838     85,616    154,235    154,051:       953      1,137
Other:    42,042:     2,823      3,587        925     38,233     36,802     41,982     41,315:        60        727
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     4,827:    -2,813     13,808     -3,097     10,607     -5,420      4,697      5,291:       130       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       27.0       10.0       84.2       62.1       99.5       99.1:       0.5        0.9
Old  :     100.0:       7.2       34.3        9.8       82.4       55.2       99.4       99.3:       0.6        0.7
Other:     100.0:       6.7        8.5        2.2       90.9       87.5       99.9       98.3:       0.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        41         96         35         42         62        108        173:
Old  :       189:        39         83         33         38         52        102        145:
Other:        84:         8         38         10         15         30         30         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  :                 55.3       32.9       77.8       48.4       46.7       31.0       61.2       42.4
Old  :                 55.7       28.0       75.3       45.9       51.8       27.5       62.4       41.8
Other:                 79.6       65.6       95.6       81.7       79.4       62.4       92.6       77.7
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   378,236:    58,339     10,854      1,281    308,964    360,568    368,584    372,703:     9,652      5,533
Old  :   378,236:    58,339     10,854      1,281    308,964    360,568    368,584    372,703:     9,652      5,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     9,873:     2,561         18        255      7,065     10,125      9,881     10,398:        -8       -525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        2.9        0.3       81.7       95.3       97.4       98.5:       2.6        1.5
Old  :     100.0:      15.4        2.9        0.3       81.7       95.3       97.4       98.5:       2.6        1.5
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  :       181:        43         12          9         93         71        138         90:
Old  :       181:        43         12          9         93         71        138         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  :                 27.7       50.1       38.8       68.6       26.9       50.1       37.1       68.5
Old  :                 27.7       50.1       38.8       68.6       26.9       50.1       37.1       68.5
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 28, 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  : 1,565,960:   298,886     56,880     10,452  1,219,091  1,485,493  1,528,429  1,552,825:    37,531     13,135
Old  : 1,565,960:   298,886     56,880     10,452  1,219,091  1,485,493  1,528,429  1,552,825:    37,531     13,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    20,252:    10,843      4,515       -797     15,885     19,992     25,931     23,710:    -5,679     -3,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        3.6        0.7       77.8       94.9       97.6       99.2:       2.4        0.8
Old  :     100.0:      19.1        3.6        0.7       77.8       94.9       97.6       99.2:       2.4        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  :       440:       136         45         29        215        124        363        186:
Old  :       440:       136         45         29        215        124        363        186:
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  :                 21.6       56.5       30.4       73.6       21.4       56.3       29.2       73.2
Old  :                 21.6       56.5       30.4       73.6       21.4       56.3       29.2       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 31, 2020