COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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  :   222,600:    59,654     31,001     52,646     97,382    127,804    209,683    211,450:    12,917     11,150
Old  :   168,007:    54,519     36,014     38,026     65,055     85,024    157,600    159,063:    10,407      8,944
Other:    54,593:    14,191      4,042      5,565     32,327     42,780     52,082     52,387:     2,511      2,206
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -9,928:    -4,541      4,294     -4,137      1,725    -10,009     -6,954     -9,852:    -2,974        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       13.9       23.7       43.7       57.4       94.2       95.0:       5.8        5.0
Old  :     100.0:      32.5       21.4       22.6       38.7       50.6       93.8       94.7:       6.2        5.3
Other:     100.0:      26.0        7.4       10.2       59.2       78.4       95.4       96.0:       4.6        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:       123         85        101         64         66        236        210:
Old  :       286:       123         82         87         57         59        217        194:
Other:       140:        39         36         32         51         44        111         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       24.3       22.3       35.0       14.4       20.3       21.2       29.9
Old  :                 14.7       27.3       22.2       35.9       14.7       24.6       21.9       31.9
Other:                 29.2       38.9       45.9       61.7       27.8       38.3       43.8       59.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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  :    19,862:     3,118      9,324      2,159     11,031      6,445     16,307     17,928:     3,555      1,934
Old  :    19,443:     3,123      9,322      2,131     10,684      6,091     15,937     17,544:     3,506      1,900
Other:       419:         0          8         23        347        354        370        385:        48         34
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -2,827:       -93       -176     -1,059       -583       -904     -1,736     -2,140:    -1,091       -687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       46.9       10.9       55.5       32.5       82.1       90.3:      17.9        9.7
Old  :     100.0:      16.1       47.9       11.0       54.9       31.3       82.0       90.2:      18.0        9.8
Other:     100.0:       0.0        1.8        5.5       82.9       84.6       88.4       91.9:      11.6        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        23         29         14         26         12         58         51:
Old  :        87:        23         29         14         26         12         58         51:
Other:         9:         0          3          2          4          2          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       36.7       38.0       51.5       24.7       35.8       37.6       49.0
Old  :                 24.7       35.6       37.3       50.8       24.2       34.8       36.9       48.3
Other:                 86.0       91.3       88.4       91.9       82.9       86.2       82.9       86.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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  :   391,178:   134,606     53,557    128,463    113,756    196,902    376,824    378,922:    14,354     12,256
Old  :   305,157:   127,364     61,915     95,506     72,837    136,592    295,707    294,013:     9,450     11,144
Other:    86,021:    27,906     12,306     12,292     40,919     60,311     81,117     84,909:     4,904      1,112
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       857:       399        281        173      1,217      1,343      1,788      1,796:      -931       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       13.7       32.8       29.1       50.3       96.3       96.9:       3.7        3.1
Old  :     100.0:      41.7       20.3       31.3       23.9       44.8       96.9       96.3:       3.1        3.7
Other:     100.0:      32.4       14.3       14.3       47.6       70.1       94.3       98.7:       5.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:       109         75        110         51         49        227        186:
Old  :       264:       102         91         97         49         47        215        178:
Other:       119:        51         21         23         40         27        101         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       27.8       28.4       40.3       12.4       17.4       19.1       25.6
Old  :                 18.2       26.2       29.4       39.0       12.9       18.3       20.5       23.8
Other:                 38.3       42.9       51.3       65.7       28.6       39.0       39.4       54.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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  : 1,383,663:   334,714    106,350    336,114    612,994    888,677  1,283,822  1,331,141:    99,841     52,521
Old  : 1,383,663:   334,714    106,350    336,114    612,994    888,677  1,283,822  1,331,141:    99,841     52,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   -34,395:    21,068     -5,098        854    -42,954    -30,135    -21,032    -34,379:   -13,363        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        7.7       24.3       44.3       64.2       92.8       96.2:       7.2        3.8
Old  :     100.0:      24.2        7.7       24.3       44.3       64.2       92.8       96.2:       7.2        3.8
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  :       288:       122         48        111         98         87        268        207:
Old  :       288:       122         48        111         98         87        268        207:
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  :                 12.8       22.6       21.5       36.9        8.6       17.3       14.5       25.4
Old  :                 12.8       22.6       21.5       36.9        8.6       17.3       14.5       25.4
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, February 25, 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  :   359,025:    48,927     53,624    115,365    182,047    183,171    346,339    352,160:    12,686      6,865
Old  :   273,919:    51,332     65,078     79,923    131,638    122,774    262,893    267,774:    11,026      6,144
Other:    85,106:    16,252      7,203     16,785     50,409     60,398     83,446     84,386:     1,660        720
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     3,265:    -1,921     -2,337      9,655     -4,603     -4,688      3,131      2,630:       134        635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       14.9       32.1       50.7       51.0       96.5       98.1:       3.5        1.9
Old  :     100.0:      18.7       23.8       29.2       48.1       44.8       96.0       97.8:       4.0        2.2
Other:     100.0:      19.1        8.5       19.7       59.2       71.0       98.0       99.2:       2.0        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       432:       156        103        162        138        127        371        330:
Old  :       424:       152        110        145        138        120        359        312:
Other:       217:        54         39         42        102         76        178        135:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       17.7       25.5       28.6        5.9        8.3       10.8       14.8
Old  :                 14.2       18.8       22.6       28.6        7.2       10.5       11.9       17.1
Other:                 31.3       27.9       42.6       42.5       18.6       22.9       26.8       30.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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  :    47,901:    39,762     14,688      1,469      3,165     29,970     44,396     46,127:     3,504      1,774
Old  :    47,901:    39,762     14,688      1,469      3,165     29,970     44,396     46,127:     3,504      1,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :      -575:      -638     -1,484         60         -4      1,050       -581       -374:         7       -201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.0       30.7        3.1        6.6       62.6       92.7       96.3:       7.3        3.7
Old  :     100.0:      83.0       30.7        3.1        6.6       62.6       92.7       96.3:       7.3        3.7
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  :       101:        69         24         11          4          6         76         38:
Old  :       101:        69         24         11          4          6         76         38:
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  :                 43.6       71.8       63.7       86.7       43.1       70.2       61.8       85.2
Old  :                 43.6       71.8       63.7       86.7       43.1       70.2       61.8       85.2
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, February 25, 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  :   184,078:     8,185     85,236     16,123    158,549     81,211    182,857    182,571:     1,221      1,508
Old  :   139,498:     9,506     84,116      9,780    119,085     44,568    138,371    138,464:     1,126      1,034
Other:    44,581:     4,203      6,644        819     39,464     36,644     44,486     44,107:        95        474
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -9,579:      -218      3,867     -3,618     -5,764     -9,480     -9,600     -9,230:        21       -349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       46.3        8.8       86.1       44.1       99.3       99.2:       0.7        0.8
Old  :     100.0:       6.8       60.3        7.0       85.4       31.9       99.2       99.3:       0.8        0.7
Other:     100.0:       9.4       14.9        1.8       88.5       82.2       99.8       98.9:       0.2        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        40        102         31         41         53        106        167:
Old  :       193:        41         92         26         37         39         98        139:
Other:        85:         8         33          7         17         34         30         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.4       30.5       77.6       43.7       53.1       24.1       62.5       36.0
Old  :                 56.1       25.7       77.4       41.5       53.1       25.7       67.7       39.6
Other:                 81.0       61.5       94.6       78.8       80.8       59.2       92.1       74.5
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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  :   377,848:    42,746     12,445        949    324,138    359,467    367,833    372,861:    10,015      4,987
Old  :   377,848:    42,746     12,445        949    324,138    359,467    367,833    372,861:    10,015      4,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     6,670:    -2,946     -4,522        276      8,414     11,707      5,744      7,461:       926       -791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        3.3        0.3       85.8       95.1       97.3       98.7:       2.7        1.3
Old  :     100.0:      11.3        3.3        0.3       85.8       95.1       97.3       98.7:       2.7        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  :       181:        34         14          8         98         75        135         94:
Old  :       181:        34         14          8         98         75        135         94:
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  :                 30.5       50.9       41.3       69.0       29.6       50.8       40.2       68.9
Old  :                 30.5       50.9       41.3       69.0       29.6       50.8       40.2       68.9
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, February 25, 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  : 1,536,132:   271,971    101,366      8,746  1,224,043  1,413,206  1,504,760  1,523,318:    31,372     12,814
Old  : 1,536,132:   271,971    101,366      8,746  1,224,043  1,413,206  1,504,760  1,523,318:    31,372     12,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    28,427:    13,436     39,020     -1,296     29,736    -10,841     41,876     26,883:   -13,449      1,544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        6.6        0.6       79.7       92.0       98.0       99.2:       2.0        0.8
Old  :     100.0:      17.7        6.6        0.6       79.7       92.0       98.0       99.2:       2.0        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  :       445:       122         50         25        222        140        355        204:
Old  :       445:       122         50         25        222        140        355        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       52.4       31.1       68.5       20.5       52.2       28.9       68.2
Old  :                 20.8       52.4       31.1       68.5       20.5       52.2       28.9       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 28, 2020