COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   317,546:   112,131     17,136     69,200    118,723    219,379    300,054    305,716:    17,491     11,829
Old  :   295,493:   104,807     20,181     64,596    110,233    199,043    279,635    283,820:    15,858     11,673
Other:    22,053:    11,396      1,027        533      8,490     20,337     20,419     21,897:     1,634        156
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :   -12,952:   -12,570      3,887      1,378      1,466    -19,695     -9,726    -14,430:    -3,226      1,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        5.4       21.8       37.4       69.1       94.5       96.3:       5.5        3.7
Old  :     100.0:      35.5        6.8       21.9       37.3       67.4       94.6       96.0:       5.4        4.0
Other:     100.0:      51.7        4.7        2.4       38.5       92.2       92.6       99.3:       7.4        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       161         59        100         72         74        268        208:
Old  :       314:       149         71         94         71         73        259        207:
Other:        81:        32          8         10         25         25         60         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       32.8       22.2       44.9        9.8       26.8       15.0       36.1
Old  :                 14.2       34.1       21.6       44.6       10.3       28.8       15.9       36.5
Other:                 46.6       60.1       59.7       82.7       44.6       59.9       56.7       82.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,386:     4,978        590      1,398      4,232     10,750     10,608     12,738:     2,778        649
Old  :    11,654:     4,874        673        974      3,405      9,532      9,252     11,179:     2,401        475
Other:     1,733:       191          3        338        827      1,218      1,356      1,559:       377        174
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :      -240:       -92        -30       -148        -13        -57       -252       -236:        12         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        4.4       10.4       31.6       80.3       79.2       95.2:      20.8        4.8
Old  :     100.0:      41.8        5.8        8.4       29.2       81.8       79.4       95.9:      20.6        4.1
Other:     100.0:      11.0        0.2       19.5       47.7       70.3       78.2       89.9:      21.8       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        33          5          8         22         17         59         28:
Old  :        66:        34          6          6         19         16         55         26:
Other:        30:         9          2          7         15          8         26         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       58.8       34.7       74.7       19.8       53.1       33.0       68.7
Old  :                 22.5       62.2       39.3       79.1       22.5       56.3       37.4       73.1
Other:                 29.9       65.6       49.9       79.8       29.6       63.2       41.9       68.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   271,891:    64,000     44,497     57,048    139,583    161,220    260,631    262,764:    11,260      9,127
Old  :   246,554:    64,459     39,966     55,700    115,414    141,937    235,573    237,603:    10,981      8,951
Other:    25,338:        38      5,027        851     24,169     19,283     25,059     25,162:       279        176
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :     5,517:      -268      2,617      2,638      3,827        249      6,197      5,505:      -680         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       16.4       21.0       51.3       59.3       95.9       96.6:       4.1        3.4
Old  :     100.0:      26.1       16.2       22.6       46.8       57.6       95.5       96.4:       4.5        3.6
Other:     100.0:       0.1       19.8        3.4       95.4       76.1       98.9       99.3:       1.1        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        76         73         82         58         49        183        162:
Old  :       220:        79         70         81         56         49        180        161:
Other:        53:         5         14          8         21         20         32         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       24.9       33.5       37.1       12.8       10.7       21.0       17.8
Old  :                 18.1       24.2       29.3       35.1       11.7       11.2       19.5       18.6
Other:                 84.5       66.1       90.8       81.7       82.5       62.4       86.0       76.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,101,439:   289,527     40,408    229,063    491,589    781,972  1,010,178  1,051,443:    91,261     49,996
Old  : 1,101,439:   289,527     40,408    229,063    491,589    781,972  1,010,178  1,051,443:    91,261     49,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :  -137,599:    -8,208     -2,340    -57,610    -62,972    -71,390   -128,790   -131,341:    -8,808     -6,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        3.7       20.8       44.6       71.0       91.7       95.5:       8.3        4.5
Old  :     100.0:      26.3        3.7       20.8       44.6       71.0       91.7       95.5:       8.3        4.5
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  :       238:       103         30         75         89         84        217        167:
Old  :       238:       103         30         75         89         84        217        167:
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  :                 11.0       22.0       20.3       36.9        9.6       19.6       16.3       29.8
Old  :                 11.0       22.0       20.3       36.9        9.6       19.6       16.3       29.8
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, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   350,639:    69,973     17,407    126,510    142,737    199,334    339,220    343,252:    11,419      7,387
Old  :   327,685:    69,707     27,659    113,351    133,721    179,847    316,780    320,858:    10,905      6,828
Other:    22,953:    11,298        780      2,126      9,015     19,487     22,440     22,394:       513        559
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :      -398:     1,305       -568        -20     -1,432       -119       -147       -707:      -252        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        5.0       36.1       40.7       56.8       96.7       97.9:       3.3        2.1
Old  :     100.0:      21.3        8.4       34.6       40.8       54.9       96.7       97.9:       3.3        2.1
Other:     100.0:      49.2        3.4        9.3       39.3       84.9       97.8       97.6:       2.2        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       180         74        149        132        134        376        307:
Old  :       429:       175         82        146        128        133        371        304:
Other:       118:        24         11         14         59         50         87         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  :                 15.4       21.7       25.4       33.5        7.7       14.7       12.3       19.7
Old  :                 16.1       20.6       26.6       33.0        8.2       13.5       13.2       19.0
Other:                 40.1       46.0       56.9       58.5       39.2       39.9       50.5       52.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :    45,972:    36,883     11,805      1,208        868     31,245     38,959     44,258:     7,014      1,715
Old  :    45,972:    36,883     11,805      1,208        868     31,245     38,959     44,258:     7,014      1,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :     1,532:     2,078      1,244          9       -379        250      1,709      1,503:      -177         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.2       25.7        2.6        1.9       68.0       84.7       96.3:      15.3        3.7
Old  :     100.0:      80.2       25.7        2.6        1.9       68.0       84.7       96.3:      15.3        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  :       120:        79         33          8          4          6         86         44:
Old  :       120:        79         33          8          4          6         86         44:
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  :                 39.2       72.4       57.0       80.3       37.2       72.2       55.0       80.0
Old  :                 39.2       72.4       57.0       80.3       37.2       72.2       55.0       80.0
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, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (20 Metric Tonnes)                                                         :
     :          :                                                                            :
All  :   232,973:    47,329     13,200     28,098    154,415    190,313    229,841    231,611:     3,132      1,362
Old  :   229,888:    47,681     12,989     27,448    151,962    188,166    227,091    228,603:     2,797      1,285
Other:     3,085:       201        764         96      2,453      2,148      2,750      3,008:       335         77
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :   -11,394:      -285     -2,009       -998     -9,165     -8,279    -10,448    -11,287:      -946       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        5.7       12.1       66.3       81.7       98.7       99.4:       1.3        0.6
Old  :     100.0:      20.7        5.7       11.9       66.1       81.9       98.8       99.4:       1.2        0.6
Other:     100.0:       6.5       24.8        3.1       79.5       69.6       89.1       97.5:      10.9        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       117         79         54         75         74        206        197:
Old  :       304:       116         78         52         73         74        202        195:
Other:        43:         7         11          5         11         19         22         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.5       34.5       59.6       52.9       34.4       32.1       47.8       48.9
Old  :                 40.2       34.9       59.5       53.2       34.0       32.5       47.5       49.3
Other:                 71.0       53.5       80.2       73.1       71.0       49.9       76.4       66.5
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   389,857:    31,361      7,913      1,515    346,924    375,764    379,800    385,192:    10,057      4,665
Old  :   389,857:    31,361      7,913      1,515    346,924    375,764    379,800    385,192:    10,057      4,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :   -58,905:    -3,776        387       -154    -53,426    -55,155    -57,356    -54,922:    -1,549     -3,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        2.0        0.4       89.0       96.4       97.4       98.8:       2.6        1.2
Old  :     100.0:       8.0        2.0        0.4       89.0       96.4       97.4       98.8:       2.6        1.2
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  :       188:        33          9          8        108         85        144         99:
Old  :       188:        33          9          8        108         85        144         99:
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  :                 28.3       37.7       41.5       55.1       23.2       37.5       35.3       54.6
Old  :                 28.3       37.7       41.5       55.1       23.2       37.5       35.3       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.                                                             Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2021                        
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,068,835:   150,066     54,188      8,094    882,967    990,774  1,041,127  1,053,056:    27,708     15,779
Old  : 1,068,835:   150,066     54,188      8,094    882,967    990,774  1,041,127  1,053,056:    27,708     15,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2021                   :
     :  -259,033:     8,312    -24,857    -23,979   -187,117   -168,160   -202,784   -216,996:   -56,249    -42,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        5.1        0.8       82.6       92.7       97.4       98.5:       2.6        1.5
Old  :     100.0:      14.0        5.1        0.8       82.6       92.7       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  :       384:        74         35         20        219        150        300        198:
Old  :       384:        74         35         20        219        150        300        198:
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  :                 16.5       33.8       24.6       51.7       14.9       33.6       22.2       50.2
Old  :                 16.5       33.8       24.6       51.7       14.9       33.6       22.2       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 24, 2021