COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      214,041
COMMITMENTS
  54,614   34,348   46,607   97,374  124,069  198,595  205,024   15,446    9,017

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      7,940)
   4,677   -8,531    5,535   -3,461   13,192    6,751   10,196    1,189   -2,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     16.0     21.8     45.5     58.0     92.8     95.8      7.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
     102       85       85       59       67      209      200                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       17,422
COMMITMENTS
   3,775    8,388      447    8,848    6,764   13,070   15,599    4,352    1,823

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -2,376)
     205   -1,826     -921   -1,451    1,034   -2,167   -1,713     -209     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     48.1      2.6     50.8     38.8     75.0     89.5     25.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       26        9       26       13       55       46                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      288,731
COMMITMENTS
  88,886   47,080   79,921  107,570  152,823  276,377  279,824   12,354    8,907

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -35,982)
 -20,100   -3,389  -17,847    2,584  -14,092  -35,363  -35,328     -619     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     16.3     27.7     37.3     52.9     95.7     96.9      4.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      93       52       80       57       47      197      146                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      995,824
COMMITMENTS
 232,379  169,879  198,973  474,225  570,768  905,577  939,620   90,247   56,204

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -7,754)
  -6,286  -16,696   -2,863     -160    7,565   -9,309  -11,994    1,555    4,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     17.1     20.0     47.6     57.3     90.9     94.4      9.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      89       62       92       89       83      227      197                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      276,599
COMMITMENTS
  71,377   24,380   66,665  127,762  177,726  265,804  268,771   10,795    7,828

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,756)
   1,560     -576    1,392     -397    1,924    2,555    2,740      201       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      8.8     24.1     46.2     64.3     96.1     97.2      3.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     139       88      121      130      121      338      284                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,976
COMMITMENTS
  24,038   10,807    2,040    4,536   18,418   30,614   31,265    2,362    1,711

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         79)
     990     -545      488     -958      121      520       64     -441       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.9     32.8      6.2     13.8     55.9     92.8     94.8      7.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      52       28       11        5        6       59       43                  
 
 
CANOLA - ICE FUTURES U.S.                                            Code-135731
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(20 Metric Tonnes)                                   OPEN INTEREST:      176,731
COMMITMENTS
   8,813   62,871   14,202  152,859   97,882  175,874  174,955      857    1,776

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -15,545)
     772  -12,126      -72  -16,151   -3,400  -15,451  -15,598      -94       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     35.6      8.0     86.5     55.4     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      38       97       28       41       54      101      161                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      383,301
COMMITMENTS
  64,498   20,612    4,340  305,766  352,818  374,604  377,770    8,697    5,531

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -59,660)
  -2,748     -384   -1,110  -52,833  -54,660  -56,691  -56,154   -2,969   -3,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      5.4      1.1     79.8     92.0     97.7     98.6      2.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      39       20       10       87       71      130       97                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 12/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,455,018
COMMITMENTS
 290,636   58,185   12,822  1119888  1373264  1423346  1444271   31,672   10,747

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:   -201,974)
   1,835  -10,728   -6,362 -142,235 -141,135 -146,762 -158,225  -55,212  -43,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      4.0      0.9     77.0     94.4     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     136       45       31      214      122      363      185                  



Updated December 30, 2019