COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      250,573
COMMITMENTS
  56,214   31,739   67,962  108,277  141,124  232,454  240,825   18,119    9,748

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      7,739)
   3,981   -5,599    3,590   -1,640   11,885    5,931    9,876    1,808   -2,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     12.7     27.1     43.2     56.3     92.8     96.1      7.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     119       91      101       68       74      241      222                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       20,824
COMMITMENTS
   2,936    8,408    2,449   10,835    8,084   16,219   18,940    4,605    1,884

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -4,640)
    -489   -1,439   -2,296   -1,576     -223   -4,362   -3,958     -279     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     40.4     11.8     52.0     38.8     77.9     91.0     22.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       26       13       30       15       59       52                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      325,604
COMMITMENTS
  86,887   43,433  104,308  121,450  168,638  312,645  316,378   12,960    9,226

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -36,320)
 -21,116   -1,376  -17,848    3,141  -16,246  -35,823  -35,469     -497     -851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     13.3     32.0     37.3     51.8     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
     102       52       96       57       47      206      161                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:    1,170,963
COMMITMENTS
 223,032  166,137  290,600  562,353  654,514  1075985  1111251   94,979   59,713

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,788)
  -6,518  -16,045      683    5,518   12,246     -316   -3,116    2,104    4,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     14.2     24.8     48.0     55.9     91.9     94.9      8.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      96       63      105       97       91      246      211                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      355,400
COMMITMENTS
  67,026   20,221  120,430  156,446  205,892  343,902  346,543   11,499    8,857

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,568)
   2,045   -1,173      949   -1,533    2,011    1,460    1,787      107     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      5.7     33.9     44.0     57.9     96.8     97.5      3.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     148      102      161      137      132      372      326                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       33,054
COMMITMENTS
  24,038   10,808    2,112    4,538   18,419   30,688   31,339    2,366    1,715

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         91)
     990     -546      499     -957      121      532       74     -441       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.7     32.7      6.4     13.7     55.7     92.8     94.8      7.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      54       29       13        5        7       62       46                  
 
 
CANOLA - ICE FUTURES U.S.                                            Code-135731
OPTION AND FUTURES COMBINED 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:      179,480
COMMITMENTS
   8,006   62,898   15,846  154,617   98,887  178,469  177,631    1,011    1,849

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -18,518)
   1,062  -12,224   -1,685  -17,823   -4,632  -18,446  -18,541      -72       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     35.0      8.8     86.1     55.1     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      39       99       31       47       61      110      171                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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