COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   265,593:    68,309     34,263     64,746    119,724    157,572    252,779    256,581:    12,814      9,012
Old  :   229,003:    66,037     38,898     57,563     94,069    124,591    217,669    221,052:    11,334      7,951
Other:    36,590:     8,675      1,768        780     25,655     32,981     35,110     35,529:     1,480      1,061
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     7,575:     5,020      2,837       -478      4,623      5,035      9,165      7,394:    -1,590        181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       12.9       24.4       45.1       59.3       95.2       96.6:       4.8        3.4
Old  :     100.0:      28.8       17.0       25.1       41.1       54.4       95.1       96.5:       4.9        3.5
Other:     100.0:      23.7        4.8        2.1       70.1       90.1       96.0       97.1:       4.0        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:       111         86        102         56         70        230        208:
Old  :       286:       109         88         93         49         66        214        201:
Other:       113:        32         20         11         36         37         74         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       26.9       28.6       36.0       13.0       14.9       18.4       22.8
Old  :                 17.4       30.2       25.4       38.4       14.1       21.0       20.4       27.8
Other:                 50.9       51.0       68.0       74.1       49.6       50.6       63.8       73.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    19,964:     4,083     10,283        807      9,668      6,093     14,558     17,183:     5,406      2,781
Old  :    19,739:     4,083     10,283        807      9,453      5,900     14,343     16,990:     5,396      2,749
Other:       225:         0          0          0        215        193        215        193:        10         32
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :       584:       -75        564         77        604        123        606        764:       -22       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       51.5        4.0       48.4       30.5       72.9       86.1:      27.1       13.9
Old  :     100.0:      20.7       52.1        4.1       47.9       29.9       72.7       86.1:      27.3       13.9
Other:     100.0:       0.0        0.0        0.0       95.6       85.8       95.6       85.8:       4.4       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        24         35         14         25         10         58         55:
Old  :        93:        24         35         14         25         10         58         55:
Other:         5:         0          0          0          3          2          3          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       34.2       34.9       49.5       23.3       34.2       34.9       49.3
Old  :                 22.8       33.7       34.6       49.1       22.8       33.7       34.6       48.9
Other:                 95.6       85.8       95.6       85.8       95.6       85.8       95.6       85.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   340,187:   118,257     52,199    100,100    105,458    176,078    323,815    328,377:    16,372     11,810
Old  :   270,216:   114,339     56,684     77,185     67,563    125,046    259,087    258,915:    11,129     11,301
Other:    69,971:    17,857      9,454      8,976     37,895     51,032     64,728     69,462:     5,243        509
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    15,717:     8,911       -266      5,836      1,052      9,112     15,799     14,682:       -82      1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       15.3       29.4       31.0       51.8       95.2       96.5:       4.8        3.5
Old  :     100.0:      42.3       21.0       28.6       25.0       46.3       95.9       95.8:       4.1        4.2
Other:     100.0:      25.5       13.5       12.8       54.2       72.9       92.5       99.3:       7.5        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:       110         54        102         57         55        231        169:
Old  :       252:       107         70         91         55         54        218        166:
Other:       103:        40         19         18         36         22         85         51:
     :----------------------------------------------------------------------------------------------------
     :             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       27.6       24.9       39.1       13.6       20.4       19.8       27.9
Old  :                 15.5       24.4       24.9       35.9       13.4       18.9       20.5       25.7
Other:                 41.5       48.4       52.7       68.5       34.0       44.2       41.6       59.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  : 1,172,016:   298,975    133,622    229,400    551,093    757,644  1,079,468  1,120,666:    92,548     51,350
Old  : 1,172,016:   298,975    133,622    229,400    551,093    757,644  1,079,468  1,120,666:    92,548     51,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    50,588:    17,859     -1,920       -195     35,099     54,428     52,763     52,313:    -2,175     -1,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       11.4       19.6       47.0       64.6       92.1       95.6:       7.9        4.4
Old  :     100.0:      25.5       11.4       19.6       47.0       64.6       92.1       95.6:       7.9        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  :       288:       110         51        101        102         88        261        202:
Old  :       288:       110         51        101        102         88        261        202:
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  :                 14.8       25.4       24.8       38.7        9.6       19.3       15.3       27.8
Old  :                 14.8       25.4       24.8       38.7        9.6       19.3       15.3       27.8
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 - Futures Only, 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  :   292,325:    61,695     29,159     74,275    144,736    182,697    280,706    286,131:    11,619      6,194
Old  :   240,039:    58,939     37,578     57,556    113,052    139,383    229,547    234,517:    10,492      5,522
Other:    52,286:    14,228      3,053      5,247     31,684     43,314     51,159     51,614:     1,127        672
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     9,124:      -777      8,181      1,960      8,890       -423     10,073      9,718:      -949       -594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       10.0       25.4       49.5       62.5       96.0       97.9:       4.0        2.1
Old  :     100.0:      24.6       15.7       24.0       47.1       58.1       95.6       97.7:       4.4        2.3
Other:     100.0:      27.2        5.8       10.0       60.6       82.8       97.8       98.7:       2.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       147         88        128        139        121        355        288:
Old  :       412:       148         98        117        137        120        342        285:
Other:       182:        40         27         24         84         73        136        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       20.3       22.2       30.6        7.5       11.2       13.3       18.5
Old  :                 11.8       20.7       20.3       30.4        9.1       13.9       15.4       20.7
Other:                 33.3       32.8       49.0       47.6       28.8       30.4       36.5       41.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    36,000:    28,316     11,883      2,485      2,014     20,061     32,815     34,429:     3,185      1,571
Old  :    36,000:    28,316     11,883      2,485      2,014     20,061     32,815     34,429:     3,185      1,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :       122:     2,982       -511       -495     -2,562      1,490        -75        484:       197       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.7       33.0        6.9        5.6       55.7       91.2       95.6:       8.8        4.4
Old  :     100.0:      78.7       33.0        6.9        5.6       55.7       91.2       95.6:       8.8        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  :        91:        57         23         11          6          7         66         38:
Old  :        91:        57         23         11          6          7         66         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  :                 36.9       65.9       57.2       83.4       35.8       65.2       54.9       79.8
Old  :                 36.9       65.9       57.2       83.4       35.8       65.2       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 - Futures Only, 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  :   191,502:    12,824     52,991     15,946    161,835    120,855    190,605    189,792:       897      1,710
Old  :   150,469:    13,727     53,065     11,829    124,057     84,551    149,613    149,445:       856      1,024
Other:    41,033:     2,841      3,670        373     37,778     36,304     40,992     40,347:        41        686
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     3,560:    -2,144     13,698     -3,945      9,503     -5,709      3,414      4,044:       146       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       27.7        8.3       84.5       63.1       99.5       99.1:       0.5        0.9
Old  :     100.0:       9.1       35.3        7.9       82.4       56.2       99.4       99.3:       0.6        0.7
Other:     100.0:       6.9        8.9        0.9       92.1       88.5       99.9       98.3:       0.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        41         93         34         36         55        100        164:
Old  :       177:        40         78         30         33         46         95        134:
Other:        80:         8         37          7         11         28         23         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.0       33.8       77.8       49.8       48.0       31.9       61.3       43.6
Old  :                 56.9       28.8       76.6       47.3       52.7       28.3       62.5       43.1
Other:                 81.6       67.2       97.0       82.5       81.4       63.9       94.4       79.2
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, 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 - Futures Only, 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