COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 17, 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  :   211,258:    45,828     49,696     33,706    122,026    116,571    201,560    199,973:     9,698     11,285
Old  :   147,867:    36,289     52,063     24,214     80,415     62,398    140,918    138,675:     6,949      9,192
Other:    63,391:    18,050      6,144        981     41,611     54,173     60,642     61,298:     2,749      2,093
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :       455:    -3,735      4,109     -5,969     10,755      2,201      1,051        341:      -596        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       23.5       16.0       57.8       55.2       95.4       94.7:       4.6        5.3
Old  :     100.0:      24.5       35.2       16.4       54.4       42.2       95.3       93.8:       4.7        6.2
Other:     100.0:      28.5        9.7        1.5       65.6       85.5       95.7       96.7:       4.3        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        70         96         78         61         65        178        199:
Old  :       250:        71         95         59         48         60        150        185:
Other:       144:        44         32         16         47         36         97         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       24.7       36.4       34.1       15.5       13.9       22.7       22.3
Old  :                 31.5       17.9       40.5       28.3       19.6       10.7       27.1       18.2
Other:                 27.8       49.6       42.0       70.9       27.8       47.2       42.0       68.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 17, 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  :    16,180:     4,405      8,153        333      9,057      6,392     13,795     14,878:     2,385      1,302
Old  :    15,704:     4,375      8,153        333      8,629      5,932     13,337     14,418:     2,367      1,286
Other:       476:        30          0          0        428        460        458        460:        18         16
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    -1,478:      -732     -1,461        -50       -238        548     -1,020       -963:      -458       -515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       50.4        2.1       56.0       39.5       85.3       92.0:      14.7        8.0
Old  :     100.0:      27.9       51.9        2.1       54.9       37.8       84.9       91.8:      15.1        8.2
Other:     100.0:       6.3        0.0        0.0       89.9       96.6       96.2       96.6:       3.8        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        29         20          6         22         10         54         36:
Old  :        79:        29         20          6         22         10         54         36:
Other:         7:         3          0          0          2          2          5          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  :                 29.0       46.2       41.6       63.9       29.0       45.7       41.6       61.6
Old  :                 27.9       44.7       40.9       62.9       27.9       44.2       40.9       60.6
Other:                 95.6       96.6       96.2       96.6       95.6       96.6       96.2       96.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 17, 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  :   271,341:    70,794     39,993     63,564    119,299    153,276    253,657    256,833:    17,684     14,508
Old  :   186,428:    67,638     42,340     36,248     68,210     94,293    172,096    172,881:    14,332     13,547
Other:    84,913:    22,563     17,060      7,909     51,089     58,983     81,561     83,952:     3,352        961
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -32,617:   -35,220     -9,839    -18,799     16,881     -8,550    -37,138    -37,188:     4,521      4,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       14.7       23.4       44.0       56.5       93.5       94.7:       6.5        5.3
Old  :     100.0:      36.3       22.7       19.4       36.6       50.6       92.3       92.7:       7.7        7.3
Other:     100.0:      26.6       20.1        9.3       60.2       69.5       96.1       98.9:       3.9        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        89         46         80         55         48        181        148:
Old  :       201:        82         52         69         53         46        169        137:
Other:       102:        29         24         13         43         22         82         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       31.1       29.5       43.8       15.2       19.9       20.6       29.6
Old  :                 16.7       28.5       26.2       40.3       11.0       21.3       16.1       28.8
Other:                 41.8       47.2       58.4       66.9       35.6       42.6       48.0       56.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 17, 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  : 1,048,963:   201,033    107,083    153,275    619,842    728,367    974,150    988,725:    74,813     60,238
Old  : 1,048,963:   201,033    107,083    153,275    619,842    728,367    974,150    988,725:    74,813     60,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -78,785:   -53,219     -9,684    -37,491     18,962    -35,944    -71,748    -83,119:    -7,037      4,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       10.2       14.6       59.1       69.4       92.9       94.3:       7.1        5.7
Old  :     100.0:      19.2       10.2       14.6       59.1       69.4       92.9       94.3:       7.1        5.7
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  :       244:        83         44         79         95         80        217        172:
Old  :       244:        83         44         79         95         80        217        172:
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  :                 15.7       27.9       25.0       41.2        9.4       17.9       15.2       25.7
Old  :                 15.7       27.9       25.0       41.2        9.4       17.9       15.2       25.7
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, March 17, 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  :   256,258:    47,428     29,481     60,756    138,267    158,499    246,451    248,736:     9,807      7,522
Old  :   174,501:    42,296     40,030     36,096     88,868     92,230    167,260    168,356:     7,241      6,145
Other:    81,757:    20,404      4,723      9,388     49,399     66,269     79,191     80,380:     2,566      1,377
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -12,548:    -3,777     -4,128     -5,441     -2,182     -3,004    -11,400    -12,573:    -1,148         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       11.5       23.7       54.0       61.9       96.2       97.1:       3.8        2.9
Old  :     100.0:      24.2       22.9       20.7       50.9       52.9       95.9       96.5:       4.1        3.5
Other:     100.0:      25.0        5.8       11.5       60.4       81.1       96.9       98.3:       3.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:       108         74        110        124        114        290        259:
Old  :       343:       103         87         85        118        106        264        239:
Other:       203:        45         34         26         95         71        151        123:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       19.2       26.0       31.5        8.1       12.5       14.4       20.4
Old  :                 14.5       21.8       24.2       33.3       10.4       15.4       17.5       24.4
Other:                 29.2       31.0       42.7       45.5       23.8       26.3       34.3       38.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 17, 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  :    25,322:    19,542     12,390        843      1,864     10,890     22,249     24,123:     3,073      1,199
Old  :    25,322:    19,542     12,390        843      1,864     10,890     22,249     24,123:     3,073      1,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   -19,629:    -6,060       -800     -2,218     -8,678    -14,538    -16,956    -17,556:    -2,673     -2,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2       48.9        3.3        7.4       43.0       87.9       95.3:      12.1        4.7
Old  :     100.0:      77.2       48.9        3.3        7.4       43.0       87.9       95.3:      12.1        4.7
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  :        65:        37         18          6          6          5         44         29:
Old  :        65:        37         18          6          6          5         44         29:
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  :                 55.1       64.2       68.6       79.4       53.4       62.1       66.5       77.3
Old  :                 55.1       64.2       68.6       79.4       53.4       62.1       66.5       77.3
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, March 17, 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  :   182,174:     9,146     69,295     15,739    156,495     95,831    181,380    180,865:       794      1,309
Old  :   132,044:    12,967     68,181      6,402    111,972     56,594    131,341    131,177:       703        867
Other:    50,130:     5,052      9,987        464     44,523     39,237     50,039     49,688:        91        442
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :    -2,819:    -2,329    -12,247      1,047     -1,316      8,522     -2,598     -2,678:      -221       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       38.0        8.6       85.9       52.6       99.6       99.3:       0.4        0.7
Old  :     100.0:       9.8       51.6        4.8       84.8       42.9       99.5       99.3:       0.5        0.7
Other:     100.0:      10.1       19.9        0.9       88.8       78.3       99.8       99.1:       0.2        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        24         96         25         32         43         76        147:
Old  :       159:        30         84         14         26         28         64        119:
Other:        77:         6         30          8         11         36         22         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  :                 64.3       34.5       80.7       50.4       64.0       32.2       72.1       45.2
Old  :                 68.7       30.1       84.0       49.0       68.7       29.6       82.2       47.6
Other:                 74.3       61.7       95.6       79.6       74.0       61.7       94.5       79.6
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, March 17, 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  :   580,094:    25,442     19,544      3,148    530,486    545,642    559,076    568,334:    21,018     11,760
Old  :   580,094:    25,442     19,544      3,148    530,486    545,642    559,076    568,334:    21,018     11,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   173,801:    -6,197      1,650      2,504    166,832    166,125    163,139    170,279:    10,662      3,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        3.4        0.5       91.4       94.1       96.4       98.0:       3.6        2.0
Old  :     100.0:       4.4        3.4        0.5       91.4       94.1       96.4       98.0:       3.6        2.0
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  :       183:        23         18          6        104         94        132        113:
Old  :       183:        23         18          6        104         94        132        113:
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  :                 33.7       46.6       46.9       62.2       25.5       35.2       36.6       46.6
Old  :                 33.7       46.6       46.9       62.2       25.5       35.2       36.6       46.6
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, March 17, 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  : 1,804,441:   217,127    111,834     23,699  1,389,910  1,584,269  1,630,736  1,719,802:   173,705     84,639
Old  : 1,804,441:   217,127    111,834     23,699  1,389,910  1,584,269  1,630,736  1,719,802:   173,705     84,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2020                       :
     :   241,308:   -32,355     15,245     15,037    125,499    148,598    108,181    178,880:   133,127     62,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        6.2        1.3       77.0       87.8       90.4       95.3:       9.6        4.7
Old  :     100.0:      12.0        6.2        1.3       77.0       87.8       90.4       95.3:       9.6        4.7
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  :       418:        83         53         28        231        167        326        237:
Old  :       418:        83         53         28        231        167        326        237:
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  :                 19.9       37.1       31.0       51.6       15.7       36.7       23.9       49.8
Old  :                 19.9       37.1       31.0       51.6       15.7       36.7       23.9       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 20, 2020