COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 12, 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  :   176,193:    45,012     43,934     25,596     94,488     96,469    165,096    165,999:    11,097     10,194
Old  :    88,674:    31,698     43,809      4,466     46,559     33,782     82,723     82,057:     5,951      6,617
Other:    87,519:    29,748     16,559      4,696     47,929     62,687     82,373     83,942:     5,146      3,577
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :       -60:       733     -2,978       -571       -781      3,743       -619        194:       559       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       24.9       14.5       53.6       54.8       93.7       94.2:       6.3        5.8
Old  :     100.0:      35.7       49.4        5.0       52.5       38.1       93.3       92.5:       6.7        7.5
Other:     100.0:      34.0       18.9        5.4       54.8       71.6       94.1       95.9:       5.9        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        72         85         66         61         63        175        178:
Old  :       223:        67         84         20         36         43        114        136:
Other:       180:        65         37         21         53         46        126         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       22.5       28.3       32.5       16.7       18.0       25.3       26.7
Old  :                 26.5       26.5       38.4       35.8       26.4       26.4       38.3       35.1
Other:                 20.8       26.8       33.3       43.6       18.8       23.9       30.3       37.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 12, 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  :     9,932:     2,269      1,862        152      5,829      7,231      8,250      9,245:     1,682        687
Old  :     9,405:     2,225      1,882        132      5,381      6,727      7,738      8,741:     1,667        664
Other:       527:        64          0          0        448        504        512        504:        15         23
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :        44:       247       -160         24       -203         46         68        -90:       -24        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       18.7        1.5       58.7       72.8       83.1       93.1:      16.9        6.9
Old  :     100.0:      23.7       20.0        1.4       57.2       71.5       82.3       92.9:      17.7        7.1
Other:     100.0:      12.1        0.0        0.0       85.0       95.6       97.2       95.6:       2.8        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        18         13          6         18         11         40         26:
Old  :        57:        18         13          4         18         11         38         26:
Other:        11:         6          0          0          3          2          9          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  :                 29.5       60.1       47.5       76.7       29.5       60.1       47.5       76.7
Old  :                 31.1       58.1       48.6       75.6       31.1       58.1       48.6       75.6
Other:                 91.5       95.6       96.6       95.6       91.5       95.6       96.6       95.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 12, 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  :   221,426:    55,441     50,435     36,279    117,941    126,861    209,661    213,575:    11,765      7,851
Old  :   127,422:    53,138     45,331     10,258     55,558     65,068    118,954    120,657:     8,468      6,765
Other:    94,004:    22,454     25,255      5,870     62,383     61,793     90,707     92,918:     3,297      1,086
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :     5,585:     1,277        168      5,165       -618       -285      5,824      5,048:      -239        537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       22.8       16.4       53.3       57.3       94.7       96.5:       5.3        3.5
Old  :     100.0:      41.7       35.6        8.1       43.6       51.1       93.4       94.7:       6.6        5.3
Other:     100.0:      23.9       26.9        6.2       66.4       65.7       96.5       98.8:       3.5        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        78         43         69         60         45        171        137:
Old  :       191:        79         45         45         49         40        143        116:
Other:       117:        38         25         18         47         26         92         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       31.4       34.7       44.0       17.7       18.7       24.2       27.1
Old  :                 23.0       28.9       34.0       42.3       11.4       20.6       18.8       30.6
Other:                 41.6       44.1       54.0       61.7       36.9       33.2       47.7       50.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 12, 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  :   953,051:   186,688    142,574    110,072    586,013    638,394    882,773    891,040:    70,278     62,011
Old  :   953,051:   186,688    142,574    110,072    586,013    638,394    882,773    891,040:    70,278     62,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :    29,267:     8,749     -3,171     15,252      4,897     19,164     28,898     31,245:       369     -1,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       15.0       11.5       61.5       67.0       92.6       93.5:       7.4        6.5
Old  :     100.0:      19.6       15.0       11.5       61.5       67.0       92.6       93.5:       7.4        6.5
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  :       244:        70         55         71         97         74        205        168:
Old  :       244:        70         55         71         97         74        205        168:
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  :                 14.7       24.1       23.2       37.4        9.4       20.1       16.2       29.3
Old  :                 14.7       24.1       23.2       37.4        9.4       20.1       16.2       29.3
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, May 12, 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  :   238,441:    51,496     24,703     46,905    129,917    159,689    228,318    231,297:    10,123      7,144
Old  :   127,785:    38,620     35,081     17,145     65,740     70,659    121,505    122,885:     6,280      4,900
Other:   110,656:    29,602      6,348     13,034     64,177     89,030    106,813    108,412:     3,843      2,244
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :     2,273:     1,551        858        813       -856        341      1,508      2,012:       765        261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       10.4       19.7       54.5       67.0       95.8       97.0:       4.2        3.0
Old  :     100.0:      30.2       27.5       13.4       51.4       55.3       95.1       96.2:       4.9        3.8
Other:     100.0:      26.8        5.7       11.8       58.0       80.5       96.5       98.0:       3.5        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:       113         70         98        126        110        293        241:
Old  :       341:       110         78         65        110         92        254        207:
Other:       237:        66         38         30        103         79        182        137:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       21.6       27.9       33.8        8.9       14.9       15.0       22.2
Old  :                 20.1       22.6       27.8       34.0       18.4       21.1       24.0       29.4
Other:                 25.0       34.7       36.7       45.8       20.7       30.1       30.3       40.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 12, 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  :    31,123:    23,956      7,506      1,064      2,638     21,029     27,658     29,599:     3,465      1,524
Old  :    31,123:    23,956      7,506      1,064      2,638     21,029     27,658     29,599:     3,465      1,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :      -432:      -757       -782        129        255        136       -373       -517:       -59         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.0       24.1        3.4        8.5       67.6       88.9       95.1:      11.1        4.9
Old  :     100.0:      77.0       24.1        3.4        8.5       67.6       88.9       95.1:      11.1        4.9
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  :        66:        37         17          8          8          5         49         27:
Old  :        66:        37         17          8          8          5         49         27:
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  :                 57.6       76.6       67.0       87.1       55.8       74.6       64.8       84.9
Old  :                 57.6       76.6       67.0       87.1       55.8       74.6       64.8       84.9
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, May 12, 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  :   171,991:     7,954     53,364      8,253    154,957    108,794    171,164    170,411:       827      1,580
Old  :    84,560:    10,835     46,606        289     72,987     36,989     84,111     83,884:       449        676
Other:    87,431:     1,712     11,351      3,371     81,970     71,805     87,053     86,527:       378        904
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :     1,180:       963     -4,439     -1,940      2,071      7,388      1,094      1,009:        86        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       31.0        4.8       90.1       63.3       99.5       99.1:       0.5        0.9
Old  :     100.0:      12.8       55.1        0.3       86.3       43.7       99.5       99.2:       0.5        0.8
Other:     100.0:       2.0       13.0        3.9       93.8       82.1       99.6       99.0:       0.4        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        30         78         16         24         37         68        121:
Old  :       134:        34         63          3         19         18         56         81:
Other:        79:         5         36          7         12         32         22         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  :                 60.5       40.0       84.2       57.4       55.8       37.8       73.0       51.6
Old  :                 75.3       40.9       86.7       63.2       75.3       40.9       86.7       62.9
Other:                 75.3       53.8       96.2       73.0       74.1       53.2       91.2       71.5
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, May 12, 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  :   500,135:    45,520     26,320         90    447,045    468,508    492,655    494,918:     7,480      5,217
Old  :   500,135:    45,520     26,320         90    447,045    468,508    492,655    494,918:     7,480      5,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :    -3,799:    -2,087        283       -207     -2,143     -4,372     -4,437     -4,296:       638        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        5.3        0.0       89.4       93.7       98.5       99.0:       1.5        1.0
Old  :     100.0:       9.1        5.3        0.0       89.4       93.7       98.5       99.0:       1.5        1.0
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  :       180:        18         16          4         95         96        116        113:
Old  :       180:        18         16          4         95         96        116        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  :                 30.2       50.8       44.7       61.4       28.8       50.8       42.7       61.3
Old  :                 30.2       50.8       44.7       61.4       28.8       50.8       42.7       61.3
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, May 12, 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  : 1,190,909:   178,277    114,351      8,488    980,419  1,042,777  1,167,184  1,165,616:    23,725     25,293
Old  : 1,190,909:   178,277    114,351      8,488    980,419  1,042,777  1,167,184  1,165,616:    23,725     25,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2020                          :
     :   -18,240:     1,205       -183       -173    -22,850    -22,315    -21,818    -22,671:     3,578      4,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        9.6        0.7       82.3       87.6       98.0       97.9:       2.0        2.1
Old  :     100.0:      15.0        9.6        0.7       82.3       87.6       98.0       97.9:       2.0        2.1
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  :       408:        71         63         32        203        158        289        238:
Old  :       408:        71         63         32        203        158        289        238:
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  :                 17.2       33.9       27.4       47.1       15.7       33.9       24.4       46.4
Old  :                 17.2       33.9       27.4       47.1       15.7       33.9       24.4       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 15, 2020