COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 30, 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  :   161,481:    49,221     30,635     19,612     82,581    102,606    151,414    152,853:    10,067      8,628
Old  :       173:         0          0          0        173        172        173        172:         0          1
Other:   161,308:    49,221     30,635     19,612     82,408    102,434    151,241    152,681:    10,067      8,627
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     2,172:     1,919     -1,974        802       -666      4,092      2,055      2,920:       117       -748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       19.0       12.1       51.1       63.5       93.8       94.7:       6.2        5.3
Old  :     100.0:       0.0        0.0        0.0      100.0       99.4      100.0       99.4:       0.0        0.6
Other:     100.0:      30.5       19.0       12.2       51.1       63.5       93.8       94.7:       6.2        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        85         61         63         59         62        166        168:
Old  :         3:         0          0          0          1          2          1          2:
Other:       236:        85         61         63         59         62        166        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       25.7       26.7       36.7       15.9       23.6       25.0       32.7
Old  :                100.0       99.4      100.0       99.4      100.0       99.4      100.0       99.4
Other:                 16.5       25.8       26.6       36.7       15.9       23.6       25.0       32.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 30, 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  :    10,247:     2,672      1,706        154      5,661      7,600      8,487      9,460:     1,760        787
Old  :     9,347:     2,599      1,759        101      4,944      6,756      7,644      8,616:     1,703        731
Other:       900:       126          0          0        717        844        843        844:        57         56
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :      -304:        65       -322        -23       -286         79       -244       -266:       -60        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       16.6        1.5       55.2       74.2       82.8       92.3:      17.2        7.7
Old  :     100.0:      27.8       18.8        1.1       52.9       72.3       81.8       92.2:      18.2        7.8
Other:     100.0:      14.0        0.0        0.0       79.7       93.8       93.7       93.8:       6.3        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        18         10          6         17          9         40         20:
Old  :        50:        18         10          3         16          9         36         20:
Other:        14:         6          0          0          7          3         13          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.0       58.5       43.8       77.8       23.5       56.5       38.8       73.4
Old  :                 29.4       57.9       45.9       77.0       26.0       57.1       42.5       75.9
Other:                 72.4       93.8       85.8       93.8       71.2       90.3       84.6       90.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 30, 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  :   217,524:    51,082     51,209     49,891    104,389    107,371    205,362    208,471:    12,162      9,053
Old  :    98,050:    56,298     47,571      3,353     31,727     41,191     91,378     92,115:     6,672      5,935
Other:   119,474:    31,830     40,684      9,492     72,662     66,180    113,984    116,356:     5,490      3,118
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     8,383:       193        533      3,163      4,365      3,364      7,721      7,060:       662      1,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       23.5       22.9       48.0       49.4       94.4       95.8:       5.6        4.2
Old  :     100.0:      57.4       48.5        3.4       32.4       42.0       93.2       93.9:       6.8        6.1
Other:     100.0:      26.6       34.1        7.9       60.8       55.4       95.4       97.4:       4.6        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        76         62         70         60         45        176        146:
Old  :       202:        79         57         17         37         38        123        105:
Other:       148:        42         46         31         51         32        113         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       24.0       32.3       38.2       17.8       18.2       25.0       26.2
Old  :                 22.6       24.8       34.5       36.6       22.6       24.4       34.0       36.2
Other:                 36.7       35.7       48.6       52.8       31.6       32.4       43.2       46.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 30, 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  :   918,143:   211,027     76,126     87,031    548,057    697,770    846,115    860,927:    72,028     57,216
Old  :   918,143:   211,027     76,126     87,031    548,057    697,770    846,115    860,927:    72,028     57,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :   -40,476:    -8,484    -10,791      3,122    -32,538    -32,419    -37,900    -40,088:    -2,576       -388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        8.3        9.5       59.7       76.0       92.2       93.8:       7.8        6.2
Old  :     100.0:      23.0        8.3        9.5       59.7       76.0       92.2       93.8:       7.8        6.2
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  :       245:        78         52         73         90         74        207        168:
Old  :       245:        78         52         73         90         74        207        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  :                 13.3       29.9       22.0       45.8       11.1       26.0       18.5       36.4
Old  :                 13.3       29.9       22.0       45.8       11.1       26.0       18.5       36.4
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, June 30, 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  :   268,517:    59,152     63,463     51,179    145,243    146,493    255,574    261,135:    12,943      7,382
Old  :   107,327:    49,897     59,945      3,431     47,051     39,272    100,379    102,648:     6,948      4,679
Other:   161,190:    37,467     31,730     19,536     98,192    107,221    155,195    158,487:     5,995      2,703
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     2,953:       829     -2,362      3,579       -352      2,333      4,056      3,550:    -1,103       -597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       23.6       19.1       54.1       54.6       95.2       97.3:       4.8        2.7
Old  :     100.0:      46.5       55.9        3.2       43.8       36.6       93.5       95.6:       6.5        4.4
Other:     100.0:      23.2       19.7       12.1       60.9       66.5       96.3       98.3:       3.7        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       433:       141         97        115        141        120        351        289:
Old  :       395:       141         96         27         94         78        248        188:
Other:       315:        92         64         46        122         97        242        187:
     :----------------------------------------------------------------------------------------------------
     :             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       16.4       25.9       27.8       10.1       12.4       17.1       20.1
Old  :                 20.1       19.9       30.9       32.4       19.5       19.8       29.3       31.8
Other:                 20.8       23.7       34.1       37.0       15.2       18.1       22.8       28.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 30, 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  :    19,441:     9,812     14,787      1,182      5,934        936     16,928     16,905:     2,513      2,536
Old  :    19,441:     9,812     14,787      1,182      5,934        936     16,928     16,905:     2,513      2,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    -2,160:    -1,841     -2,180         97       -723         83     -2,467     -2,000:       307       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       76.1        6.1       30.5        4.8       87.1       87.0:      12.9       13.0
Old  :     100.0:      50.5       76.1        6.1       30.5        4.8       87.1       87.0:      12.9       13.0
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  :        65:        28         27          9          6          5         38         38:
Old  :        65:        28         27          9          6          5         38         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  :                 59.2       44.0       67.3       60.9       56.4       43.2       63.6       59.9
Old  :                 59.2       44.0       67.3       60.9       56.4       43.2       63.6       59.9
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, June 30, 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  :   158,180:     9,908     53,937      8,161    139,367     94,338    157,436    156,436:       744      1,744
Old  :        48:        48          0          0          0         24         48         24:         0         24
Other:   158,132:     9,908     53,985      8,113    139,367     94,314    157,388    156,412:       744      1,720
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    -4,288:      -107      1,134     -1,325     -2,802     -4,031     -4,234     -4,222:       -54        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       34.1        5.2       88.1       59.6       99.5       98.9:       0.5        1.1
Old  :     100.0:     100.0        0.0        0.0        0.0       50.0      100.0       50.0:       0.0       50.0
Other:     100.0:       6.3       34.1        5.1       88.1       59.6       99.5       98.9:       0.5        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        24         73         18         22         37         62        119:
Old  :         3:         1          0          0          0          2          1          2:
Other:       150:        24         73         17         22         37         61        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.8       43.1       81.9       59.8       62.1       41.8       77.3       58.0
Old  :                100.0       50.0      100.0       50.0      100.0       50.0      100.0       50.0
Other:                 62.8       43.1       81.9       59.8       62.1       41.8       77.3       58.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, June 30, 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  :   450,740:    42,235      8,467        193    401,271    436,663    443,699    445,323:     7,041      5,417
Old  :   450,740:    42,235      8,467        193    401,271    436,663    443,699    445,323:     7,041      5,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :      -200:      -652     -2,114         68        620      2,192         36        146:      -236       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        1.9        0.0       89.0       96.9       98.4       98.8:       1.6        1.2
Old  :     100.0:       9.4        1.9        0.0       89.0       96.9       98.4       98.8:       1.6        1.2
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  :       179:        24         10          6        106         84        133         97:
Old  :       179:        24         10          6        106         84        133         97:
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  :                 26.7       47.9       40.4       65.6       25.2       47.7       38.7       64.8
Old  :                 26.7       47.9       40.4       65.6       25.2       47.7       38.7       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.                                                             Code-244042
Commitments of Traders - Futures Only, June 30, 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  : 1,188,440:   187,632    104,167     14,381    954,836  1,042,807  1,156,849  1,161,355:    31,591     27,085
Old  : 1,188,440:   187,632    104,167     14,381    954,836  1,042,807  1,156,849  1,161,355:    31,591     27,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    22,310:    11,287      8,828        720      9,248      2,534     21,255     12,082:     1,055     10,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        8.8        1.2       80.3       87.7       97.3       97.7:       2.7        2.3
Old  :     100.0:      15.8        8.8        1.2       80.3       87.7       97.3       97.7:       2.7        2.3
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  :       413:        79         53         29        226        141        318        210:
Old  :       413:        79         53         29        226        141        318        210:
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  :                 17.4       39.4       27.7       52.5       15.4       39.3       24.4       52.1
Old  :                 17.4       39.4       27.7       52.5       15.4       39.3       24.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 06, 2020