COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   173,711:    57,758     21,800     24,323     82,298    119,020    164,379    165,143:     9,332      8,568
Old  :   160,424:    55,993     26,157     19,507     76,154    106,377    151,654    152,041:     8,770      8,383
Other:    13,287:     6,552        430         29      6,144     12,643     12,725     13,102:       562        185
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -3,817:    -5,153       -305        413      1,553     -4,463     -3,187     -4,355:      -630        538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       12.5       14.0       47.4       68.5       94.6       95.1:       5.4        4.9
Old  :     100.0:      34.9       16.3       12.2       47.5       66.3       94.5       94.8:       5.5        5.2
Other:     100.0:      49.3        3.2        0.2       46.2       95.2       95.8       98.6:       4.2        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        85         58         69         59         61        178        164:
Old  :       236:        84         65         65         52         60        167        163:
Other:        63:        16          9          3         23         18         42         28:
     :----------------------------------------------------------------------------------------------------
     :             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       29.2       26.1       40.5       15.5       26.5       24.2       36.1
Old  :                 17.1       29.1       27.3       40.2       16.4       27.2       25.8       36.8
Other:                 54.3       64.3       71.0       84.0       52.0       64.0       68.6       83.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    10,193:     2,859      1,432        134      5,440      7,432      8,433      8,998:     1,760      1,195
Old  :     9,106:     2,770      1,468         98      4,544      6,463      7,412      8,029:     1,694      1,077
Other:     1,087:       125          0          0        896        969      1,021        969:        66        118
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :        53:       -24        -95         -3        103       -233         76       -331:       -23        384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       14.0        1.3       53.4       72.9       82.7       88.3:      17.3       11.7
Old  :     100.0:      30.4       16.1        1.1       49.9       71.0       81.4       88.2:      18.6       11.8
Other:     100.0:      11.5        0.0        0.0       82.4       89.1       93.9       89.1:       6.1       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        19          7          7         16         10         39         20:
Old  :        47:        19          7          4         15          9         35         19:
Other:        19:         6          0          0          8          5         14          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.1       58.4       41.2       76.9       23.7       51.8       39.2       68.3
Old  :                 26.9       55.2       44.1       75.5       25.8       52.0       41.4       68.0
Other:                 70.5       89.1       84.8       89.1       70.5       89.1       84.8       89.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   225,281:    56,633     60,748     41,185    113,503    114,943    211,321    216,876:    13,960      8,405
Old  :    82,653:    43,543     41,172      3,020     29,948     33,347     76,511     77,539:     6,142      5,114
Other:   142,628:    44,364     50,850      6,891     83,555     81,596    134,810    139,337:     7,818      3,291
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -2,428:     3,657     -7,759        205     -7,056      4,611     -3,194     -2,943:       766        515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       27.0       18.3       50.4       51.0       93.8       96.3:       6.2        3.7
Old  :     100.0:      52.7       49.8        3.7       36.2       40.3       92.6       93.8:       7.4        6.2
Other:     100.0:      31.1       35.7        4.8       58.6       57.2       94.5       97.7:       5.5        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        74         63         76         65         49        186        155:
Old  :       199:        75         55         19         41         36        125        101:
Other:       171:        55         50         32         59         39        129        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       24.5       33.2       37.8       18.5       16.2       26.0       25.9
Old  :                 24.3       31.3       35.2       45.0       23.8       31.2       33.6       44.5
Other:                 32.8       30.4       45.0       46.0       28.6       26.8       40.6       39.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   963,358:   225,725     62,757    116,377    547,175    733,283    889,277    912,417:    74,081     50,941
Old  :   963,358:   225,725     62,757    116,377    547,175    733,283    889,277    912,417:    74,081     50,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    18,604:      -239    -10,470     10,220      4,521     18,672     14,502     18,422:     4,102        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        6.5       12.1       56.8       76.1       92.3       94.7:       7.7        5.3
Old  :     100.0:      23.4        6.5       12.1       56.8       76.1       92.3       94.7:       7.7        5.3
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  :       244:        82         44         78         92         76        214        166:
Old  :       244:        82         44         78         92         76        214        166:
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  :                 12.2       30.1       20.1       46.3       10.4       26.7       17.8       38.0
Old  :                 12.2       30.1       20.1       46.3       10.4       26.7       17.8       38.0
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, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   271,105:    58,717     44,307     62,360    136,615    155,593    257,692    262,260:    13,413      8,845
Old  :    88,490:    43,047     50,859      2,619     36,692     30,424     82,358     83,902:     6,132      4,588
Other:   182,615:    44,521     22,299     30,890     99,923    125,169    175,334    178,358:     7,281      4,257
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -2,699:      -501    -15,446      8,940    -10,383      3,427     -1,944     -3,079:      -755        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       16.3       23.0       50.4       57.4       95.1       96.7:       4.9        3.3
Old  :     100.0:      48.6       57.5        3.0       41.5       34.4       93.1       94.8:       6.9        5.2
Other:     100.0:      24.4       12.2       16.9       54.7       68.5       96.0       97.7:       4.0        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       142         78        112        135        120        344        268:
Old  :       350:       119         86         26         83         71        217        168:
Other:       317:        99         53         58        122        101        259        188:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       18.6       28.0       29.8        9.7       12.4       16.1       20.2
Old  :                 18.3       22.2       29.2       34.3       18.3       22.2       29.2       33.9
Other:                 21.0       25.7       32.9       40.1       13.2       16.5       20.7       23.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    37,312:    22,835     29,562      1,447     10,453      2,488     34,735     33,497:     2,577      3,815
Old  :    37,312:    22,835     29,562      1,447     10,453      2,488     34,735     33,497:     2,577      3,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     5,908:     3,856      4,790       -260      2,137        954      5,733      5,484:       175        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.2       79.2        3.9       28.0        6.7       93.1       89.8:       6.9       10.2
Old  :     100.0:      61.2       79.2        3.9       28.0        6.7       93.1       89.8:       6.9       10.2
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  :        94:        27         55          9          7          5         39         65:
Old  :        94:        27         55          9          7          5         39         65:
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  :                 59.8       45.9       78.2       62.2       58.0       45.2       75.6       61.5
Old  :                 59.8       45.9       78.2       62.2       58.0       45.2       75.6       61.5
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, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (20 Metric Tonnes)                                                         :
     :          :                                                                            :
All  :   172,983:    29,205     32,513      9,981    132,787    127,630    171,973    170,124:     1,010      2,859
Old  :   172,313:    29,168     32,923      9,480    132,655    127,127    171,303    169,530:     1,010      2,783
Other:       670:       538         91          0        132        503        670        594:         0         76
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    12,105:    11,869     -6,633      2,068     -2,055     16,508     11,882     11,943:       223        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       18.8        5.8       76.8       73.8       99.4       98.3:       0.6        1.7
Old  :     100.0:      16.9       19.1        5.5       77.0       73.8       99.4       98.4:       0.6        1.6
Other:     100.0:      80.3       13.6        0.0       19.7       75.1      100.0       88.7:       0.0       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        56         74         24         26         51         97        141:
Old  :       198:        56         74         24         26         50         97        140:
Other:        24:         2          9          0          3         10          5         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.4       50.9       72.9       65.3       53.1       49.6       68.8       62.6
Old  :                 54.6       51.1       73.2       65.4       53.3       49.8       69.0       62.9
Other:                 97.0       60.9      100.0       74.5       97.0       60.9      100.0       74.5
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   443,360:    39,873     11,428        330    394,909    425,740    435,112    437,498:     8,248      5,862
Old  :   443,360:    39,873     11,428        330    394,909    425,740    435,112    437,498:     8,248      5,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     4,721:     1,202      2,559       -196      4,129      2,970      5,135      5,333:      -414       -612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        2.6        0.1       89.1       96.0       98.1       98.7:       1.9        1.3
Old  :     100.0:       9.0        2.6        0.1       89.1       96.0       98.1       98.7:       1.9        1.3
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  :       178:        23         11          6        103         83        129         97:
Old  :       178:        23         11          6        103         83        129         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  :                 26.3       44.6       39.1       63.4       24.6       44.5       37.2       62.6
Old  :                 26.3       44.6       39.1       63.4       24.6       44.5       37.2       62.6
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, July 28, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  : 1,170,537:   202,873     90,774     12,385    921,832  1,054,870  1,137,090  1,158,029:    33,447     12,508
Old  : 1,170,537:   202,873     90,774     12,385    921,832  1,054,870  1,137,090  1,158,029:    33,447     12,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :   -15,001:     1,442     -8,223       -384    -10,654     -4,168     -9,596    -12,775:    -5,405     -2,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        7.8        1.1       78.8       90.1       97.1       98.9:       2.9        1.1
Old  :     100.0:      17.3        7.8        1.1       78.8       90.1       97.1       98.9:       2.9        1.1
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  :       413:        90         47         26        221        146        321        209:
Old  :       413:        90         47         26        221        146        321        209:
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  :                 17.5       42.9       28.3       56.8       15.8       42.8       25.4       56.4
Old  :                 17.5       42.9       28.3       56.8       15.8       42.8       25.4       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 31, 2020