COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 18, 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  :   192,683:    65,468     17,404     29,541     86,586    137,016    181,595    183,961:    11,088      8,722
Old  :   176,870:    63,143     21,813     24,484     78,950    122,094    166,577    168,391:    10,293      8,479
Other:    15,813:     7,236        502        146      7,636     14,922     15,018     15,570:       795        243
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     1,489:      -247       -437        539        570        346        862        448:       627      1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        9.0       15.3       44.9       71.1       94.2       95.5:       5.8        4.5
Old  :     100.0:      35.7       12.3       13.8       44.6       69.0       94.2       95.2:       5.8        4.8
Other:     100.0:      45.8        3.2        0.9       48.3       94.4       95.0       98.5:       5.0        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        95         49         65         58         65        181        159:
Old  :       233:        91         57         61         52         63        171        157:
Other:        63:        18          7          4         23         19         43         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       33.5       25.5       43.8       15.3       31.0       23.9       40.0
Old  :                 17.0       33.8       27.0       43.8       16.6       32.7       26.0       41.3
Other:                 48.2       56.9       68.1       80.1       46.2       56.7       66.1       79.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 18, 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  :     9,663:     1,738      1,413        124      5,786      6,835      7,648      8,372:     2,015      1,291
Old  :     8,293:     1,699      1,379         95      4,719      5,720      6,513      7,194:     1,780      1,099
Other:     1,370:        47         42         21      1,067      1,115      1,135      1,178:       235        192
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :      -273:        13        124        -50       -211        177       -248        251:       -25       -524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       14.6        1.3       59.9       70.7       79.1       86.6:      20.9       13.4
Old  :     100.0:      20.5       16.6        1.1       56.9       69.0       78.5       86.7:      21.5       13.3
Other:     100.0:       3.4        3.1        1.5       77.9       81.4       82.8       86.0:      17.2       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        13          9          5         18         11         34         22:
Old  :        45:        13          9          4         17         11         32         22:
Other:        21:         2          5          3         10          5         14         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       60.4       47.2       76.9       24.6       52.6       41.5       65.8
Old  :                 32.8       57.7       51.0       76.3       28.3       55.1       42.8       67.6
Other:                 57.7       81.6       75.2       84.7       57.7       80.4       75.2       83.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 18, 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  :   199,818:    64,406     38,432     23,196    100,240    130,713    187,842    192,341:    11,976      7,477
Old  :       987:         0          2          0        987        913        987        915:         0         72
Other:   198,831:    64,406     38,430     23,196     99,253    129,800    186,855    191,426:    11,976      7,405
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    -9,521:     2,770      2,959     -4,939     -7,235     -7,528     -9,404     -9,508:      -117        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       19.2       11.6       50.2       65.4       94.0       96.3:       6.0        3.7
Old  :     100.0:       0.0        0.2        0.0      100.0       92.5      100.0       92.7:       0.0        7.3
Other:     100.0:      32.4       19.3       11.7       49.9       65.3       94.0       96.3:       6.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        81         55         50         54         46        165        128:
Old  :         4:         0          1          0          1          2          1          3:
Other:       212:        81         55         50         54         46        165        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       29.7       34.7       41.3       16.0       22.5       24.4       31.9
Old  :                100.0       92.7      100.0       92.7      100.0       92.7      100.0       92.7
Other:                 22.9       29.9       34.4       41.5       16.1       22.6       24.5       31.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 18, 2020                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  : 1,018,436:   284,216     43,108    121,961    519,392    811,189    925,569    976,258:    92,867     42,178
Old  : 1,018,436:   284,216     43,108    121,961    519,392    811,189    925,569    976,258:    92,867     42,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    15,983:    21,176       -815      5,363    -15,468     14,813     11,071     19,361:     4,912     -3,378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.2       12.0       51.0       79.7       90.9       95.9:       9.1        4.1
Old  :     100.0:      27.9        4.2       12.0       51.0       79.7       90.9       95.9:       9.1        4.1
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  :       245:        87         39         82         89         82        220        169:
Old  :       245:        87         39         82         89         82        220        169:
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  :                 11.2       31.7       19.6       48.6       10.2       28.5       17.9       41.6
Old  :                 11.2       31.7       19.6       48.6       10.2       28.5       17.9       41.6
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, August 18, 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  :   259,451:    64,306     21,245     52,495    128,499    176,394    245,300    250,134:    14,151      9,317
Old  :    11,041:     1,462      2,828          0      7,681      7,509      9,143     10,337:     1,898        704
Other:   248,410:    65,087     20,660     50,252    120,818    168,885    236,157    239,797:    12,253      8,613
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    -7,884:       868     -3,168     -5,020     -2,696      1,657     -6,848     -6,531:    -1,036     -1,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        8.2       20.2       49.5       68.0       94.5       96.4:       5.5        3.6
Old  :     100.0:      13.2       25.6        0.0       69.6       68.0       82.8       93.6:      17.2        6.4
Other:     100.0:      26.2        8.3       20.2       48.6       68.0       95.1       96.5:       4.9        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       148         61        100        124        124        324        252:
Old  :       126:        17         18          0         31         66         48         84:
Other:       380:       147         61         96        122        119        320        241:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       22.4       29.4       35.3        9.8       15.0       16.2       23.2
Old  :                 55.3       47.4       65.0       61.5       54.9       47.4       64.7       61.5
Other:                 18.6       23.3       29.0       36.7       10.2       15.6       16.9       24.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 18, 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  :    34,896:    18,587     26,102      2,084     11,137      2,191     31,808     30,377:     3,088      4,519
Old  :    34,896:    18,587     26,102      2,084     11,137      2,191     31,808     30,377:     3,088      4,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :       436:       337       -330        -52        171         35        456       -347:       -20        783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3       74.8        6.0       31.9        6.3       91.2       87.1:       8.8       12.9
Old  :     100.0:      53.3       74.8        6.0       31.9        6.3       91.2       87.1:       8.8       12.9
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  :        86:        27         49          9          6          5         38         58:
Old  :        86:        27         49          9          6          5         38         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       42.0       72.1       58.0       52.6       40.7       68.0       56.7
Old  :                 55.0       42.0       72.1       58.0       52.6       40.7       68.0       56.7
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, August 18, 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  :   197,696:    37,733     26,438     11,635    147,184    156,500    196,552    194,573:     1,144      3,123
Old  :   196,470:    37,677     26,603     11,326    146,323    155,544    195,326    193,473:     1,144      2,997
Other:     1,226:       365        144          0        861        956      1,226      1,100:         0        126
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     5,880:    -4,868        -97       -850     11,711      6,940      5,993      5,993:      -113       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       13.4        5.9       74.4       79.2       99.4       98.4:       0.6        1.6
Old  :     100.0:      19.2       13.5        5.8       74.5       79.2       99.4       98.5:       0.6        1.5
Other:     100.0:      29.8       11.7        0.0       70.2       78.0      100.0       89.7:       0.0       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        51        102         28         25         54         98        170:
Old  :       227:        51        102         28         25         54         98        170:
Other:        28:         3         10          0          4         11          7         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.6       53.9       67.2       66.1       46.8       50.0       61.3       58.7
Old  :                 48.9       54.1       67.2       66.3       47.0       50.2       61.2       59.0
Other:                 91.8       65.7      100.0       77.2       91.8       65.7      100.0       77.2
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, August 18, 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  :   457,284:    39,721     19,517        514    408,371    431,269    448,606    451,300:     8,678      5,984
Old  :   457,284:    39,721     19,517        514    408,371    431,269    448,606    451,300:     8,678      5,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     7,258:    -1,433      7,080        175      7,361        248      6,103      7,503:     1,155       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        4.3        0.1       89.3       94.3       98.1       98.7:       1.9        1.3
Old  :     100.0:       8.7        4.3        0.1       89.3       94.3       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  :       179:        24         16          7        100         82        127        102:
Old  :       179:        24         16          7        100         82        127        102:
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  :                 25.7       43.8       38.3       62.6       24.3       43.7       36.8       61.8
Old  :                 25.7       43.8       38.3       62.6       24.3       43.7       36.8       61.8
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, August 18, 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  : 1,222,157:   244,473    131,252     12,577    926,942  1,066,008  1,183,992  1,209,837:    38,165     12,320
Old  : 1,222,157:   244,473    131,252     12,577    926,942  1,066,008  1,183,992  1,209,837:    38,165     12,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    41,790:    40,093     31,543       -951      2,801     14,775     41,943     45,367:      -153     -3,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       10.7        1.0       75.8       87.2       96.9       99.0:       3.1        1.0
Old  :     100.0:      20.0       10.7        1.0       75.8       87.2       96.9       99.0:       3.1        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  :       417:        87         49         24        227        146        322        211:
Old  :       417:        87         49         24        227        146        322        211:
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  :                 16.9       42.9       27.9       55.6       16.0       42.7       25.2       54.9
Old  :                 16.9       42.9       27.9       55.6       16.0       42.7       25.2       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 21, 2020