COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,741
COMMITMENTS
  42,531   38,714   29,951  100,952  105,725  173,434  174,390   11,307   10,351

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      7,049)
  -1,207   -1,704    4,138    4,263    3,968    7,194    6,402     -145      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     21.0     16.2     54.6     57.2     93.9     94.4      6.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      79       73       76       62       63      180      179                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,601
COMMITMENTS
   3,292    2,083      230    5,840    8,490    9,362   10,803    2,239      798

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        471)
     489       37        0       30      386      519      423      -48       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     18.0      2.0     50.3     73.2     80.7     93.1     19.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      26       11        9       18       12       50       26                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      230,282
COMMITMENTS
  50,843   48,397   44,775  122,002  129,402  217,620  222,574   12,662    7,708

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,710)
  -4,008   -1,359    3,409    2,456       -8    1,857    2,042     -147     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     21.0     19.4     53.0     56.2     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      71       54       70       60       45      166      142                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      979,826
COMMITMENTS
 217,461  130,398   98,376  589,614  686,994  905,451  915,768   74,375   64,058

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      9,057)
   9,166   -8,275   -2,014    1,000   16,750    8,152    6,461      905    2,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     13.3     10.0     60.2     70.1     92.4     93.5      7.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      78       50       70       93       71      206      159                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      249,892
COMMITMENTS
  51,600   29,971   51,984  135,030  160,281  238,614  242,236   11,278    7,656

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      5,634)
  -1,114    4,199      450    5,562      273    4,898    4,922      736      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     12.0     20.8     54.0     64.1     95.5     96.9      4.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     117       84      107      134      121      308      273                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,298
COMMITMENTS
  21,039    6,240    1,168    2,761   19,199   24,968   26,607    3,330    1,691

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     -3,179)
  -3,476     -978       78      -90   -2,059   -3,488   -2,959      309     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3     22.1      4.1      9.8     67.8     88.2     94.0     11.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      35       18       10        8        4       46       30                  
 
 
CANOLA - ICE FUTURES U.S.                                            Code-135731
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(20 Metric Tonnes)                                   OPEN INTEREST:      185,182
COMMITMENTS
   7,705   52,754    9,506  167,127  121,258  184,338  183,518      844    1,664

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      4,474)
  -1,115      -75    1,836    3,690    2,685    4,411    4,446       63       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     28.5      5.1     90.3     65.5     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      30       81       21       23       39       66      133                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      485,490
COMMITMENTS
  45,544   25,125      108  432,802  453,871  478,454  479,104    7,036    6,386

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,206)
     -20    4,777       19    3,340   -3,392    3,339    1,404   -1,133      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      5.2      0.0     89.1     93.5     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      20       19        5       95       90      118      111                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,171,531
COMMITMENTS
 164,415  123,985   12,790  965,360  1008011  1142565  1144786   28,966   26,745

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    -23,431)
 -25,691   -2,254    1,675   -4,935  -25,405  -28,951  -25,984    5,520    2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     10.6      1.1     82.4     86.0     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
      66       66       28      210      164      290      244                  



Updated May 29, 2020