COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   228,893:    70,382     62,704     43,666    102,573    110,709    216,621    217,079:    12,272     11,814
Old  :    93,988:    48,347     50,019      3,448     36,249     33,881     88,044     87,348:     5,944      6,640
Other:   134,905:    46,382     37,032     15,871     66,324     76,828    128,577    129,731:     6,328      5,174
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :     1,595:     1,918     -5,952         -2       -642      8,548      1,274      2,594:       321       -999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       27.4       19.1       44.8       48.4       94.6       94.8:       5.4        5.2
Old  :     100.0:      51.4       53.2        3.7       38.6       36.0       93.7       92.9:       6.3        7.1
Other:     100.0:      34.4       27.5       11.8       49.2       56.9       95.3       96.2:       4.7        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:       109         83         95         73         71        234        206:
Old  :       251:        92         77         24         50         39        151        131:
Other:       230:        84         60         53         56         61        168        151:
     :----------------------------------------------------------------------------------------------------
     :             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       20.7       19.7       29.0       10.2       18.3       17.5       25.4
Old  :                 19.5       23.0       30.1       35.0       19.5       22.9       30.0       34.9
Other:                 15.3       24.5       26.7       36.0       14.6       22.1       25.2       32.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,339:     5,919      1,996        569      1,739      7,232      8,227      9,797:     3,112      1,542
Old  :    11,270:     5,904      1,960        554      1,719      7,232      8,177      9,746:     3,093      1,524
Other:        69:        28         49          2         20          0         50         51:        19         18
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :       815:       652        176         18        170        592        840        786:       -25         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       17.6        5.0       15.3       63.8       72.6       86.4:      27.4       13.6
Old  :     100.0:      52.4       17.4        4.9       15.3       64.2       72.6       86.5:      27.4       13.5
Other:     100.0:      40.6       71.0        2.9       29.0        0.0       72.5       73.9:      27.5       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        33         13          7         10          7         48         23:
Old  :        62:        33         13          6          9          7         46         23:
Other:         7:         2          3          1          2          0          5          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  :                 22.7       59.3       33.7       71.3       22.7       57.7       33.7       68.0
Old  :                 22.8       59.7       33.8       71.7       22.8       58.2       33.8       68.5
Other:                 69.6       73.9       72.5       73.9       69.6       71.0       69.6       71.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   152,919:    48,416     15,846     40,058     52,941     91,366    141,415    147,270:    11,504      5,649
Old  :    78,418:    28,297     25,183     16,247     26,410     33,238     70,954     74,668:     7,464      3,750
Other:    74,501:    35,947      6,491      7,983     26,531     58,128     70,461     72,602:     4,040      1,899
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :     5,554:     2,975       -704      1,684        841      4,603      5,500      5,583:        54        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       10.4       26.2       34.6       59.7       92.5       96.3:       7.5        3.7
Old  :     100.0:      36.1       32.1       20.7       33.7       42.4       90.5       95.2:       9.5        4.8
Other:     100.0:      48.3        8.7       10.7       35.6       78.0       94.6       97.5:       5.4        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        73         30         59         51         40        145        114:
Old  :       155:        62         40         38         41         34        116         99:
Other:       121:        51         18         27         38         28        101         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       24.1       28.3       39.4       10.3       19.0       16.7       28.2
Old  :                 19.3       27.2       31.1       42.7       10.8       21.9       20.1       31.3
Other:                 23.5       41.0       40.4       61.1       20.8       41.0       36.5       56.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   875,017:   203,331    198,226    139,830    468,232    459,949    811,393    798,005:    63,624     77,012
Old  :   875,017:   203,331    198,226    139,830    468,232    459,949    811,393    798,005:    63,624     77,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    16,558:       252      3,568     16,002     -2,437     -4,097     13,817     15,473:     2,741      1,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       22.7       16.0       53.5       52.6       92.7       91.2:       7.3        8.8
Old  :     100.0:      23.2       22.7       16.0       53.5       52.6       92.7       91.2:       7.3        8.8
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  :       246:        82         66         81         81         73        201        186:
Old  :       246:        82         66         81         81         73        201        186:
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  :                 15.6       16.9       22.8       28.3       10.7       13.4       16.5       20.9
Old  :                 15.6       16.9       22.8       28.3       10.7       13.4       16.5       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   233,839:    81,146     18,113     61,439     81,873    148,245    224,458    227,797:     9,381      6,042
Old  :   161,674:    75,712     35,850     26,510     51,714     94,441    153,936    156,801:     7,738      4,873
Other:    72,165:    37,385     14,214      2,978     30,159     53,804     70,522     70,996:     1,643      1,169
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    11,039:     3,060       -587      6,574      1,341      5,416     10,975     11,403:        64       -364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        7.7       26.3       35.0       63.4       96.0       97.4:       4.0        2.6
Old  :     100.0:      46.8       22.2       16.4       32.0       58.4       95.2       97.0:       4.8        3.0
Other:     100.0:      51.8       19.7        4.1       41.8       74.6       97.7       98.4:       2.3        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:       148         67        107        110        123        310        257:
Old  :       364:       138         76         84         82        115        264        237:
Other:       227:        73         36         36         71         86        161        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       19.5       21.5       33.9        8.9       19.4       15.8       26.6
Old  :                 11.8       23.1       20.5       34.7       10.0       23.0       16.9       31.4
Other:                 31.7       31.6       46.1       44.8       28.8       26.0       41.8       37.1
 
USD INDEX - ICE FUTURES U.S.                                                                            Code-098662
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    40,108:    28,325     24,151      1,136      7,026     12,462     36,487     37,749:     3,621      2,359
Old  :    40,108:    28,325     24,151      1,136      7,026     12,462     36,487     37,749:     3,621      2,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :       188:        33       -623         23       -363        988       -307        388:       495       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6       60.2        2.8       17.5       31.1       91.0       94.1:       9.0        5.9
Old  :     100.0:      70.6       60.2        2.8       17.5       31.1       91.0       94.1:       9.0        5.9
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  :       107:        67         26          6          8          8         77         38:
Old  :       107:        67         26          6          8          8         77         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  :                 41.9       64.6       57.8       78.4       40.2       64.6       55.3       78.4
Old  :                 41.9       64.6       57.8       78.4       40.2       64.6       55.3       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANOLA - ICE FUTURES U.S.                                                                               Code-135731
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (20 Metric Tonnes)                                                         :
     :          :                                                                            :
All  :   258,229:    19,085     69,740     40,375    197,192    146,510    256,652    256,625:     1,577      1,604
Old  :   127,434:    28,080     75,785      2,042     96,136     49,137    126,258    126,964:     1,176        470
Other:   130,795:    23,485     26,435      5,853    101,056     97,373    130,394    129,661:       401      1,134
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    -2,292:     1,248     -5,391      1,078     -4,940      2,229     -2,614     -2,084:       322       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       27.0       15.6       76.4       56.7       99.4       99.4:       0.6        0.6
Old  :     100.0:      22.0       59.5        1.6       75.4       38.6       99.1       99.6:       0.9        0.4
Other:     100.0:      18.0       20.2        4.5       77.3       74.4       99.7       99.1:       0.3        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        72        117         55         53         58        167        193:
Old  :       215:        74         80         15         38         28        122        113:
Other:       167:        37         65         20         31         47         81        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.4       34.4       67.1       48.2       49.4       25.0       53.3       36.0
Old  :                 44.7       53.6       61.3       67.1       44.4       53.6       61.0       67.1
Other:                 72.8       32.8       85.0       51.4       69.2       32.6       78.3       50.4
 
MSCI EAFE - ICE FUTURES U.S.                                                                            Code-244041
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   426,139:    29,861     54,230      2,055    381,756    363,014    413,672    419,299:    12,467      6,840
Old  :   426,139:    29,861     54,230      2,055    381,756    363,014    413,672    419,299:    12,467      6,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :       854:     2,566     -2,622        289     -2,161      3,097        694        764:       160         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       12.7        0.5       89.6       85.2       97.1       98.4:       2.9        1.6
Old  :     100.0:       7.0       12.7        0.5       89.6       85.2       97.1       98.4:       2.9        1.6
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  :       182:        24         16         11        105         79        134        101:
Old  :       182:        24         16         11        105         79        134        101:
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  :                 25.3       35.2       38.6       55.8       22.9       35.2       35.5       55.8
Old  :                 25.3       35.2       38.6       55.8       22.9       35.2       35.5       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EM INDEX - ICE FUTURES U.S.                                                                        Code-244042
Commitments of Traders - Futures Only, May 28, 2024                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,079,755:   125,177    170,597     11,972    906,957    886,581  1,044,106  1,069,150:    35,649     10,605
Old  : 1,079,755:   125,177    170,597     11,972    906,957    886,581  1,044,106  1,069,150:    35,649     10,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :   -10,814:    -2,830    -10,813      1,751    -11,423     -4,818    -12,502    -13,880:     1,688      3,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       15.8        1.1       84.0       82.1       96.7       99.0:       3.3        1.0
Old  :     100.0:      11.6       15.8        1.1       84.0       82.1       96.7       99.0:       3.3        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  :       380:        73         30         21        228        137        306        183:
Old  :       380:        73         30         21        228        137        306        183:
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  :                 16.5       32.4       25.1       49.4       15.6       32.4       24.3       49.2
Old  :                 16.5       32.4       25.1       49.4       15.6       32.4       24.3       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 31, 2024