COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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  :   324,111:   128,470     24,911     74,703    101,409    216,163    304,582    315,777:    19,530      8,334
Old  :   249,591:   108,117     27,699     56,668     68,306    158,483    233,091    242,850:    16,499      6,740
Other:    74,520:    30,508      7,368      7,879     33,103     57,680     71,490     72,927:     3,030      1,594
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    18,068:     9,927      3,810      7,569     -1,207      7,384     16,289     18,762:     1,779       -694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        7.7       23.0       31.3       66.7       94.0       97.4:       6.0        2.6
Old  :     100.0:      43.3       11.1       22.7       27.4       63.5       93.4       97.3:       6.6        2.7
Other:     100.0:      40.9        9.9       10.6       44.4       77.4       95.9       97.9:       4.1        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       171         55        100         68         78        272        204:
Old  :       303:       146         68         90         59         76        246        195:
Other:       175:        74         31         31         52         48        138        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       27.7       17.9       38.6        8.3       22.4       13.9       31.0
Old  :                  9.9       28.9       17.3       38.2        8.0       21.8       13.9       28.6
Other:                 21.8       37.6       32.5       54.2       21.7       35.7       31.4       51.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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  :    12,284:     3,872      1,732      2,406      4,172      6,486     10,449     10,624:     1,834      1,659
Old  :    12,216:     3,868      1,755      2,367      4,152      6,458     10,387     10,580:     1,829      1,636
Other:        67:        33          7         10         20         28         62         44:         5         23
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       -84:       311        213        -32        -86       -250        192        -69:      -277        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       14.1       19.6       34.0       52.8       85.1       86.5:      14.9       13.5
Old  :     100.0:      31.7       14.4       19.4       34.0       52.9       85.0       86.6:      15.0       13.4
Other:     100.0:      48.5        9.9       14.3       29.8       41.6       92.6       65.8:       7.4       34.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        27         18          9         16         10         48         32:
Old  :        63:        27         18          9         16         10         48         32:
Other:         9:         3          2          2          3          3          7          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       43.7       42.8       59.4       15.9       32.2       24.3       40.6
Old  :                 27.8       43.7       42.7       59.5       15.9       32.2       24.3       40.7
Other:                 64.9       62.8       92.6       65.8       61.9       46.4       73.2       46.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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  :   396,177:    68,940     34,782    201,553    110,626    150,270    381,119    386,604:    15,058      9,573
Old  :   327,346:    64,958     43,982    161,850     88,210    113,519    315,018    319,350:    12,328      7,996
Other:    68,831:    20,677      7,495     23,008     22,416     36,751     66,101     67,254:     2,730      1,577
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :   -11,091:   -11,771     -6,611      8,466     -6,558    -10,250     -9,862     -8,394:    -1,228     -2,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        8.8       50.9       27.9       37.9       96.2       97.6:       3.8        2.4
Old  :     100.0:      19.8       13.4       49.4       26.9       34.7       96.2       97.6:       3.8        2.4
Other:     100.0:      30.0       10.9       33.4       32.6       53.4       96.0       97.7:       4.0        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:       105         67         92         49         46        201        165:
Old  :       238:       104         72         81         48         46        190        163:
Other:       112:        37         29         29         33         27         90         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       32.1       43.4       46.1        4.9        8.8        8.3       13.6
Old  :                 32.3       33.5       43.8       47.3        4.9        9.1        8.3       13.5
Other:                 38.8       32.3       56.9       50.5       23.9       21.8       34.2       32.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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  :   991,472:   164,908     80,323    255,166    499,854    593,131    919,928    928,620:    71,544     62,852
Old  :   991,472:   164,908     80,323    255,166    499,854    593,131    919,928    928,620:    71,544     62,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :   -15,690:     5,289     -8,980     10,324    -27,153    -10,464    -11,540     -9,120:    -4,150     -6,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        8.1       25.7       50.4       59.8       92.8       93.7:       7.2        6.3
Old  :     100.0:      16.6        8.1       25.7       50.4       59.8       92.8       93.7:       7.2        6.3
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  :       223:        77         51         80         83         76        196        172:
Old  :       223:        77         51         80         83         76        196        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       20.5       22.6       32.5        7.8       12.5       12.7       20.8
Old  :                 13.5       20.5       22.6       32.5        7.8       12.5       12.7       20.8
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 with Delta-adjusted Options and Futures Combined, February 27, 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  :   239,537:    74,709     24,689     67,523     89,685    140,205    231,917    232,416:     7,621      7,121
Old  :   206,746:    74,928     37,280     44,463     80,376    118,692    199,767    200,435:     6,979      6,311
Other:    32,792:    19,123      6,750      3,719      9,308     21,513     32,150     31,982:       642        810
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     3,555:    -3,470         70      2,029      5,054      1,507      3,613      3,605:       -58        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       10.3       28.2       37.4       58.5       96.8       97.0:       3.2        3.0
Old  :     100.0:      36.2       18.0       21.5       38.9       57.4       96.6       96.9:       3.4        3.1
Other:     100.0:      58.3       20.6       11.3       28.4       65.6       98.0       97.5:       2.0        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       139         87        117        110        123        310        273:
Old  :       368:       145         80        111        103        118        300        261:
Other:       167:        30         38         27         61         68        112        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       22.7       26.0       36.9        8.6       14.3       15.6       21.6
Old  :                 14.2       24.1       22.8       38.3        9.9       17.1       17.8       27.7
Other:                 61.4       26.4       71.7       44.6       58.2       23.8       66.4       40.9
 
USD INDEX - ICE FUTURES U.S.                                                                            Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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  :    29,591:    18,827     16,780      1,738      5,608      8,922     26,173     27,440:     3,418      2,151
Old  :    29,591:    18,827     16,780      1,738      5,608      8,922     26,173     27,440:     3,418      2,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -410:        95       -443         51        -26        171        120       -221:      -530       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6       56.7        5.9       19.0       30.2       88.4       92.7:      11.6        7.3
Old  :     100.0:      63.6       56.7        5.9       19.0       30.2       88.4       92.7:      11.6        7.3
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  :       108:        58         38         11          8          6         72         50:
Old  :       108:        58         38         11          8          6         72         50:
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  :                 48.0       41.6       58.7       58.8       45.6       41.6       54.8       58.5
Old  :                 48.0       41.6       58.7       58.8       45.6       41.6       54.8       58.5
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 with Delta-adjusted Options and Futures Combined, February 27, 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  :   296,450:    14,340    168,215     28,548    251,825     97,372    294,714    294,135:     1,737      2,315
Old  :   253,435:    21,166    163,615     16,520    214,255     71,485    251,941    251,620:     1,493      1,815
Other:    43,016:     4,005     15,431      1,197     37,571     25,888     42,772     42,516:       243        500
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :   -11,146:    -1,187       -657     -2,938     -7,071     -7,441    -11,195    -11,036:        50       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       56.7        9.6       84.9       32.8       99.4       99.2:       0.6        0.8
Old  :     100.0:       8.4       64.6        6.5       84.5       28.2       99.4       99.3:       0.6        0.7
Other:     100.0:       9.3       35.9        2.8       87.3       60.2       99.4       98.8:       0.6        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        59        166         68         62         65        170        259:
Old  :       300:        61        158         50         51         49        145        227:
Other:       111:        25         35         16         24         43         58         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.8       29.1       72.0       42.1       52.8       25.6       64.7       37.5
Old  :                 53.5       31.6       71.8       45.6       52.5       30.4       69.5       44.3
Other:                 80.6       47.5       89.4       68.7       79.7       47.5       88.5       68.7
 
MSCI EAFE - ICE FUTURES U.S.                                                                            Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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  :   432,665:    41,874     58,558      1,354    375,975    363,977    419,203    423,889:    13,462      8,776
Old  :   432,665:    41,874     58,558      1,354    375,975    363,977    419,203    423,889:    13,462      8,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    -6,562:     4,052    -10,466        153    -10,097      3,470     -5,892     -6,843:      -670        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       13.5        0.3       86.9       84.1       96.9       98.0:       3.1        2.0
Old  :     100.0:       9.7       13.5        0.3       86.9       84.1       96.9       98.0:       3.1        2.0
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  :       196:        33         13          9        112         79        150         96:
Old  :       196:        33         13          9        112         79        150         96:
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       39.8       37.7       61.0       23.8       39.8       35.1       60.9
Old  :                 26.3       39.8       37.7       61.0       23.8       39.8       35.1       60.9
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 with Delta-adjusted Options and Futures Combined, February 27, 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  : 1,033,022:   131,714    191,129      6,712    862,554    822,816  1,000,980  1,020,657:    32,042     12,365
Old  : 1,033,022:   131,714    191,129      6,712    862,554    822,816  1,000,980  1,020,657:    32,042     12,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :   -17,035:    -4,403     -6,990        142    -10,389    -10,971    -14,650    -17,819:    -2,385        784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       18.5        0.6       83.5       79.7       96.9       98.8:       3.1        1.2
Old  :     100.0:      12.8       18.5        0.6       83.5       79.7       96.9       98.8:       3.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:        68         43         28        239        145        320        203:
Old  :       399:        68         43         28        239        145        320        203:
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  :                 16.2       27.8       24.8       43.2       15.3       27.1       22.9       41.7
Old  :                 16.2       27.8       24.8       43.2       15.3       27.1       22.9       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 01, 2024