NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES                                                            Code-261P05
Commitments of Traders - Futures Only, January 14, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 Day)                                                                    :
     :          :                                                                            :
All  :     6,980:     2,516      3,810        180      3,049      2,954      5,745      6,944:     1,235         36
Old  :     6,980:     2,516      3,810        180      3,049      2,954      5,745      6,944:     1,235         36
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    -1,384:    -1,203          0        -60       -169     -1,330     -1,432     -1,390:        48          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       54.6        2.6       43.7       42.3       82.3       99.5:      17.7        0.5
Old  :     100.0:      36.0       54.6        2.6       43.7       42.3       82.3       99.5:      17.7        0.5
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  :        25:        12          3          2          8          7         21         11:
Old  :        25:        12          3          2          8          7         21         11:
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  :                 40.4       74.4       58.5       96.0       26.1       67.9       41.3       74.9
Old  :                 40.4       74.4       58.5       96.0       26.1       67.9       41.3       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES                                                             Code-261P07
Commitments of Traders - Futures Only, January 14, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 Day)                                                                    :
     :          :                                                                            :
All  :    13,741:     6,215     11,476        341      4,705      1,199     11,261     13,016:     2,480        725
Old  :    13,741:     6,215     11,476        341      4,705      1,199     11,261     13,016:     2,480        725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :      -855:       315       -526       -154        -36        -90        125       -770:      -980        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       83.5        2.5       34.2        8.7       82.0       94.7:      18.0        5.3
Old  :     100.0:      45.2       83.5        2.5       34.2        8.7       82.0       94.7:      18.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        14          5          7          9          7         24         18:
Old  :        29:        14          5          7          9          7         24         18:
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  :                 38.7       86.8       55.8       92.7       38.5       86.8       55.0       90.4
Old  :                 38.7       86.8       55.8       92.7       38.5       86.8       55.0       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 17, 2020