Tracking Weekly Formation of Fund's Bubbles.

  Bubbles are formed when Longs or Shorts get to an extreme level and greed takes over their rational.  The awareness of the speculative Funds pushing things to an extreme should be a calculus when you entering a trade for first time or raising stop-loss orders or debating the use of long options for protection.   Capitulation events tend to be the finally of the purge.  Most bubbles will be the cause of these capitulation events and one should understand the speed and velocity they can have.  

 

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
10Y 5/30/2023 4728273 412506 1262927 3774585 3016050 417126 325240
AD 5/30/2023 204963 68969 113095 109462 50362 19509 34483
LH 5/30/2023 236251 54977 91091 89961 56728 22880 19999
FC 5/30/2023 64850 27689 12678 14108 18903 8346 18562
W 5/30/2023 395158 107338 201334 154656 65809 39165 34016
LB 5/30/2023 6625 1339 2979 4028 2846 1002 544
MK 5/30/2023 27465 6146 9660 17757 10882 2270 5631
2Y 5/30/2023 3162876 242645 1212508 2651778 1766669 233553 148799
ES 5/30/2023 2494943 187203 621373 1979950 1544392 257960 259348
KC 5/30/2023 202708 47353 23733 95031 118654 6827 6824
CD 5/30/2023 179871 37619 67533 107243 68206 27430 36553
BO 5/30/2023 548800 80635 111883 311897 278262 31021 33408
SM 5/30/2023 484141 121664 27131 191186 298599 46401 33521

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CC 5/16/2023 332743 138038 73983 98641 167835 15125 9986
LB 5/16/2023 5881 1399 2620 3416 2622 935 508
BP 5/16/2023 247165 77388 64795 125675 143404 30873 25737
VI 5/16/2023 403023 89580 143962 199135 143100 28470 30123
S 5/16/2023 642160 146717 108563 343850 354914 43832 70922
BO 5/16/2023 519422 82550 112033 296709 266536 30027 30717
2Y 5/16/2023 3164301 290539 1144114 2612188 1839797 227803 146619
10Y 5/16/2023 4718099 527490 1219932 3588001 3017298 454956 333217
HG 5/16/2023 210415 59693 92300 100023 71328 19241 15329
ES 5/16/2023 2306298 201278 589999 1795780 1380122 243607 270544
W 5/16/2023 372181 110674 192086 138443 62645 37866 32252
MW 5/16/2023 60257 12212 13008 33834 34386 9403 8055
OJ 5/16/2023 8365 4347 1809 2280 4714 1599 1703
5Y 5/16/2023 5100803 435965 1359878 4177142 3304427 368639 317441
SM 5/16/2023 466723 134640 22299 178895 305784 45771 31223
FC 5/16/2023 61921 23708 12521 14169 16130 8881 18107
US 5/16/2023 1236267 91193 152774 941115 941430 183809 121913
RR 5/16/2023 8101 2789 738 3070 5990 1874 1005

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CC 5/9/2023 327241 135851 73822 100185 166989 14609 9834
BP 5/9/2023 242576 71561 67033 126935 138463 31057 24057
VI 5/9/2023 391773 88609 156456 205526 134582 25303 28400
LB 5/9/2023 5325 1268 2378 3122 2434 915 493
2Y 5/9/2023 3007292 266070 1015955 2490414 1809123 221650 153056
5Y 5/9/2023 5086319 477767 1388409 4146935 3274633 361166 322826
10Y 5/9/2023 4510018 453077 1184775 3522275 2880680 425427 335324
ES 5/9/2023 2296259 204181 580204 1774854 1376967 245569 267433
OJ 5/9/2023 8563 4770 1726 1963 4886 1743 1864
LH 5/9/2023 230026 61581 87656 85995 62258 25402 23064
PA 5/9/2023 13295 1733 7380 8269 2304 1211 1529
RR 5/9/2023 7820 2470 807 3220 5475 1842 1250
MP 5/9/2023 255441 127763 57731 117890 194423 8859 2358

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CC 4/18/2023 330245 131355 72000 110050 174193 15617 10829
BO 4/18/2023 479920 72093 81544 282065 275121 31891 29384
LH 4/18/2023 233443 65671 92828 84339 60896 29502 25788
10Y 4/18/2023 4393559 473072 1153153 3439022 2800282 395955 354614
ES 4/18/2023 2278321 204558 548815 1764361 1404531 241651 257224
PA 4/18/2023 11848 1912 7549 7988 1837 1084 1598
FC 4/18/2023 56623 23428 14358 13412 14189 9470 17763
5Y 4/18/2023 4472642 270063 1024565 3775123 3058490 366773 328904
MP 4/18/2023 267698 139289 83118 120371 181255 7352 2639
VI 4/18/2023 391654 79608 143369 210030 144440 25841 27670
CT 4/18/2023 168276 55156 50686 77142 84371 13335 10576

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 3/21/2023 1426 124 675 893 235 409 516
JY 3/21/2023 169188 7255 73600 134389 61905 24336 30475
RB 3/21/2023 303936 60905 23439 167338 210673 21659 15790
SV 3/21/2023 119082 41325 37863 48685 61366 22328 13109
ES 3/21/2023 2149005 203125 405605 1681318 1414863 205770 269745
BO 3/21/2023 456475 74741 75308 259796 257872 29346 30703
CT 3/21/2023 196669 51426 63008 99630 85404 11525 14169
LH 3/21/2023 220266 63404 81057 80723 63373 25180 24877
5Y 3/21/2023 4350302 389000 1020568 3586593 2960148 335724 330601
KW 3/21/2023 171307 41069 48647 80096 69340 17818 20996
KC 3/21/2023 201018 43072 24376 99606 117279 7452 8475
LC 3/21/2023 316104 118518 48818 88370 156017 37174 39227
RR 3/21/2023 8119 1803 3189 4652 3061 1618 1823
US 3/21/2023 1235097 102678 202091 959632 916015 169332 113536
FC 3/21/2023 57655 22192 15442 13675 13045 8742 16122

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
OJ 1/31/2023 13076 7539 1024 2587 10187 2638 1553
MK 1/31/2023 26536 4743 7780 17663 10976 2470 6120
5Y 1/31/2023 4177919 224985 957941 3538717 2815772 340298 330287
CC 1/31/2023 301395 93440 68281 142793 170611 12252 9593
SM 1/31/2023 425993 174746 16916 141045 314786 47162 31251
EU 1/31/2023 796738 246755 96246 440756 644345 95671 42591
10Y 1/31/2023 4151853 367733 923204 3313634 2689691 349227 417699
2Y 1/31/2023 2428703 163860 741025 2027636 1474754 198658 174375
PA 1/31/2023 11245 1792 6063 7131 2499 1238 1599
LC 1/31/2023 313206 126874 49651 88274 161232 34568 38833
LH 1/31/2023 215162 67149 70743 78668 75256 25530 25348

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MP 1/10/2023 270826 149517 202898 111970 64764 8593 2418
SM 1/10/2023 408767 171785 14075 130280 310860 48473 25603
OJ 1/10/2023 11516 6413 1040 2602 8828 2206 1353
KW 1/10/2023 163353 31234 43389 78470 65640 19783 20458
RB 1/10/2023 257742 76471 18783 120957 183765 21082 15962
LB 1/10/2023 3182 496 2077 1359 202 1164 740
O 1/10/2023 3810 793 1659 870 986 2071 1089
LC 1/10/2023 322340 132029 52035 88511 161473 33907 40939

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MP 1/3/2023 245029 131201 187577 105401 55139 8078 1964
5Y 1/3/2023 4213262 290221 943140 3553482 2844424 317117 373256
RB 1/3/2023 238417 72801 21283 109635 167570 19890 13473
SM 1/3/2023 404562 170218 13650 141313 317283 42222 22820
OJ 1/3/2023 11026 6163 1009 2584 8581 2143 1300
O 1/3/2023 3650 786 1455 860 1010 1928 1109
C 1/3/2023 1221434 359493 91961 541890 759007 117043 167458
S 1/3/2023 603609 195320 46681 284335 395664 42635 79945

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MP 12/20/2022 229275 124474 179570 96834 47242 7626 2122
O 12/20/2022 4414 782 2008 1221 1073 2340 1262
LB 12/20/2022 2942 378 1844 1300 164 1164 834
CD 12/20/2022 180857 39705 66666 94996 72010 34768 30793
SM 12/20/2022 407746 153869 13798 148412 310579 49809 27713
OJ 12/20/2022 11127 5786 1074 2774 8555 2447 1378
C 12/20/2022 1187781 308817 108837 557960 716576 122226 163590
LH 12/20/2022 174900 66678 32883 64686 87378 14105 25208
CL 12/20/2022 1395622 326195 88004 496161 752719 73340 54973
ES 12/20/2022 1986847 248641 408393 1461519 1300800 233471 234438
KW 12/20/2022 151177 35540 36814 69784 67790 18547 19267

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
EU 12/13/2022 772800 236415 111700 414090 571467 94033 61371
OJ 12/13/2022 11416 5838 1124 2913 8438 2308 1497
C 12/13/2022 1205259 316184 103954 570199 743422 122422 161429
SM 12/13/2022 392236 148357 14825 142149 294290 47862 29253
O 12/13/2022 4103 773 1769 1187 1061 2080 1210
CD 12/13/2022 169433 31720 58968 87471 62547 32089 29765
MW 12/13/2022 47865 4836 6145 32167 28817 8439 10480
RB 12/13/2022 262771 73553 21589 129173 181071 17107 17173
YM 12/13/2022 106454 23411 35953 59477 39228 13855 21562

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CL 11/29/2022 1412121 306174 66435 512256 774910 76477 53562
RB 11/29/2022 244676 81398 27194 112797 171455 17526 13072
HO 11/29/2022 266829 47657 16924 117108 165363 41895 24373
KC 11/29/2022 196365 35834 50470 110025 96330 9075 8134
US 11/29/2022 1197681 47371 151288 943291 876440 182448 145382
O 11/29/2022 3274 767 1147 1074 1169 1418 943
OJ 11/29/2022 11216 5851 1121 2951 8685 2282 1278
GC 11/29/2022 433661 209161 99158 134184 253417 33946 24716
KW 11/29/2022 142738 37621 23996 66371 78477 18296 19815
C 11/29/2022 1226410 360350 90108 552816 783985 122723 161796
SV 11/29/2022 121258 48441 30958 46270 75267 22150 10636
HG 11/29/2022 146760 51433 49449 63196 66558 13549 12171
FC 11/29/2022 49547 12133 20122 17457 9552 10031 9947
W 11/29/2022 310667 87807 121112 130938 93914 31815 35534

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 11/15/2022 46479 5230 3370 29751 29834 8992 10769
KC 11/15/2022 191743 37332 51486 103544 91704 10167 7853
US 11/15/2022 1199687 57233 154914 951931 873186 174421 155485
CL 11/15/2022 1469437 361681 83414 562505 869900 76318 47190
HO 11/15/2022 275254 44329 18669 119221 166154 48197 26924
LB 11/15/2022 2387 263 1562 1174 63 920 732
FC 11/15/2022 49569 13896 19551 16615 11278 10085 9767

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 10/25/2022 4421 722 1238 1355 1617 2153 1375
RR 10/25/2022 8262 1685 3614 4703 3237 1853 1390
JY 10/25/2022 272597 37579 140197 205120 87038 25555 41019
CL 10/25/2022 1436942 335340 86261 566297 834323 69760 50813
CT 10/25/2022 245987 71296 46520 121240 146930 13075 12161
MP 10/25/2022 248910 161558 148984 78742 98551 8379 1144
RB 10/25/2022 235617 77920 33121 110886 161723 19555 13517
FC 10/25/2022 49269 13614 18142 16329 10454 9365 10712
OJ 10/25/2022 11069 5249 1260 3237 8787 2540 979
LH 10/25/2022 197404 79180 38801 65528 95865 18149 28191
LC 10/25/2022 282242 105722 41596 90481 152189 30509 32927
KC 10/25/2022 208280 42119 30768 106110 119436 9859 7884

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MP 10/11/2022 206170 120239 153893 77393 49554 8294 2479
GC 10/11/2022 431395 212561 118141 112867 216595 36988 27680
SV 10/11/2022 125623 47939 40550 47603 63206 21347 13133
SB 10/11/2022 687209 183050 81935 343017 478162 81678 47648

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SB 9/20/2022 744972 164043 126698 424443 460303 64709 66194
NG 9/20/2022 960236 153110 308821 417431 296123 66185 31782
GC 9/20/2022 469395 214557 148835 141862 217290 40500 30794
CL 9/20/2022 1481545 342588 102710 589445 851013 73243 51553
ES 9/20/2022 2141022 221158 440609 1681942 1368244 184903 279150
W 9/20/2022 285567 88644 92673 113055 103073 28213 34166
SV 9/20/2022 132107 52323 53963 50661 56290 21383 14114
SM 9/20/2022 392512 138080 11610 156677 308531 50445 25061
RR 9/20/2022 9019 3620 1236 3347 7076 2029 684

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 8/30/2022 45136 6683 4787 26964 27029 8317 10148
2Y 8/30/2022 1966512 108397 389997 1631374 1282962 146211 213023
CL 8/30/2022 1470207 332415 103226 588601 844849 77360 50301
GC 8/30/2022 459165 235314 117580 126535 256214 38918 26973
O 8/30/2022 3238 685 541 963 1348 1377 1136
LB 8/30/2022 2376 326 1594 1084 134 942 624
W 8/30/2022 288545 89300 100799 119733 104819 29557 32972
OJ 8/30/2022 9636 3718 830 3931 8291 1947 475
PA 8/30/2022 5875 1424 2553 3475 2152 932 1126
KW 8/30/2022 145155 45210 36725 68681 75826 18043 19383
C 8/30/2022 1267735 402312 118915 595440 821199 115050 172688
HG 8/30/2022 158390 46105 69360 82023 57038 13256 14986
KC 8/30/2022 193889 61416 12729 87194 138177 9555 7259
PL 8/30/2022 70747 29635 35013 27501 26855 8556 3824
SV 8/30/2022 138714 49468 57739 58592 58327 22715 14709

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SB 8/16/2022 737535 171404 121434 396588 458425 68600 56733
2Y 8/16/2022 2124688 180858 394906 1718780 1469227 158017 193522
GC 8/16/2022 453960 238196 97032 122566 276275 37826 25281
HO 8/16/2022 296987 46048 21122 154772 194794 41070 25974
KC 8/16/2022 190302 45062 11591 99068 134386 9438 7591
CC 8/16/2022 300186 89997 92775 146704 146524 13549 10951
LC 8/16/2022 264299 106713 45325 91932 150682 30154 32792
KW 8/16/2022 156392 39557 36110 73577 76814 21163 21373
ES 8/16/2022 2346224 227370 515354 1826100 1471883 227544 293777

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 8/9/2022 2702 275 1429 1310 241 854 769
MW 8/9/2022 58167 6873 4661 36161 35945 10496 12924
CL 8/9/2022 1570131 338172 127521 636980 875053 76995 49573
NG 8/9/2022 969582 169972 295391 404077 317343 67512 28827
HO 8/9/2022 283749 45620 21156 149372 185844 40817 28809
S 8/9/2022 583208 148533 59632 315133 378104 35744 61674
ES 8/9/2022 2299388 227064 471325 1785298 1473057 218709 286689
5Y 8/9/2022 3901253 298631 649634 3249286 2768020 295805 426068
RB 8/9/2022 250399 74516 29010 122093 172347 18926 14178
GC 8/9/2022 453540 242906 100055 121980 276534 37927 26224
KW 8/9/2022 162643 38343 34631 79977 82074 20891 22506
LC 8/9/2022 256928 96027 47445 96302 143755 32141 33270
SF 8/9/2022 43202 8635 18417 25084 5620 9414 19096

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CL 7/26/2022 1597451 368453 109193 595032 878521 79895 55666
HO 7/26/2022 269127 43158 24474 139948 173479 41336 26489
LB 7/26/2022 1915 449 692 843 387 568 781
S 7/26/2022 583850 143708 58467 317204 374777 37501 65169
BO 7/26/2022 368075 64485 43455 218590 242067 25574 23127
GC 7/26/2022 487515 241661 148971 142007 250429 42821 27089
ES 7/26/2022 2322824 240642 478277 1795164 1505074 221627 274082
LC 7/26/2022 252398 89822 53895 97766 132651 30957 31999
RB 7/26/2022 255506 74431 29027 124784 175103 19651 14736
VI 7/26/2022 300870 35596 128161 187508 87984 23954 30913
NG 7/26/2022 976126 183441 301731 391771 308743 65474 30212
PL 7/26/2022 73423 31027 35495 28217 28388 8349 3710
SV 7/26/2022 147784 54671 59171 62080 64733 22309 15156

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
PA 7/19/2022 6915 676 4427 5288 986 875 1426
SV 7/19/2022 145247 56187 54827 58430 66643 21517 14664
KW 7/19/2022 158686 38205 29875 79098 83990 17047 20485
CL 7/19/2022 1577616 374677 103586 580330 874019 73482 50884
GC 7/19/2022 524786 241004 146049 152103 264365 43294 25987
HO 7/19/2022 267576 37695 28452 144635 168435 42056 27499
LB 7/19/2022 1887 470 435 753 668 580 700
ES 7/19/2022 2335319 250387 458535 1792747 1526401 223471 281669
C 7/19/2022 1308458 358478 148538 631146 796757 127850 172179
S 7/19/2022 602987 159262 56669 317597 392024 39543 67709
RB 7/19/2022 270046 72688 32872 139646 185147 19650 13965
MK 7/19/2022 30739 7229 4927 20491 18680 2374 6487
SB 7/19/2022 703614 192030 64868 353385 495227 66497 51817
SF 7/19/2022 41855 6948 17860 25008 5803 9819 18112

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 7/5/2022 153674 41916 24015 70723 85638 16388 19374
ES 7/5/2022 2309241 237370 421052 1791046 1569421 227663 265606
CC 7/5/2022 315630 94360 101475 146524 141237 14461 12633
PA 7/5/2022 7373 1132 4542 5389 1285 825 1519
LC 7/5/2022 280113 94773 74744 111320 131911 30936 30374
S 7/5/2022 638675 190571 65080 330584 424222 37700 69553
SB 7/5/2022 713245 191390 107878 361892 447147 65138 63395
W 7/5/2022 288754 87094 78710 121006 120383 26674 35681
C 7/5/2022 1331035 395713 135008 618691 826132 122652 175916
CL 7/5/2022 1637862 394943 114420 601996 906213 81558 57864
RB 7/5/2022 270987 72955 44934 142761 175454 20221 15549
NG 7/5/2022 977507 197937 328456 397060 305110 66331 27762
BO 7/5/2022 364800 75794 41113 208440 247054 26452 22519
GC 7/5/2022 498210 267806 122146 118289 283874 43933 24008
SV 7/5/2022 140463 54841 49702 56137 67759 22495 16012
SF 7/5/2022 38504 3218 13353 26664 6589 8602 18542

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 6/28/2022 2675 415 191 1089 1358 1027 982
KW 6/28/2022 155953 44023 22860 67875 86221 18344 21161
ES 6/28/2022 2248771 248313 387539 1726190 1557785 223854 253033
PA 6/28/2022 7765 1146 4971 5674 1233 893 1509
S 6/28/2022 653337 191380 54187 343227 449932 38323 68811
MP 6/28/2022 193536 107031 121011 79060 69953 7059 2186
W 6/28/2022 291041 89989 82310 118839 120710 29465 35273
C 6/28/2022 1338054 433710 105608 597265 871375 125886 179878
SB 6/28/2022 734324 210575 87866 361005 493882 66813 56645
CL 6/28/2022 1651566 396046 96354 599957 927895 80880 52634
NG 6/28/2022 987740 203204 332623 402705 311865 62574 23995
GC 6/28/2022 497005 268712 111019 117038 299045 44823 20509

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
OJ 6/14/2022 13363 6272 1617 4034 10796 2781 674
CC 6/14/2022 312888 90712 94081 142236 142362 18389 14894
PL 6/14/2022 66613 25085 22871 28194 34987 8597 4018
CL 6/14/2022 1715674 409427 106481 604944 946598 90476 51768
PA 6/14/2022 7740 1045 5102 5555 1201 1105 1402
KC 6/14/2022 202656 55397 8512 100060 148459 8883 7369
NG 6/14/2022 1053265 220256 343741 409613 335303 74311 25136
GC 6/14/2022 497456 266596 111998 121926 300495 45726 21755
DX 6/14/2022 61144 53133 8657 1752 49488 5553 2293

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
OJ 4/12/2022 13915 5892 1396 4311 11231 3468 1055
CL 4/12/2022 1783725 411978 107200 688852 1039455 93596 44949
BO 4/12/2022 364457 113809 15485 170924 290060 40463 18665
KC 4/12/2022 214938 56743 8814 110821 163537 10640 5605
PA 4/12/2022 6340 1653 3686 3273 1871 1374 767
KW 4/12/2022 175900 63021 19721 65940 111321 21752 18519
JY 4/12/2022 245403 9925 121752 212850 80948 20022 40585
CT 4/12/2022 220906 99542 16322 78213 174888 20481 7525

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
PA 3/29/2022 6720 1564 3575 3581 2217 1468 821
10Y 3/29/2022 3669449 276588 753145 2941177 2283628 328695 509687
CL 3/29/2022 1795929 420097 101366 654965 1015127 85767 44336
HO 3/29/2022 214110 34076 47936 113391 120959 40215 18787
ES 3/29/2022 2120049 286935 337790 1541837 1483515 239198 246665
MK 3/29/2022 34733 10901 3086 19169 24488 3734 6230
BO 3/29/2022 340690 104186 16902 167198 270048 33429 17863
KW 3/29/2022 178444 62810 17784 67476 113162 18124 17464

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SM 3/15/2022 381928 140002 9747 161042 320530 47423 18190
10Y 3/15/2022 3561445 293043 614040 2843812 2331000 311433 503248
KW 3/15/2022 178859 61697 17420 71563 116828 19924 18936
MW 3/15/2022 64458 23888 1321 25389 52582 14530 9904
US 3/15/2022 1118301 125767 81529 805967 835719 156315 170801
RU 3/15/2022 20930 7658 115 12679 19829 593 986
W 3/15/2022 339904 110614 99684 147417 152669 30713 36391
CL 3/15/2022 1850794 444601 102786 700410 1083012 83830 43043
BO 3/15/2022 346129 114193 16266 169475 282782 33229 17849
HO 3/15/2022 237476 33666 42498 136804 145412 39114 21674
NG 3/15/2022 1082746 240482 387042 468705 362849 62435 21731
JY 3/15/2022 215484 34016 96356 163089 75492 15533 40790

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 3/1/2022 2047626 240027 350854 1605575 1425184 155387 224951
10Y 3/1/2022 3772058 397091 762874 2925060 2339306 319742 539713
US 3/1/2022 1113867 120945 125474 810886 782067 154016 178306
SM 3/1/2022 397377 127976 14793 175029 313478 45168 19902
BO 3/1/2022 376480 110869 25917 175682 275920 34986 19700
MK 3/1/2022 33782 11277 3342 18483 23633 3165 5950
SB 3/1/2022 816211 180931 96392 443667 548990 79458 58674
HO 3/1/2022 285261 51397 43761 141130 168470 43705 24001

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 2/15/2022 2207292 289318 405076 1715204 1530955 142310 210801
CL 2/15/2022 2122758 458819 110726 767338 1159338 102736 58829
KC 2/15/2022 254992 79961 9536 105790 181020 11577 6772
NG 2/15/2022 1098101 234678 366102 487701 387798 55830 24309
AD 2/15/2022 192578 11692 98386 155928 58244 19706 30696
ES 2/15/2022 2270263 431462 236339 1525195 1730817 253029 242530
MK 2/15/2022 31726 10345 3114 17164 21629 3178 5944

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
PA 2/8/2022 7497 1911 3141 3824 2789 1377 1182
AD 2/8/2022 196403 17323 103064 155203 56846 19485 32101
US 2/8/2022 1186568 111888 144913 891085 837724 160408 180744
ES 2/8/2022 2229911 391655 214068 1526373 1726840 260719 237839
S 2/8/2022 832618 255224 45494 378830 554910 55648 89298
NG 2/8/2022 1133934 240829 355918 470065 384914 57837 27899

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 1/11/2022 4019 733 176 1215 1284 2071 2559
10Y 1/11/2022 3809163 413462 757301 2964259 2361641 315565 574344
NG 1/11/2022 1136714 221396 343960 484896 389760 52328 24900
ES 1/11/2022 2283672 389727 312321 1571191 1705047 280313 223863

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
RU 11/2/2021 61601 36389 16407 22369 44251 2843 943
MW 11/2/2021 76945 31294 1824 24782 59611 16477 11118
ES 11/2/2021 2431931 370716 245214 1717083 1881204 275903 237284
O 11/2/2021 5301 814 209 1621 2517 2763 2472
5Y 11/2/2021 3568732 317689 694042 2880804 2274157 263908 494202
NG 11/2/2021 1267227 252244 389957 565097 471580 66820 22624
S 11/2/2021 620172 135938 77182 357948 377833 43540 82411
2Y 11/2/2021 2052533 329143 392251 1521704 1405441 127629 180784
LB 11/2/2021 1674 393 222 540 941 735 505
RB 11/2/2021 305371 107573 57876 128541 186835 20227 11630
KW 11/2/2021 235472 93604 42308 74394 126383 22524 21831

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MP 9/28/2021 172640 92423 112018 73086 55599 5510 3402
CT 9/28/2021 283425 128487 12355 95758 222824 20525 9591
W 9/28/2021 358631 84860 88505 158150 146662 30206 38049
O 9/28/2021 4759 1050 310 1387 2543 2307 1891
BO 9/28/2021 382917 86616 35451 199926 256206 26533 21418
2Y 9/28/2021 1846432 331033 393862 1315342 1252052 141690 142151
RB 9/28/2021 321250 88034 44857 153135 203812 21886 14386
PA 9/28/2021 9439 2558 5808 5382 1768 1210 1574
AD 9/28/2021 180869 18407 104790 143863 39165 14460 32775
JY 9/28/2021 219638 35328 100088 165246 81967 17806 36325
SM 9/28/2021 362115 77998 64199 177632 207918 44078 27591
KC 9/28/2021 294266 82278 16703 123137 193800 11533 6445
SV 9/28/2021 142163 64490 47785 44202 72850 24795 12852
SB 9/28/2021 889873 297099 48184 382907 674631 84947 42138

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MP 9/14/2021 176776 95948 111800 72569 61496 7213 2434
CT 9/14/2021 273192 122838 14615 94610 213664 19575 8744
W 9/14/2021 359608 92418 87844 154026 145957 26416 39059
LB 9/14/2021 1756 370 282 652 835 655 560
BO 9/14/2021 384148 89808 41692 205843 258524 26405 21840
HO 9/14/2021 433667 66553 36562 229180 281749 43976 21398
PA 9/14/2021 8607 2954 4681 4337 2277 1184 1517
PL 9/14/2021 75870 33649 34716 27334 33682 10867 3452
SV 9/14/2021 140540 64827 38151 42909 83065 25503 12023

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
AD 8/24/2021 197636 60964 117564 116451 38991 15687 36547
OJ 8/24/2021 12361 5326 514 3702 10682 3110 942
CT 8/24/2021 269446 120528 16219 97532 212973 18814 7682
MW 8/24/2021 73041 21562 1923 26926 55891 19467 10141
5Y 8/24/2021 3596863 481119 385918 2610347 2572682 327344 460210
C 8/24/2021 1443764 419537 88570 684905 941605 111865 186132
S 8/24/2021 684606 175251 73604 372081 452498 44299 65529
EU 8/24/2021 698547 194169 169539 403032 460425 91371 58608

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
YM 8/17/2021 107925 42250 46196 46215 47299 17326 12296
MW 8/17/2021 77366 20174 1939 30700 58930 22844 12849
OJ 8/17/2021 12123 5087 653 3557 10278 3161 874
2Y 8/17/2021 1972471 418052 387855 1360604 1403902 153083 139982
CT 8/17/2021 264618 117526 14495 94528 211409 20808 6958
C 8/17/2021 1435341 432298 86452 683412 954405 119894 194747
EU 8/17/2021 694792 233529 175889 383684 456767 70047 54604

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 8/10/2021 78501 17262 2158 32455 58103 22583 12039
OJ 8/10/2021 11862 4879 689 3408 9992 3254 860
2Y 8/10/2021 1964761 424999 390371 1353227 1399120 149008 137743
HG 8/10/2021 199899 88960 59929 72552 111784 20216 10015
S 8/10/2021 660007 183135 60739 332870 439356 45764 61674

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 7/20/2021 2013078 398045 456128 1423229 1376425 144401 133122
MW 7/20/2021 80312 14801 3424 33806 56732 22727 11178
GC 7/20/2021 490520 277312 81340 123541 352089 49200 16624
OJ 7/20/2021 11523 4492 1031 3837 9489 3075 884

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 7/13/2021 2006207 370853 502293 1440250 1311342 139891 137359
JY 7/13/2021 203727 40440 96690 145716 70980 16520 35006
HO 7/13/2021 416765 65362 43222 209536 257009 47696 22363
SM 7/13/2021 369337 83364 34534 195406 265168 46883 25951

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 7/6/2021 2236 333 123 777 1264 1001 724
JY 7/6/2021 205341 31625 100761 155707 63576 16701 39696
SB 7/6/2021 931814 303961 39956 401037 720662 88050 32430
O 7/6/2021 3559 859 321 864 2560 1765 607
W 7/6/2021 335780 104413 87816 139776 141143 22986 38216
SM 7/6/2021 378880 82443 30662 193760 266405 46511 25647

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CD 6/29/2021 196928 68301 22500 83461 154243 43608 18627
2Y 6/29/2021 2050078 333549 524805 1509829 1323445 139126 134254
MW 6/29/2021 74898 16099 3237 32688 57188 21764 10126
KW 6/29/2021 183112 54657 32419 82713 101564 15969 19356
C 6/29/2021 1485202 436054 83087 732401 1022876 121074 183566
FC 6/29/2021 43427 15657 8967 15228 10518 4699 16099
O 6/29/2021 3559 859 321 864 2560 1765 607
W 6/29/2021 344269 107346 80900 137995 152340 24768 36869
SM 6/29/2021 383610 85971 37762 199332 267623 46445 26363

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CD 6/22/2021 202787 69074 25849 88461 155151 43060 19595
2Y 6/22/2021 2054631 382165 535072 1472663 1332617 140292 127431
MW 6/22/2021 77635 17140 3233 34456 58893 21341 10811
FC 6/22/2021 43833 15707 8996 15745 11037 4862 16281
JY 6/22/2021 190545 34118 87980 138242 62072 16991 39299
GC 6/22/2021 453940 253153 86939 105830 308212 53152 16984
O 6/22/2021 3559 859 321 864 2560 1765 607
KW 6/22/2021 199345 54677 37861 88716 101430 17797 21899
SM 6/22/2021 398717 89916 34122 209524 286733 47835 26420

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KC 6/8/2021 293865 92148 23744 130866 204658 13302 7914
10Y 6/8/2021 4421310 983294 809874 3045660 2945518 309631 583193
LH 6/8/2021 300816 126762 45399 88014 162612 27670 34435
EU 6/8/2021 743159 232103 124890 382766 565245 113822 38556

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KC 6/1/2021 288472 90442 19669 128594 204912 13600 8055
CD 6/1/2021 228957 89467 40695 83447 165928 51491 17782
10Y 6/1/2021 4376087 928118 873274 3042242 2832085 318455 583456
O 6/1/2021 4242 818 207 1429 3267 1844 617
SB 6/1/2021 1024776 309620 40394 461251 789534 98664 39607
EU 6/1/2021 742079 237360 128038 384998 568512 112057 37865

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KC 5/25/2021 289668 87383 22269 131127 202039 13194 7396
YM 5/25/2021 98816 31409 44453 47672 41409 17671 10890
O 5/25/2021 4163 936 191 1456 3180 1710 731
EU 5/25/2021 738138 236103 132103 381869 561735 111477 35611
10Y 5/25/2021 4502793 834440 730042 3083531 2908543 387727 667113
US 5/25/2021 1277636 68604 187957 981864 805367 178650 235794
KW 5/25/2021 224190 63562 39302 95411 114334 16559 21896
CD 5/25/2021 213176 84183 39372 76439 151974 49306 18582

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KC 5/18/2021 290535 85925 22452 132117 200523 12663 7730
CC 5/18/2021 201400 59278 28039 89053 124363 10925 6854
CL 5/18/2021 2458804 612530 136583 891029 1423558 102372 45790
EU 5/18/2021 727631 232330 132472 378241 551145 109261 36215
SM 5/18/2021 409716 101474 14670 197613 315118 51834 21133
CD 5/18/2021 207963 82026 35914 73359 148337 48890 20024
W 5/18/2021 411192 128954 103206 146913 163071 29225 38815
KW 5/18/2021 224139 70083 41016 91736 117675 17401 20529

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KC 5/11/2021 286828 82486 22896 131749 197693 13637 7283
10Y 5/11/2021 4294776 875713 874496 2962010 2712791 332667 583103
MW 5/11/2021 77740 22994 2425 33196 60162 17775 11378
SM 5/11/2021 428316 118961 9583 197838 337431 51495 21280
5Y 5/11/2021 3446935 335583 548327 2706993 2395933 297950 396266
BP 5/11/2021 173960 64947 36771 63539 113115 43759 22359
EU 5/11/2021 697211 223387 129480 357792 522697 106123 35125
CD 5/11/2021 201955 79329 40700 72089 138338 48225 20605

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 5/4/2021 221190 91391 8077 90853 182929 16227 7465
10Y 5/4/2021 4259750 818849 826094 2990625 2751414 336630 568596
SB 5/4/2021 992776 306207 43161 460897 786227 95813 33529

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 4/27/2021 220804 93587 8134 89215 184758 17322 7232
MW 4/27/2021 77765 21027 2456 33724 59161 17966 11100
5Y 4/27/2021 3370020 392216 382682 2603900 2521896 287669 379207
HG 4/27/2021 254183 120135 70874 74222 135719 25418 13182
SB 4/27/2021 1021800 311478 43710 488476 816419 95799 35624
KC 4/27/2021 279875 76107 19298 134229 196360 11627 6305

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LH 4/6/2021 289848 121642 39435 85686 160864 26899 33928
C 4/6/2021 1763485 608489 72337 794377 1286339 145283 189473
5Y 4/6/2021 3575476 485239 492856 2727948 2586404 271735 405662
10Y 4/6/2021 3920974 732687 648128 2821476 2693466 313947 526516
PL 4/6/2021 68108 43621 10873 10080 51061 10620 2387

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 3/23/2021 229612 91321 8375 95344 186829 16376 7837
LH 3/23/2021 275026 116856 36065 85464 157912 25589 33932
ES 3/23/2021 2540184 304988 333294 1920452 1945742 269999 216403
RR 3/23/2021 9133 2289 1269 4905 7326 1820 419
10Y 3/23/2021 3881815 719545 707248 2788076 2637246 317965 481092

O 3/16/2021 4374 1439 0 1165 3478 1755 881
CT 3/16/2021 232116 93354 8405 95370 189487 16432 7264
LB 3/16/2021 3059 664 237 1259 2161 1032 557
C 3/16/2021 1790781 583279 74195 838502 1317167 149310 179729
CC 3/16/2021 203160 75411 30655 76055 126634 11434 5611
BP 3/16/2021 148035 55190 26590 55771 96862 36323 23832
5Y 3/16/2021 3422108 581434 509575 2478234 2436614 269227 382706
LH 3/16/2021 271314 115538 34271 83469 157211 24637 32162
YM 3/16/2021 108863 18684 37374 67217 53802 19382 14107
MP 3/16/2021 113924 40137 69594 68141 40115 5144 3713
SF 3/16/2021 37985 13297 8626 15984 6971 8479 22163

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 3/9/2021 4452 1559 0 1079 3696 1803 745
DX 3/9/2021 41300 23759 32646 10365 3659 4812 2631
MW 3/9/2021 83248 22998 3871 38538 62645 17304 12324
CC 3/9/2021 199776 76611 31890 74136 125092 11692 5457
NG 3/9/2021 1206350 267255 267297 498598 521251 57876 35181
EU 3/9/2021 722123 207588 105624 402394 559836 96525 41047
KW 3/9/2021 217450 73294 24323 76975 121273 20659 25332

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 3/2/2021 4169 1411 0 1051 3389 1697 770
CT 3/2/2021 240280 100222 8647 92544 195760 17770 6129
LB 3/2/2021 3134 698 264 1322 2188 1026 594
C 3/2/2021 1799033 578046 74281 848786 1324994 151278 178835
10Y 3/2/2021 3556876 534323 629934 2563667 2285665 314620 497011
SB 3/2/2021 1009386 270821 47801 497725 791931 109000 37814
US 3/2/2021 1228416 120484 310818 939647 707193 149680 191800
KW 3/2/2021 223072 73603 21539 78865 126037 20236 25128
BP 3/2/2021 169363 65138 29056 65635 113805 36154 24066

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 2/16/2021 244078 101955 9949 93158 197958 19482 6688
HG 2/16/2021 272276 146763 72854 65911 151581 24707 12946
BP 2/16/2021 171218 60269 38102 67674 105532 41458 25767
CL 2/16/2021 2507620 697095 182382 844358 1419142 111230 51159
HO 2/16/2021 425743 68220 52542 235735 274937 46273 22749
SB 2/16/2021 1124674 282253 55313 591834 886051 112037 44760

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
HG 2/9/2021 264096 140927 69632 67275 148594 22848 12824
MW 2/9/2021 90793 21463 6736 46198 63642 15742 13025
BP 2/9/2021 170161 60513 39395 65969 102470 41366 25983
GC 2/9/2021 506741 309326 57919 87800 379995 58041 17253
C 2/9/2021 1970144 613127 90695 906627 1401638 168978 196399
SB 2/9/2021 1130449 271045 59690 604047 884525 115122 45999

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 1/26/2021 1923315 627272 79595 872690 1377706 146555 189216
SB 1/26/2021 1104626 299405 61545 563808 865722 109203 45149
NG 1/26/2021 1124803 289360 277788 444045 472033 59125 42709
GC 1/26/2021 534574 313532 55986 94890 393838 60968 19566
SF 1/26/2021 48337 17638 7546 8313 28819 22340 11926

MW 1/12/2021 84962 26567 10274 37819 58938 15137 10311
O 1/12/2021 4684 1967 0 624 3816 2093 868
CC 1/12/2021 220663 68562 32952 91320 133076 13572 7426
SB 1/12/2021 1095452 311865 58600 541896 863299 106638 38500
GC 1/12/2021 555538 313217 66990 105980 396281 62806 18732
NG 1/12/2021 1127069 293159 281720 446403 475062 59806 42586
OJ 1/12/2021 9935 3461 903 4279 7998 2130 969
SF 1/12/2021 50164 20421 8446 8802 29632 20938 12083
C 1/12/2021 1891208 658723 116600 822010 1319535 146414 191012

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 1/5/2021 4813 1989 0 825 3947 1999 866
RR 1/5/2021 9425 2850 974 5247 7744 1314 693
RB 1/5/2021 414977 116356 32597 207030 300888 18127 8028
MW 1/5/2021 79324 22565 11041 36157 53006 15432 10107
EU 1/5/2021 673532 224832 81841 349449 550714 94847 36573
NG 1/5/2021 1162745 278600 281970 472088 488899 59520 39339
JY 1/5/2021 206963 69163 18973 98129 171246 36774 13847
MK 1/5/2021 18400 9402 2269 5693 10442 2319 4703
OJ 1/5/2021 10301 3192 828 4835 8519 2210 890
PL 1/5/2021 61185 37312 9690 11444 46564 9685 2187
GC 1/5/2021 568888 349946 70628 97405 418328 61730 20125
C 1/5/2021 1778403 644591 123494 772419 1267231 152209 178494

2020

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
S 12/15/2020 938967 304172 36669 427099 688882 70507 76227
SM 12/15/2020 431619 118938 13144 200164 328353 51405 29010
CC 12/15/2020 215822 67566 32991 86773 127249 14577 8676
BO 12/15/2020 491622 147036 21653 189556 336108 51156 29987
CT 12/15/2020 222753 94639 13298 82237 174312 17376 6642
AD 12/15/2020 127016 45786 55111 45513 55118 33982 15052
JY 12/15/2020 193317 65376 21413 90761 153874 34221 15071
CD 12/15/2020 196230 39856 55572 107352 122442 45778 14972
LH 12/15/2020 190435 72472 40671 71337 91645 15865 27358
DX 12/15/2020 35894 14709 28765 14494 425 3540 3553
5Y 12/15/2020 3190595 496552 758696 2274544 2007975 291846 296271
GC 12/15/2020 550366 340610 69026 101736 408078 57079 22321
SV 12/15/2020 158268 80689 31177 41702 110692 28350 8872

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
HG 12/1/2020 240738 134470 54614 59131 143621 18379 13745
OJ 12/1/2020 10786 3438 1114 4932 8749 2327 834
CC 12/1/2020 207044 68844 33697 77509 117905 13261 8012
FC 12/1/2020 38655 13870 12602 12892 8367 4890 10683
AD 12/1/2020 130727 45453 56253 51743 56725 31765 15983
CD 12/1/2020 147803 28702 49945 74790 79728 41133 14952
LH 12/1/2020 200920 71137 32844 73167 102540 19486 28406
JY 12/1/2020 185873 62449 14946 90038 153443 32847 16945
SV 12/1/2020 152372 77023 29131 45567 107452 24131 10138
KW 12/1/2020 211611 71815 25007 82520 131296 19284 17316
2Y 12/1/2020 1854536 318836 639457 1323499 1047194 153706 109390

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
JY 11/17/2020 165073 40313 10646 92697 137577 31751 16538
SM 11/17/2020 454952 118529 16975 223382 350370 52817 27383
LH 11/17/2020 202405 69684 32802 73390 100927 19857 29202
10Y 11/17/2020 3249449 587470 435151 2181114 2284683 371509 420259
BO 11/17/2020 497851 144975 21441 211806 355977 48596 27959
FC 11/17/2020 36456 13974 14669 12109 7206 5292 9500
CD 11/17/2020 136614 26205 46564 72094 72587 35960 15108
C 11/17/2020 1783436 535886 124386 849459 1219662 144640 185937
SB 11/17/2020 1079515 350269 52626 505327 858515 101223 45678
KW 11/17/2020 231577 82063 29789 88615 140950 19647 19586
CC 11/17/2020 180466 50861 34499 79153 100593 10819 5741
GC 11/17/2020 557533 329698 78428 106681 401253 64301 20999
HG 11/17/2020 228338 123701 56539 59096 131014 17718 12962
BP 11/17/2020 139010 27454 47200 81874 65217 27693 24604

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
S 11/10/2020 925282 319827 37752 417061 694558 63204 67782
10Y 11/10/2020 3207215 557411 462795 2159012 2212069 363489 405048
JY 11/10/2020 183518 55644 13750 96135 151491 30556 17094
CD 11/10/2020 136456 25962 47311 71253 71346 37218 15776
KW 11/10/2020 235355 84479 33164 90164 142469 20542 19552
C 11/10/2020 1760320 537314 114655 827116 1198537 141232 192470
HG 11/10/2020 228128 120398 55329 61733 129495 15789 13096
FC 11/10/2020 35880 13937 15453 11097 6072 5335 8844
CC 11/10/2020 182718 47051 39447 92247 103682 10697 6866

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
US 11/3/2020 1216994 120756 377098 922754 672058 154590 148944
LB 11/3/2020 2648 492 264 1160 1930 985 443
5Y 11/3/2020 3118607 358601 811465 2378025 1953545 303924 275540
C 11/3/2020 1703764 504804 98601 785386 1137547 135192 189234
S 11/3/2020 910994 306424 40533 424781 682308 57406 65770
LH 11/3/2020 215871 70754 33336 77540 106828 20410 28540
10Y 11/3/2020 3077241 502120 507810 2134767 2109385 366542 386234
RR 11/3/2020 9074 3410 805 4364 7771 1298 496
AD 11/3/2020 134352 56529 57843 52543 57744 23665 17150
FC 11/3/2020 41054 13333 19025 13972 7642 7221 7859
JY 11/3/2020 184751 51012 22914 97895 145570 35101 15524
ES 11/3/2020 2410740 373270 294493 1741481 1820430 257815 257643
RU 11/3/2020 23732 8104 13759 14339 8030 1289 1943
NG 11/3/2020 1181478 320408 266309 460482 542346 59963 32198
GC 11/3/2020 544774 321798 78889 108679 398017 66826 20397
SV 11/3/2020 153267 72516 27175 47860 107191 26164 12174

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
S 10/27/2020 969014 323798 42934 433405 702388 61465 73346
LB 10/27/2020 3002 526 291 1345 2143 1119 556
MW 10/27/2020 74569 24429 12158 34663 49672 12715 9977
SB 10/27/2020 1036579 358746 50283 470780 830300 96739 45682
C 10/27/2020 1682271 517427 106414 748154 1104017 139245 194395
LH 10/27/2020 217922 75495 35047 74918 106894 20873 29345
FC 10/27/2020 45210 13134 20199 15228 9487 9279 7955
BP 10/27/2020 139984 31799 38459 78492 71539 27259 27552
5Y 10/27/2020 3094189 408488 766163 2289944 1971138 321191 282322
10Y 10/27/2020 3153365 544854 528642 2179517 2165583 364447 394593
JY 10/27/2020 177622 46131 28238 94605 131414 36255 17339
NG 10/27/2020 1168122 316455 267211 460746 536414 60450 34026
HG 10/27/2020 241268 126722 59806 67831 138980 17271 13038

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
S 10/13/2020 1041802 316909 62156 486785 727932 64184 77790
MW 10/13/2020 65278 18993 17727 30667 32404 12615 12144
BO 10/13/2020 470170 126645 15691 207798 336979 41794 23567
5Y 10/13/2020 3111866 371374 770745 2343089 1989084 324537 279171
10Y 10/13/2020 3246095 585180 509923 2208573 2308092 380599 356337
AD 10/13/2020 137281 63863 60009 46258 58761 26189 17540
LC 10/13/2020 274870 96600 39524 104791 153976 30401 38292
HG 10/13/2020 237283 119134 59918 68479 129717 14788 12766

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
S 9/29/2020 984246 298448 58576 439913 658356 62122 83551
SM 9/29/2020 438397 114593 19195 204833 319685 46735 27281
SB 9/29/2020 971839 288757 40412 498280 788479 81222 39368
10Y 9/29/2020 3287420 668338 539762 2161632 2345895 394462 338775
C 9/29/2020 1513913 366899 185007 728138 847310 130355 193075
AD 9/29/2020 128448 53816 44879 48694 62703 24821 19749
NG 9/29/2020 1264554 329130 280844 497275 568539 59793 36815

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 9/15/2020 5202 1577 0 1392 4502 2072 539
KC 9/15/2020 270709 81573 15234 114217 185180 13120 8496
LB 9/15/2020 3513 836 313 1486 2315 1016 710
KW 9/15/2020 229376 70371 54548 96684 112973 18321 17855
C 9/15/2020 1458330 339901 228067 712879 776348 134986 183351
HO 9/15/2020 437871 53072 46824 209029 215759 43082 42600
RR 9/15/2020 9675 3320 617 4690 8481 1650 562
CC 9/15/2020 221593 86207 43836 91841 139160 12255 7307
PA 9/15/2020 9914 5613 2461 2134 6187 1758 857
LC 9/15/2020 293213 102551 36437 107431 161552 29209 41202
SV 9/15/2020 162397 77004 38655 51418 107425 27716 10058

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 8/25/2020 4900 1525 0 1375 4196 1883 587
S 8/25/2020 843945 202517 59265 415837 559507 61299 60881
BO 8/25/2020 455065 110828 27115 226444 321551 42008 30614
OJ 8/25/2020 9142 1768 1155 5326 6649 1977 1267
5Y 8/25/2020 3497602 468836 509296 2451787 2457539 359688 313476
RR 8/25/2020 9908 3451 704 4666 8486 1745 672
SB 8/25/2020 1062658 300927 46838 523081 829848 93943 41265
CL 8/25/2020 2052448 671889 171190 639675 1176644 88867 52597
SF 8/25/2020 53085 18344 6478 13021 36967 21593 9513
EU 8/25/2020 704077 262061 50309 332664 600646 99158 42928
MK 8/25/2020 23990 12420 5373 7743 13290 2805 4305
LH 8/25/2020 218420 83704 57656 69621 91002 19321 23988
LB 8/25/2020 4626 1272 879 1897 2334 1323 1279

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 8/18/2020 4710 1648 0 1148 3810 1778 764
SB 8/18/2020 1018436 284216 43108 519392 811189 92867 42178
HO 8/18/2020 383702 48642 33208 193319 218393 47587 37947
SF 8/18/2020 56114 20774 6267 12719 39696 22371 9901
RR 8/18/2020 9830 2480 719 5086 8228 2112 731
CC 8/18/2020 199818 64406 38432 100240 130713 11976 7477
EU 8/18/2020 704050 259244 62301 332209 591573 102012 39591
DX 8/18/2020 34896 18587 26102 11137 2191 3088 4519

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 7/28/2020 4548 2232 0 719 3594 1481 838
SB 7/28/2020 963358 225725 62757 547175 733283 74081 50941
KW 7/28/2020 267660 66522 81026 122578 111271 20793 17596
SF 7/28/2020 51799 17654 9212 14018 32141 20118 10437
EU 7/28/2020 678965 242127 84568 328605 546114 97798 37848
MK 7/28/2020 28078 15282 4999 8109 17096 3399 4695
VI 7/28/2020 268574 53826 142737 145689 48839 18949 26888
RB 7/28/2020 339029 83119 32708 177463 233059 22270 17085

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 7/21/2020 4271 2029 0 744 3427 1384 730
KW 7/21/2020 261941 65224 80924 120517 107806 20668 17679
W 7/21/2020 373461 123051 104245 135794 134133 22802 43269
SF 7/21/2020 51006 17761 10382 14952 29961 18074 10444
JY 7/21/2020 142686 50854 31547 65447 92194 24630 17190
CL 7/21/2020 1956768 687910 139034 613323 1191979 89870 60090
EU 7/21/2020 636212 204185 79138 320979 501647 95944 40323
CT 7/21/2020 177528 62911 22105 80745 123483 9962 8030

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 7/14/2020 4324 2208 0 750 3398 1252 812
KW 7/14/2020 248761 59016 80826 123849 104466 20153 17726
W 7/14/2020 389500 118613 101889 144571 143933 23152 40514
SF 7/14/2020 48430 16526 9469 14482 28589 17412 10362
PA 7/14/2020 8100 3817 2116 2636 4947 1360 750
ES 7/14/2020 2625841 378655 407268 1953964 1836027 239330 328654
EU 7/14/2020 604982 194252 83340 309455 471519 92064 40912
CT 7/14/2020 174373 60568 20805 80817 122683 10085 7982
CC 7/14/2020 224995 51257 68295 112597 100007 12685 8237

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
RB 7/7/2020 344855 75890 34507 186464 234147 22016 15716
RR 7/7/2020 10153 3495 467 4636 8346 1641 959
SB 7/7/2020 924622 222050 66478 542633 717273 70462 51394
LB 7/7/2020 2951 716 339 1028 1586 1059 878
SF 7/7/2020 45115 12832 9054 15528 25310 16723 10719
W 7/7/2020 410198 116056 130325 161659 135432 24557 36515
CT 7/7/2020 168486 53896 23914 82676 116212 10657 7103
AD 7/7/2020 105115 44740 45434 38279 40090 21213 18708
HO 7/7/2020 351038 41668 37476 197809 210168 40135 31968
CL 7/7/2020 1972049 686543 151226 630952 1193278 91001 63992

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
DX 6/30/2020 19441 9812 14787 5934 936 2513 2536
VI 6/30/2020 256691 43454 114865 137995 62085 19587 24086
RR 6/30/2020 10122 3235 467 4730 8391 1734 841
SB 6/30/2020 918143 211027 76126 548057 697770 72028 57216
LB 6/30/2020 2620 746 342 834 1390 963 811
W 6/30/2020 403108 113532 128156 163536 135175 24526 38263
PA 6/30/2020 7080 3034 1915 2490 4080 1253 782
MK 6/30/2020 28399 14807 4969 8824 16867 3242 5037
CT 6/30/2020 161481 49221 30635 82581 102606 10067 8628
CL 6/30/2020 2008618 704393 160567 638159 1208544 91667 65108

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
PL 6/23/2020 47275 25774 8011 13341 35239 6292 2157
VI 6/23/2020 248684 45918 109044 127663 59374 18280 23443
ES 6/23/2020 2603271 333015 430093 1980413 1819652 242517 306200
RR 6/23/2020 10051 3211 618 4456 8209 1964 804
SB 6/23/2020 958619 219511 86917 580595 730189 74604 57604
HG 6/23/2020 190457 63749 47051 75997 94415 14323 12603
YM 6/23/2020 72922 13683 42379 45810 15227 11874 13761
DX 6/23/2020 21601 11653 16967 6657 853 2206 2696
AD 6/23/2020 93782 35974 40784 38500 32502 18028 19216
JY 6/23/2020 144549 50490 23032 68487 102372 25074 18647
EU 6/23/2020 585421 190816 72368 305405 467945 83145 39053
MK 6/23/2020 27001 13344 4263 8724 15728 3132 5209
CT 6/23/2020 159309 47302 32609 83247 98514 9950 9376
CL 6/23/2020 2003477 711257 150374 647160 1243038 93075 58080
CC 6/23/2020 209141 50889 50676 100024 104007 11500 7730
CD 6/23/2020 105412 22852 43686 55180 37083 26249 23512

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 6/2/2020 5504 2246 0 1032 3516 2081 1843
DX 6/2/2020 26006 17877 9619 3644 12511 2848 2239
RB 6/2/2020 363377 80850 27770 204100 264040 23280 16420
YM 6/2/2020 78116 14160 31886 50094 27540 11993 16821
LB 6/2/2020 2561 470 441 1151 1285 914 809
HG 6/2/2020 182043 56002 56948 73316 71633 13848 14585
SF 6/2/2020 40352 13364 4375 14432 22186 12436 13671
LC 6/2/2020 268330 73758 40269 115458 147546 29336 30737
FC 6/2/2020 30397 9911 8405 10594 8603 5538 9035
PA 6/2/2020 6793 2632 2232 2411 3456 1429 784
GC 6/2/2020 475745 272196 53162 108654 365277 57888 20299
KW 6/2/2020 229286 46911 71258 114578 90294 20093 20030

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 5/26/2020 5052 1953 0 873 3221 2114 1719
LB 5/26/2020 2559 437 533 1250 1250 829 733
PL 5/26/2020 51559 29924 6901 13126 39920 6008 2237
5Y 5/26/2020 3955287 384854 540521 2739359 2586363 348826 346155
RB 5/26/2020 382373 88143 27231 214559 280084 22550 17937
HO 5/26/2020 385618 41801 39166 223316 228812 41828 38967
SF 5/26/2020 39072 13246 4507 14593 21439 11212 13105
CT 5/26/2020 184741 42531 38714 100952 105725 11307 10351
FC 5/26/2020 28961 7973 7634 10471 8083 5703 8430
VI 5/26/2020 208494 46141 88770 99091 50141 18334 24655
PA 5/26/2020 7035 2672 1952 2607 3830 1386 883
KW 5/26/2020 231409 46016 71155 115461 91877 20632 19077

*Location of links below have change*

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 5/19/2020 4502 1636 0 861 2971 1928 1454
KW 5/19/2020 223245 45073 60068 109233 94716 20436 19958
FC 5/19/2020 29169 8236 7347 10159 7763 5721 9006
RB 5/19/2020 379996 90586 27724 210968 279968 22584 16446
PL 5/19/2020 51652 30671 8658 12578 38368 6167 2390
SF 5/19/2020 38746 13678 4950 14422 20534 10627 13243
S 5/19/2020 861248 186743 99142 431829 536393 70319 53356
GC 5/19/2020 528205 295394 43606 133715 423889 59851 21465
PA 5/19/2020 6989 2461 1816 2715 3869 1423 914
LC 5/19/2020 258012 69511 35186 108408 141353 30324 31704

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 5/12/2020 3807 1297 0 946 2759 1562 1046
KW 5/12/2020 210147 46741 44446 100117 102036 19748 20124
C 5/12/2020 1421348 210833 388404 758783 603070 179832 157974
LC 5/12/2020 260608 69544 35186 111453 142697 30429 33543
RB 5/12/2020 363049 93344 27334 195100 266219 22219 17110
ES 5/12/2020 3249482 305828 542093 2236941 2252558 634952 383070
VI 5/12/2020 230744 47311 87037 118093 73820 18293 22840
S 5/12/2020 849557 188262 85035 423150 540871 69387 54893
PA 5/12/2020 7218 2156 1766 3459 4057 1197 989
HG 5/12/2020 168470 48104 63633 72956 55684 12514 14257

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SV 5/5/2020 132573 44052 21137 60917 94865 20670 9637
RB 5/5/2020 366628 104040 28578 191218 271533 22746 17893
SF 5/5/2020 36257 12967 5176 12783 18162 10496 12908
S 5/5/2020 802711 173136 90353 402631 495604 65308 55118
LH 5/5/2020 206073 66098 48889 84386 99219 16250 18626
KW 5/5/2020 218014 51455 43369 99091 107758 19311 18730
OJ 5/5/2020 9888 2022 2022 6032 7185 1706 553
PA 5/5/2020 7623 2256 1591 3759 4576 1188 1036
HG 5/5/2020 162899 46074 65231 73112 52136 11682 13501
MP 5/5/2020 100220 31184 24075 63787 69744 4229 5381
YM 5/5/2020 66467 12646 28879 42582 20785 10870 16434

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
ES 4/28/2020 3327759 347843 613451 2287905 2295404 625122 352015
FC 4/28/2020 33003 10060 9386 10096 7430 6114 9454
SV 4/28/2020 138349 45020 19515 62881 99738 21333 9981
GC 4/28/2020 500816 287382 24653 114902 408531 54084 23184
VI 4/28/2020 210666 50926 69897 102815 77665 19910 26089
RB 4/28/2020 370085 119931 29868 180068 274019 22378 18490
S 4/28/2020 814337 166678 90049 414363 502706 68282 56568
LH 4/28/2020 207887 66076 48697 85693 99856 15517 18733
PL 4/28/2020 50982 28667 11333 14467 34681 5521 2641
MW 4/28/2020 68538 10068 25905 44427 31715 11295 8170
OJ 4/28/2020 10974 2066 2274 7301 7960 1464 597
W 4/28/2020 344450 107043 86870 139362 146302 26604 39837
KW 4/28/2020 221005 52817 46289 99806 106651 19993 19676
CT 4/28/2020 174079 47524 47872 91410 91585 10893 10370
HG 4/28/2020 167291 46958 63741 76363 56880 11626 14326
LC 4/28/2020 266919 72367 41839 112192 142441 31279 31558

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LH 4/21/2020 221860 75000 54195 86479 103207 15983 20060
RR 4/21/2020 12918 3813 1052 6152 9813 2196 1296

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SM 4/14/2020 408515 68409 46419 241150 282631 47823 28332
CC 4/14/2020 208203 46086 46392 117906 122508 10499 5591
PL 4/14/2020 53142 29126 11330 15345 37124 6426 2443
KC 4/14/2020 227675 44379 11622 130147 165251 9736 7389
BP 4/14/2020 153088 30287 27055 98814 94975 20239 27310
EU 4/14/2020 543361 165078 78461 296805 417530 75880 41772
LH 4/14/2020 230578 81202 56549 89741 110159 15995 20230
AD 4/14/2020 128258 22037 57591 90406 39133 14662 30381
JY 4/14/2020 122929 49863 27220 48656 75435 23373 19237
VI 4/14/2020 253220 55003 88502 135045 100390 19641 20797
FC 4/14/2020 31528 10172 8847 8605 6310 6196 9816
SB 4/14/2020 1040411 200912 144793 648186 707265 75222 72262
LC 4/14/2020 265223 70601 46242 113030 136972 32989 33406

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 3/31/2020 2824 261 847 1622 1243 884 677
PA 3/31/2020 7655 2267 1355 3765 4796 1150 1031
BO 3/31/2020 448165 60914 56893 270101 277875 31378 27625
CT 3/31/2020 199435 42644 52085 114551 104443 9572 10239
CC 3/31/2020 235796 51196 44981 127844 138613 11228 6674
PL 3/31/2020 54148 31051 11203 15666 39504 6305 2315
LC 3/31/2020 264447 73796 49930 120154 141515 28883 31388
US 3/31/2020 1001257 66845 172554 781878 695023 144448 125594
SV 3/31/2020 139256 47050 16172 64811 106111 20051 9629
HG 3/31/2020 182253 42278 67111 92716 64860 11636 14659
YM 3/31/2020 56387 7435 17079 38432 26905 10466 12349
SM 3/31/2020 400871 84046 21879 228187 312741 44539 22152
KC 3/31/2020 240712 47277 15478 133957 167685 8414 6485
EU 3/31/2020 551752 155047 80800 315522 415776 70978 44971
FC 3/31/2020 32767 10696 8483 9266 7142 6424 10761
GC 3/31/2020 495652 287529 28680 128083 412042 47696 22586
W 3/31/2020 372589 107015 62153 127545 157849 30453 45011
O 3/24/2020 4374 1532 320 1784 3058 1045 983
AD 3/31/2020 130982 27315 58979 87450 42986 15392 28192
BP 3/31/2020 165226 37149 32156 107046 102567 16291 25763
CD 3/31/2020 122891 21517 43446 75075 48465 24197 28878
RU 3/31/2020 22867 6954 2800 14918 18687 955 1340
LH 3/31/2020 229366 75290 54663 95674 108735 15366 22932
5Y 3/31/2020 3846802 478606 750480 3045291 2796068 288389 265738
SF 3/31/2020 29657 10389 5442 9119 13872 10082 10276
SB 3/31/2020 1015678 193490 112969 628561 723098 75763 61747
CL 3/31/2020 2340672 624397 189289 886042 1365436 114631 70345
JY 3/31/2020 120270 48444 30162 53154 68221 18138 21353
MP 3/31/2020 102712 28435 20770 69611 77274 4340 4342

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
PA 3/24/2020 8237 2677 2386 3872 4284 1180 1059
W 3/24/2020 359729 97437 62621 113970 133809 26941 41918
KW 3/24/2020 223516 47440 52611 109281 104268 20702 20544
C 3/24/2020 1382708 266809 300335 674712 667278 193441 167349
BO 3/24/2020 451091 65687 53095 264676 281003 31170 27435
CT 3/24/2020 195682 42727 48232 114144 107623 9621 10637
PL 3/24/2020 63571 33207 10911 20027 47506 7720 2537
LC 3/24/2020 275540 77494 55494 124769 143264 30387 33892
FC 3/24/2020 36924 10146 9646 9933 6687 7487 11233
US 3/24/2020 1082745 85610 154492 846253 795916 142305 123760
SV 3/24/2020 150700 53077 19390 64915 109595 21976 10983
HG 3/24/2020 183715 46499 72946 89316 58496 10078 14451
MP 3/24/2020 110323 40783 18804 65411 86775 3800 4415
YM 3/24/2020 50161 8780 6117 28123 33600 12438 9624
SB 3/24/2020 1014018 194386 105709 621966 718571 70534 62606
KC 3/24/2020 245868 45870 20858 137676 165192 8349 5845
RB 3/24/2020 371288 120735 30995 180464 275137 22892 17959
GC 3/24/2020 547334 317928 29562 135711 447534 49816 26359
SF 3/24/2020 30767 10294 5403 10661 14308 9725 10969
O 3/24/2020 4374 1532 320 1784 3058 1045 983
S 3/24/2020 769458 146201 85854 411597 475099 60034 56879
AD 3/24/2020 135097 31024 56231 85562 48337 16567 28585
BP 3/24/2020 179552 46534 35650 110975 110500 17030 28389
CD 3/24/2020 124226 21323 50568 74060 42740 25166 27241
MW 3/24/2020 74824 9578 20474 49783 43586 12932 8233
SM 3/24/2020 405697 85448 26562 228445 304743 41239 23827
OJ 3/24/2020 14539 3555 5547 8279 7913 2413 787
LH 3/24/2020 230481 74403 53214 96852 110325 16229 23945
10Y 3/24/2020 3414531 483608 695637 2486156 2336583 380964 318508
HO 3/24/2020 352167 34988 50837 193778 185746 41033 33216
VI 3/24/2020 268255 82266 100974 126475 103203 22214 26778

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 3/17/2020 2664 355 595 1469 1377 839 691
PA 3/17/2020 9556 3883 2628 3785 5102 1119 1057
BO 3/17/2020 461462 67676 54206 260195 278458 32986 28193
DX 3/17/2020 25322 19542 12390 1864 10890 3073 1199
FC 3/17/2020 40124 10923 11850 10335 6355 7946 10999
HG 3/17/2020 215842 54628 92683 99906 60104 13249 14996
YM 3/17/2020 82681 14931 5813 52536 62657 13906 12903
SB 3/17/2020 1048963 201033 107083 619842 728367 74813 60238
RB 3/17/2020 366496 116577 33354 168688 256596 22356 17671
GC 3/17/2020 573925 317405 35489 154761 456470 51321 31528
SF 3/17/2020 35254 13963 6589 9994 16886 11197 11679
ES 3/17/2020 4554164 470504 453547 3037510 3405364 816216 465319
PL 3/17/2020 66275 37818 10171 18607 50486 7369 3137
BP 3/17/2020 182109 56575 37935 100164 118536 19758 20026
LH 3/17/2020 255651 82681 65664 100612 109644 17563 25548
10Y 3/17/2020 3659033 527245 778358 2642517 2475780 411712 327336
MW 3/17/2020 73369 8636 22976 46793 36299 12832 8986
LC 3/17/2020 299434 81695 65251 131305 141051 27525 34223

BO 3/10/2020 457152 83914 56663 244398 268041 30589 34197
PA 3/10/2020 12210 6270 3481 3303 6078 1667 1681
HG 3/10/2020 227198 60208 99274 103923 63737 12630 13750
SB 3/10/2020 1127748 254252 116767 600880 764311 81850 55904
BP 3/10/2020 214185 56077 29749 121960 153650 26964 21602
RB 3/10/2020 373546 122945 35680 160022 249651 19687 17323
GC 3/10/2020 633470 336290 36759 182948 511252 60168 31395
LH 3/10/2020 281024 89433 70014 97394 113532 22741 26022
EU 3/10/2020 659151 153820 166487 397574 424702 90090 50295
US 3/10/2020 1228449 137883 200513 911670 869880 158433 137593
AD 3/10/2020 211243 49757 103770 133836 67971 21673 33525
SF 3/10/2020 50474 13460 12865 19463 23511 16158 12705

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
AD 3/3/2020 223084 64846 116799 133455 68215 21302 34589
BO 3/3/2020 458102 87551 50923 232200 268190 33885 34523
PA 3/3/2020 13055 6936 3940 3388 6658 1778 1504
RU 3/3/2020 53706 29123 1424 17708 45442 6338 6303
CT 3/3/2020 201743 54223 40011 101020 114324 9158 10066
S 3/3/2020 787023 149082 137704 405659 422077 63411 58371
EU 3/3/2020 640357 151904 238607 385539 329833 83992 52995
US 3/3/2020 1230954 149872 192469 876007 865576 168332 136166
FC 3/3/2020 50286 14741 15459 10445 6179 9027 12575

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CC 2/25/2020 344931 137693 54148 96702 182735 14166 11678
SM 2/25/2020 505670 79535 128819 264745 232232 50406 33635
EU 2/25/2020 625563 157587 271608 355329 270784 90418 60942
O 2/25/2020 4776 2406 0 1068 3903 1260 831
SB 2/25/2020 1206094 337831 121727 543826 807933 96797 48794
BO 2/25/2020 502463 90823 51313 242280 283124 33979 32645
PA 2/25/2020 16016 8489 4675 3929 8108 2205 1840
GC 2/25/2020 732917 389339 53474 176619 552240 76231 36475
RR 2/25/2020 13428 6337 2141 4681 8738 2008 2147
US 2/25/2020 1493957 136513 207186 885949 849786 190524 156014
5Y 2/25/2020 4859178 540884 764403 3706414 3442041 385140 425994
AD 2/25/2020 213324 56684 100536 121783 71918 29718 35731

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CC 2/18/2020 344225 137096 53156 94938 181402 15102 12578
GC 2/18/2020 715317 408349 54700 175519 561131 64843 32880
O 2/18/2020 5742 2532 0 1688 4713 1489 996
SM 2/18/2020 506777 86447 125824 267631 244219 48476 32511
EU 2/18/2020 617487 170586 262093 340245 282010 93068 59796
W 2/18/2020 513909 167767 105564 130090 172044 34514 54763
RR 2/18/2020 13516 6181 2154 4463 8788 2310 2012
KC 2/18/2020 289352 60795 56737 155769 165849 11775 5753
US 2/18/2020 1301422 154486 204748 845902 855392 188057 128305
SB 2/18/2020 1241072 315647 123917 583170 835654 109973 49219
SV 2/18/2020 238077 107940 30063 69992 170773 32952 10048
FC 2/18/2020 57266 16675 17387 12052 7489 8040 11891

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CC 2/11/2020 346682 131976 47910 98620 186914 15712 11484
RR 2/11/2020 13735 6550 2428 4395 9015 2210 1712
SB 2/11/2020 1251740 306419 134055 589323 820279 108334 49742
SM 2/11/2020 503208 84895 120030 265609 247484 49648 32638
W 2/11/2020 507064 157897 116658 136237 156731 33702 54447
US 2/11/2020 1245938 156309 190571 831062 847146 175967 125621
SV 2/11/2020 221858 96395 28758 68930 161387 32802 7982

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CC 2/4/2020 347313 124533 51590 107915 184278 15300 11880
SM 2/4/2020 499317 80982 114675 267358 251513 50317 32469
RR 2/4/2020 12739 5898 2219 3948 8223 2364 1768
SF 2/4/2020 49855 14261 9342 22497 22512 13093 17997
SB 2/4/2020 1199329 293420 136384 567736 777487 104159 51444
US 2/4/2020 1215787 152225 216020 819001 804699 179586 130093
OJ 2/4/2020 20644 4033 10438 10097 5950 5269 3011
MP 2/4/2020 308894 206538 41366 91595 261639 8205 3333
NG 2/4/2020 1530833 288171 534872 699698 493339 76186 35844
FC 2/4/2020 56960 15738 16960 11643 7514 8833 11740
HO 2/4/2020 411245 46235 75073 209449 186119 41468 35960
W 2/4/2020 525368 159301 110933 138298 167792 33876 52750

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CC 1/28/2020 340187 118257 52199 105458 176078 16372 11810
RR 1/28/2020 12627 5617 2175 4059 8378 2381 1504
SB 1/28/2020 1172016 298975 133622 551093 757644 92548 51350
GC 1/28/2020 715539 376401 46309 192300 553114 60782 30060
US 1/28/2020 1092652 152384 207357 744095 731808 172512 129826
MP 1/28/2020 305928 207336 36970 88754 263340 8155 3935

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
PL 1/21/2020 105936 77952 10561 14398 90540 11228 2477
SB 1/21/2020 1121428 281116 135542 515994 703216 94723 53075
KC 1/21/2020 283201 62472 20978 135846 183120 12568 6788
MK 1/21/2020 17364 4040 1598 9203 8663 2732 5714
OJ 1/21/2020 19380 4158 9719 9064 5970 5428 2961
RR 1/21/2020 11714 5346 2184 3480 7728 2468 1382
MP 1/21/2020 299980 211681 41710 78831 253303 8191 3690

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
PL 1/14/2020 104943 76467 11942 14827 87434 10760 2678
SB 1/14/2020 1073646 253853 155557 511492 655703 92964 47049
MK 1/14/2020 16601 4112 1803 8808 8090 2550 5577
KC 1/14/2020 290882 64691 21703 136265 185108 12758 6903
BP 1/14/2020 196536 68816 37284 89932 127209 31487 25742
OJ 1/14/2020 19009 4105 9608 8907 5785 5252 2871
GC 1/14/2020 796883 376809 57574 221358 571177 61597 31013
RR 1/14/2020 11513 5260 2136 3675 7673 2295 1421
NG 1/14/2020 1460904 244143 483325 648689 455915 82621 36213
US 1/14/2020 1037517 128338 185515 730279 708060 164660 129702
CC 1/14/2020 290208 89824 45099 101900 151573 14904 9956

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
PL 1/7/2020 102495 73584 11303 15089 85946 10925 2349
RR 1/7/2020 11017 5419 1935 3501 7485 1969 1469
CL 1/7/2020 2244930 639009 71737 730106 1328031 98884 68231
MK 1/7/2020 15850 4282 1773 7952 7587 2601 5475
OJ 1/7/2020 17563 3929 8694 8506 6107 4649 2283
US 1/7/2020 1010901 114967 213655 716686 669517 165829 114310
MP 1/7/2020 283332 203580 46262 71014 232233 7013 3112
FC 1/7/2020 51424 18587 12505 9324 9237 6360 12529

2019

CL 12/17/2019 2166584 612113 75736 731664 1273627 87948 82362
KC 12/17/2019 273843 69817 24956 128159 175802 10594 7812
VI 12/17/2019 460843 65536 238887 259661 76966 21530 30874
BO 12/17/2019 517257 159575 31428 215062 356276 35501 22434
SV 12/17/2019 206302 88215 42434 67638 138596 31480 6303
US 12/17/2019 1024756 125157 225276 710462 658731 172955 124567
DX 12/17/2019 32897 23048 11352 5494 18297 2803 1696
PL 12/17/2019 98962 65173 10897 17157 79565 10644 2512
CC 12/17/2019 324713 108986 50469 104986 166915 12973 9561
FC 12/17/2019 50343 17602 11898 9348 9442 7535 13145
RR 12/17/2019 10204 3181 1741 4753 7220 2240 1213
SB 12/17/2019 1003578 238665 186575 474385 563203 88692 51964

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MK 12/10/2019 20149 6802 2655 8412 10046 3338 5851
VI 12/10/2019 465375 65785 248813 272730 77654 20577 32625
C 12/10/2019 1478582 297845 315666 617699 698398 251288 152768
SB 12/10/2019 1010184 226474 209344 493890 549546 92306 53780
BO 12/10/2019 519235 139661 41278 231745 344666 35771 21233
CC 12/10/2019 331868 108122 48423 108734 173037 14085 9481
EU 12/10/2019 646417 164732 232375 363680 325511 95841 66367
MP 12/10/2019 304848 196673 66032 92830 227495 7201 3177
KC 12/10/2019 283587 70346 33017 133257 172733 10950 8803
PL 12/10/2019 94869 60246 10669 16174 74280 11204 2675
FC 12/10/2019 48327 16466 12480 9526 9503 8204 12213
W 12/10/2019 373593 113468 89231 117576 129232 28168 40749
KW 12/10/2019 271617 80796 87999 93952 95694 26858 17913

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 12/3/2019 265571 78470 77129 92741 101188 24997 17891
BO 12/3/2019 537439 131382 51385 237612 327472 34722 24859
SV 12/3/2019 205807 89241 39014 66399 140698 31638 7566
KC 12/3/2019 283874 60397 38798 143120 167634 11671 8756
LB 12/3/2019 3225 1635 572 515 1697 941 822
GC 12/3/2019 701016 346525 55820 203920 526707 56680 24598
LH 12/3/2019 297770 84627 86194 122530 119096 28157 30024
MP 12/3/2019 290980 196052 65925 84564 217740 6535 3486
CC 12/3/2019 322897 107210 47840 107918 171274 13132 9146

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
HG 11/19/2019 228961 63747 98853 93647 61093 18999 16447
LB 11/19/2019 3048 1485 535 528 1656 934 756
GC 11/19/2019 719211 337296 51437 206626 525721 65553 32317
CC 11/19/2019 322845 105132 46839 112371 174967 20168 15865
2Y 11/19/2019 4014548 820274 1083335 2745657 2565618 194227 111205
VI 11/19/2019 549306 94359 312721 333016 105560 22937 32031
LH 11/19/2019 294483 87013 78871 120823 128149 30200 31016

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 11/12/2019 233153 43311 58702 137780 122478 13606 13517
NG 11/12/2019 1157534 177305 298393 532536 444802 70734 37380
LB 11/12/2019 2928 1435 564 517 1652 895 631
MK 11/12/2019 22587 7897 2968 9486 11764 3323 5974
2Y 11/12/2019 4123821 947643 1097418 2727335 2652240 193388 118708
VI 11/12/2019 518975 91833 297990 314673 99786 27682 36412
KC 11/12/2019 296450 52769 55530 161404 162893 20515 16265
GC 11/12/2019 708463 323189 56123 210067 511535 67721 33319
MP 11/12/2019 298167 219312 77275 71568 216011 6114 3708

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 10/29/2019 241579 47976 52376 136263 133429 13880 12314
PA 10/29/2019 28298 18650 5392 4813 17313 2194 2952
SV 10/29/2019 221384 95368 41690 74038 142083 33737 19370
CC 10/29/2019 307895 79646 44738 138481 177561 18534 14362
PL 10/29/2019 88022 56725 14428 17268 65644 10658 4579
US 10/29/2019 1023307 148258 171381 679145 694769 165287 126540
OJ 10/29/2019 17804 1882 8879 10890 6230 4585 2248
BO 10/29/2019 519378 133917 43938 222004 323384 37374 25973

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 10/22/2019 1608763 312403 323782 723726 790334 264473 186486
2Y 10/22/2019 3960695 971835 1196022 2656643 2524021 197605 106040
HO 10/22/2019 464515 53400 58503 270161 277615 45760 33203
LH 10/22/2019 281303 87280 65909 114710 134727 30932 32286
BO 10/22/2019 502768 124475 39587 218692 315284 38446 26742
FC 10/22/2019 39620 14003 12353 10823 9325 6758 9906

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 10/15/2019 1570763 320150 316803 685371 763474 266337 191581
HG 10/15/2019 257178 67383 114638 110400 64622 16188 14711
LB 10/15/2019 2327 658 735 576 711 941 729
S 10/15/2019 752145 180214 98416 337558 425401 84013 77968
BO 10/15/2019 492622 110377 45595 215537 255127 40145 65337
SM 10/15/2019 423455 81052 77963 193800 194632 47264 49521
5Y 10/15/2019 4338519 612161 822012 3304344 3159055 344679 280117
SV 10/15/2019 210916 85088 41099 74855 145342 34229 7731
FC 10/15/2019 41649 14902 12654 10600 9277 6493 10064
LH 10/15/2019 282513 90550 59188 111731 139398 27809 31504

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 10/8/2019 2264 555 773 607 578 947 758
W 10/8/2019 388627 102066 105465 124271 108245 27676 40303
CT 10/8/2019 236328 49477 72793 124461 102402 13802 12545
LC 10/8/2019 303580 86911 59221 122428 145882 33447 37683
NG 10/8/2019 1235542 179292 339294 586146 457689 78470 46925
HG 10/8/2019 256724 69884 117977 108105 60124 14773 14661
LH 10/8/2019 277640 88289 64838 111093 130313 26189 30420
US 10/8/2019 968097 121578 198277 660603 627664 171845 128085
SV 10/8/2019 213968 90092 39338 73677 150583 34158 8006

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 10/1/2019 3709981 1174666 1207480 2284741 2375327 207875 84475
LB 10/1/2019 2157 597 834 584 494 864 717
W 10/1/2019 369530 109045 105321 111627 101933 25802 39220
NG 10/1/2019 1179297 181572 300120 553365 467094 68873 36596
ES 10/1/2019 2477294 321081 311687 1794911 1809513 269359 264151
FC 10/1/2019 41773 15250 14327 11749 10407 7043 9308
RB 10/1/2019 339363 119204 66794 140361 197178 21823 17416
HG 10/1/2019 242951 71271 118044 96937 53891 17101 13374

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
GC 9/24/2019 658944 370393 57949 163585 508730 63477 30776
W 9/24/2019 355668 111965 103154 105801 101625 26273 39260
LB 9/24/2019 2055 671 852 573 648 755 499
10Y 9/24/2019 3589873 624462 820768 2351472 2223604 432240 363802
SV 9/24/2019 215217 94002 43273 74207 149986 33537 8487
LC 9/24/2019 325373 93705 72208 117630 142855 37805 34077
HG 9/24/2019 230727 71205 111944 91341 53983 16237 12856

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 9/17/2019 2009 599 879 698 527 687 578
MW 9/17/2019 69014 8759 27068 43916 25467 11420 11560
SB 9/17/2019 985311 200003 375716 530191 372976 90413 71915
BP 9/17/2019 230609 21332 107456 180897 77773 22630 39630
S 9/17/2019 669738 144088 153884 329974 311941 53128 61365
2Y 9/17/2019 3547861 1045467 1205002 2241485 2175409 188964 95505
JY 9/17/2019 130940 50842 26980 49738 80331 28820 22089
PA 9/17/2019 21485 15817 3663 3017 15290 2024 1905
PL 9/17/2019 98283 58540 24892 21829 63519 11432 3390
W 9/17/2019 352925 119059 106056 105067 104071 25262 39261

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 9/10/2019 68716 8037 26710 44461 26149 11182 10821
SB 9/10/2019 1064916 223325 365247 548174 416061 88614 78805
LB 9/10/2019 2024 624 985 578 383 819 653
LC 9/10/2019 355921 93893 73839 125693 149941 39408 35214
RU 9/10/2019 72925 29877 1974 31035 59223 6557 6272
KW 9/10/2019 295271 80158 97404 112494 104654 27481 18075
RR 9/10/2019 7684 1142 1623 4828 4988 1449 808
FC 9/10/2019 48344 15417 18446 12703 10612 9644 8706
SV 9/10/2019 217433 100413 40182 71511 156279 33430 8893
PL 9/10/2019 94478 58545 23626 19868 62642 10837 2982
W 9/10/2019 363718 121056 111727 107772 102893 25816 40024
HG 9/10/2019 241910 77185 118371 94434 54013 15235 14470

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 9/3/2019 2183 739 945 571 532 863 696
SB 9/3/2019 1088400 230966 350433 547227 441323 86370 72807
MW 9/3/2019 64479 7775 24818 42055 24701 10375 10686
GC 9/3/2019 634358 365385 64838 147717 485458 65648 28454
YM 9/3/2019 81037 42591 4922 22895 57675 15098 17987
LC 9/3/2019 343125 94315 64765 122436 157241 36404 31149
W 9/3/2019 353963 114569 114633 111840 98001 26760 40535
FC 9/3/2019 48067 15554 17843 12269 10098 9265 9147
HG 9/3/2019 260040 76099 134940 113577 54580 16377 16533
KW 9/3/2019 285852 77579 99707 118987 104185 25380 18054

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LB 8/27/2019 2361 880 1239 555 383 924 737
GC 8/27/2019 636183 362609 65771 148866 482672 70411 33443
SB 8/27/2019 1075205 225764 333073 548595 450786 83272 73772
BP 8/27/2019 273650 38143 127171 206475 90595 22111 48963
W 8/27/2019 358513 118051 101297 112543 113573 26423 42147
KW 8/27/2019 287854 76414 92564 123943 114438 25428 18783
S 8/27/2019 644246 145788 175755 309716 267057 50271 62963
FC 8/27/2019 47369 14465 17082 12592 10463 9999 9511
HG 8/27/2019 262762 72795 131275 115444 59559 17405 14810

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 8/20/2019 73501 8455 23765 47916 31919 11189 11876
GC 8/20/2019 594807 352294 52301 133408 469658 63855 27598
W 8/20/2019 387336 112957 105200 131299 123777 27802 43081
LC 8/20/2019 329720 91194 60419 121181 156306 35123 30773
MK 8/20/2019 19414 5691 3329 8580 8617 3742 6067
JY 8/20/2019 154662 49984 18830 66338 104320 33935 27107
YM 8/20/2019 82206 42226 5593 24823 59756 14186 15886
2Y 8/20/2019 3925900 951083 1283509 2451334 2218659 225535 125784
OJ 8/20/2019 19790 2301 9820 13257 6421 3523 2840
BP 8/20/2019 273481 33405 125823 209548 94037 25419 48512
CL 8/20/2019 2002847 528969 114334 692171 1097984 68584 77406
S 8/20/2019 642876 153047 174787 312853 275649 48176 63640
FC 8/20/2019 47233 14318 16634 12464 10066 9579 9661

W 8/13/2019 385557 118406 102091 122620 125135 28892 42692
LC 8/13/2019 317899 93464 48732 118912 162761 31731 32614
MK 8/13/2019 18587 4897 3369 8469 8250 3871 5618
JY 8/13/2019 160271 51764 27022 68708 98250 31705 26905
YM 8/13/2019 91218 50049 6448 24649 66974 15514 16790
NG 8/13/2019 1373411 205912 418466 665736 493928 86179 45433
CL 8/13/2019 2059135 547040 164896 715157 1086691 72466 83076
FC 8/13/2019 48067 14325 17577 13312 9802 9703 9961
HO 8/13/2019 451439 51963 53564 259631 265100 43556 36486

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 8/6/2019 206644 57685 93064 104370 67095 12692 14588
2Y 8/6/2019 3957517 1018251 1327118 2482468 2282322 220793 112072
HG 8/6/2019 303764 79133 137582 118006 61039 21112 19630
LC 8/6/2019 314504 96532 47344 120256 163865 29530 35109
MK 8/6/2019 17940 4831 3539 8321 7861 3596 5348
YM 8/6/2019 98257 58041 6620 24181 74975 14986 15613
NG 8/6/2019 1375412 213556 413637 683604 515737 73470 41256
BP 8/6/2019 296904 44716 147418 217107 98207 27626 43824
S 8/6/2019 633067 145955 171432 314574 271830 46657 63924
SV 8/6/2019 239290 106034 56202 77974 153240 34537 9103

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 7/30/2019 3836364 945425 1259840 2503781 2294180 213636 108822
RU 7/30/2019 77701 49122 15710 26535 60923 2044 1068
SM 7/30/2019 430142 72808 80141 208690 215310 43254 29301
LB 7/30/2019 2654 741 1371 552 338 1184 768
C 7/30/2019 1781850 433096 191437 721850 1038880 275871 200500
S 7/30/2019 605996 137762 149045 294805 266681 50154 66995
5Y 7/30/2019 4616762 847575 963516 3204244 3143142 352055 297216
10Y 7/30/2019 3924022 693303 1077145 2478956 2167038 452688 380764
NG 7/30/2019 1342656 213438 413223 668966 502317 70429 37293
BP 7/30/2019 275984 41367 131517 200508 91446 25778 44690

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 7/23/2019 3696612 957802 1218448 2378607 2233453 220066 104574
CT 7/23/2019 196611 57833 89630 99574 68020 13750 13507
W 7/23/2019 382577 118042 98758 126658 133288 30769 43423
LB 7/23/2019 2605 778 1340 620 405 1104 757
NG 7/23/2019 1310304 189662 381085 642337 481602 69800 39112
MK 7/23/2019 21509 6026 4302 9658 9474 3834 5742
GC 7/23/2019 616859 311881 60631 175785 463624 72995 36406
DX 7/23/2019 48047 42218 13090 1193 30627 2844 2538
VI 7/23/2019 440189 120035 252302 223298 76164 15417 30284
10Y 7/23/2019 3860962 678489 1058658 2460970 2149188 451799 383412
US 7/23/2019 932493 138262 179908 603471 599624 169124 131325
JY 7/23/2019 136245 34642 44019 69196 63158 28039 24700
HO 7/23/2019 431740 45173 47889 255796 258907 43163 37336
RU 7/23/2019 76146 47458 14538 26530 60696 2158 912

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 7/16/2019 191112 54143 86102 99440 66932 13490 14039
C 7/16/2019 1797311 469025 150804 724376 1099916 264238 206919
NG 7/16/2019 1311815 199099 354714 627873 500063 71013 43208
S 7/16/2019 670495 140908 135724 323564 311184 50929 68493
5Y 7/16/2019 4460246 864608 965196 3113675 3070272 363011 305826
US 7/16/2019 928042 146509 168256 595226 611028 169524 131975
GC 7/16/2019 601900 309535 64034 175785 453193 68146 36239

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
RU 7/9/2019 77483 48391 15936 26633 60670 2459 877
MK 7/9/2019 20281 5724 5014 9236 8775 4055 5226
NG 7/9/2019 1294467 205907 363414 638252 509208 70596 42133
GC 7/9/2019 598977 306105 61342 163955 442371 66388 32735
DX 7/9/2019 41935 36479 9423 871 28591 2882 2218
RR 7/9/2019 5929 972 1695 3393 3388 1540 822
LB 7/9/2019 2458 1089 1216 369 516 967 693

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
RU 7/2/2019 76712 47510 15464 26629 60282 2573 966
W 7/2/2019 362642 132144 90085 114315 144202 30045 42217
RR 7/2/2019 5825 1240 1698 2921 3235 1626 854
GC 7/2/2019 605949 312702 53756 160282 447104 61332 33456
DX 7/2/2019 42805 33497 11080 3515 27228 3260 1964
2Y 7/2/2019 3526478 857443 1162511 2418046 2215918 209013 106073
MW 7/2/2019 48889 7871 12321 30496 25152 9100 9994

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 6/25/2019 261016 62999 66201 107642 107340 24952 22052
SM 6/25/2019 464320 73675 49495 223690 263497 45666 30039
CT 6/25/2019 175691 52095 78353 91954 64348 11732 13080
C 6/25/2019 1761307 462115 154914 725156 1078830 272661 226188
O 6/25/2019 5042 2252 56 884 3903 1856 1033
FC 6/25/2019 49507 14940 17559 13029 9856 10745 11299
W 6/25/2019 380979 129662 99458 124144 143375 32658 43631
MW 6/25/2019 52432 8261 11902 31613 28523 10428 9877
RR 6/25/2019 7326 1654 1505 3382 4142 1960 1349

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
AD 6/18/2019 178401 43352 108215 103974 24195 27781 42697
KW 6/18/2019 286494 70649 74737 112481 112993 26898 22298
C 6/18/2019 1841025 473643 203297 772268 1077353 264580 229841
CT 6/18/2019 180266 53833 74415 93845 72286 12769 13746
HO 6/18/2019 411744 32988 51290 234987 221950 45201 39936
CD 6/18/2019 160795 19796 57867 70537 67737 62922 27651
PL 6/18/2019 90782 46797 44827 24325 35564 13024 3755
US 6/18/2019 964506 191719 173429 574914 638095 177202 132311
JY 6/18/2019 123629 28169 44734 63256 45768 28298 29221
W 6/18/2019 425681 139346 110043 133782 153869 34374 43590

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 6/11/2019 299794 71828 77072 115673 116102 27265 21592
MK 6/11/2019 21222 6396 5704 11423 9310 2495 5300
HO 6/11/2019 414562 33864 57920 240195 223194 44729 37674
C 6/11/2019 1790591 447556 208181 736560 1002630 249351 222656
5Y 6/11/2019 4509009 819482 881212 3263620 3222220 342480 322150
RU 6/11/2019 63178 38268 5094 22200 56945 2392 821
SB 6/11/2019 993278 205247 281635 567201 505663 78981 64131
AD 6/11/2019 198112 32447 95673 128190 53894 30065 41135
RR 6/11/2019 7761 1900 1730 3549 4579 2163 1303
CT 6/11/2019 206395 61632 78296 104196 85971 13047 14608
W 6/11/2019 420761 125812 116102 142072 141179 33884 44487

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 6/4/2019 7607 3695 286 1236 5476 2250 1419
W 6/4/2019 442184 119273 122958 143734 131751 34345 42643
KW 6/4/2019 305542 73017 79129 115351 113450 26965 22754
MK 6/4/2019 24733 6881 5946 13234 11023 2617 5763
5Y 6/4/2019 4646931 810782 974866 3384303 3248403 354496 326312

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LC 4/16/2019 448683 202072 38362 134943 262961 27885 63577
MP 4/16/2019 244360 202538 46508 34996 194589 6740 3177
MW 4/16/2019 64464 11998 17606 38127 32642 11499 11376
2Y 4/16/2019 3591230 862416 1034038 2391988 2281314 170590 109642
C 4/16/2019 1810497 412412 566903 789199 694737 242901 182872
MK 4/16/2019 20995 7084 6076 10913 9025 1915 4811
SV 4/16/2019 224783 76033 70148 94236 117908 33642 15855
LH 4/16/2019 300656 110923 40160 95061 164348 37421 38897

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 4/9/2019 3527661 888142 1017600 2312132 2261231 187998 109441
MK 4/9/2019 20630 7144 6318 10774 8971 1983 4612
NG 4/9/2019 1202068 230637 265731 575218 574033 72580 38671
C 4/9/2019 1748710 403322 532560 756456 682530 240189 184877
KW 4/9/2019 327373 82595 112078 123428 109729 37195 21411
LH 4/9/2019 287774 108207 46036 94211 151967 34468 38883
LC 4/9/2019 443608 195081 36351 138556 264161 29716 62841
LB 4/9/2019 3079 993 1499 790 633 1124 775

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 4/2/2019 3305001 889183 975750 2174813 2152056 177528 113718
5Y 4/2/2019 4251886 843058 882974 2990149 2979249 360909 331893
MK 4/2/2019 24356 7779 6361 12824 10772 1802 5272
KW 4/2/2019 339363 83378 115819 131646 113404 35548 21349
KC 4/2/2019 356646 71924 130917 178394 134524 27149 12026
DX 4/2/2019 50702 44774 15926 546 31496 3901 1799

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LC 3/26/2019 450055 200096 44975 138784 258827 33909 68987
2Y 3/26/2019 3133763 786736 940750 2118753 2034532 184832 115039
MP 3/26/2019 239526 198612 52278 32143 184120 8126 2483
LB 3/26/2019 2504 822 1161 780 731 832 542
BP 3/26/2019 142957 33638 42220 79128 68910 27129 28765
JY 3/26/2019 157145 18323 80444 109519 39727 24651 32322
VI 3/26/2019 336816 70993 188811 177072 52154 23840 30940
C 3/26/2019 1813508 407147 472087 754298 741273 231303 179388
KC 3/26/2019 345887 71031 128165 161644 122484 35531 17557
PA 3/26/2019 27585 17375 5207 6006 18336 2627 2465
5Y 3/26/2019 4268476 798284 964034 2986859 2877158 412415 356366
KW 3/26/2019 331020 86180 113564 132374 118675 34029 20344
GC 3/26/2019 509575 214447 94706 161201 312635 64720 33027
YM 3/26/2019 78191 36851 10645 21520 46842 15184 16068

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LC 3/19/2019 443576 194634 44344 136083 250863 32620 68130
2Y 3/19/2019 3042838 750346 876565 2035304 1982194 208445 135336
MP 3/19/2019 235008 183614 60727 43797 171187 7386 2883
RU 3/19/2019 56119 38189 8055 16077 47182 1853 882
RR 3/19/2019 7732 682 4120 5596 2447 1396 1107
LB 3/19/2019 2373 868 1168 667 679 817 505
CD 3/19/2019 167282 16267 64041 112933 50942 35013 49230
JY 3/19/2019 158074 20081 79302 111481 37929 21575 35906
BP 3/19/2019 140283 30157 43931 79962 65149 26393 27432
C 3/19/2019 1810048 433114 533809 747849 691315 218578 174417
O 3/19/2019 4693 1535 665 1781 2813 1220 1058
KC 3/19/2019 331973 69517 124651 167587 126780 23836 9509
5Y 3/19/2019 4230113 775249 994922 2953473 2785956 404926 352770
CC 3/19/2019 259078 54660 71574 134619 117433 15377 15649
PA 3/19/2019 27084 17516 4932 5395 18474 2730 2235
LH 3/19/2019 272762 75834 65730 99130 113975 41590 36849
10Y 3/19/2019 3862855 704564 868538 2481467 2380440 447445 384498
DX 3/19/2019 44215 38607 12672 644 28733 3813 1659
YM 3/19/2019 79662 39871 20698 23081 40861 13173 14566
ES 3/19/2019 2498540 329711 377745 1775550 1730007 276167 273676

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 3/12/2019 1757475 434458 536775 725304 659112 209176 173051
2Y 3/12/2019 2977954 738377 871768 2001717 1918768 180583 130141
MP 3/12/2019 273064 177252 102156 73029 150878 6705 3952
RU 3/12/2019 65966 35636 13059 28895 51715 1433 1190
MK 3/12/2019 22881 8155 6697 11879 9258 1554 5633
RR 3/12/2019 7654 715 4213 5439 2278 1412 1075
KC 3/12/2019 325149 68258 126782 164456 119501 23474 9905
LB 3/12/2019 2428 893 1105 760 776 759 531
LC 3/12/2019 430551 182501 46321 130653 234506 30546 62873
O 3/12/2019 4267 1585 702 1097 2324 1372 1028
W 3/12/2019 503946 146011 189661 170551 126573 45114 45442
KW 3/12/2019 311292 87396 116018 126127 109919 31962 19548

 

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 3/5/2019 2926538 708166 888228 1943777 1843906 200724 120533
MP 3/5/2019 246641 176942 88524 61146 143109 7357 13812
LB 3/5/2019 2598 885 1159 718 883 984 545
MK 3/5/2019 22728 8206 6553 11701 9194 1623 5783
O 3/5/2019 4338 1659 603 1039 2493 1466 1068
KW 3/5/2019 297996 90894 117133 118057 105221 32989 19586
10Y 3/5/2019 3781543 554481 787857 2542126 2340014 420504 389240
HO 3/5/2019 441195 49170 61940 241603 248412 47126 27547
RR 3/5/2019 8242 924 4924 5734 2122 1552 1164
ES 3/5/2019 2623571 328775 432162 1865958 1762353 300438 300656

DEC 2018

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
5Y 12/18/2018 4722435 751082 1000374 3513866 3212700 325419 377293
CL 12/18/2018 2063376 502715 193107 820153 1154438 96810 72133
HO 12/18/2018 377724 48348 56435 204346 199526 41184 37917
CD 12/18/2018 191476 51566 59023 108148 69667 26887 57911
DX 12/18/2018 50790 43298 7249 1557 40683 4564 1487
NG 12/18/2018 1260962 324408 309145 476730 536370 68225 23848
US 12/18/2018 977626 109089 161375 705897 634544 146456 165523
W 12/18/2018 432837 145960 128366 143874 151093 32764 43139

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
5Y 12/11/2018 4714846 737090 1023183 3519151 3192071 318850 359837
SB 12/11/2018 816921 161741 136986 448046 495106 71980 49675
CL 12/11/2018 2050634 504584 195078 801203 1132155 93545 72099
NG 12/11/2018 1276983 311329 288445 481335 549178 75105 30146
JY 12/11/2018 213055 25495 123101 156500 40509 26888 45273
ES 12/11/2018 3135184 438055 263876 2224684 2503454 345476 240885
EU 12/11/2018 613745 146082 202369 341484 312735 110305 82767
KW 12/11/2018 290910 102078 88602 109348 128284 25729 20269
RR 12/11/2018 7837 989 1762 5517 4424 1063 1383
US 12/11/2018 977383 105699 167893 708019 615323 146860 177362

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 11/27/2018 1653425 336010 293988 805806 843177 183080 187731
AD 11/27/2018 136796 12168 66071 100080 32098 21318 35397
HO 11/27/2018 368216 53286 55577 205771 210619 42216 35077
NG 11/27/2018 1276922 332232 297059 478139 552710 64891 25493
ES 11/27/2018 3037661 486016 270659 2140848 2416875 291989 231319
US 11/27/2018 1145547 88499 181296 729768 578979 169075 227067
2Y 11/27/2018 2774898 479572 770958 1970807 1636052 166164 209533
EU 11/27/2018 538454 149719 204790 281759 256916 91934 61706
MK 11/27/2018 30309 14090 10042 13199 13093 1577 5731

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
OJ 11/13/2018 18699 3333 8844 12571 7187 2419 2292
KW 11/13/2018 329717 95632 77977 143090 162790 28108 26063
RR 11/13/2018 8515 1162 2397 5979 4958 1163 949
SV 11/13/2018 224346 74618 91763 82163 87110 36705 14613
2Y 11/13/2018 2604531 441734 804108 1729271 1333387 144092 177602
5Y 11/13/2018 4844662 595644 1166186 3606498 2955665 306860 387151
10Y 11/13/2018 4250537 666291 999486 2941990 2499824 383498 492469

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
FC 10/2/2018 57350 21683 18634 17276 12093 7324 15556
US 10/2/2018 886118 117374 237182 597900 451795 154573 180870
AD 10/2/2018 154671 20470 92188 112337 22090 19981 38510
ES 10/2/2018 2783452 525160 297125 1903468 2160945 266449 237007
KC 10/2/2018 332046 67225 144160 170875 102937 20319 11322
2Y 10/2/2018 2184417 455017 748035 1528141 1189931 135006 180198
5Y 10/2/2018 4405554 559743 1385702 3363507 2394045 312300 455803
NG 10/2/2018 1658072 322476 348499 625750 637398 69936 32265

 

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
BO 9/18/2018 601384 111430 181248 293949 228603 38624 34152
KC 9/18/2018 332765 63401 161882 175864 89018 22199 10564
5Y 9/18/2018 4429991 595992 1405646 3336631 2402789 310001 434189
O 9/18/2018 3966 1030 1066 1219 1550 1580 1213
S 9/18/2018 868535 163103 232629 471349 372262 57803 87364
US 9/18/2018 857405 133856 200781 566526 463879 146318 182040
CD 9/18/2018 150538 25979 56090 92956 35472 28021 55394
CC 9/18/2018 240324 72998 63227 128730 139953 9153 7701
RB 9/18/2018 441031 142558 38898 193689 308686 23987 12650
JY 9/18/2018 200221 49752 113507 126444 33270 20588 50007
SM 9/18/2018 531670 117385 59259 262701 328776 52407 44458
NG 9/18/2018 1661567 317260 399102 660776 605712 63318 36540
AD 9/18/2018 162860 26231 94234 115478 21693 18492 44274
RU 9/18/2018 25468 4809 8639 19185 15077 1474 1752

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
5Y 9/11/2018 4337201 536980 1389548 3245438 2296667 322795 418998
PA 9/11/2018 17214 10361 3874 5509 11524 1185 1657
US 9/11/2018 844744 132475 179565 560244 476616 141982 178520
AD 9/11/2018 176761 48230 92542 101451 34606 23972 46505
KC 9/11/2018 316451 63679 153584 166008 86056 20237 10284
RB 9/11/2018 438247 139810 42882 198904 307081 24008 12759
O 9/11/2018 3811 1116 916 868 1970 1725 823
BO 9/11/2018 564029 110332 170510 274770 219026 38444 34010
PL 9/11/2018 93273 41152 48720 31915 30775 10258 3830
SM 9/11/2018 528799 121261 50759 247642 328524 52318 41938
SV 9/11/2018 208969 81095 108498 78140 65766 31395 16366

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
W 8/14/2018 492285 188048 105237 158304 234579 39065 45601
KC 8/14/2018 327186 62872 146782 173293 99367 18105 8121
PL 8/14/2018 83991 40847 51029 28444 24844 10775 4193
10Y 8/14/2018 3965130 485815 1184009 2897230 2053973 357896 502959
GC 8/14/2018 476739 211779 215467 164195 171545 46373 35335
SV 8/14/2018 240038 93346 96182 84657 97033 33523 18311
PA 8/14/2018 24987 12065 10054 10655 12093 1241 1814
AD 8/14/2018 149238 25649 77432 101102 25328 20659 44650
BP 8/14/2018 245490 60028 120769 158369 73815 24223 48036
MK 8/14/2018 22645 13276 6620 6393 8544 1643 6148
CL 8/14/2018 2329989 655245 81817 728661 1347408 109028 63709
5Y 8/14/2018 4229925 562210 1364760 3135074 2231861 298740 399403
NG 8/14/2018 1580061 296269 372482 603437 559115 67489 35598
BO 8/14/2018 541123 114676 168926 254138 202510 36897 34275
RB 8/14/2018 473401 155719 51532 230973 344444 23451 14167

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 7/24/2018 61557 10175 21388 37525 24339 10053 12026
KC 7/24/2018 322637 70100 136259 163232 106097 17301 8277
LH 7/24/2018 237711 76489 99507 92516 57183 14633 26948
5Y 7/24/2018 3914191 543916 1259881 2908124 2042268 289011 438902
GC 7/24/2018 496620 220620 172023 162640 228308 54742 37671
SV 7/24/2018 214596 88025 84487 76088 96113 33566 17079
W 7/24/2018 452132 159572 110095 175157 209030 28533 44137
PA 7/24/2018 21457 10909 7462 8147 11350 1392 1636
AD 7/24/2018 133557 22676 68162 91104 26089 17329 36858
CD 7/24/2018 151441 20084 64595 97689 48540 29501 34139
CL 7/24/2018 2361062 688176 77705 734311 1385967 106326 65141
S 7/24/2018 860280 186205 197019 448268 413763 63994 87685
BO 7/24/2018 529883 115733 165530 250989 205858 38760 34094
HG 7/24/2018 315586 110551 101184 127591 138694 17889 16153
PL 7/24/2018 80021 41163 49279 25461 23644 10325 4026
SF 7/24/2018 91838 4764 50572 80485 13393 6212 27496

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 7/17/2018 59552 10165 21266 35576 21885 10243 12833
BO 7/17/2018 517119 119344 173255 245398 196861 40357 34983
KC 7/17/2018 302790 67905 131906 155121 99750 16876 8246
PL 7/17/2018 80785 39854 49498 26869 23699 10952 4478
5Y 7/17/2018 3837162 551727 1250682 2853165 2014861 267564 406913
GC 7/17/2018 528278 218427 160586 181266 254901 51491 35697
W 7/17/2018 471315 158467 119908 181339 203844 29107 45161
CT 7/17/2018 258100 111290 11999 107748 215399 16448 8088
PA 7/17/2018 21618 11391 6038 7919 13211 1579 1640
AD 7/17/2018 132268 28530 69055 84062 22798 17352 38091
CL 7/17/2018 2440486 710471 79177 754424 1425647 109689 69760
HG 7/17/2018 303929 106423 97310 125907 138470 19240 15790
MK 7/17/2018 23545 13508 7486 6603 8455 2068 6238
SF 7/17/2018 91952 7320 49463 78160 13077 6295 29235
SV 7/17/2018 212527 87176 78294 74948 100013 33466 17283

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 5/22/2018 1884621 632919 232581 747444 1067754 157001 237029
PL 5/22/2018 80393 43085 41623 23018 31005 10325 3800
RB 5/22/2018 501305 197222 88876 194889 314973 28027 16289
LC 5/22/2018 359160 110657 98410 148658 157758 36115 39262
US 5/22/2018 908929 153092 158383 586660 510501 131075 201943
SF 5/22/2018 104258 25386 62697 72059 12051 6163 28860
2Y 5/22/2018 2273024 467934 463410 1509368 1462942 147542 198492
5Y 5/22/2018 3933642 541531 1171360 2903390 2106794 287209 453976
10Y 5/22/2018 4074782 710120 1068747 2744240 2114027 349349 620935
O 5/22/2018 5248 1357 1389 1157 1856 2734 2003
RU 5/22/2018 26493 12302 946 11597 23223 2582 2312
CT 5/22/2018 297140 132026 13632 110665 241021 21810 9848
S 5/22/2018 897471 231529 88059 483470 577406 52434 101968
CC 5/22/2018 301227 105210 49454 125141 186436 15783 10244
W 5/22/2018 498553 171266 129417 171125 202744 32956 43186
RR 5/22/2018 8148 1869 1349 3553 4920 2034 1187
GC 5/22/2018 502942 189677 98720 203101 318676 54558 29940

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
5Y 5/8/2018 3691999 544450 1201358 2725839 1920654 277353 425630
10Y 5/8/2018 3752640 697678 1106307 2561406 1921554 347539 578762
RR 5/8/2018 8926 1960 623 3767 6650 2486 940
PA 5/8/2018 22451 12771 2475 6516 17204 1677 1285
LC 5/8/2018 360530 110606 92545 149556 161226 34192 40583
SF 5/8/2018 97900 25690 58292 65952 9980 6186 29556
2Y 5/8/2018 2087424 431577 485833 1400633 1297544 133326 182159
CL 5/8/2018 2658229 804806 124878 856480 1554820 110791 92379
MK 5/8/2018 21507 11186 5915 7122 10562 2171 4002
BO 5/8/2018 515212 135755 155812 229053 215843 39446 32599
SM 5/8/2018 516770 185512 23811 199508 379244 48036 30001
US 5/8/2018 858177 143269 137034 555874 505824 139032 195317
O 5/8/2018 5612 1430 1488 1014 1962 3168 2162
W 5/8/2018 469079 165937 134434 164952 185041 29721 41135

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
BO 5/1/2018 509165 139230 160705 227602 211402 39391 34116
SM 5/1/2018 519252 191719 24263 193550 378723 48475 30758
5Y 5/1/2018 3685665 570120 1171646 2714155 1928232 254811 439208
10Y 5/1/2018 3691604 631024 1076702 2550191 1890783 363401 577131
CC 5/1/2018 308518 117429 63959 118148 177367 15410 9661
2Y 5/1/2018 1997748 409605 470841 1336091 1231725 135809 178939
CL 5/1/2018 2621768 815176 124449 814396 1534302 113105 83926
O 5/1/2018 5995 1525 1353 1091 2311 3379 2331
US 5/1/2018 838806 138869 145578 545303 471066 135328 202856
W 5/1/2018 463257 171363 148047 167735 179378 28961 40634
LC 5/1/2018 351026 105355 88215 145894 157430 35105 40709

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SB 4/24/2018 1010242 219642 333878 536277 423526 84616 83131
5Y 4/24/2018 3576217 573116 1164965 2600112 1818897 262701 452067
10Y 4/24/2018 3784711 606022 1068155 2636126 1969913 371438 575518
BO 4/24/2018 499378 136161 136251 217478 221634 36358 32112
RR 4/24/2018 9322 1995 902 4149 6786 2429 885
CC 4/24/2018 291420 111430 56448 109165 169324 13836 8659
HG 4/24/2018 240990 101054 58418 77564 122695 17846 15351
RB 4/24/2018 469335 178515 93548 180324 276781 27432 15942
W 4/24/2018 471237 156110 159701 181474 166705 29397 40575
ES 4/24/2018 3040799 569156 358192 1892434 2369795 491814 225417
FC 4/24/2018 48473 15911 16271 17078 13010 8274 11982
O 4/24/2018 6177 1485 1140 1146 2731 3544 2304

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SB 4/17/2018 1021576 209163 323199 556329 440093 81219 83419
KC 4/17/2018 268597 63728 118582 134889 90557 18656 8134
5Y 4/17/2018 3527238 569784 1143283 2584746 1825759 253834 439322
10Y 4/17/2018 3579519 647754 1019443 2446325 1902503 352571 524704
AD 4/17/2018 99720 29832 39987 41794 32133 25541 25047
BP 4/17/2018 205523 113252 65550 47451 110975 39333 23511
MP 4/17/2018 228823 155624 53783 64630 171349 8190 3312
ES 4/17/2018 3007691 530853 318544 1904559 2353900 474823 237791
S 4/17/2018 970469 289630 65273 478667 636347 52472 119149
SM 4/17/2018 523756 168371 24964 198481 359861 50490 32517
2Y 4/17/2018 1995472 417217 503965 1346936 1209665 129944 180467
O 4/17/2018 6411 1651 1315 1087 2996 3577 2004

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SB 4/10/2018 999540 201698 317550 546517 425094 80522 86093
10Y 4/10/2018 3465481 635484 966119 2359922 1823944 343145 548488
RR 4/10/2018 8598 1106 1234 4752 5574 2152 1202
ES 4/10/2018 3030240 549753 340137 1932703 2372977 472939 242281
VI 4/10/2018 380021 165574 72661 113111 204674 29656 31006
C 4/10/2018 1882013 613047 230743 771635 1073229 155086 235796
S 4/10/2018 936447 282142 71877 461463 607299 51120 115549
BO 4/10/2018 542176 147996 122327 224144 255888 36672 30597
SM 4/10/2018 504158 173780 27503 188347 353499 49593 30718
MK 4/10/2018 21596 10559 6738 7634 9629 2279 4105
KC 4/10/2018 274792 67938 108663 132512 100741 17699 8745

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SB 4/3/2018 990051 195211 314266 553224 426999 77808 84978
KC 4/3/2018 279405 65282 109882 131782 97917 19843 9108
SV 4/3/2018 232682 65969 82934 86416 89053 32333 12731
RR 4/3/2018 8303 812 1435 4621 4685 2206 1519
C 4/3/2018 1865937 628395 261078 777817 1067826 155540 232848
S 4/3/2018 906217 284051 73590 441910 582604 47182 116949
GC 4/3/2018 493141 234677 68088 162608 351473 43845 21569
CL 4/3/2018 2547337 829287 129742 784653 1509217 110709 85690
HG 4/3/2018 289138 102027 81117 117045 142322 19731 15364
BP 4/3/2018 172017 86643 46305 45117 99602 37202 23055

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SB 3/27/2018 974778 187783 308377 544119 420443 77339 80421
KC 3/27/2018 275252 65550 105520 130721 99180 16906 8477
RR 3/27/2018 8208 803 1557 4663 4632 2226 1503
GC 3/27/2018 529690 259032 55678 157443 383803 49819 26813
ES 3/27/2018 2974542 567762 340959 1944744 2328087 389265 232725
BO 3/27/2018 518872 144454 121902 226163 257674 39075 30116
CC 3/27/2018 304154 98709 56791 127576 176308 18493 11679
HG 3/27/2018 293335 106932 87745 115589 141882 21624 14518
BP 3/27/2018 176947 90239 56063 45780 94274 38107 23789
LC 3/27/2018 357162 117698 61271 148211 188528 30035 46145
OJ 3/27/2018 13240 2550 4234 8763 6754 1773 2098
SV 3/27/2018 219518 60786 74443 82087 89439 34190 13181

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KC 3/20/2018 265236 60222 102855 130210 96475 16909 8011
RR 3/20/2018 8025 846 1478 4367 4469 2280 1546
DX 3/20/2018 29866 20950 21014 1098 4703 6062 2393
C 3/20/2018 1862226 624742 246141 774935 1068468 146726 231794
SB 3/20/2018 945319 189751 305907 523306 407979 82374 81545
HG 3/20/2018 283457 107919 77058 100673 141281 22830 13083
SV 3/20/2018 216042 63813 76329 84080 87789 31734 15509
CC 3/20/2018 302484 96408 55684 128832 175124 17224 11656
2Y 3/20/2018 1915145 289704 473740 1393778 1161353 128956 177345

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 3/13/2018 1860162 629940 214490 738877 1074082 151517 231762
KC 3/13/2018 252579 59870 99898 121603 91943 16467 6099
CT 3/13/2018 272225 118172 12843 106085 219199 18384 10599
RR 3/13/2018 8032 850 1461 4464 4502 2244 1595
DX 3/13/2018 35920 22492 21645 2184 6407 6487 3111
YM 3/13/2018 146003 45798 23255 78164 106108 18001 12600
CC 3/13/2018 300766 96441 56475 126227 172664 16905 10434
EU 3/13/2018 584759 239453 93073 220729 398792 99647 67964

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SM 3/6/2018 453096 180333 27631 182210 350107 43587 28392
C 3/6/2018 1743951 578099 257715 732571 994566 152464 210853
RR 3/6/2018 8123 858 1518 4398 4564 2392 1566
US 3/6/2018 812681 172222 157936 499398 461021 130263 182926
GC 3/6/2018 508100 245587 61764 153421 358324 46281 25201
O 3/6/2018 5563 2306 131 989 4495 2200 869
DX 3/6/2018 37639 24345 24466 2230 6099 7046 3056
MK 3/6/2018 22300 10626 8390 9062 9227 2042 4113
JY 3/6/2018 277327 50057 136902 184721 107840 37297 27333
ES 3/6/2018 3320841 559230 430356 2334834 2539943 315501 239266
FC 3/6/2018 56157 20904 13182 16449 15124 8781 17828

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SM 2/27/2018 454972 178023 25954 178733 347782 45668 28688
O 2/27/2018 5687 2388 74 1001 4562 2259 1012
10Y 2/27/2018 3707544 542104 884993 2566104 1934307 373932 662840
MW 2/27/2018 53990 12723 11826 26708 28259 12935 12281
DX 2/27/2018 37902 22735 24823 4288 6198 7323 3325
OJ 2/27/2018 10683 1697 2937 7692 6158 1113 1407
5Y 2/27/2018 3469039 510479 962356 2468441 1869628 379674 526610
2Y 2/27/2018 1912697 314522 419469 1293880 1126543 160122 222512
US 2/27/2018 841865 166546 139062 498717 474877 150922 202246

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SM 2/20/2018 482494 152617 24398 211555 359146 49948 30576
O 2/20/2018 5848 2288 75 1110 4389 2305 1239
PA 2/20/2018 29036 19325 2694 6008 23517 1789 911
US 2/20/2018 855355 174434 157043 524019 480599 134136 194947
CL 2/20/2018 2431805 804138 114772 666886 1382974 99987 73265
2Y 2/20/2018 2049116 395533 552485 1381987 1183318 137127 178844
5Y 2/20/2018 3636538 636080 1063663 2558014 1980909 283015 432537
10Y 2/20/2018 3836765 681539 896019 2514311 2028805 329533 600559
DX 2/20/2018 39428 23765 25802 4936 6094 6699 3504
BO 2/20/2018 505348 142372 115442 228730 262237 39733 33156
SV 2/20/2018 203629 63200 57880 86061 105506 28201 14076
KC 2/20/2018 222558 51788 98565 116333 77479 17001 9078
JY 2/20/2018 271271 45634 153972 184131 86808 37158 26143

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
10Y 2/13/2018 3681797 658659 955594 2493636 1949037 323105 570769
O 2/13/2018 6216 2323 127 1174 4495 2255 1130
PA 2/13/2018 28638 18954 3063 6023 22655 1807 1066
US 2/13/2018 829841 160245 156396 520197 462993 128255 189308
SM 2/13/2018 478654 138918 26905 216902 346667 44889 27137
2Y 2/13/2018 2032285 411175 545161 1361184 1168834 128670 187034
LB 2/13/2018 7519 4066 1963 1112 3732 1765 1248
SV 2/13/2018 194056 64816 56105 80026 101974 28275 15038
VI 2/13/2018 509458 187208 112645 149719 223678 30877 31481
EU 2/13/2018 564233 230785 103496 235656 411639 84269 35575
MK 2/13/2018 24143 11349 9781 10383 9091 1896 4756

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
OJ 2/6/2018 10519 945 3340 7348 5026 1694 1621
5Y 2/6/2018 3450680 617039 1070644 2428760 1832905 285947 428197
10Y 2/6/2018 3659818 611811 939351 2521341 1943164 334492 585129
RB 2/6/2018 448796 184928 96600 167706 268241 28484 16277
US 2/6/2018 790780 173733 150585 461680 447381 135850 173297
CL 2/6/2018 2589270 862102 123005 724228 1485652 111083 88756
ES 2/6/2018 3428810 755765 469551 2245634 2499579 302601 334870
SM 2/6/2018 450915 118439 33109 210721 310808 44830 30073
KC 2/6/2018 250258 51999 95981 132966 96693 16082 8373
2Y 2/6/2018 1998510 424408 635166 1365207 1109015 120594 166028
C 2/6/2018 1711904 453219 405149 762426 809131 190449 191814
LB 2/6/2018 7353 4233 2017 995 3690 1609 1130
VI 2/6/2018 614435 258258 172440 161879 204699 49873 92871
CT 2/6/2018 293564 111610 26679 129657 222179 18217 10626
SB 2/6/2018 928370 203767 303345 533284 430101 71288 74893
MK 2/6/2018 23575 11182 9086 9858 8956 1960 4958
LC 2/6/2018 370240 144488 42501 147517 226776 26088 48816
SF 2/6/2018 73968 16898 37139 41714 23389 14531 12615

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
OJ 1/30/2018 10465 1049 3461 7420 5148 1584 1444
SB 1/30/2018 925960 203808 308326 528409 413723 72285 82453
PL 1/30/2018 92167 65589 22196 15169 64485 8555 2632
2Y 1/30/2018 1971694 405884 734950 1379672 986823 120353 184136
10Y 1/30/2018 3566655 671251 886851 2416613 1917348 306431 590096
CL 1/30/2018 2643683 866033 131475 727045 1491842 113628 83389
RB 1/30/2018 457372 184356 96275 176817 276482 26794 15210
HO 1/30/2018 474372 150143 95038 176914 256342 50968 26645
O 1/30/2018 6406 2121 218 1019 4171 2407 1158
LH 1/30/2018 242241 87217 37805 92227 122671 22899 41867
BO 1/30/2018 511460 133383 110716 226301 254562 36576 30982
LB 1/30/2018 7184 4203 1912 893 3821 1619 982
EU 1/30/2018 603460 258022 109280 239494 430681 89440 46995
CT 1/30/2018 308390 127708 29091 125866 230223 17665 11925
LC 1/30/2018 364909 138020 43977 146851 219380 26194 47708
SF 1/30/2018 72587 16673 37000 42343 20056 12338 14298
BP 1/30/2018 235080 95667 63926 90898 141541 44000 25098
YM 1/30/2018 155650 81477 15348 41345 122433 26950 11991

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CT 1/23/2018 314624 145436 24131 117124 245067 17851 11213
SB 1/23/2018 912141 205857 290317 511220 413967 74216 87009
KC 1/23/2018 245886 52319 98151 127874 89743 15632 7931
PL 1/23/2018 90494 65290 22374 14476 63322 8450 2520