Fund 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.

Max Min

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
EU 1/23/2018 608683 262175 117458 236300 429090 95485 47412
2Y 1/23/2018 1931579 415984 717070 1342915 983317 122770 181282
NG 1/23/2018 1435566 398199 431696 478313 463559 65783 47040
S 1/23/2018 783339 146676 213766 453767 348121 50454 89010
BO 1/23/2018 510003 134187 120349 228673 247589 35534 30456
BP 1/23/2018 236432 99369 66324 93255 141666 40874 25508
CL 1/23/2018 2593128 852332 135637 737640 1476614 113384 91105
LB 1/23/2018 7183 4448 2007 910 3836 1452 967
W 1/23/2018 572693 167840 263811 238247 140663 42657 44270
KW 1/23/2018 341290 112828 111790 135154 139954 26621 22859
LC 1/23/2018 356761 132373 40913 143752 213513 25351 47050
HO 1/23/2018 479213 147214 89314 181281 263975 54643 29849
YM 1/23/2018 156775 80323 18012 42833 119924 26771 11991

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 1/16/2018 1876381 413792 704434 1298555 952849 122503 177567
5Y 1/16/2018 3195542 562812 1049072 2264883 1571948 252278 458953
CL 1/16/2018 2611581 854090 146303 755208 1486922 115563 91636
VI 1/16/2018 653697 258691 340935 186184 101039 34654 37555
RU 1/16/2018 62510 34115 7005 26428 54456 1967 1049
CT 1/16/2018 303537 141950 26001 114440 237336 17373 10426
S 1/16/2018 766686 151657 230305 442961 330985 51419 84747
W 1/16/2018 558257 170432 265596 236692 140471 41964 43021
LB 1/16/2018 6930 4229 2118 974 3705 1449 829
LC 1/16/2018 353365 123809 41459 142099 208281 28576 44744
KC 1/16/2018 237129 51840 93698 123481 88738 15296 8181

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
EU 1/9/2018 563400 242053 97362 217213 400874 86571 47601
2Y 1/9/2018 1851906 414419 682041 1279361 954628 115045 172156
5Y 1/9/2018 3167648 598720 1042485 2211737 1577741 251564 441795
CL 1/9/2018 2545313 801494 143904 766612 1440710 114163 97655
HO 1/9/2018 457919 147385 83004 173337 262332 53208 28594
VI 1/9/2018 602198 231965 323745 174765 79405 32629 36209
LB 1/9/2018 6246 4036 2059 583 3115 1503 948
PA 1/9/2018 39556 32021 4407 4211 32431 2054 1448
YM 1/9/2018 150638 82257 15472 34479 114829 25415 11850
CT 1/9/2018 285954 135609 27426 106593 219848 16987 11915
BP 1/9/2018 203484 85039 59547 73179 115234 40669 24106
CD 1/9/2018 147839 58581 41120 44166 85917 41162 16872

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 1/2/2018 330410 116196 121558 143446 143517 26017 20584
OJ 1/2/2018 10284 1182 4157 6707 4583 2008 1157
EU 1/2/2018 542622 236808 108940 199313 365245 88262 50198
5Y 1/2/2018 3105956 556440 995662 2183289 1568477 252492 428082
HO 1/2/2018 445181 141184 77532 156601 247219 55977 29011
PA 1/2/2018 38141 31360 4323 3641 31047 1947 1578
ES 1/2/2018 3051095 529045 356444 2108782 2315194 306665 272854
CL 1/2/2018 2479798 762666 138453 766347 1414461 108205 84304
RB 1/2/2018 384399 156151 71810 137230 228826 23458 16203
CD 1/2/2018 126829 49297 34558 37528 68410 35774 19631
BP 1/2/2018 211627 93611 77376 74426 105193 38896 24364

DEC 2017

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 12/26/2017 329925 112707 122683 146882 140909 24822 20819
OJ 12/26/2017 9473 1412 3263 5953 4871 1778 1009
KC 12/26/2017 220632 49417 96683 117074 76444 14331 7695
EU 12/26/2017 497744 208913 116765 186931 318343 84606 45342
2Y 12/26/2017 1785921 405190 596619 1213867 977608 118002 162832
5Y 12/26/2017 3094652 522908 947223 2184668 1580435 250926 430844
HO 12/26/2017 447530 132052 74429 166929 248366 53809 29995
SB 12/26/2017 756189 164833 202395 428834 388558 60694 63408
PA 12/26/2017 36407 29957 4459 3371 29597 2063 1335
CL 12/26/2017 2460193 772893 140732 750189 1394458 101654 89546
NG 12/26/2017 1489393 388635 558670 598991 458395 81618 52179
BO 12/26/2017 454462 120568 94007 217900 250211 34138 28388

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
W 12/19/2017 537280 176465 275149 218669 119584 44146 44547
KW 12/19/2017 330044 109700 119792 146312 139105 25242 22357
KC 12/19/2017 218688 47918 94942 110436 70770 14558 7200
5Y 12/19/2017 3046985 568836 946783 2126777 1551811 241386 438405
NG 12/19/2017 1503724 396643 566219 598832 460208 76420 45468
DX 12/19/2017 40944 26355 22487 5421 14514 7535 2310
JY 12/19/2017 223424 36874 151247 166728 30125 16561 38791

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 12/12/2017 325199 106143 119328 144999 134398 24366 21782
KC 12/12/2017 214892 46251 92446 109429 70016 14286 7504
PL 12/12/2017 88076 54178 41354 18018 37206 10395 4031
EU 12/12/2017 505744 206027 92138 185209 320739 80362 58721
NG 12/12/2017 1546760 392806 557334 592333 456222 78087 49670
LC 12/12/2017 338330 138271 27431 136852 227327 26162 46527
CL 12/12/2017 2571686 761121 146624 781944 1411274 102782 87949
SF 12/12/2017 95115 19349 48114 66285 19383 5873 24010
ES 12/12/2017 3830224 548679 480968 2729100 2849962 378041 324890
PA 12/12/2017 34124 28173 4357 3240 27650 1838 1244
RU 12/12/2017 64805 23991 6659 38956 56899 1850 1239
SV 12/12/2017 202797 77169 67255 75352 100181 31017 16102

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
EU 12/5/2017 499124 205400 112294 190380 314914 79820 48392
O 12/5/2017 6877 2977 266 1528 5444 2096 891
BP 12/5/2017 202693 89270 82864 63128 80222 36060 25372
LC 12/5/2017 361073 157125 32587 137501 237761 26190 50468
CL 12/5/2017 2554224 759978 148850 787163 1410423 102707 90575
SM 12/5/2017 438273 132696 33347 195344 311822 42698 25569
NG 12/5/2017 1516674 394708 516678 555126 460395 73185 45946
MP 12/5/2017 179296 121003 24480 48842 149465 7570 3470
SF 12/5/2017 80778 17891 47458 55496 9737 6296 22488
MK 12/5/2017 25132 12908 9112 8930 11415 2658 3969
HG 12/5/2017 258050 116872 90219 80412 115624 19596 11037

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
EU 11/28/2017 495561 205160 115479 189056 310897 79742 47582
HO 11/28/2017 433665 130395 67712 154451 240625 54172 30681
O 11/28/2017 7013 3157 280 1484 5685 2167 843
10Y 11/28/2017 3692041 844279 720343 2178069 2091433 492087 702659
KC 11/28/2017 195617 48928 79169 95731 70105 11817 7202
DX 11/28/2017 43517 24788 35397 7976 2777 7758 2348
MP 11/28/2017 171485 112966 23400 50180 143607 6791 2930
SF 11/28/2017 79544 17581 47765 55140 7692 6077 23341
5Y 11/28/2017 3389401 623468 885221 2206840 1780370 344475 509192
US 11/28/2017 832485 181453 117485 431154 502356 189679 182445

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
W 11/21/2017 546635 172456 239281 214040 144744 44192 46663
2Y 11/21/2017 1992333 371550 598844 1389675 1112115 135140 185406
HO 11/21/2017 452617 129669 66947 169939 255735 52760 29686
5Y 11/21/2017 3508111 620736 932004 2374606 1890097 280372 453613
DX 11/21/2017 40200 22064 28631 7708 7352 8522 2311
SF 11/21/2017 82906 20821 50561 55040 7173 6160 24287
BO 11/21/2017 481151 128937 57226 207362 285423 33968 27618
10Y 11/21/2017 3602401 863168 752088 2216550 2099097 320647 549180
RB 11/21/2017 444850 176215 91382 161456 256370 27462 17381
KC 11/21/2017 201113 49455 86229 101964 70511 12898 7577
US 11/21/2017 845062 182892 123187 446998 513572 178604 171735
OJ 11/21/2017 10616 3852 2619 4140 6734 2518 1157
RR 11/21/2017 10392 1669 2481 6971 6349 1556 1366

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 11/14/2017 1702668 411670 536783 814379 692765 206821 203322
EU 11/14/2017 467842 200023 115437 173624 275809 73315 55716
CL 11/14/2017 2627570 778738 182272 793419 1407503 110403 92785
RB 11/14/2017 441738 184436 97291 156726 252508 27247 18610
5Y 11/14/2017 3229954 677047 912791 2165427 1768745 257532 418470
LB 11/14/2017 6901 3978 1999 834 3405 1682 1090
JY 11/14/2017 283628 49347 185346 207213 45266 17358 43306
SF 11/14/2017 81661 19470 47453 54318 7007 6724 26052
2Y 11/14/2017 1846853 332692 531340 1338551 1088465 120258 171696
US 11/14/2017 802225 173225 128074 450186 481544 155471 169264
YM 11/14/2017 158321 90613 10313 37719 124483 25192 18728

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KC 11/7/2017 240183 52145 87460 122971 93922 14437 8171
FC 11/7/2017 65612 33930 17491 12622 16609 8008 20460
5Y 11/7/2017 3150570 540710 870915 2221553 1721860 249220 418708
CL 11/7/2017 2601977 758743 213537 836669 1388076 108126 101925
RB 11/7/2017 419357 180820 97405 142574 233698 26091 18382
HO 11/7/2017 435238 126417 66779 168113 255377 56206 28580
LB 11/7/2017 6911 3934 1995 932 3462 1629 1038
SF 11/7/2017 79116 19568 44678 51975 7403 6540 26002
SB 11/7/2017 711780 170901 206623 384275 349009 63028 62572
W 11/7/2017 569478 164198 243244 232008 150404 45217 47775
KW 11/7/2017 331038 103094 108742 142049 134924 27770 29247
2Y 11/7/2017 1803201 340408 515313 1268643 1043614 120820 170944
C 11/7/2017 1623655 392039 479039 745721 670866 201629 189484
CT 11/7/2017 235937 82611 34613 120532 169159 13489 12860
MK 11/7/2017 23351 11389 9476 9060 9072 2333 4234
LH 11/7/2017 270132 116596 57207 99194 134129 19028 43482
YM 11/7/2017 156241 90298 14210 36828 118614 24251 18553

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
FC 10/31/2017 63489 32281 16633 12936 16602 7708 19690
5Y 10/31/2017 3064616 367932 837777 2341520 1691174 243686 424187
CL 10/31/2017 2509878 734763 231814 809563 1312437 104738 104813
RB 10/31/2017 402843 169356 92262 138812 224868 26817 17855
HO 10/31/2017 431874 125861 69236 171629 257169 54629 25714
SB 10/31/2017 712697 170953 211833 381500 347731 65498 58387
KC 10/31/2017 239067 52133 84949 123891 98242 14773 7606
LH 10/31/2017 263428 110333 58302 98491 128353 20591 42760
YM 10/31/2017 159958 96882 15980 34870 120646 23459 18585
W 10/31/2017 564126 164439 235682 224046 153846 47992 46949
KW 10/31/2017 321518 100356 104686 144322 138471 23994 25515
C 10/31/2017 1593417 376873 468632 742712 661502 202154 191605
OJ 10/31/2017 7794 1883 2186 3406 4509 2357 951

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
FC 10/24/2017 62895 30955 13937 12656 17515 6954 19113
5Y 10/24/2017 3027773 420919 806878 2244451 1722116 253739 390115
RB 10/24/2017 416089 153751 81748 154144 235209 27980 18918
W 10/24/2017 514130 170805 203708 188476 149402 41643 47814
DX 10/24/2017 51132 32463 36664 6960 9507 8754 2006
JY 10/24/2017 282230 60077 176934 195330 48338 17157 47292
KW 10/24/2017 302974 100794 96023 133745 138566 24184 24134
C 10/24/2017 1546282 380873 451429 701002 640863 201907 191490
KC 10/24/2017 237644 50371 83388 125582 98922 14710 8353
HO 10/24/2017 431665 122727 71923 177149 254150 57866 31669

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 10/17/2017 292525 99408 89235 128656 136588 22701 24942
C 10/17/2017 1489037 382349 446526 669064 621081 202462 186268
KC 10/17/2017 229958 48392 78036 121117 97184 14393 8682
FC 10/17/2017 60746 30845 14125 12510 16947 6860 19143
2Y 10/17/2017 1737821 276978 589431 1290472 937637 122616 162998
5Y 10/17/2017 2960660 355004 800583 2281411 1682488 238560 391904
VI 10/17/2017 701927 185078 353649 267265 96940 35584 37338
LB 10/17/2017 6763 3536 1936 1138 3419 1749 1068
SB 10/17/2017 700150 171307 233548 378371 312899 63555 66786
MK 10/17/2017 23193 11070 8164 9015 10124 2197 3994

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 10/10/2017 282344 96978 81164 125551 139763 23754 25356
C 10/10/2017 1449877 374538 436198 660122 617977 201085 181570
PL 10/10/2017 75931 50395 28380 13583 42431 9792 2959
FC 10/10/2017 59332 29891 13813 12291 16901 7376 18844
2Y 10/10/2017 1664680 241447 492491 1258559 964638 118737 161614
NG 10/10/2017 1375988 395728 475326 461907 409316 69098 42091
W 10/10/2017 460988 166981 191036 166745 134888 39688 47490
LB 10/10/2017 6162 3285 1738 876 3224 1776 975
O 10/10/2017 6006 1981 830 1229 3844 2098 634
SB 10/10/2017 694059 178157 226229 368551 315170 59973 65282
MK 10/10/2017 22680 10890 7391 9033 10136 1900 4296
LC 10/10/2017 329911 145551 33468 125697 213493 26318 50605

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 10/3/2017 272278 97516 73028 119996 143116 23173 24541
2Y 10/3/2017 1580756 226421 453261 1182056 913117 125249 167348
CL 10/3/2017 2471226 687611 243295 848375 1300591 100914 93014
HO 10/3/2017 449485 122836 67540 204928 287428 54823 27619
VI 10/3/2017 669232 176481 347105 264070 89618 33637 37465
RR 10/3/2017 10299 2753 2081 5168 6811 1961 990
SB 10/3/2017 683879 180403 227184 371246 318607 58685 64543
BP 10/3/2017 174867 80325 60376 47590 78951 37106 25694
DX 10/3/2017 47920 31209 34478 5821 8943 8407 2016
LC 10/3/2017 333751 144570 37487 127745 212514 25482 47796
HG 10/3/2017 273497 140250 106421 80495 120284 17529 11569
MP 10/3/2017 204344 117452 28336 75702 170572 8348 2594
CD 10/3/2017 177263 97204 22076 35298 132354 41868 19940

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
2Y 9/26/2017 1589230 281175 464072 1146118 931717 124444 155948
CL 9/26/2017 2411223 698180 244072 824910 1284235 100305 95088
HO 9/26/2017 463971 122815 63721 213265 300632 56367 28094
YM 9/26/2017 157868 106786 11065 29505 124479 19363 20110
BP 9/26/2017 195509 80145 75091 66178 80987 35311 25556
CD 9/26/2017 181913 102688 28083 33487 130317 43302 21077
DX 9/26/2017 45590 29288 35891 5863 5528 8511 2243
LH 9/26/2017 262832 89841 64522 109241 113423 18453 39590
HG 9/26/2017 275999 136358 106222 85947 122343 18222 11962
OJ 9/26/2017 8390 1579 2065 4358 4757 2083 1198

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
CL 9/19/2017 2377488 678156 260082 858264 1278201 88567 86704
HU 9/19/2017 426656 149444 69171 178153 266403 26944 18967
HO 9/19/2017 451351 112457 64041 212967 292059 58110 27434
PL 9/19/2017 76633 50525 18877 12464 51129 9591 2574
VIX 9/19/2017 704831 175169 346356 283365 106908 40088 45358
C 9/19/2017 1395966 378228 416253 629960 611110 195346 176171
RR 9/19/2017 10737 3978 2314 4402 7204 2226 1088
LH 9/19/2017 266254 91464 65177 107968 112792 19127 40590
CD 9/19/2017 299169 100675 41829 149713 229684 45503 24378
DX 9/19/2017 42287 26833 33046 5930 4769 7881 2829
OJ 9/19/2017 8859 1818 2189 4358 5150 2340 1177

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
C 9/12/2017 1368725 373793 398407 617402 612571 190474 170691
O 9/12/2017 5862 1821 1068 827 3407 2492 665
RR 9/12/2017 10496 3925 2048 4115 7183 2283 1092
OJ 9/12/2017 9090 2057 2501 4498 5118 2181 1117
CL 9/12/2017 2345125 662650 288170 857037 1236352 88764 83929
HU 9/12/2017 415114 148368 68901 170277 258880 27648 18512
HO 9/12/2017 437212 108721 64654 199885 270802 53418 26568
PJM 9/12/2017 171719 9370 33746 158519 134169 36 10
AD 9/12/2017 187355 101713 38680 31939 115192 40093 19873
CD 9/12/2017 227931 91645 41146 78318 152389 46789 23217
EU 9/12/2017 487425 191102 105044 175600 291785 88738 58611
SP 9/12/2017 3693118 604623 416578 2635138 2737774 294460 379869

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 9/5/2017 5636 1993 962 479 3233 2477 754
RR 9/5/2017 10067 3923 1729 3718 7070 2277 1119
OJ 9/5/2017 9687 1780 5038 5090 2978 2572 1426
MK 9/5/2017 24137 11411 6552 8998 12066 2797 4588
5-Y 9/5/2017 3225663 599887 676427 2269943 2143481 294062 343984
HU 9/5/2017 416762 143802 65356 178970 266170 28398 19644
HO 9/5/2017 413259 105898 64523 185493 251800 52234 27302
HG 9/5/2017 330702 172088 123223 97890 149529 19141 16367
PA 9/5/2017 34977 29204 4236 3293 29034 2015 1242
AD 9/5/2017 168171 103353 38449 22559 105748 39494 21209
CD 9/5/2017 203353 94732 41088 62321 133671 42612 24906
DX 9/5/2017 55828 26830 30774 13363 16016 9198 2601
MP 9/5/2017 240705 141051 27439 79810 199169 8911 3164

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 8/29/2017 5799 2322 1085 460 3368 2364 693
OJ 8/29/2017 10267 1788 5287 5964 3327 2293 1431
HG 8/29/2017 329513 166629 122977 100159 144985 17670 16496
AD 8/29/2017 159477 100962 34435 20088 101502 36087 21200
CD 8/29/2017 191798 86806 33639 59983 128659 41262 25753
EU 8/29/2017 469307 194331 107812 173410 287170 82463 55222
MP 8/29/2017 246509 135549 38539 95338 197365 8594 3577

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 8/22/2017 288214 111981 63810 105654 151680 24880 27025
O 8/22/2017 5922 2572 999 491 3647 2273 690
CT 8/22/2017 226101 73823 46589 119158 145093 11827 13126
OJ 8/22/2017 10451 1985 5185 5970 3570 2290 1490
CC 8/22/2017 241773 58867 98490 131050 99495 17127 9059
US 8/22/2017 778565 214293 137602 375680 455820 170210 166761
HG 8/22/2017 329725 164982 124136 96991 138053 17885 17669
AD 8/22/2017 149592 91558 31074 19484 95356 35696 20308
MP 8/22/2017 243849 137856 40238 93686 197558 9048 2794
DJ 8/22/2017 152510 101156 8998 29084 120995 19869 20116

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
RR 8/15/2017 9827 3296 1903 3855 6609 2425 1064
CC 8/15/2017 229231 53226 81602 127496 105387 15811 9544
LH 8/15/2017 276055 117237 57479 97396 138213 22548 41489
US 8/15/2017 750087 203922 130373 367249 437064 162446 166180
HO 8/15/2017 414679 103448 70430 189016 238250 47106 30890
HG 8/15/2017 333951 163551 126722 97858 135003 17933 17617
AD 8/15/2017 149809 93318 33706 17160 94625 36657 18804
CD 8/15/2017 192026 86455 35106 59593 128702 40668 22908
DX 8/15/2017 51263 26652 28776 11640 16454 9662 2724
EU 8/15/2017 462148 190336 111069 174177 278546 75873 50771
MP 8/15/2017 237589 130900 36051 94885 195458 8571 2847
DJ 8/15/2017 151974 100850 13545 28680 114594 19330 20721

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 8/8/2017 93375 16438 11130 49393 58712 20207 16196
LC 8/8/2017 326354 143077 37662 127112 213272 26256 45511
FC 8/8/2017 61011 25383 11428 16160 18500 8739 20354
US 8/8/2017 756551 217525 140908 374147 427176 150195 173783
HG 8/8/2017 328814 157369 124233 101644 135571 19668 18877
AD 8/8/2017 149911 92077 34067 16430 91905 38294 20829
CD 8/8/2017 205963 98237 35416 58066 143051 44677 22513
EU 8/8/2017 461152 201231 107546 157833 279623 79479 51374
VIX 8/8/2017 671800 194943 349984 250808 101894 39500 33373

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
SM 7/25/2017 349698 83508 67307 180059 202974 36239 29525
CT 7/25/2017 216584 75574 48643 110709 135150 10797 13287
OJ 7/25/2017 11728 2019 5993 7330 3621 2068 1803
LC 7/25/2017 372859 154001 44144 141544 231146 28962 49217
FC 7/25/2017 60547 26762 11846 15070 18150 8052 19888
US 7/25/2017 730692 191262 134894 371029 414503 152707 165601
HG 7/25/2017 298264 137242 112985 101929 125270 17649 18565
AD 7/25/2017 132765 80799 24425 11844 83053 37892 23057
DX 7/25/2017 49984 25829 28334 13876 16676 8448 3143
MP 7/25/2017 212346 130075 17185 67563 186763 9541 3231
VIX 7/25/2017 611661 202086 338727 225612 91114 34445 32302

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 7/18/2017 88697 19900 12534 44071 58510 19981 12908
SM 7/18/2017 355774 83929 68663 179531 201327 37684 31154
OJ 7/18/2017 11682 1901 5502 7262 3905 2277 2033
CC 7/18/2017 278949 58752 105029 150388 112172 23499 15438
KC 7/18/2017 223173 52574 71545 115986 98925 9612 7702
LB 7/18/2017 4133 1490 1101 890 1991 1373 661
LH 7/18/2017 275444 115959 52648 96214 141118 23988 42395
LC 7/18/2017 376022 158255 46929 138520 228881 28724 49689
FC 7/18/2017 60374 26897 10658 14453 18847 8146 19991
SV 7/18/2017 209689 90776 81400 66398 88312 27528 14990
AD 7/18/2017 117718 69075 17719 11175 73624 35707 24614
EU 7/18/2017 446259 199540 108219 150114 268566 81045 53914
JY 7/18/2017 250071 37419 164338 188763 41117 18461 39188
MP 7/18/2017 209717 130155 17616 65879 184118 8907 3207
VIX 7/18/2017 617557 183963 324331 239162 99231 35460 35023

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
W 7/11/2017 436850 172136 144698 156652 183493 39902 40499
KW 7/11/2017 269659 116456 22614 92681 185501 22575 23597
MW 7/11/2017 86236 19127 12774 42654 55920 19896 12983
RR 7/11/2017 9407 3474 2595 3618 5060 1962 1399
CC 7/11/2017 274523 58015 100966 149176 115085 23527 14667
SB 7/11/2017 762211 180752 236787 424895 360994 65005 72871
KC 7/11/2017 227103 52314 81488 117897 90152 9373 7944
LH 7/11/2017 279523 116381 51807 102596 149482 24578 42266
US 7/11/2017 730834 190123 139691 381681 416034 144382 160461
SV 7/11/2017 207592 91174 77169 65517 90084 26994 16432
PL 7/11/2017 74471 45904 40507 17489 27743 9124 4267
AD 7/11/2017 98130 55950 19144 11922 53888 27219 22059
EU 7/11/2017 436899 190267 106479 150147 258152 79831 55614

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 7/3/2017 261240 107063 30777 94077 168461 22162 24064
MW 7/3/2017 82202 20158 10779 39320 55251 19042 12490
RR 7/3/2017 9327 3429 2236 3708 5241 1963 1623
OJ 7/3/2017 10477 1951 4100 6642 4429 1683 1747
CC 7/3/2017 263719 56458 94621 146744 114908 20241 13914
SB 7/3/2017 776748 199570 245468 417051 365281 65447 71319
KC 7/3/2017 224734 56979 84862 113400 88053 11105 8569
LB 7/3/2017 3840 945 1057 1095 1416 1243 810
MK 7/3/2017 26646 15365 7501 7615 14105 2914 4288
LH 7/3/2017 271088 106732 48057 102408 146045 25084 40122
SV 7/3/2017 203541 91996 65721 61561 100789 29384 16431
PL 7/3/2017 72797 44318 36108 17786 30384 8728 4340
EU 7/3/2017 422496 185925 108461 144260 244301 76636 54059
MP 7/3/2017 210730 119408 34549 77093 171078 12522 3396
SF 7/3/2017 38491 10928 11041 9200 11705 17624 15006

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 6/27/2017 6034 2528 470 558 4514 2784 886
RR 6/27/2017 9470 3219 1972 3773 5488 2103 1635
OJ 6/27/2017 10829 2092 4041 6617 4704 1866 1830
CC 6/27/2017 261679 56831 95087 146835 115349 21785 15015
KC 6/27/2017 221973 55255 86099 111980 84414 11370 8092
US 6/27/2017 750814 186192 131610 374645 447307 174620 156540
PL 6/27/2017 76578 45343 34810 17968 33171 8947 4277
DX 6/27/2017 48135 27957 22499 9181 19715 7889 2813
MP 6/27/2017 212815 126019 45012 77403 163914 8543 3039
SF 6/27/2017 37364 11218 15887 10347 7128 14823 13373

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
O 6/20/2017 6989 2616 495 1539 5318 2678 1020
RR 6/20/2017 9727 3541 2105 3903 5906 2067 1500
CC 6/20/2017 242883 52539 77596 137875 118649 19772 13941
KC 6/20/2017 214847 56693 81723 107120 85551 12584 9123
US 6/20/2017 752497 183458 121827 377632 463107 181393 157549
CD 6/20/2017 219496 28507 111388 156474 70708 28038 30923
DX 6/20/2017 46708 28313 22693 8626 19923 8165 2488
EU 6/20/2017 379269 167245 122393 132839 192994 66171 50868

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 6/6/2017 286200 104978 86157 110312 129998 25055 24190
C 6/6/2017 1413738 418445 450904 623119 603270 180726 168116
O 6/6/2017 6867 1937 698 2065 5004 2572 872
BO 6/6/2017 457208 124181 130499 204799 195313 32392 35560
RR 6/6/2017 9024 2891 1987 3857 5103 2042 1700
CC 6/6/2017 271462 58530 79337 153026 136423 18511 14307
KC 6/6/2017 224297 56498 69672 112657 102416 11878 8945
LC 6/6/2017 414712 182134 47183 132496 246009 33249 54687
HO 6/6/2017 378134 76862 68557 199968 207893 34738 35118
NG 6/6/2017 1512631 370028 372844 549233 573118 70305 43604
EU 6/6/2017 447178 164889 90880 188042 279047 70923 53927
MP 6/6/2017 207116 115601 30780 75128 166379 9170 2740
VIX 6/6/2017 614761 154607 290460 255687 122063 35479 33250

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 5/30/2017 275577 96774 80103 108313 126348 25456 24092
C 5/30/2017 1390444 382810 482311 639469 550484 177061 166545
LC 5/30/2017 421529 179433 48540 134866 245632 34173 54300
NG 5/30/2017 1516242 361536 330895 545066 610721 73826 38812
EU 5/30/2017 453280 176226 103357 185792 279432 74041 53270
MP 5/30/2017 206058 112479 37477 82152 163139 8871 2886

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 5/23/2017 266320 97003 80295 107010 124840 24488 23366
CC 5/23/2017 287345 63523 82927 164132 148405 16201 12524
LC 5/23/2017 420815 181214 49476 134809 243953 33845 56439
2-Y 5/23/2017 1439677 232330 251656 959255 897072 158712 201569
10-Y 5/23/2017 3538851 947807 585306 1991923 2177414 369486 546496
NG 5/23/2017 1532991 383569 330899 532205 621281 72016 35610
CD 5/23/2017 208304 29681 128790 147449 35345 27551 40546
EU 5/23/2017 449360 175032 110187 190524 272094 68923 52198
MP 5/23/2017 211110 98609 44311 101454 160659 8005 3098

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
LC 5/16/2017 416324 175940 49570 133389 239628 34139 54270
10-Y 5/16/2017 3370091 892977 652967 1990410 2031658 358353 557115
CL 5/16/2017 2337124 646041 317089 863704 1197211 109834 105279
NG 5/16/2017 1562364 393074 336456 494699 588194 72437 35560
CD 5/16/2017 219483 39130 137130 145253 36569 30961 41645
EU 5/16/2017 431659 164234 126630 186406 236357 66697 54350
MP 5/16/2017 183857 92686 22632 81075 156495 8312 2946
VIX 5/16/2017 620266 173700 316060 246552 105210 39162 38144

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 5/9/2017 60997 7795 4102 37405 42792 11400 9706
LC 5/9/2017 420116 178774 54973 133802 236083 32151 53671
10-Y 5/9/2017 3333895 861792 632673 2013275 2037783 345963 550574
CL 5/9/2017 2276413 655196 326445 832830 1172624 109852 98809
HU 5/9/2017 414349 111418 81612 199127 222962 20086 26057
HO 5/9/2017 435136 81159 68818 237730 247280 36997 39788
NG 5/9/2017 1529022 354359 334884 507206 560471 70893 37103
PL 5/9/2017 76104 46798 36558 18391 33552 8882 3961
CD 5/9/2017 214946 47412 133627 132142 32866 30904 43965
EU 5/9/2017 418301 155581 133182 183860 217059 65581 54781
MP 5/9/2017 179886 92514 22611 78942 153711 7656 2790

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
MW 5/2/2017 61713 7985 4264 37479 42783 11924 10341
C 5/2/2017 1326162 363762 440479 624855 551553 159501 156086
O 5/2/2017 5646 1488 1075 2072 3732 1939 692
CC 5/2/2017 307188 76388 107500 166689 144314 20304 11567
LC 5/2/2017 431718 182094 54187 133081 236469 33460 57979
FC 5/2/2017 59185 28208 12799 15815 18490 7859 20593
10-Y 5/2/2017 3250046 830446 650576 1929780 1967725 392861 534786
HO 5/2/2017 426835 80018 63384 237467 255984 37222 35339
NG 5/2/2017 1519525 353511 332589 496369 549463 72232 40060
PJM 5/2/2017 1307313 30580 160729 1251059 1117310 9600 13200
PL 5/2/2017 71757 44778 27237 16775 39586 8565 3295
AD 5/2/2017 107876 64169 21494 17149 57787 24886 26923

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
W 4/25/2017 497823 150101 280137 218524 95990 48900 41398
KW 4/25/2017 278966 109893 112144 108161 108134 23343 21119
C 4/25/2017 1431459 363635 446903 678991 600871 171697 166549
O 4/25/2017 6096 1603 1197 2092 3803 2232 927
BO 4/25/2017 411634 107067 128525 204041 184034 35810 34359
CC 4/25/2017 294148 74420 97803 161750 147119 19635 10883
LC 4/25/2017 414477 179489 48975 126524 231091 33194 59141
FC 4/25/2017 58423 28505 12041 14996 18439 7511 20532
5-Y 4/25/2017 3178951 585619 649444 2225334 2102019 289662 349152
10-Y 4/25/2017 3188417 826482 611840 1915702 1971707 362499 521136
NG 4/25/2017 1448445 334001 337071 479913 506520 69820 40143
PJM 4/25/2017 1278350 26340 154449 1234384 1106275 0 0
AD 4/25/2017 108559 64684 21982 18109 59978 24519 25352
EU 4/25/2017 411006 157831 178726 181520 167731 61122 54016

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
W 4/18/2017 512255 163168 266050 217280 120398 48629 42629
KW 4/18/2017 275698 110439 103972 111303 119118 23648 22300
S 4/18/2017 771596 162272 174945 424722 350863 50969 112155
BO 4/18/2017 432047 101774 127962 215188 191296 35487 33191
LB 4/18/2017 6217 2753 1491 792 2586 1847 1315
LC 4/18/2017 409097 173676 43868 131237 234387 33810 60468
FC 4/18/2017 60183 28160 11026 14576 18214 7301 20797
5-Y 4/18/2017 3161488 573329 665445 2257043 2089620 271979 347286
HU 4/18/2017 418593 118268 63405 200760 264171 29836 21288
PJM 4/18/2017 1275776 25949 142785 1233801 1116965 0 0
SV 4/18/2017 227984 128378 24491 46878 163710 25810 12865
HG 4/18/2017 275401 106292 90249 103458 121850 20921 18572
DX 4/18/2017 66658 46766 3329 9926 58731 7813 2445
EU 4/18/2017 430589 185786 207435 179950 159602 56301 55000

Date OI Fund Long Fund Short Comm Long Comm Short Spec Long Spec Short
KW 4/11/2017 271532 108701 100209 113224 122021 23743 23438
C 4/11/2017 1457532 380480 406244 688349 651207 170045 181423
BO 4/11/2017 425647 99792 126761 216188 192190 35428 32457
LC 4/11/2017 394324 163709 41672 133569 229948 32773 58431
FC 4/11/2017 59296 27969 11105 14055 17106 7073 20886
PJM 4/11/2017 1273960 25949 142393 1232377 1115933 0 0
SV 4/11/2017 220172 131969 26454 46900 161314 22501 13602
DX 4/11/2017 71495 49095 4760 9746 59832 10895 5144
EU 4/11/2017 420332 173594 192550 179203 163127 59086 56206

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
W 4/4/2017 513555 164240 251171 102351 197973 116818 48991 43215
KW 4/4/2017 270062 103831 95775 28276 113607 121634 24348 24377
C 4/4/2017 1455465 376831 391372 226936 686395 654398 165303 182759
BO 4/4/2017 423906 99576 117876 77856 213369 195991 33105 32183
LC 4/4/2017 390786 160629 47497 65413 131440 219588 33304 58288
FC 4/4/2017 57891 27557 10673 9028 15135 18144 6171 20046
NG 4/4/2017 1419938 352349 370709 498785 496433 511762 72371 38682
PJM 4/4/2017 1317403 24040 139258 18634 1263104 1150886 11625 8625
SV 4/4/2017 219160 126524 25142 21540 47639 159985 23457 12493
DJ 4/4/2017 129637 73472 7380 6563 30682 100480 18920 15214

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
C 3/28/2017 1433425 376334 399524 233276 665888 614023 157927 186602
LC 3/28/2017 388405 158463 46448 69489 127038 215406 33415 57062
FC 3/28/2017 57771 26409 11037 9142 15817 17540 6403 20052
CL 3/28/2017 2222462 647981 249901 692174 778335 1188424 103972 91963
NG 3/28/2017 1364396 335767 358614 467092 497296 500252 64241 38438
PJM 3/28/2017 1300936 27040 134454 18634 1255262 1147848 0 0
EU 3/28/2017 408853 163648 171571 9239 177046 171114 58920 56929
DJ 3/28/2017 134234 82960 9530 6670 24796 103611 19808 14423

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
W 3/21/2017 486477 169431 242246 83003 190026 121555 44017 39673
BO 3/21/2017 401913 98099 105478 68568 203848 199614 31398 28253
FC 3/21/2017 55188 23213 10888 9435 15938 15270 6602 19595
CL 3/21/2017 2194206 659029 240512 652678 776277 1209714 106222 91302
PJM 3/21/2017 1297810 27040 132901 19819 1250951 1145090 0 0
AD 3/21/2017 134004 85397 40442 3489 12908 68591 32210 21482
EU 3/21/2017 406717 159590 179252 10076 176574 160480 60477 56909
RU 3/21/2017 28263 19800 1157 0 7136 26366 1327 740

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
O 3/14/2017 6261 1922 1024 549 1120 3689 2670 999
CT 3/14/2017 274706 141400 16197 31390 83317 216451 18599 10668
US 3/14/2017 646584 87785 150033 9643 420438 320901 128718 166007
CL 3/14/2017 2240261 687026 253226 665046 775342 1222748 112847 99241
PJM 3/14/2017 1301940 26648 132117 19819 1255473 1150004 0 0
SV 3/14/2017 186936 102675 19797 12918 46747 144746 24596 9475
CD 3/14/2017 176379 74620 53162 2118 73482 86268 26159 34831
EU 3/14/2017 381474 148272 189299 9409 166321 128708 57472 54058
DJ 3/14/2017 176108 86355 13243 8031 58729 137377 22993 17457
VIX 3/14/2017 598618 171709 272270 154636 239202 136119 33071 35593

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
O 3/7/2017 6944 1901 1169 718 1730 4174 2595 883
CT 3/7/2017 273357 143307 16640 26661 85011 220064 18378 9992
CC 3/7/2017 292026 73221 97734 39517 159309 143514 19979 11261
MK 3/7/2017 32054 21465 7321 1321 6902 16313 2366 7099
FC 3/7/2017 50008 18617 12776 7805 16147 12992 7439 16435
5-Y 3/7/2017 3082637 313665 725241 103096 2431491 1860347 234385 393953
NG 3/7/2017 1366662 338088 393241 486913 476093 448533 65568 37975
PJM 3/7/2017 1280150 27040 121404 28201 1224909 1130545 0 0
AD 3/7/2017 153365 85221 34243 10284 28980 84354 28880 24484
CD 3/7/2017 147601 65616 36396 7670 44006 72465 30309 31070
RU 3/7/2017 32727 17635 913 24 11123 28818 3945 2972
DJ 3/7/2017 147532 82300 16978 7999 35591 104088 21642 18467
VIX 3/7/2017 596912 175357 274972 165005 225079 120939 31471 35996

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
MW 2/28/2017 71891 15736 7223 7912 36005 48131 12238 8625
O 2/28/2017 7190 2102 1548 404 2097 4452 2587 786
OJ 2/28/2017 10304 3463 1448 340 4945 7011 1556 1505
CC 2/28/2017 281942 71910 95001 35239 155350 140177 19443 11525
FC 2/28/2017 50958 19008 12253 8956 15853 13283 7141 16466
10-Y 2/28/2017 3255388 472169 881828 116948 2324586 1729875 341685 526737
NG 2/28/2017 1332711 325710 380560 440469 495912 473272 70620 38410
PJM 2/28/2017 1348015 27323 129102 29303 1291389 1189610 0 0
HG 2/28/2017 267935 120913 82915 39888 90031 132757 17103 12375
EU 2/28/2017 431635 143584 194748 10986 220938 162414 56127 63487
SF 2/28/2017 46601 3569 15383 604 34027 13521 8401 17093

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
W 2/21/2017 452102 167062 175389 75343 165306 159015 44391 42355
KW 2/21/2017 229651 89595 45424 29877 87789 131043 22390 23307
C 2/21/2017 1501027 455721 282783 230141 670356 784290 144809 203813
O 2/21/2017 8083 2304 2012 294 2855 5038 2630 739
RR 2/21/2017 12298 2158 5966 624 6125 3834 3391 1874
CC 2/21/2017 269538 67381 83606 39740 144746 134722 17671 11470
SB 2/21/2017 802571 226927 27796 115001 368956 608425 91687 51349
MK 2/21/2017 32429 20833 5850 1406 7436 17694 2754 7479
2-Y 2/21/2017 1608124 317140 269039 97415 1081801 1068696 111768 172974
5-Y 2/21/2017 3557180 372861 677810 144809 2766946 2349298 272564 385263
10-Y 2/21/2017 3580979 528284 830583 161080 2538212 2019231 353403 570085
CL 2/21/2017 2103278 712717 156110 626804 659481 1231266 104276 89098
NG 2/21/2017 1277817 311977 357832 419559 473797 462246 72484 38180
PJM 2/21/2017 1327884 28448 127509 27852 1271584 1172523 0 0
HG 2/21/2017 283805 128204 85410 43147 93995 141913 18459 13335

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
W 2/14/2017 468083 159687 182730 85943 178291 156738 44162 42672
KW 2/14/2017 229431 86821 47297 30734 88174 126664 23702 24736
MW 2/14/2017 84613 21629 10041 9471 40481 55361 13032 9740
CT 2/14/2017 282058 144606 19394 27638 89911 225379 19903 9647
RR 2/14/2017 12080 2230 5909 424 6254 3819 3172 1928
CC 2/14/2017 261781 63036 79664 37962 142832 132801 17951 11354
MK 2/14/2017 30925 19247 6284 1122 7667 16679 2889 6840
LC 2/14/2017 327514 129921 38903 48104 121470 189885 28019 50622
5-Y 2/14/2017 3390137 339962 696097 82880 2722343 2234213 244952 376947
10-Y 2/14/2017 3340546 525758 867282 148819 2350876 1788176 315093 536269
CL 2/14/2017 2183943 683254 174798 659857 734170 1260587 106662 88701
HU 2/14/2017 426734 118086 48372 80071 199976 278629 28601 19662
NG 2/14/2017 1271386 327446 360014 403673 468906 474519 71361 33180
PJM 2/14/2017 1339310 29980 128634 26352 1282978 1184324 0 0
HG 2/14/2017 296125 131446 86203 52917 92457 140974 19305 16031
VIX 2/14/2017 641759 177884 298546 206441 223264 100092 34170 36680
GC 2/14/2017 415128 212259 102507 57432 105674 233462 39763 21727

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
MW 2/7/2017 80764 20407 9584 6878 40854 54520 12625 9782
CT 2/7/2017 283531 142052 25565 28151 91994 220071 21334 9744
CC 2/7/2017 260157 57497 73929 42737 141191 131233 18732 12258
SB 2/7/2017 859366 245518 31699 124919 396246 659151 92683 43597
MK 2/7/2017 29879 18488 5924 1019 7682 16371 2690 6565
5-Y 2/7/2017 3237562 377348 612289 86489 2525693 2158168 248032 380616
10-Y 2/7/2017 3215261 472335 776912 128865 2290003 1765881 324058 543603
CL 2/7/2017 2191158 661929 184939 718973 683625 1188108 126631 99138
PJM 2/7/2017 1359422 32765 121254 44762 1281895 1193406 0 0
HG 2/7/2017 291924 131026 79467 50527 93332 147984 17039 13946
RU 2/7/2017 31003 19931 2403 0 8924 27589 2148 1011
RR 2/7/2017 12052 2268 5910 368 6297 3792 3119 1982

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
MW 1/31/2017 80787 21563 9673 6290 40456 54263 12478 10561
CT 1/31/2017 276602 137516 26085 31112 88212 210119 19762 9286
CC 1/31/2017 269059 67278 72903 41972 143253 143072 16556 11112
5-Y 1/31/2017 3127308 364518 634031 70550 2443634 2058345 248606 364382
10-Y 1/31/2017 3175288 521824 875475 112232 2216162 1690249 325070 497332
CL 1/31/2017 2181656 656710 164018 739712 677456 1186594 107778 91332
HG 1/31/2017 291702 134989 77713 50065 89428 147207 17220 16717

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
MW 1/24/2017 78443 24066 10021 5144 36980 53104 12253 10174
BO 1/24/2017 408582 149402 24860 78513 144915 285460 35752 19749
CT 1/24/2017 264328 132523 24328 28046 84249 203684 19510 8270
FC 1/24/2017 52053 23959 12978 7318 12384 13825 8392 17932
5-Y 1/24/2017 3037553 320226 627555 77847 2408728 1964525 230752 367626
10-Y 1/24/2017 3162734 558349 855528 104059 2180160 1701798 320166 501349
CL 1/24/2017 2151809 642401 159878 747391 657946 1155886 104071 88654
HU 1/24/2017 442922 132555 47096 83157 200809 296932 26401 15737
HG 1/24/2017 270892 128015 77705 43407 82224 133948 17246 15832
VIX 1/24/2017 478012 148636 282860 121532 180396 41435 27448 32185

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
KW 1/17/2017 232648 87565 52544 36908 87554 120900 20621 22296
BO 1/17/2017 393687 146076 27890 67562 143444 277565 36605 20670
CC 1/17/2017 278653 66086 65256 44617 152077 157598 15873 11182
FC 1/17/2017 50497 22727 12981 7168 12202 12941 8400 17407
CL 1/17/2017 2179122 631537 166859 761640 677537 1159908 108408 90715
HU 1/17/2017 428245 143026 54357 66292 191305 291738 27622 15858
NG 1/17/2017 1192444 301829 309790 384625 434443 464716 71547 33313
HG 1/17/2017 251782 118944 72445 38763 75868 125140 18207 15434
VIX 1/17/2017 537656 158784 291203 141998 194136 58298 42738 46157

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
CT 1/10/2017 264089 138819 21345 21782 82880 212305 20608 8657
CC 1/10/2017 278267 63248 65611 42427 158087 159300 14505 10929
MK 1/10/2017 30241 18104 6735 830 8067 15961 3240 6715
FC 1/10/2017 48416 21738 13765 7243 11519 10657 7916 16751
5-Y 1/10/2017 2992408 248625 686121 60369 2463185 1876764 220229 369154
10-Y 1/10/2017 3104486 455160 849849 99663 2272831 1628272 276832 526702
CL 1/10/2017 2114656 604261 170699 725731 671494 1136894 113170 81332
PJM 1/10/2017 1428181 32392 114460 44760 1351029 1268961 0 0

Date OI Fund Long Fund Short Fund Spread Comm Long Comm Short Spec Long Spec Short
RR 1/3/2017 11719 2206 6367 163 6967 3487 2383 1702
CC 1/3/2017 277169 63988 65806 38604 160593 160962 13984 11797
FC 1/3/2017 45994 21511 13975 5986 10882 9334 7615 16699
5-Y 1/3/2017 2969145 251749 662611 68125 2422582 1858173 226689 380236
10-Y 1/3/2017 3096552 471225 816156 92931 2227702 1679005 304694 508460
HU 1/3/2017 408987 142161 66010 57428 181839 271909 27559 13640
HO 1/3/2017 429039 101869 47210 67278 209599 288522 50293 26029
PJM 1/3/2017 1496394 34840 97051 59204 1402350 1340139 0 0
HG 1/3/2017 223874 109243 64759 28112 70583 117526 15936 13477
VIX 1/3/2017 411436 139326 243921 92442 154003 44384 25665 30689

 

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