Fund Bubbles are formed when Lon

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.

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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