NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES                                                            Code-261P05
Commitments of Traders - Futures Only, January 21, 2020                                                            
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (1 Day)                                                                    :
     :          :                                                                            :
All  :     5,299:     1,861      2,770        225      2,014      2,223      4,100      5,218:     1,199         81
Old  :     5,299:     1,861      2,770        225      2,014      2,223      4,100      5,218:     1,199         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    -1,681:      -655     -1,040         45     -1,035       -731     -1,645     -1,726:       -36         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       52.3        4.2       38.0       42.0       77.4       98.5:      22.6        1.5
Old  :     100.0:      35.1       52.3        4.2       38.0       42.0       77.4       98.5:      22.6        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          2          2          6          7         17         10:
Old  :        20:        10          2          2          6          7         17         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       88.4       64.7       98.0       25.8       67.0       36.5       67.0
Old  :                 47.9       88.4       64.7       98.0       25.8       67.0       36.5       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 24, 2020