NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES                         Code-261P05
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 Day)                                              OPEN INTEREST:        5,299
COMMITMENTS
   1,861    2,770      225    2,014    2,223    4,100    5,218    1,199       81

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     -1,681)
    -655   -1,040       45   -1,035     -731   -1,645   -1,726      -36       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     52.3      4.2     38.0     42.0     77.4     98.5     22.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        2        2        6        7       17       10                  



Updated January 24, 2020