PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 45,939: 0 300 100 45,611 45,045 45,711 45,445: 228 494 Old : 45,939: 0 300 100 45,611 45,045 45,711 45,445: 228 494 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -3,322: 0 25 -25 -3,275 -3,282 -3,300 -3,282: -22 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.2 99.3 98.1 99.5 98.9: 0.5 1.1 Old : 100.0: 0.0 0.7 0.2 99.3 98.1 99.5 98.9: 0.5 1.1 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 : 28: 0 1 1 16 22 17 23: Old : 28: 0 1 1 16 22 17 23: 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 : 89.5 60.2 96.2 82.5 83.3 57.1 85.4 73.5 Old : 89.5 60.2 96.2 82.5 83.3 57.1 85.4 73.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 38,957: 100 0 0 38,637 38,270 38,737 38,270: 220 687 Old : 38,957: 100 0 0 38,637 38,270 38,737 38,270: 220 687 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -2,530: -25 0 0 -2,485 -2,487 -2,510 -2,487: -20 -43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 99.2 98.2 99.4 98.2: 0.6 1.8 Old : 100.0: 0.3 0.0 0.0 99.2 98.2 99.4 98.2: 0.6 1.8 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 : 24: 1 0 0 14 21 15 21: Old : 24: 1 0 0 14 21 15 21: 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 : 88.8 59.5 95.4 86.5 84.0 56.1 86.8 77.4 Old : 88.8 59.5 95.4 86.5 84.0 56.1 86.8 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,005: 0 4,020 1,050 15,205 11,895 16,255 16,965: 750 40 Old : 17,005: 0 4,020 1,050 15,205 11,895 16,255 16,965: 750 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -1,115: 0 -225 0 -1,080 -880 -1,080 -1,105: -35 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 23.6 6.2 89.4 70.0 95.6 99.8: 4.4 0.2 Old : 100.0: 0.0 23.6 6.2 89.4 70.0 95.6 99.8: 4.4 0.2 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 : 22: 0 2 1 16 15 17 17: Old : 22: 0 2 1 16 15 17 17: 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 : 53.3 83.2 81.2 94.7 37.4 50.8 54.3 59.7 Old : 53.3 83.2 81.2 94.7 37.4 50.8 54.3 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,070: 0 3,085 1,475 13,855 11,400 15,330 15,960: 740 110 Old : 16,070: 0 3,085 1,475 13,855 11,400 15,330 15,960: 740 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -765: 0 50 -50 -680 -730 -730 -730: -35 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 19.2 9.2 86.2 70.9 95.4 99.3: 4.6 0.7 Old : 100.0: 0.0 19.2 9.2 86.2 70.9 95.4 99.3: 4.6 0.7 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: 0 2 1 13 12 14 14: Old : 20: 0 2 1 13 12 14 14: 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 : 54.9 85.6 86.5 95.8 38.2 51.1 53.9 58.6 Old : 54.9 85.6 86.5 95.8 38.2 51.1 53.9 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,366: 0 6,685 6 24,025 17,600 24,031 24,291: 335 75 Old : 24,366: 0 6,685 6 24,025 17,600 24,031 24,291: 335 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -620: 0 -160 0 -610 -460 -610 -620: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.4 0.0 98.6 72.2 98.6 99.7: 1.4 0.3 Old : 100.0: 0.0 27.4 0.0 98.6 72.2 98.6 99.7: 1.4 0.3 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 : 22: 0 2 1 12 13 13 15: Old : 22: 0 2 1 12 13 13 15: 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 : 68.7 88.7 90.5 96.7 59.9 84.3 79.3 88.1 Old : 68.7 88.7 90.5 96.7 59.9 84.3 79.3 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,495: 110 0 1,900 25,435 25,595 27,445 27,495: 50 0 Old : 27,495: 110 0 1,900 25,435 25,595 27,445 27,495: 50 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : 4,655: 110 -870 1,140 3,425 4,385 4,675 4,655: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 6.9 92.5 93.1 99.8 100.0: 0.2 0.0 Old : 100.0: 0.4 0.0 6.9 92.5 93.1 99.8 100.0: 0.2 0.0 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 : 25: 2 0 1 16 14 18 15: Old : 25: 2 0 1 16 14 18 15: 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 : 62.9 85.0 86.0 98.9 61.2 80.6 79.7 86.2 Old : 62.9 85.0 86.0 98.9 61.2 80.6 79.7 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 91,848: 14,449 50 39 72,348 86,647 86,836 86,736: 5,012 5,112 Old : 91,848: 14,449 50 39 72,348 86,647 86,836 86,736: 5,012 5,112 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : 1,189: -1,427 0 35 2,855 1,328 1,463 1,363: -274 -174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 0.1 0.0 78.8 94.3 94.5 94.4: 5.5 5.6 Old : 100.0: 15.7 0.1 0.0 78.8 94.3 94.5 94.4: 5.5 5.6 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 : 37: 3 1 2 22 25 25 28: Old : 37: 3 1 2 22 25 25 28: 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 : 73.1 47.6 86.4 70.3 70.1 47.0 79.2 67.0 Old : 73.1 47.6 86.4 70.3 70.1 47.0 79.2 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 87,946: 17,110 50 0 69,300 86,360 86,410 86,410: 1,536 1,536 Old : 87,946: 17,110 50 0 69,300 86,360 86,410 86,410: 1,536 1,536 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : 3,051: -920 0 0 4,480 3,560 3,560 3,560: -509 -509 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 0.1 0.0 78.8 98.2 98.3 98.3: 1.7 1.7 Old : 100.0: 19.5 0.1 0.0 78.8 98.2 98.3 98.3: 1.7 1.7 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 : 35: 3 1 0 19 25 22 26: Old : 35: 3 1 0 19 25 22 26: 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 : 77.9 51.0 90.4 72.2 75.1 50.9 82.2 70.9 Old : 77.9 51.0 90.4 72.2 75.1 50.9 82.2 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 20,530: 250 0 125 19,620 20,065 19,995 20,190: 535 340 Old : 20,530: 250 0 125 19,620 20,065 19,995 20,190: 535 340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -985: -50 0 0 -870 -925 -920 -925: -65 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.6 95.6 97.7 97.4 98.3: 2.6 1.7 Old : 100.0: 1.2 0.0 0.6 95.6 97.7 97.4 98.3: 2.6 1.7 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 : 21: 1 0 1 15 14 16 15: Old : 21: 1 0 1 15 14 16 15: 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 : 63.6 74.5 85.5 89.9 58.5 71.6 76.1 82.8 Old : 63.6 74.5 85.5 89.9 58.5 71.6 76.1 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,920: 0 300 0 16,870 16,480 16,870 16,780: 50 140 Old : 16,920: 0 300 0 16,870 16,480 16,870 16,780: 50 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -1,300: 0 0 0 -1,250 -1,240 -1,250 -1,240: -50 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 99.7 97.4 99.7 99.2: 0.3 0.8 Old : 100.0: 0.0 1.8 0.0 99.7 97.4 99.7 99.2: 0.3 0.8 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 : 21: 0 1 0 14 13 14 14: Old : 21: 0 1 0 14 13 14 14: 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 : 57.8 69.5 84.5 91.5 55.9 62.4 76.9 79.6 Old : 57.8 69.5 84.5 91.5 55.9 62.4 76.9 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,420: 135 1,850 125 21,905 20,115 22,165 22,090: 255 330 Old : 22,420: 135 1,850 125 21,905 20,115 22,165 22,090: 255 330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -1,270: -45 250 0 -1,205 -1,500 -1,250 -1,250: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 8.3 0.6 97.7 89.7 98.9 98.5: 1.1 1.5 Old : 100.0: 0.6 8.3 0.6 97.7 89.7 98.9 98.5: 1.1 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 : 27: 1 2 1 18 19 20 21: Old : 27: 1 2 1 18 19 20 21: 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 : 54.1 44.7 75.9 68.1 44.9 33.5 58.3 52.1 Old : 54.1 44.7 75.9 68.1 44.9 33.5 58.3 52.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,145: 140 800 125 21,065 20,715 21,330 21,640: 815 505 Old : 22,145: 140 800 125 21,065 20,715 21,330 21,640: 815 505 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : -785: -40 -100 0 -645 -605 -685 -705: -100 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 3.6 0.6 95.1 93.5 96.3 97.7: 3.7 2.3 Old : 100.0: 0.6 3.6 0.6 95.1 93.5 96.3 97.7: 3.7 2.3 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 : 23: 1 1 1 14 17 16 18: Old : 23: 1 1 1 14 17 16 18: 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 : 54.7 55.5 76.0 80.1 47.8 45.8 65.5 61.3 Old : 54.7 55.5 76.0 80.1 47.8 45.8 65.5 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2016