PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 47,906: 0 275 125 47,531 46,492 47,656 46,892: 250 1,014 Old : 47,906: 0 275 125 47,531 46,492 47,656 46,892: 250 1,014 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -3,370: 0 45 -45 -3,135 -3,670 -3,180 -3,670: -190 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.3 99.2 97.0 99.5 97.9: 0.5 2.1 Old : 100.0: 0.0 0.6 0.3 99.2 97.0 99.5 97.9: 0.5 2.1 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 : 27: 0 1 1 16 21 17 22: Old : 27: 0 1 1 16 21 17 22: 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 : 88.0 60.7 95.6 83.7 82.1 57.3 84.8 75.7 Old : 88.0 60.7 95.6 83.7 82.1 57.3 84.8 75.7 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, January 12, 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 : 40,977: 125 0 0 40,612 40,007 40,737 40,007: 240 970 Old : 40,977: 125 0 0 40,612 40,007 40,737 40,007: 240 970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -3,190: -45 0 0 -2,980 -3,224 -3,025 -3,224: -165 34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 99.1 97.6 99.4 97.6: 0.6 2.4 Old : 100.0: 0.3 0.0 0.0 99.1 97.6 99.4 97.6: 0.6 2.4 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 0 0 14 19 15 19: Old : 23: 1 0 0 14 19 15 19: 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 : 89.4 61.7 96.3 88.6 85.3 57.5 88.0 79.9 Old : 89.4 61.7 96.3 88.6 85.3 57.5 88.0 79.9 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, January 12, 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 : 17,220: 0 4,720 600 15,835 11,850 16,435 17,170: 785 50 Old : 17,220: 0 4,720 600 15,835 11,850 16,435 17,170: 785 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -505: 0 100 0 -470 -595 -470 -495: -35 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.4 3.5 92.0 68.8 95.4 99.7: 4.6 0.3 Old : 100.0: 0.0 27.4 3.5 92.0 68.8 95.4 99.7: 4.6 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 : 21: 0 2 1 16 10 17 12: Old : 21: 0 2 1 16 10 17 12: 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 : 53.9 84.8 79.2 96.6 38.1 55.1 56.4 64.5 Old : 53.9 84.8 79.2 96.6 38.1 55.1 56.4 64.5 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, January 12, 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 : 24,066: 0 6,545 6 23,715 17,440 23,721 23,991: 345 75 Old : 24,066: 0 6,545 6 23,715 17,440 23,721 23,991: 345 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : 1,550: 0 1,365 -75 1,645 260 1,570 1,550: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.2 0.0 98.5 72.5 98.6 99.7: 1.4 0.3 Old : 100.0: 0.0 27.2 0.0 98.5 72.5 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 : 20: 0 2 1 11 11 12 13: Old : 20: 0 2 1 11 11 12 13: 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 : 70.6 88.3 91.7 96.8 63.2 85.3 83.7 88.9 Old : 70.6 88.3 91.7 96.8 63.2 85.3 83.7 88.9 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, January 12, 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 : 21,810: 0 2,370 165 21,575 19,275 21,740 21,810: 70 0 Old : 21,810: 0 2,370 165 21,575 19,275 21,740 21,810: 70 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -910: 0 -155 0 -900 -750 -900 -905: -10 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.9 0.8 98.9 88.4 99.7 100.0: 0.3 0.0 Old : 100.0: 0.0 10.9 0.8 98.9 88.4 99.7 100.0: 0.3 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 : 24: 0 1 1 17 15 18 16: Old : 24: 0 1 1 17 15 18 16: 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 : 64.9 81.6 90.1 97.6 62.9 80.7 84.0 91.4 Old : 64.9 81.6 90.1 97.6 62.9 80.7 84.0 91.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 20,775: 0 3,720 0 20,725 17,055 20,725 20,775: 50 0 Old : 20,775: 0 3,720 0 20,725 17,055 20,725 20,775: 50 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -1,160: 0 -180 0 -1,150 -970 -1,150 -1,150: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.9 0.0 99.8 82.1 99.8 100.0: 0.2 0.0 Old : 100.0: 0.0 17.9 0.0 99.8 82.1 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 : 20: 0 1 0 13 11 13 12: Old : 20: 0 1 0 13 11 13 12: 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 : 65.6 86.0 90.4 98.7 62.6 86.0 87.3 96.1 Old : 65.6 86.0 90.4 98.7 62.6 86.0 87.3 96.1 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, January 12, 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 : 86,699: 17,371 0 4 64,138 81,509 81,513 81,513: 5,186 5,186 Old : 86,699: 17,371 0 4 64,138 81,509 81,513 81,513: 5,186 5,186 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : 2,026: 883 0 -73 1,461 2,344 2,271 2,271: -245 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 0.0 0.0 74.0 94.0 94.0 94.0: 6.0 6.0 Old : 100.0: 20.0 0.0 0.0 74.0 94.0 94.0 94.0: 6.0 6.0 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 : 35: 3 0 1 22 27 25 28: Old : 35: 3 0 1 22 27 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 : 71.3 47.7 83.4 72.6 66.2 47.2 76.0 69.0 Old : 71.3 47.7 83.4 72.6 66.2 47.2 76.0 69.0 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, January 12, 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 : 80,165: 18,000 0 0 60,170 78,170 78,170 78,170: 1,995 1,995 Old : 80,165: 18,000 0 0 60,170 78,170 78,170 78,170: 1,995 1,995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : 2,485: 635 0 0 1,566 2,201 2,201 2,201: 284 284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 0.0 0.0 75.1 97.5 97.5 97.5: 2.5 2.5 Old : 100.0: 22.5 0.0 0.0 75.1 97.5 97.5 97.5: 2.5 2.5 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 : 34: 3 0 0 21 24 24 24: Old : 34: 3 0 0 21 24 24 24: 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 : 72.9 50.8 86.6 74.3 69.4 49.4 78.5 71.6 Old : 72.9 50.8 86.6 74.3 69.4 49.4 78.5 71.6 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, January 12, 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 : 21,265: 300 0 125 20,240 20,740 20,665 20,865: 600 400 Old : 21,265: 300 0 125 20,240 20,740 20,665 20,865: 600 400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -1,787: 25 0 -125 -1,615 -1,680 -1,715 -1,805: -72 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.6 95.2 97.5 97.2 98.1: 2.8 1.9 Old : 100.0: 1.4 0.0 0.6 95.2 97.5 97.2 98.1: 2.8 1.9 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: 1 0 1 14 14 15 15: Old : 20: 1 0 1 14 14 15 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 : 64.7 73.1 85.8 89.6 59.7 70.3 75.2 81.6 Old : 64.7 73.1 85.8 89.6 59.7 70.3 75.2 81.6 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, January 12, 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 : 17,970: 0 300 0 17,870 17,470 17,870 17,770: 100 200 Old : 17,970: 0 300 0 17,870 17,470 17,870 17,770: 100 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -1,830: -50 -300 0 -1,765 -1,615 -1,815 -1,915: -15 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 0.0 99.4 97.2 99.4 98.9: 0.6 1.1 Old : 100.0: 0.0 1.7 0.0 99.4 97.2 99.4 98.9: 0.6 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 : 21: 0 1 0 15 13 15 14: Old : 21: 0 1 0 15 13 15 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 : 56.0 70.1 82.7 90.8 53.0 63.4 73.8 77.8 Old : 56.0 70.1 82.7 90.8 53.0 63.4 73.8 77.8 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, January 12, 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 : 23,565: 180 1,500 125 23,010 21,615 23,315 23,240: 250 325 Old : 23,565: 180 1,500 125 23,010 21,615 23,315 23,240: 250 325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -1,755: -70 25 -170 -1,470 -1,545 -1,710 -1,690: -45 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 6.4 0.5 97.6 91.7 98.9 98.6: 1.1 1.4 Old : 100.0: 0.8 6.4 0.5 97.6 91.7 98.9 98.6: 1.1 1.4 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 : 26: 2 1 1 16 19 19 20: Old : 26: 2 1 1 16 19 19 20: 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 : 54.5 44.0 75.9 65.8 46.4 29.8 55.8 47.9 Old : 54.5 44.0 75.9 65.8 46.4 29.8 55.8 47.9 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, January 12, 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 : 22,930: 180 900 125 21,710 21,320 22,015 22,345: 915 585 Old : 22,930: 180 900 125 21,710 21,320 22,015 22,345: 915 585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2016 : : -900: -150 300 -125 -505 -975 -780 -800: -120 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 3.9 0.5 94.7 93.0 96.0 97.4: 4.0 2.6 Old : 100.0: 0.8 3.9 0.5 94.7 93.0 96.0 97.4: 4.0 2.6 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 : 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 : 55.8 53.8 77.7 78.7 50.0 43.2 64.9 58.7 Old : 55.8 53.8 77.7 78.7 50.0 43.2 64.9 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016