NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 4,391,339: 331,171 292,870 1,413,211 2,611,301 2,658,846 4,355,683 4,364,927: 35,656 26,412
Old : 4,391,339: 331,171 292,870 1,413,211 2,611,301 2,658,846 4,355,683 4,364,927: 35,656 26,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 4,027: -49,577 19,034 24,706 37,021 -29,670 12,150 14,070: -8,123 -10,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.7 32.2 59.5 60.5 99.2 99.4: 0.8 0.6
Old : 100.0: 7.5 6.7 32.2 59.5 60.5 99.2 99.4: 0.8 0.6
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 : 227: 44 31 65 142 137 212 208:
Old : 227: 44 31 65 142 137 212 208:
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 : 22.3 21.7 36.8 37.4 12.6 16.9 19.0 24.1
Old : 22.3 21.7 36.8 37.4 12.6 16.9 19.0 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 334,358: 7,847 11,012 19,740 295,148 298,854 322,735 329,606: 11,623 4,752
Old : 334,358: 7,847 11,012 19,740 295,148 298,854 322,735 329,606: 11,623 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -15,525: -1,414 3,342 -1,825 -8,829 -15,068 -12,068 -13,551: -3,457 -1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.3 5.9 88.3 89.4 96.5 98.6: 3.5 1.4
Old : 100.0: 2.3 3.3 5.9 88.3 89.4 96.5 98.6: 3.5 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 : 59: 6 3 7 42 41 50 49:
Old : 59: 6 3 7 42 41 50 49:
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 : 37.0 48.3 54.7 63.4 31.1 41.9 43.6 50.4
Old : 37.0 48.3 54.7 63.4 31.1 41.9 43.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 182,752: 11,520 0 2,443 164,213 176,949 178,176 179,392: 4,576 3,360
Old : 182,752: 11,520 0 2,443 164,213 176,949 178,176 179,392: 4,576 3,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,850: -500 -450 -165 -2,818 -3,721 -3,483 -4,336: -367 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 1.3 89.9 96.8 97.5 98.2: 2.5 1.8
Old : 100.0: 6.3 0.0 1.3 89.9 96.8 97.5 98.2: 2.5 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 : 44: 4 0 3 34 36 38 39:
Old : 44: 4 0 3 34 36 38 39:
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 : 55.9 52.3 71.6 71.6 50.3 51.5 63.3 65.8
Old : 55.9 52.3 71.6 71.6 50.3 51.5 63.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 312,737: 6,361 27,222 2,473 301,329 277,676 310,163 307,371: 2,574 5,366
Old : 312,737: 6,361 27,222 2,473 301,329 277,676 310,163 307,371: 2,574 5,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -11,178: 1,870 -1,973 -2,840 -8,635 -6,648 -9,605 -11,461: -1,573 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.7 0.8 96.4 88.8 99.2 98.3: 0.8 1.7
Old : 100.0: 2.0 8.7 0.8 96.4 88.8 99.2 98.3: 0.8 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 : 52: 1 5 4 38 40 42 46:
Old : 52: 1 5 4 38 40 42 46:
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 : 50.1 43.3 71.2 68.4 48.9 39.6 69.0 61.4
Old : 50.1 43.3 71.2 68.4 48.9 39.6 69.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 584,839: 7,564 6,603 25,220 548,640 551,819 581,424 583,642: 3,415 1,197
Old : 584,839: 7,564 6,603 25,220 548,640 551,819 581,424 583,642: 3,415 1,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -32,933: 330 -3,191 -5,289 -27,013 -23,852 -31,972 -32,332: -961 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.1 4.3 93.8 94.4 99.4 99.8: 0.6 0.2
Old : 100.0: 1.3 1.1 4.3 93.8 94.4 99.4 99.8: 0.6 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 : 70: 3 5 7 59 51 66 59:
Old : 70: 3 5 7 59 51 66 59:
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 : 32.8 38.3 50.4 55.4 30.1 34.7 42.3 45.9
Old : 32.8 38.3 50.4 55.4 30.1 34.7 42.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 209,075: 3,744 12,385 7,606 189,335 182,611 200,685 202,602: 8,390 6,473
Old : 209,075: 3,744 12,385 7,606 189,335 182,611 200,685 202,602: 8,390 6,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -9,128: -151 5,090 -3,507 -6,002 -11,480 -9,660 -9,897: 532 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.9 3.6 90.6 87.3 96.0 96.9: 4.0 3.1
Old : 100.0: 1.8 5.9 3.6 90.6 87.3 96.0 96.9: 4.0 3.1
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 : 38: 1 2 3 29 27 32 30:
Old : 38: 1 2 3 29 27 32 30:
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 : 50.8 58.8 66.0 77.6 47.6 56.0 58.7 72.6
Old : 50.8 58.8 66.0 77.6 47.6 56.0 58.7 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 275,594: 5,117 15,811 33,364 227,056 218,665 265,537 267,840: 10,057 7,754
Old : 275,594: 5,117 15,811 33,364 227,056 218,665 265,537 267,840: 10,057 7,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -15,293: -2,854 -3,519 297 -14,826 -13,846 -17,383 -17,068: 2,090 1,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.7 12.1 82.4 79.3 96.4 97.2: 3.6 2.8
Old : 100.0: 1.9 5.7 12.1 82.4 79.3 96.4 97.2: 3.6 2.8
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 : 58: 5 3 5 41 43 49 48:
Old : 58: 5 3 5 41 43 49 48:
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 : 35.7 32.8 56.0 50.3 23.9 18.1 35.1 31.4
Old : 35.7 32.8 56.0 50.3 23.9 18.1 35.1 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 157,295: 7,484 7,902 5,852 142,205 136,629 155,541 150,383: 1,754 6,912
Old : 157,295: 7,484 7,902 5,852 142,205 136,629 155,541 150,383: 1,754 6,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -10,691: -340 -597 226 -9,551 -8,024 -9,665 -8,395: -1,026 -2,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.0 3.7 90.4 86.9 98.9 95.6: 1.1 4.4
Old : 100.0: 4.8 5.0 3.7 90.4 86.9 98.9 95.6: 1.1 4.4
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 : 39: 2 2 3 27 32 30 36:
Old : 39: 2 2 3 27 32 30 36:
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 : 65.9 31.0 80.7 50.8 62.1 28.5 72.3 46.6
Old : 65.9 31.0 80.7 50.8 62.1 28.5 72.3 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 167,263: 37,886 189 18,491 109,352 147,837 165,729 166,517: 1,534 746
Old : 167,263: 37,886 189 18,491 109,352 147,837 165,729 166,517: 1,534 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 2,329: -452 -567 1,575 1,020 1,381 2,143 2,389: 186 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 0.1 11.1 65.4 88.4 99.1 99.6: 0.9 0.4
Old : 100.0: 22.7 0.1 11.1 65.4 88.4 99.1 99.6: 0.9 0.4
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 : 85: 22 1 14 54 53 76 68:
Old : 85: 22 1 14 54 53 76 68:
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 : 29.1 38.2 48.6 61.0 21.9 36.9 34.7 49.2
Old : 29.1 38.2 48.6 61.0 21.9 36.9 34.7 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 59,112: 1,862 797 332 56,918 57,983 59,112 59,112: 0 0
Old : 59,112: 1,862 797 332 56,918 57,983 59,112 59,112: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -5,182: 309 -141 -136 -5,355 -4,905 -5,182 -5,182: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.3 0.6 96.3 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 1.3 0.6 96.3 98.1 100.0 100.0: 0.0 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 : 37: 3 4 3 29 25 33 31:
Old : 37: 3 4 3 29 25 33 31:
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 : 49.5 61.2 75.9 75.4 43.1 48.3 58.4 56.3
Old : 49.5 61.2 75.9 75.4 43.1 48.3 58.4 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 531,723: 12,782 7,539 2,920 515,413 520,000 531,115 530,459: 608 1,264
Old : 531,723: 12,782 7,539 2,920 515,413 520,000 531,115 530,459: 608 1,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -19,311: -3,303 -432 -1,009 -15,607 -19,134 -19,919 -20,575: 608 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.4 0.5 96.9 97.8 99.9 99.8: 0.1 0.2
Old : 100.0: 2.4 1.4 0.5 96.9 97.8 99.9 99.8: 0.1 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 : 36: 3 3 3 25 25 30 29:
Old : 36: 3 3 3 25 25 30 29:
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 : 66.8 64.7 84.1 81.4 60.2 52.7 67.1 64.9
Old : 66.8 64.7 84.1 81.4 60.2 52.7 67.1 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 1,602,017: 48,218 44,486 109,035 1,442,404 1,448,496 1,599,657 1,602,017: 2,360 0
Old : 1,602,017: 48,218 44,486 109,035 1,442,404 1,448,496 1,599,657 1,602,017: 2,360 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 4,287: 21,444 2,810 7,470 -26,963 -5,993 1,951 4,287: 2,336 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.8 6.8 90.0 90.4 99.9 100.0: 0.1 0.0
Old : 100.0: 3.0 2.8 6.8 90.0 90.4 99.9 100.0: 0.1 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 : 63: 9 5 9 39 38 51 49:
Old : 63: 9 5 9 39 38 51 49:
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 : 41.9 48.6 62.1 68.2 33.2 46.0 48.2 56.8
Old : 41.9 48.6 62.1 68.2 33.2 46.0 48.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 127,832: 1,297 3,250 2,036 124,364 122,531 127,697 127,817: 135 15
Old : 127,832: 1,297 3,250 2,036 124,364 122,531 127,697 127,817: 135 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,665: 277 294 -603 -261 -274 -587 -583: -1,078 -1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.5 1.6 97.3 95.9 99.9 100.0: 0.1 0.0
Old : 100.0: 1.0 2.5 1.6 97.3 95.9 99.9 100.0: 0.1 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 : 53: 6 4 5 34 38 43 44:
Old : 53: 6 4 5 34 38 43 44:
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 : 50.2 41.3 66.4 64.5 28.1 32.2 37.3 37.6
Old : 50.2 41.3 66.4 64.5 28.1 32.2 37.3 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 465,881: 4,768 29,088 1,280 459,505 435,513 465,553 465,881: 328 0
Old : 465,881: 4,768 29,088 1,280 459,505 435,513 465,553 465,881: 328 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -20,533: 0 9,840 0 -20,861 -30,373 -20,861 -20,533: 328 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.2 0.3 98.6 93.5 99.9 100.0: 0.1 0.0
Old : 100.0: 1.0 6.2 0.3 98.6 93.5 99.9 100.0: 0.1 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 : 38: 2 4 2 25 26 29 30:
Old : 38: 2 4 2 25 26 29 30:
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 61.1 86.0 78.3 44.1 42.3 52.2 49.8
Old : 65.6 61.1 86.0 78.3 44.1 42.3 52.2 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011