NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, September 13, 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 : 4,325,283: 346,809 281,900 1,306,535 2,637,936 2,714,077 4,291,280 4,302,512: 34,003 22,771
Old : 4,325,283: 346,809 281,900 1,306,535 2,637,936 2,714,077 4,291,280 4,302,512: 34,003 22,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -66,056: 15,638 -10,970 -106,676 26,635 55,231 -64,403 -62,415: -1,653 -3,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.5 30.2 61.0 62.7 99.2 99.5: 0.8 0.5
Old : 100.0: 8.0 6.5 30.2 61.0 62.7 99.2 99.5: 0.8 0.5
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 : 226: 45 32 66 140 134 210 208:
Old : 226: 45 32 66 140 134 210 208:
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 : 21.0 20.5 35.5 36.2 12.5 16.7 18.9 24.0
Old : 21.0 20.5 35.5 36.2 12.5 16.7 18.9 24.0
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 13, 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 : 332,339: 6,457 12,162 17,476 296,334 297,928 320,267 327,566: 12,072 4,773
Old : 332,339: 6,457 12,162 17,476 296,334 297,928 320,267 327,566: 12,072 4,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -2,019: -1,390 1,150 -2,264 1,186 -926 -2,468 -2,040: 449 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.7 5.3 89.2 89.6 96.4 98.6: 3.6 1.4
Old : 100.0: 1.9 3.7 5.3 89.2 89.6 96.4 98.6: 3.6 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 : 62: 5 7 10 43 40 53 52:
Old : 62: 5 7 10 43 40 53 52:
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 : 33.5 46.4 54.8 63.7 25.8 39.5 38.4 47.3
Old : 33.5 46.4 54.8 63.7 25.8 39.5 38.4 47.3
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 13, 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 : 199,168: 8,815 34 2,452 179,983 190,653 191,250 193,139: 7,918 6,029
Old : 199,168: 8,815 34 2,452 179,983 190,653 191,250 193,139: 7,918 6,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 16,416: -2,705 34 9 15,770 13,704 13,074 13,747: 3,342 2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 1.2 90.4 95.7 96.0 97.0: 4.0 3.0
Old : 100.0: 4.4 0.0 1.2 90.4 95.7 96.0 97.0: 4.0 3.0
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 : 47: 4 1 3 35 36 40 39:
Old : 47: 4 1 3 35 36 40 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 : 51.7 49.3 68.2 66.5 47.2 48.0 59.2 61.1
Old : 51.7 49.3 68.2 66.5 47.2 48.0 59.2 61.1
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 13, 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 : 316,815: 4,585 25,225 5,714 304,057 279,806 314,356 310,745: 2,459 6,070
Old : 316,815: 4,585 25,225 5,714 304,057 279,806 314,356 310,745: 2,459 6,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 4,078: -1,776 -1,997 3,241 2,728 2,130 4,193 3,374: -115 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 8.0 1.8 96.0 88.3 99.2 98.1: 0.8 1.9
Old : 100.0: 1.4 8.0 1.8 96.0 88.3 99.2 98.1: 0.8 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 : 53: 1 5 5 38 42 43 48:
Old : 53: 1 5 5 38 42 43 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 : 49.2 42.4 70.1 67.2 48.1 39.1 66.6 58.7
Old : 49.2 42.4 70.1 67.2 48.1 39.1 66.6 58.7
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 13, 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 : 592,995: 7,412 5,334 22,339 560,207 565,312 589,958 592,985: 3,037 10
Old : 592,995: 7,412 5,334 22,339 560,207 565,312 589,958 592,985: 3,037 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 8,156: -152 -1,269 -2,881 11,567 13,493 8,534 9,343: -378 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.9 3.8 94.5 95.3 99.5 100.0: 0.5 0.0
Old : 100.0: 1.2 0.9 3.8 94.5 95.3 99.5 100.0: 0.5 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 : 71: 4 5 7 59 51 66 60:
Old : 71: 4 5 7 59 51 66 60:
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 : 31.9 37.2 50.8 54.8 30.5 34.0 42.4 46.6
Old : 31.9 37.2 50.8 54.8 30.5 34.0 42.4 46.6
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 13, 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 : 216,367: 6,173 21,107 5,690 195,699 183,933 207,562 210,730: 8,805 5,637
Old : 216,367: 6,173 21,107 5,690 195,699 183,933 207,562 210,730: 8,805 5,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 7,292: 2,429 8,722 -1,916 6,364 1,322 6,877 8,128: 415 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 9.8 2.6 90.4 85.0 95.9 97.4: 4.1 2.6
Old : 100.0: 2.9 9.8 2.6 90.4 85.0 95.9 97.4: 4.1 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 : 40: 2 1 2 31 29 33 32:
Old : 40: 2 1 2 31 29 33 32:
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 60.0 65.8 78.3 47.3 58.3 58.9 73.8
Old : 50.8 60.0 65.8 78.3 47.3 58.3 58.9 73.8
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 13, 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 : 300,313: 14,792 1,061 44,000 231,073 248,074 289,865 293,135: 10,448 7,178
Old : 300,313: 14,792 1,061 44,000 231,073 248,074 289,865 293,135: 10,448 7,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 24,719: 9,675 -14,750 10,636 4,017 29,409 24,328 25,295: 391 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.4 14.7 76.9 82.6 96.5 97.6: 3.5 2.4
Old : 100.0: 4.9 0.4 14.7 76.9 82.6 96.5 97.6: 3.5 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 : 57: 6 1 4 43 44 50 48:
Old : 57: 6 1 4 43 44 50 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 : 38.1 40.3 56.7 56.2 23.6 25.9 34.9 37.7
Old : 38.1 40.3 56.7 56.2 23.6 25.9 34.9 37.7
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 13, 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 : 159,539: 12,224 9,424 3,137 142,392 140,034 157,753 152,595: 1,786 6,944
Old : 159,539: 12,224 9,424 3,137 142,392 140,034 157,753 152,595: 1,786 6,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 2,244: 4,740 1,522 -2,715 187 3,405 2,212 2,212: 32 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.9 2.0 89.3 87.8 98.9 95.6: 1.1 4.4
Old : 100.0: 7.7 5.9 2.0 89.3 87.8 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 : 67.0 30.7 80.4 51.1 63.3 28.9 73.3 47.1
Old : 67.0 30.7 80.4 51.1 63.3 28.9 73.3 47.1
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 13, 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 : 162,204: 39,318 270 16,324 105,305 145,018 160,947 161,612: 1,257 592
Old : 162,204: 39,318 270 16,324 105,305 145,018 160,947 161,612: 1,257 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -5,059: 1,432 81 -2,167 -4,047 -2,819 -4,782 -4,905: -277 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.2 10.1 64.9 89.4 99.2 99.6: 0.8 0.4
Old : 100.0: 24.2 0.2 10.1 64.9 89.4 99.2 99.6: 0.8 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 : 81: 20 2 15 52 47 73 63:
Old : 81: 20 2 15 52 47 73 63:
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 : 29.0 40.3 48.6 62.3 22.1 37.9 33.9 51.0
Old : 29.0 40.3 48.6 62.3 22.1 37.9 33.9 51.0
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 13, 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 : 59,118: 1,556 643 513 56,007 56,920 58,076 58,076: 1,042 1,042
Old : 59,118: 1,556 643 513 56,007 56,920 58,076 58,076: 1,042 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 6: -306 -154 181 -911 -1,063 -1,036 -1,036: 1,042 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.1 0.9 94.7 96.3 98.2 98.2: 1.8 1.8
Old : 100.0: 2.6 1.1 0.9 94.7 96.3 98.2 98.2: 1.8 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 : 37: 3 3 3 29 27 33 33:
Old : 37: 3 3 3 29 27 33 33:
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 : 45.7 57.6 72.2 74.4 40.2 45.1 52.1 52.5
Old : 45.7 57.6 72.2 74.4 40.2 45.1 52.1 52.5
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 13, 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 : 540,078: 11,208 9,172 2,920 525,950 527,986 540,078 540,078: 0 0
Old : 540,078: 11,208 9,172 2,920 525,950 527,986 540,078 540,078: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 8,355: -1,574 1,633 0 10,537 7,986 8,963 9,619: -608 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.7 0.5 97.4 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 1.7 0.5 97.4 97.8 100.0 100.0: 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 : 36: 3 3 3 25 24 30 28:
Old : 36: 3 3 3 25 24 30 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 : 66.5 65.9 83.1 82.2 59.8 55.6 68.8 66.9
Old : 66.5 65.9 83.1 82.2 59.8 55.6 68.8 66.9
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 13, 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 : 1,575,064: 98,639 51,183 104,656 1,370,977 1,418,457 1,574,272 1,574,296: 792 768
Old : 1,575,064: 98,639 51,183 104,656 1,370,977 1,418,457 1,574,272 1,574,296: 792 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -26,953: 50,421 6,697 -4,379 -71,427 -30,039 -25,385 -27,721: -1,568 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.2 6.6 87.0 90.1 99.9 100.0: 0.1 0.0
Old : 100.0: 6.3 3.2 6.6 87.0 90.1 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 : 61: 9 5 9 39 37 52 47:
Old : 61: 9 5 9 39 37 52 47:
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 : 43.0 48.5 62.4 68.5 33.2 44.9 48.1 56.5
Old : 43.0 48.5 62.4 68.5 33.2 44.9 48.1 56.5
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 13, 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 : 120,695: 1,170 4,846 1,433 117,496 113,942 120,099 120,221: 596 474
Old : 120,695: 1,170 4,846 1,433 117,496 113,942 120,099 120,221: 596 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -7,137: -127 1,596 -603 -6,868 -8,589 -7,598 -7,596: 461 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.0 1.2 97.3 94.4 99.5 99.6: 0.5 0.4
Old : 100.0: 1.0 4.0 1.2 97.3 94.4 99.5 99.6: 0.5 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 : 50: 3 5 7 33 36 41 44:
Old : 50: 3 5 7 33 36 41 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 : 48.6 41.6 66.4 65.3 25.1 30.8 35.1 37.1
Old : 48.6 41.6 66.4 65.3 25.1 30.8 35.1 37.1
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 13, 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 : 449,373: 3,520 30,168 1,608 444,245 417,597 449,373 449,373: 0 0
Old : 449,373: 3,520 30,168 1,608 444,245 417,597 449,373 449,373: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -16,508: -1,248 1,080 328 -15,260 -17,916 -16,180 -16,508: -328 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.7 0.4 98.9 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 6.7 0.4 98.9 92.9 100.0 100.0: 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 : 36: 2 4 1 24 25 27 29:
Old : 36: 2 4 1 24 25 27 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 : 64.1 62.4 83.9 80.3 41.4 46.6 53.6 54.0
Old : 64.1 62.4 83.9 80.3 41.4 46.6 53.6 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011