NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, October 4, 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 : 4,196,073: 308,554 247,671 1,313,919 2,536,880 2,605,779 4,159,353 4,167,369: 36,720 28,704
Old : 4,196,073: 308,554 247,671 1,313,919 2,536,880 2,605,779 4,159,353 4,167,369: 36,720 28,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -138,698: 3,335 -74,098 4,073 -148,102 -71,758 -140,694 -141,783: 1,996 3,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.9 31.3 60.5 62.1 99.1 99.3: 0.9 0.7
Old : 100.0: 7.4 5.9 31.3 60.5 62.1 99.1 99.3: 0.9 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 : 213: 33 37 60 131 127 194 197:
Old : 213: 33 37 60 131 127 194 197:
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 : 22.7 22.2 36.7 36.6 12.5 17.2 18.2 23.0
Old : 22.7 22.2 36.7 36.6 12.5 17.2 18.2 23.0
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, October 4, 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 : 343,689: 13,405 8,432 18,573 299,979 312,782 331,957 339,787: 11,732 3,902
Old : 343,689: 13,405 8,432 18,573 299,979 312,782 331,957 339,787: 11,732 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 4,856: 2,266 244 2,119 3,420 2,336 7,805 4,699: -2,949 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.5 5.4 87.3 91.0 96.6 98.9: 3.4 1.1
Old : 100.0: 3.9 2.5 5.4 87.3 91.0 96.6 98.9: 3.4 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 : 65: 6 5 10 45 44 56 54:
Old : 65: 6 5 10 45 44 56 54:
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 : 33.0 43.8 52.7 61.8 23.4 37.3 36.2 46.3
Old : 33.0 43.8 52.7 61.8 23.4 37.3 36.2 46.3
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, October 4, 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 : 214,550: 8,427 257 2,749 200,027 208,553 211,203 211,559: 3,347 2,991
Old : 214,550: 8,427 257 2,749 200,027 208,553 211,203 211,559: 3,347 2,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,642: 2,253 84 -1,037 2,141 4,047 3,357 3,094: 285 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.1 1.3 93.2 97.2 98.4 98.6: 1.6 1.4
Old : 100.0: 3.9 0.1 1.3 93.2 97.2 98.4 98.6: 1.6 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 : 48: 3 1 3 37 38 41 41:
Old : 48: 3 1 3 37 38 41 41:
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 47.7 67.1 64.1 42.6 46.5 54.9 58.1
Old : 50.2 47.7 67.1 64.1 42.6 46.5 54.9 58.1
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, October 4, 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 : 351,374: 2,670 36,981 8,283 336,134 297,731 347,087 342,995: 4,287 8,379
Old : 351,374: 2,670 36,981 8,283 336,134 297,731 347,087 342,995: 4,287 8,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 12,375: -485 6,278 1,119 12,038 6,264 12,672 13,661: -297 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 10.5 2.4 95.7 84.7 98.8 97.6: 1.2 2.4
Old : 100.0: 0.8 10.5 2.4 95.7 84.7 98.8 97.6: 1.2 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 : 55: 1 5 5 43 40 48 46:
Old : 55: 1 5 5 43 40 48 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 : 45.4 40.1 65.3 63.2 45.1 37.9 63.9 57.3
Old : 45.4 40.1 65.3 63.2 45.1 37.9 63.9 57.3
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, October 4, 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 : 627,867: 7,155 3,180 19,775 597,074 602,295 624,004 625,250: 3,863 2,617
Old : 627,867: 7,155 3,180 19,775 597,074 602,295 624,004 625,250: 3,863 2,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -13,587: -6,090 514 -3,030 -3,673 -10,740 -12,793 -13,256: -794 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 3.1 95.1 95.9 99.4 99.6: 0.6 0.4
Old : 100.0: 1.1 0.5 3.1 95.1 95.9 99.4 99.6: 0.6 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 : 67: 5 2 5 53 47 59 53:
Old : 67: 5 2 5 53 47 59 53:
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 : 31.6 37.7 51.5 55.1 28.8 35.7 40.4 48.4
Old : 31.6 37.7 51.5 55.1 28.8 35.7 40.4 48.4
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, October 4, 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 : 230,987: 12,901 21,050 2,528 206,574 200,186 222,003 223,764: 8,984 7,223
Old : 230,987: 12,901 21,050 2,528 206,574 200,186 222,003 223,764: 8,984 7,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 4,146: 829 2,606 -949 5,630 1,053 5,510 2,710: -1,364 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.1 1.1 89.4 86.7 96.1 96.9: 3.9 3.1
Old : 100.0: 5.6 9.1 1.1 89.4 86.7 96.1 96.9: 3.9 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 : 46: 3 1 2 33 32 36 35:
Old : 46: 3 1 2 33 32 36 35:
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 : 47.0 56.3 62.8 76.5 41.9 56.1 55.1 71.4
Old : 47.0 56.3 62.8 76.5 41.9 56.1 55.1 71.4
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, October 4, 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 : 341,532: 12,782 736 40,904 276,593 294,928 330,279 336,568: 11,253 4,964
Old : 341,532: 12,782 736 40,904 276,593 294,928 330,279 336,568: 11,253 4,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 15,077: -691 -4,623 2,499 11,338 21,138 13,146 19,014: 1,931 -3,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.2 12.0 81.0 86.4 96.7 98.5: 3.3 1.5
Old : 100.0: 3.7 0.2 12.0 81.0 86.4 96.7 98.5: 3.3 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 : 62: 4 3 5 45 47 52 52:
Old : 62: 4 3 5 45 47 52 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 : 33.1 47.9 53.0 61.9 26.4 38.0 39.9 47.6
Old : 33.1 47.9 53.0 61.9 26.4 38.0 39.9 47.6
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, October 4, 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 : 177,554: 310 9,567 10,407 164,961 150,056 175,678 170,030: 1,876 7,524
Old : 177,554: 310 9,567 10,407 164,961 150,056 175,678 170,030: 1,876 7,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 10,047: 0 -4,689 587 9,431 12,712 10,018 8,610: 29 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.4 5.9 92.9 84.5 98.9 95.8: 1.1 4.2
Old : 100.0: 0.2 5.4 5.9 92.9 84.5 98.9 95.8: 1.1 4.2
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 : 44: 1 3 3 32 35 36 38:
Old : 44: 1 3 3 32 35 36 38:
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 : 63.1 26.9 75.8 44.0 56.6 25.4 63.8 41.4
Old : 63.1 26.9 75.8 44.0 56.6 25.4 63.8 41.4
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, October 4, 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 : 161,739: 38,157 63 16,321 105,567 145,046 160,045 161,430: 1,694 309
Old : 161,739: 38,157 63 16,321 105,567 145,046 160,045 161,430: 1,694 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,423: 246 0 417 2,998 3,181 3,661 3,598: -238 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 0.0 10.1 65.3 89.7 99.0 99.8: 1.0 0.2
Old : 100.0: 23.6 0.0 10.1 65.3 89.7 99.0 99.8: 1.0 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 : 81: 17 1 12 56 53 73 66:
Old : 81: 17 1 12 56 53 73 66:
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 : 27.6 38.3 45.5 60.7 22.3 36.9 33.7 50.5
Old : 27.6 38.3 45.5 60.7 22.3 36.9 33.7 50.5
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, October 4, 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 : 61,659: 1,110 666 1,365 59,184 59,628 61,659 61,659: 0 0
Old : 61,659: 1,110 666 1,365 59,184 59,628 61,659 61,659: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,035: -679 -105 697 1,017 443 1,035 1,035: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.1 2.2 96.0 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 1.1 2.2 96.0 96.7 100.0 100.0: 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 : 39: 5 4 5 28 26 35 33:
Old : 39: 5 4 5 28 26 35 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 56.1 71.2 76.6 39.2 43.4 51.7 49.9
Old : 45.7 56.1 71.2 76.6 39.2 43.4 51.7 49.9
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, October 4, 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 : 525,004: 1,640 13,407 7,808 513,609 501,842 523,057 523,057: 1,947 1,947
Old : 525,004: 1,640 13,407 7,808 513,609 501,842 523,057 523,057: 1,947 1,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -8,544: -4,336 6,492 -2,608 -3,547 -13,063 -10,491 -9,179: 1,947 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.6 1.5 97.8 95.6 99.6 99.6: 0.4 0.4
Old : 100.0: 0.3 2.6 1.5 97.8 95.6 99.6 99.6: 0.4 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 : 38: 1 6 4 26 26 31 32:
Old : 38: 1 6 4 26 26 31 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 : 64.6 64.7 81.6 79.0 56.2 54.3 65.9 62.6
Old : 64.6 64.7 81.6 79.0 56.2 54.3 65.9 62.6
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, October 4, 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 : 1,598,790: 78,544 41,060 131,813 1,388,409 1,425,101 1,598,766 1,597,974: 24 816
Old : 1,598,790: 78,544 41,060 131,813 1,388,409 1,425,101 1,598,766 1,597,974: 24 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -19,801: -422 -3,534 7,097 -26,091 -22,979 -19,416 -19,416: -385 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.6 8.2 86.8 89.1 100.0 99.9: 0.0 0.1
Old : 100.0: 4.9 2.6 8.2 86.8 89.1 100.0 99.9: 0.0 0.1
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 : 61: 10 3 8 39 39 52 47:
Old : 61: 10 3 8 39 39 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 : 40.9 47.9 61.0 69.7 28.2 44.6 42.9 54.9
Old : 40.9 47.9 61.0 69.7 28.2 44.6 42.9 54.9
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, October 4, 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 : 128,354: 1,497 4,206 1,761 124,914 122,304 128,172 128,271: 182 83
Old : 128,354: 1,497 4,206 1,761 124,914 122,304 128,172 128,271: 182 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,591: 11 -664 382 3,177 3,802 3,570 3,520: 21 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.3 1.4 97.3 95.3 99.9 99.9: 0.1 0.1
Old : 100.0: 1.2 3.3 1.4 97.3 95.3 99.9 99.9: 0.1 0.1
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 : 50: 4 5 5 34 37 41 44:
Old : 50: 4 5 5 34 37 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 : 45.4 39.3 64.0 61.3 21.9 25.0 30.6 31.0
Old : 45.4 39.3 64.0 61.3 21.9 25.0 30.6 31.0
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, October 4, 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 : 483,306: 3,520 32,682 328 479,458 450,296 483,306 483,306: 0 0
Old : 483,306: 3,520 32,682 328 479,458 450,296 483,306 483,306: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 10,937: 0 624 0 11,265 10,641 11,265 11,265: -328 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.8 0.1 99.2 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 6.8 0.1 99.2 93.2 100.0 100.0: 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 25 24 28 28:
Old : 36: 2 4 1 25 24 28 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 : 60.5 57.2 83.2 80.7 39.4 48.4 53.3 56.5
Old : 60.5 57.2 83.2 80.7 39.4 48.4 53.3 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011