NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, October 11, 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 : 4,406,706: 274,600 255,057 1,435,877 2,655,145 2,680,623 4,365,622 4,371,557: 41,084 35,149
Old : 4,406,706: 274,600 255,057 1,435,877 2,655,145 2,680,623 4,365,622 4,371,557: 41,084 35,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 210,633: -33,954 7,386 121,958 118,265 74,844 206,269 204,188: 4,364 6,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.8 32.6 60.3 60.8 99.1 99.2: 0.9 0.8
Old : 100.0: 6.2 5.8 32.6 60.3 60.8 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 33 35 61 132 125 195 193:
Old : 210: 33 35 61 132 125 195 193:
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 : 21.9 21.0 36.1 35.2 12.5 16.3 17.3 21.9
Old : 21.9 21.0 36.1 35.2 12.5 16.3 17.3 21.9
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 11, 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 : 330,420: 13,486 6,401 20,086 282,289 298,777 315,861 325,264: 14,559 5,156
Old : 330,420: 13,486 6,401 20,086 282,289 298,777 315,861 325,264: 14,559 5,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -13,269: 81 -2,031 1,513 -17,690 -14,005 -16,096 -14,523: 2,827 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.9 6.1 85.4 90.4 95.6 98.4: 4.4 1.6
Old : 100.0: 4.1 1.9 6.1 85.4 90.4 95.6 98.4: 4.4 1.6
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 : 56: 6 5 9 38 36 49 45:
Old : 56: 6 5 9 38 36 49 45:
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 : 35.6 43.6 55.2 62.5 24.1 38.7 38.9 50.8
Old : 35.6 43.6 55.2 62.5 24.1 38.7 38.9 50.8
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 11, 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 : 205,813: 7,718 513 2,724 192,141 200,610 202,583 203,847: 3,230 1,966
Old : 205,813: 7,718 513 2,724 192,141 200,610 202,583 203,847: 3,230 1,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -8,737: -709 256 -25 -7,886 -7,943 -8,620 -7,712: -117 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.2 1.3 93.4 97.5 98.4 99.0: 1.6 1.0
Old : 100.0: 3.8 0.2 1.3 93.4 97.5 98.4 99.0: 1.6 1.0
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 33 36 37 40:
Old : 47: 4 1 3 33 36 37 40:
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 : 53.0 47.9 68.4 65.0 47.8 46.1 61.0 58.4
Old : 53.0 47.9 68.4 65.0 47.8 46.1 61.0 58.4
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 11, 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 : 338,632: 300 34,096 8,607 326,286 290,274 335,193 332,977: 3,439 5,655
Old : 338,632: 300 34,096 8,607 326,286 290,274 335,193 332,977: 3,439 5,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -12,742: -2,370 -2,885 324 -9,848 -7,457 -11,894 -10,018: -848 -2,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 10.1 2.5 96.4 85.7 99.0 98.3: 1.0 1.7
Old : 100.0: 0.1 10.1 2.5 96.4 85.7 99.0 98.3: 1.0 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 : 54: 1 6 5 37 35 43 41:
Old : 54: 1 6 5 37 35 43 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 : 46.9 39.7 68.0 61.3 46.5 37.4 66.0 56.8
Old : 46.9 39.7 68.0 61.3 46.5 37.4 66.0 56.8
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 11, 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 : 662,413: 2,504 1,993 22,815 634,571 636,056 659,890 660,864: 2,523 1,549
Old : 662,413: 2,504 1,993 22,815 634,571 636,056 659,890 660,864: 2,523 1,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 34,546: -4,651 -1,187 3,040 37,497 33,761 35,886 35,614: -1,340 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 3.4 95.8 96.0 99.6 99.8: 0.4 0.2
Old : 100.0: 0.4 0.3 3.4 95.8 96.0 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 3 4 7 54 49 61 56:
Old : 68: 3 4 7 54 49 61 56:
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 : 33.4 36.1 52.6 53.5 30.1 34.3 41.5 46.3
Old : 33.4 36.1 52.6 53.5 30.1 34.3 41.5 46.3
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 11, 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 : 227,021: 11,906 22,690 2,978 203,801 195,895 218,685 221,563: 8,336 5,458
Old : 227,021: 11,906 22,690 2,978 203,801 195,895 218,685 221,563: 8,336 5,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -3,966: -995 1,640 450 -2,773 -4,291 -3,318 -2,201: -648 -1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.0 1.3 89.8 86.3 96.3 97.6: 3.7 2.4
Old : 100.0: 5.2 10.0 1.3 89.8 86.3 96.3 97.6: 3.7 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 : 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 : 48.8 56.3 65.3 75.6 45.3 56.0 58.1 71.3
Old : 48.8 56.3 65.3 75.6 45.3 56.0 58.1 71.3
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 11, 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 : 370,303: 16,770 135 32,172 308,729 332,673 357,671 364,980: 12,632 5,323
Old : 370,303: 16,770 135 32,172 308,729 332,673 357,671 364,980: 12,632 5,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 28,771: 3,988 -601 -8,732 32,136 37,745 27,392 28,412: 1,379 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 8.7 83.4 89.8 96.6 98.6: 3.4 1.4
Old : 100.0: 4.5 0.0 8.7 83.4 89.8 96.6 98.6: 3.4 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 : 57: 3 2 5 45 44 50 49:
Old : 57: 3 2 5 45 44 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 : 31.2 60.3 51.2 71.2 27.8 53.2 41.4 59.8
Old : 31.2 60.3 51.2 71.2 27.8 53.2 41.4 59.8
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 11, 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 : 137,834: 10,528 3,868 4,886 118,529 122,277 133,943 131,031: 3,891 6,803
Old : 137,834: 10,528 3,868 4,886 118,529 122,277 133,943 131,031: 3,891 6,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -39,720: 10,218 -5,699 -5,521 -46,432 -27,779 -41,735 -38,999: 2,015 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.8 3.5 86.0 88.7 97.2 95.1: 2.8 4.9
Old : 100.0: 7.6 2.8 3.5 86.0 88.7 97.2 95.1: 2.8 4.9
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 : 41: 2 2 2 27 32 29 36:
Old : 41: 2 2 2 27 32 29 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 : 44.0 26.6 65.0 46.1 35.5 25.0 50.3 37.6
Old : 44.0 26.6 65.0 46.1 35.5 25.0 50.3 37.6
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, October 11, 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 : 156,578: 37,327 211 17,113 100,926 138,918 155,366 156,242: 1,212 336
Old : 156,578: 37,327 211 17,113 100,926 138,918 155,366 156,242: 1,212 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -5,161: -830 148 792 -4,641 -6,128 -4,679 -5,188: -482 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.1 10.9 64.5 88.7 99.2 99.8: 0.8 0.2
Old : 100.0: 23.8 0.1 10.9 64.5 88.7 99.2 99.8: 0.8 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: 16 2 12 54 52 72 65:
Old : 81: 16 2 12 54 52 72 65:
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 : 28.8 39.5 46.9 60.9 24.2 38.9 34.4 50.9
Old : 28.8 39.5 46.9 60.9 24.2 38.9 34.4 50.9
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 11, 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 : 68,631: 1,638 441 1,386 65,506 66,703 68,530 68,530: 101 101
Old : 68,631: 1,638 441 1,386 65,506 66,703 68,530 68,530: 101 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 6,972: 528 -225 21 6,322 7,075 6,871 6,871: 101 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.6 2.0 95.4 97.2 99.9 99.9: 0.1 0.1
Old : 100.0: 2.4 0.6 2.0 95.4 97.2 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 : 40: 7 2 6 28 26 36 33:
Old : 40: 7 2 6 28 26 36 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 : 45.8 57.1 69.5 79.3 38.3 43.9 50.2 52.3
Old : 45.8 57.1 69.5 79.3 38.3 43.9 50.2 52.3
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, October 11, 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 : 549,254: 1,640 14,652 8,804 534,909 521,897 545,353 545,353: 3,901 3,901
Old : 549,254: 1,640 14,652 8,804 534,909 521,897 545,353 545,353: 3,901 3,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 24,250: 0 1,245 996 21,300 20,055 22,296 22,296: 1,954 1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.7 1.6 97.4 95.0 99.3 99.3: 0.7 0.7
Old : 100.0: 0.3 2.7 1.6 97.4 95.0 99.3 99.3: 0.7 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 : 39: 1 7 4 26 25 31 32:
Old : 39: 1 7 4 26 25 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 : 62.1 64.2 79.3 78.1 53.9 52.7 64.0 62.0
Old : 62.1 64.2 79.3 78.1 53.9 52.7 64.0 62.0
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 11, 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 : 1,552,846: 85,201 40,696 124,838 1,342,015 1,386,544 1,552,054 1,552,078: 792 768
Old : 1,552,846: 85,201 40,696 124,838 1,342,015 1,386,544 1,552,054 1,552,078: 792 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -45,944: 6,657 -364 -6,975 -46,394 -38,557 -46,712 -45,896: 768 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.6 8.0 86.4 89.3 99.9 100.0: 0.1 0.0
Old : 100.0: 5.5 2.6 8.0 86.4 89.3 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 4 7 41 36 53 44:
Old : 61: 9 4 7 41 36 53 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 : 41.0 47.7 61.5 69.1 28.3 43.8 43.7 56.2
Old : 41.0 47.7 61.5 69.1 28.3 43.8 43.7 56.2
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 11, 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 : 124,326: 1,719 2,670 1,670 120,343 119,517 123,732 123,857: 594 469
Old : 124,326: 1,719 2,670 1,670 120,343 119,517 123,732 123,857: 594 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -4,028: 222 -1,536 -91 -4,571 -2,787 -4,440 -4,414: 412 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.1 1.3 96.8 96.1 99.5 99.6: 0.5 0.4
Old : 100.0: 1.4 2.1 1.3 96.8 96.1 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 : 48: 6 3 5 33 35 41 41:
Old : 48: 6 3 5 33 35 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 : 43.7 39.6 64.1 61.7 21.8 24.5 31.0 31.1
Old : 43.7 39.6 64.1 61.7 21.8 24.5 31.0 31.1
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, October 11, 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 : 466,764: 609 20,888 1,648 462,603 442,324 464,860 464,860: 1,904 1,904
Old : 466,764: 609 20,888 1,648 462,603 442,324 464,860 464,860: 1,904 1,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -16,542: -2,911 -11,794 1,320 -16,855 -7,972 -18,446 -18,446: 1,904 1,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.5 0.4 99.1 94.8 99.6 99.6: 0.4 0.4
Old : 100.0: 0.1 4.5 0.4 99.1 94.8 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 : 33: 1 3 1 23 22 24 26:
Old : 33: 1 3 1 23 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 60.4 83.1 83.5 37.5 50.3 51.9 57.1
Old : 59.1 60.4 83.1 83.5 37.5 50.3 51.9 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011