NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, November 15, 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 : 4,620,342: 338,560 392,824 1,487,422 2,775,503 2,720,343 4,601,485 4,600,589: 18,857 19,753
Old : 4,620,342: 338,560 392,824 1,487,422 2,775,503 2,720,343 4,601,485 4,600,589: 18,857 19,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 57,312: 8,292 67,683 40,675 62,797 -4,304 111,764 104,054: -54,452 -46,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.5 32.2 60.1 58.9 99.6 99.6: 0.4 0.4
Old : 100.0: 7.3 8.5 32.2 60.1 58.9 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 : 214: 32 31 56 136 135 195 197:
Old : 214: 32 31 56 136 135 195 197:
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 21.0 37.1 36.6 14.1 16.9 20.1 23.6
Old : 22.7 21.0 37.1 36.6 14.1 16.9 20.1 23.6
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, November 15, 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 : 329,208: 10,640 1,824 14,479 293,561 308,023 318,680 324,326: 10,528 4,882
Old : 329,208: 10,640 1,824 14,479 293,561 308,023 318,680 324,326: 10,528 4,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,809: -680 -1,938 891 4,257 4,417 4,468 3,370: -659 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.6 4.4 89.2 93.6 96.8 98.5: 3.2 1.5
Old : 100.0: 3.2 0.6 4.4 89.2 93.6 96.8 98.5: 3.2 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 : 56: 5 4 7 39 37 48 44:
Old : 56: 5 4 7 39 37 48 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 : 35.8 48.3 57.3 70.2 28.2 41.7 46.3 56.3
Old : 35.8 48.3 57.3 70.2 28.2 41.7 46.3 56.3
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, November 15, 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 : 182,105: 4,783 0 3,465 170,890 177,636 179,138 181,101: 2,967 1,004
Old : 182,105: 4,783 0 3,465 170,890 177,636 179,138 181,101: 2,967 1,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,981: -1,815 0 755 5,412 4,036 4,352 4,791: -371 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 1.9 93.8 97.5 98.4 99.4: 1.6 0.6
Old : 100.0: 2.6 0.0 1.9 93.8 97.5 98.4 99.4: 1.6 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 : 50: 5 0 2 35 42 40 44:
Old : 50: 5 0 2 35 42 40 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 : 55.2 42.2 72.1 58.3 48.3 40.5 58.6 53.1
Old : 55.2 42.2 72.1 58.3 48.3 40.5 58.6 53.1
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, November 15, 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 : 330,192: 4,054 33,169 5,074 318,124 287,412 327,252 325,655: 2,940 4,537
Old : 330,192: 4,054 33,169 5,074 318,124 287,412 327,252 325,655: 2,940 4,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -21,680: 2,084 1,895 -1,921 -22,271 -22,206 -22,108 -22,232: 428 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 10.0 1.5 96.3 87.0 99.1 98.6: 0.9 1.4
Old : 100.0: 1.2 10.0 1.5 96.3 87.0 99.1 98.6: 0.9 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 : 54: 2 7 4 35 34 40 42:
Old : 54: 2 7 4 35 34 40 42:
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 : 49.9 41.8 71.7 64.4 49.6 39.5 67.0 59.8
Old : 49.9 41.8 71.7 64.4 49.6 39.5 67.0 59.8
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, November 15, 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 : 739,225: 2,348 16,852 16,865 717,173 703,874 736,386 737,591: 2,839 1,634
Old : 739,225: 2,348 16,852 16,865 717,173 703,874 736,386 737,591: 2,839 1,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,829: 546 3,679 -3,467 5,074 3,480 2,153 3,692: -324 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.3 2.3 97.0 95.2 99.6 99.8: 0.4 0.2
Old : 100.0: 0.3 2.3 2.3 97.0 95.2 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: 2 4 5 53 50 59 55:
Old : 68: 2 4 5 53 50 59 55:
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 : 39.9 37.9 56.7 53.5 34.4 33.6 46.4 45.4
Old : 39.9 37.9 56.7 53.5 34.4 33.6 46.4 45.4
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, November 15, 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 : 228,347: 13,080 9,591 6,655 203,437 207,871 223,172 224,117: 5,175 4,230
Old : 228,347: 13,080 9,591 6,655 203,437 207,871 223,172 224,117: 5,175 4,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -11,045: -2,217 -2,472 2,450 -9,254 -10,128 -9,021 -10,150: -2,024 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.2 2.9 89.1 91.0 97.7 98.1: 2.3 1.9
Old : 100.0: 5.7 4.2 2.9 89.1 91.0 97.7 98.1: 2.3 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 : 49: 5 1 4 33 35 39 39:
Old : 49: 5 1 4 33 35 39 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 : 46.7 51.5 61.6 69.3 41.6 50.8 52.9 63.7
Old : 46.7 51.5 61.6 69.3 41.6 50.8 52.9 63.7
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, November 15, 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 : 420,542: 10,096 9,599 19,857 382,984 387,659 412,937 417,115: 7,605 3,427
Old : 420,542: 10,096 9,599 19,857 382,984 387,659 412,937 417,115: 7,605 3,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,337: 3,332 851 -4,605 5,916 8,367 4,643 4,613: -306 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.3 4.7 91.1 92.2 98.2 99.2: 1.8 0.8
Old : 100.0: 2.4 2.3 4.7 91.1 92.2 98.2 99.2: 1.8 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 : 59: 3 2 5 47 39 52 44:
Old : 59: 3 2 5 47 39 52 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 : 31.1 67.1 49.0 78.8 30.1 63.5 44.3 70.7
Old : 31.1 67.1 49.0 78.8 30.1 63.5 44.3 70.7
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, November 15, 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 : 170,917: 10,856 503 5,009 151,330 158,026 167,195 163,538: 3,722 7,379
Old : 170,917: 10,856 503 5,009 151,330 158,026 167,195 163,538: 3,722 7,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 8,387: -268 0 773 8,583 6,946 9,088 7,719: -701 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.3 2.9 88.5 92.5 97.8 95.7: 2.2 4.3
Old : 100.0: 6.4 0.3 2.9 88.5 92.5 97.8 95.7: 2.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 3 29 31 32 34:
Old : 40: 2 1 3 29 31 32 34:
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 : 46.4 46.9 67.0 63.4 40.2 43.4 59.3 57.4
Old : 46.4 46.9 67.0 63.4 40.2 43.4 59.3 57.4
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, November 15, 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 : 160,397: 27,148 628 20,383 111,614 138,266 159,145 159,277: 1,252 1,120
Old : 160,397: 27,148 628 20,383 111,614 138,266 159,145 159,277: 1,252 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,383: -1,995 -221 1,334 4,070 2,139 3,409 3,252: -26 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.4 12.7 69.6 86.2 99.2 99.3: 0.8 0.7
Old : 100.0: 16.9 0.4 12.7 69.6 86.2 99.2 99.3: 0.8 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 : 78: 17 2 11 53 51 72 62:
Old : 78: 17 2 11 53 51 72 62:
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 39.9 45.5 60.6 21.4 38.6 33.6 49.4
Old : 29.0 39.9 45.5 60.6 21.4 38.6 33.6 49.4
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, November 15, 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 : 71,287: 679 561 3,051 67,552 67,675 71,282 71,287: 5 0
Old : 71,287: 679 561 3,051 67,552 67,675 71,282 71,287: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 187: -359 -47 355 267 -45 263 263: -76 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.8 4.3 94.8 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.8 4.3 94.8 94.9 100.0 100.0: 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 : 40: 4 2 5 29 32 35 37:
Old : 40: 4 2 5 29 32 35 37:
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 : 47.2 58.7 68.7 76.0 36.6 46.8 51.5 53.1
Old : 47.2 58.7 68.7 76.0 36.6 46.8 51.5 53.1
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, November 15, 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 : 579,294: 2,603 11,555 3,148 573,543 564,591 579,294 579,294: 0 0
Old : 579,294: 2,603 11,555 3,148 573,543 564,591 579,294 579,294: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 36,587: 1,640 -2,430 -3,096 38,361 44,240 36,905 38,714: -318 -2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.0 0.5 99.0 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.0 0.5 99.0 97.5 100.0 100.0: 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: 1 5 3 28 24 32 29:
Old : 37: 1 5 3 28 24 32 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 : 56.9 61.5 76.2 77.3 49.8 47.3 61.3 58.8
Old : 56.9 61.5 76.2 77.3 49.8 47.3 61.3 58.8
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, November 15, 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 : 1,644,624: 94,006 23,615 115,403 1,435,191 1,505,606 1,644,600 1,644,624: 24 0
Old : 1,644,624: 94,006 23,615 115,403 1,435,191 1,505,606 1,644,600 1,644,624: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 35,720: 6,479 3,144 -881 42,235 45,570 47,833 47,833: -12,113 -12,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.4 7.0 87.3 91.5 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 1.4 7.0 87.3 91.5 100.0 100.0: 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 : 62: 8 2 8 45 37 55 46:
Old : 62: 8 2 8 45 37 55 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 : 41.6 47.1 61.0 69.8 26.9 43.7 41.8 54.3
Old : 41.6 47.1 61.0 69.8 26.9 43.7 41.8 54.3
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, November 15, 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 : 121,276: 1,951 382 3,329 115,970 117,534 121,250 121,245: 26 31
Old : 121,276: 1,951 382 3,329 115,970 117,534 121,250 121,245: 26 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -12,948: 735 -1,848 -329 -13,354 -10,769 -12,948 -12,946: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.3 2.7 95.6 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.3 2.7 95.6 96.9 100.0 100.0: 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 : 47: 5 1 5 34 37 40 42:
Old : 47: 5 1 5 34 37 40 42:
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 : 43.9 41.7 63.7 64.0 22.5 25.6 32.6 33.3
Old : 43.9 41.7 63.7 64.0 22.5 25.6 32.6 33.3
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, November 15, 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 : 505,035: 0 13,213 328 504,707 491,494 505,035 505,035: 0 0
Old : 505,035: 0 13,213 328 504,707 491,494 505,035 505,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -19,891: 0 -6,728 0 -19,891 -13,163 -19,891 -19,891: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.1 99.9 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.6 0.1 99.9 97.3 100.0 100.0: 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 : 33: 0 4 1 24 23 25 27:
Old : 33: 0 4 1 24 23 25 27:
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 : 61.0 58.3 84.4 78.7 42.9 44.7 56.7 54.2
Old : 61.0 58.3 84.4 78.7 42.9 44.7 56.7 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011