NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, November 29, 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 : 4,599,408: 308,546 308,813 1,550,821 2,725,506 2,722,891 4,584,873 4,582,525: 14,535 16,883
Old : 4,599,408: 308,546 308,813 1,550,821 2,725,506 2,722,891 4,584,873 4,582,525: 14,535 16,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -89,073: -16,299 -103,345 38,870 -110,391 -25,871 -87,820 -90,346: -1,253 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.7 33.7 59.3 59.2 99.7 99.6: 0.3 0.4
Old : 100.0: 6.7 6.7 33.7 59.3 59.2 99.7 99.6: 0.3 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 : 215: 41 29 60 129 124 196 188:
Old : 215: 41 29 60 129 124 196 188:
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 : 23.2 22.3 38.6 37.9 15.7 17.3 21.2 23.6
Old : 23.2 22.3 38.6 37.9 15.7 17.3 21.2 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 29, 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 : 338,939: 16,061 720 12,308 300,422 319,745 328,791 332,773: 10,148 6,166
Old : 338,939: 16,061 720 12,308 300,422 319,745 328,791 332,773: 10,148 6,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,676: 280 -1,602 1,068 2,840 5,362 4,188 4,828: 488 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.2 3.6 88.6 94.3 97.0 98.2: 3.0 1.8
Old : 100.0: 4.7 0.2 3.6 88.6 94.3 97.0 98.2: 3.0 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 : 56: 5 3 7 38 38 46 45:
Old : 56: 5 3 7 38 38 46 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 : 35.5 47.4 57.6 67.5 27.5 42.9 43.7 53.8
Old : 35.5 47.4 57.6 67.5 27.5 42.9 43.7 53.8
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, November 29, 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 : 191,038: 4,436 0 3,419 177,515 184,880 185,370 188,299: 5,668 2,739
Old : 191,038: 4,436 0 3,419 177,515 184,880 185,370 188,299: 5,668 2,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 2,411: -1,324 -518 -578 1,955 3,722 53 2,626: 2,358 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 1.8 92.9 96.8 97.0 98.6: 3.0 1.4
Old : 100.0: 2.3 0.0 1.8 92.9 96.8 97.0 98.6: 3.0 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 : 46: 3 0 2 33 40 36 42:
Old : 46: 3 0 2 33 40 36 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 : 58.7 44.1 75.9 59.4 49.1 41.7 62.7 55.0
Old : 58.7 44.1 75.9 59.4 49.1 41.7 62.7 55.0
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 29, 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 : 337,248: 2,897 29,809 4,425 326,037 298,479 333,359 332,713: 3,889 4,535
Old : 337,248: 2,897 29,809 4,425 326,037 298,479 333,359 332,713: 3,889 4,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 3,088: -182 -4,621 624 2,128 6,998 2,570 3,001: 518 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 8.8 1.3 96.7 88.5 98.8 98.7: 1.2 1.3
Old : 100.0: 0.9 8.8 1.3 96.7 88.5 98.8 98.7: 1.2 1.3
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 : 50: 1 6 4 36 34 40 41:
Old : 50: 1 6 4 36 34 40 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 : 49.4 39.7 68.5 63.6 48.9 37.8 67.5 59.3
Old : 49.4 39.7 68.5 63.6 48.9 37.8 67.5 59.3
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, November 29, 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 : 798,012: 1,005 16,067 24,669 769,485 753,898 795,159 794,634: 2,853 3,378
Old : 798,012: 1,005 16,067 24,669 769,485 753,898 795,159 794,634: 2,853 3,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,305: -62 -3,672 7,367 1,157 3,391 8,462 7,086: -4,157 -2,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.0 3.1 96.4 94.5 99.6 99.6: 0.4 0.4
Old : 100.0: 0.1 2.0 3.1 96.4 94.5 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 : 67: 1 4 4 56 48 61 52:
Old : 67: 1 4 4 56 48 61 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 : 39.8 37.7 58.4 54.2 30.0 28.7 44.1 41.4
Old : 39.8 37.7 58.4 54.2 30.0 28.7 44.1 41.4
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 29, 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 : 228,259: 10,277 9,721 6,801 204,735 206,852 221,813 223,374: 6,446 4,885
Old : 228,259: 10,277 9,721 6,801 204,735 206,852 221,813 223,374: 6,446 4,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 917: 264 3,030 -2,207 2,154 -92 211 731: 706 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.3 3.0 89.7 90.6 97.2 97.9: 2.8 2.1
Old : 100.0: 4.5 4.3 3.0 89.7 90.6 97.2 97.9: 2.8 2.1
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 : 49: 3 1 3 35 41 39 44:
Old : 49: 3 1 3 35 41 39 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 : 45.8 50.0 63.1 66.8 41.2 49.6 53.3 61.5
Old : 45.8 50.0 63.1 66.8 41.2 49.6 53.3 61.5
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 29, 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 : 406,892: 7,232 2,290 21,161 371,480 377,973 399,873 401,424: 7,019 5,468
Old : 406,892: 7,232 2,290 21,161 371,480 377,973 399,873 401,424: 7,019 5,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -12,704: -1,714 2,290 -4,386 -3,275 -10,732 -9,375 -12,828: -3,329 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 5.2 91.3 92.9 98.3 98.7: 1.7 1.3
Old : 100.0: 1.8 0.6 5.2 91.3 92.9 98.3 98.7: 1.7 1.3
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 : 60: 3 2 5 47 40 52 45:
Old : 60: 3 2 5 47 40 52 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 : 32.0 65.3 48.5 76.7 30.1 61.9 44.2 69.0
Old : 32.0 65.3 48.5 76.7 30.1 61.9 44.2 69.0
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 29, 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 : 179,330: 6,008 7,158 7,235 163,034 159,833 176,277 174,226: 3,053 5,104
Old : 179,330: 6,008 7,158 7,235 163,034 159,833 176,277 174,226: 3,053 5,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -793: -2,505 1,926 682 906 -1,918 -917 690: 124 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.0 4.0 90.9 89.1 98.3 97.2: 1.7 2.8
Old : 100.0: 3.4 4.0 4.0 90.9 89.1 98.3 97.2: 1.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 1 2 29 36 31 39:
Old : 45: 2 1 2 29 36 31 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 : 45.7 42.8 67.8 58.8 29.5 26.5 43.5 38.9
Old : 45.7 42.8 67.8 58.8 29.5 26.5 43.5 38.9
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 29, 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 : 162,338: 29,071 309 21,554 110,178 139,352 160,803 161,215: 1,535 1,123
Old : 162,338: 29,071 309 21,554 110,178 139,352 160,803 161,215: 1,535 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -690: -913 -609 503 -50 -289 -460 -395: -230 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.2 13.3 67.9 85.8 99.1 99.3: 0.9 0.7
Old : 100.0: 17.9 0.2 13.3 67.9 85.8 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 : 82: 18 3 13 54 50 73 65:
Old : 82: 18 3 13 54 50 73 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 : 29.5 39.9 47.0 61.1 23.3 38.7 35.4 49.9
Old : 29.5 39.9 47.0 61.1 23.3 38.7 35.4 49.9
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, November 29, 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 : 70,966: 802 510 3,155 67,004 67,301 70,961 70,966: 5 0
Old : 70,966: 802 510 3,155 67,004 67,301 70,961 70,966: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,050: 299 -82 -199 950 1,358 1,050 1,077: 0 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.7 4.4 94.4 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.7 4.4 94.4 94.8 100.0 100.0: 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 : 41: 5 1 4 30 31 36 35:
Old : 41: 5 1 4 30 31 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 : 43.6 57.5 65.9 75.5 35.8 44.4 51.4 54.6
Old : 43.6 57.5 65.9 75.5 35.8 44.4 51.4 54.6
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 29, 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 : 596,288: 8,174 14,630 1,633 586,481 580,025 596,288 596,288: 0 0
Old : 596,288: 8,174 14,630 1,633 586,481 580,025 596,288 596,288: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 8,303: 5,707 -948 -1,291 3,887 10,542 8,303 8,303: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.5 0.3 98.4 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 2.5 0.3 98.4 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 : 38: 5 2 2 28 24 33 28:
Old : 38: 5 2 2 28 24 33 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 : 52.4 59.9 74.1 75.7 47.1 45.9 60.5 57.8
Old : 52.4 59.9 74.1 75.7 47.1 45.9 60.5 57.8
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 29, 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 : 1,673,339: 102,767 20,403 106,859 1,462,920 1,545,269 1,672,546 1,672,531: 793 808
Old : 1,673,339: 102,767 20,403 106,859 1,462,920 1,545,269 1,672,546 1,672,531: 793 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 5,767: 5,990 -1,509 348 -571 6,928 5,767 5,767: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.2 6.4 87.4 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 1.2 6.4 87.4 92.3 100.0 100.0: 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 : 63: 7 4 7 45 35 54 45:
Old : 63: 7 4 7 45 35 54 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 : 41.3 48.1 61.7 71.1 25.7 43.7 41.7 55.6
Old : 41.3 48.1 61.7 71.1 25.7 43.7 41.7 55.6
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 29, 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 : 124,284: 2,070 233 3,819 118,367 120,199 124,256 124,251: 28 33
Old : 124,284: 2,070 233 3,819 118,367 120,199 124,256 124,251: 28 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 2,857: -210 78 358 2,707 2,419 2,855 2,855: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.2 3.1 95.2 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.2 3.1 95.2 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 : 46: 5 1 5 33 37 39 42:
Old : 46: 5 1 5 33 37 39 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 : 45.7 39.3 66.0 62.5 28.7 26.1 39.1 37.0
Old : 45.7 39.3 66.0 62.5 28.7 26.1 39.1 37.0
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, November 29, 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 : 565,755: 0 13,507 976 564,779 551,272 565,755 565,755: 0 0
Old : 565,755: 0 13,507 976 564,779 551,272 565,755 565,755: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 6,071: 0 951 328 5,743 4,792 6,071 6,071: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.2 99.8 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.4 0.2 99.8 97.4 100.0 100.0: 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 23 24 24 28:
Old : 33: 0 4 1 23 24 24 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 : 64.7 55.2 85.9 75.8 46.0 41.3 57.9 52.6
Old : 64.7 55.2 85.9 75.8 46.0 41.3 57.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011