NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, December 6, 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 : 4,596,822: 421,167 372,964 1,464,693 2,688,835 2,734,493 4,574,695 4,572,150: 22,127 24,672
Old : 4,596,822: 421,167 372,964 1,464,693 2,688,835 2,734,493 4,574,695 4,572,150: 22,127 24,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,586: 112,621 64,151 -86,128 -36,671 11,602 -10,178 -10,375: 7,592 7,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.1 31.9 58.5 59.5 99.5 99.5: 0.5 0.5
Old : 100.0: 9.2 8.1 31.9 58.5 59.5 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 42 30 64 135 132 204 202:
Old : 223: 42 30 64 135 132 204 202:
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 20.8 38.3 35.4 15.7 17.1 22.2 23.9
Old : 23.2 20.8 38.3 35.4 15.7 17.1 22.2 23.9
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, December 6, 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 : 305,673: 11,320 6,550 7,301 275,785 285,560 294,406 299,411: 11,267 6,262
Old : 305,673: 11,320 6,550 7,301 275,785 285,560 294,406 299,411: 11,267 6,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -33,266: -4,741 5,830 -5,007 -24,637 -34,185 -34,385 -33,362: 1,119 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.1 2.4 90.2 93.4 96.3 98.0: 3.7 2.0
Old : 100.0: 3.7 2.1 2.4 90.2 93.4 96.3 98.0: 3.7 2.0
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 : 53: 5 3 6 38 35 46 41:
Old : 53: 5 3 6 38 35 46 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 : 36.6 49.2 57.3 69.2 27.8 43.4 44.6 53.9
Old : 36.6 49.2 57.3 69.2 27.8 43.4 44.6 53.9
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, December 6, 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 : 168,296: 2,600 0 3,542 155,547 161,588 161,689 165,130: 6,607 3,166
Old : 168,296: 2,600 0 3,542 155,547 161,588 161,689 165,130: 6,607 3,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -22,742: -1,836 0 123 -21,968 -23,292 -23,681 -23,169: 939 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 2.1 92.4 96.0 96.1 98.1: 3.9 1.9
Old : 100.0: 1.5 0.0 2.1 92.4 96.0 96.1 98.1: 3.9 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 : 42: 3 0 2 30 36 33 38:
Old : 42: 3 0 2 30 36 33 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 : 57.5 45.7 75.4 61.9 50.4 43.2 62.0 56.3
Old : 57.5 45.7 75.4 61.9 50.4 43.2 62.0 56.3
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, December 6, 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 : 313,316: 3,453 23,859 4,597 301,813 278,925 309,863 307,381: 3,453 5,935
Old : 313,316: 3,453 23,859 4,597 301,813 278,925 309,863 307,381: 3,453 5,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -23,932: 556 -5,950 172 -24,224 -19,554 -23,496 -25,332: -436 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.6 1.5 96.3 89.0 98.9 98.1: 1.1 1.9
Old : 100.0: 1.1 7.6 1.5 96.3 89.0 98.9 98.1: 1.1 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 : 46: 1 3 2 34 35 36 39:
Old : 46: 1 3 2 34 35 36 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 : 53.8 42.7 74.4 65.5 53.2 40.6 70.3 62.4
Old : 53.8 42.7 74.4 65.5 53.2 40.6 70.3 62.4
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, December 6, 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 : 769,408: 943 20,411 21,906 744,275 724,599 767,124 766,916: 2,284 2,492
Old : 769,408: 943 20,411 21,906 744,275 724,599 767,124 766,916: 2,284 2,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -28,604: -62 4,344 -2,763 -25,210 -29,299 -28,035 -27,718: -569 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.7 2.8 96.7 94.2 99.7 99.7: 0.3 0.3
Old : 100.0: 0.1 2.7 2.8 96.7 94.2 99.7 99.7: 0.3 0.3
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 : 67: 1 5 4 54 47 59 52:
Old : 67: 1 5 4 54 47 59 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 : 39.5 40.1 57.8 57.0 26.1 28.7 38.3 39.4
Old : 39.5 40.1 57.8 57.0 26.1 28.7 38.3 39.4
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, December 6, 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 : 221,410: 6,740 17,731 5,811 199,868 192,477 212,419 216,019: 8,991 5,391
Old : 221,410: 6,740 17,731 5,811 199,868 192,477 212,419 216,019: 8,991 5,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -6,849: -3,537 8,010 -990 -4,867 -14,375 -9,394 -7,355: 2,545 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 8.0 2.6 90.3 86.9 95.9 97.6: 4.1 2.4
Old : 100.0: 3.0 8.0 2.6 90.3 86.9 95.9 97.6: 4.1 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 : 45: 2 1 2 34 34 36 37:
Old : 45: 2 1 2 34 34 36 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 : 48.3 52.8 64.7 71.9 43.9 52.3 55.8 66.0
Old : 48.3 52.8 64.7 71.9 43.9 52.3 55.8 66.0
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, December 6, 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 : 388,867: 5,948 4,129 18,437 355,149 361,192 379,534 383,758: 9,333 5,109
Old : 388,867: 5,948 4,129 18,437 355,149 361,192 379,534 383,758: 9,333 5,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -18,025: -1,284 1,839 -2,724 -16,331 -16,781 -20,339 -17,666: 2,314 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.1 4.7 91.3 92.9 97.6 98.7: 2.4 1.3
Old : 100.0: 1.5 1.1 4.7 91.3 92.9 97.6 98.7: 2.4 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 : 59: 5 2 6 42 39 49 45:
Old : 59: 5 2 6 42 39 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 : 31.7 67.8 49.0 77.9 29.3 65.6 45.3 73.0
Old : 31.7 67.8 49.0 77.9 29.3 65.6 45.3 73.0
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, December 6, 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 : 177,507: 10,591 7,360 4,349 159,531 157,028 174,471 168,737: 3,036 8,770
Old : 177,507: 10,591 7,360 4,349 159,531 157,028 174,471 168,737: 3,036 8,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,823: 4,583 202 -2,886 -3,503 -2,805 -1,806 -5,489: -17 3,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.1 2.5 89.9 88.5 98.3 95.1: 1.7 4.9
Old : 100.0: 6.0 4.1 2.5 89.9 88.5 98.3 95.1: 1.7 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 : 40: 3 2 2 28 29 31 33:
Old : 40: 3 2 2 28 29 31 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 : 39.9 49.2 63.6 64.3 28.3 36.0 45.9 46.2
Old : 39.9 49.2 63.6 64.3 28.3 36.0 45.9 46.2
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, December 6, 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 : 157,297: 29,548 693 19,748 106,418 135,688 155,714 156,129: 1,583 1,168
Old : 157,297: 29,548 693 19,748 106,418 135,688 155,714 156,129: 1,583 1,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -5,041: 477 384 -1,806 -3,760 -3,664 -5,089 -5,086: 48 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 0.4 12.6 67.7 86.3 99.0 99.3: 1.0 0.7
Old : 100.0: 18.8 0.4 12.6 67.7 86.3 99.0 99.3: 1.0 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: 15 2 10 52 51 68 62:
Old : 78: 15 2 10 52 51 68 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 : 28.8 40.8 46.9 61.2 22.6 39.3 35.2 50.3
Old : 28.8 40.8 46.9 61.2 22.6 39.3 35.2 50.3
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, December 6, 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 : 68,027: 508 154 3,030 64,484 64,843 68,022 68,027: 5 0
Old : 68,027: 508 154 3,030 64,484 64,843 68,022 68,027: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,939: -294 -356 -125 -2,520 -2,458 -2,939 -2,939: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.2 4.5 94.8 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.2 4.5 94.8 95.3 100.0 100.0: 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 : 41: 4 3 5 30 31 37 36:
Old : 41: 4 3 5 30 31 37 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 : 45.0 56.1 68.0 73.8 38.1 41.4 53.3 54.9
Old : 45.0 56.1 68.0 73.8 38.1 41.4 53.3 54.9
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, December 6, 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 : 566,963: 7,233 17,829 311 559,419 548,823 566,963 566,963: 0 0
Old : 566,963: 7,233 17,829 311 559,419 548,823 566,963 566,963: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -29,325: -941 3,199 -1,322 -27,062 -31,202 -29,325 -29,325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.1 0.1 98.7 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 3.1 0.1 98.7 96.8 100.0 100.0: 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 : 38: 3 3 1 27 25 30 29:
Old : 38: 3 3 1 27 25 30 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 : 52.1 57.4 75.0 73.9 49.4 45.0 65.1 59.3
Old : 52.1 57.4 75.0 73.9 49.4 45.0 65.1 59.3
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, December 6, 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 : 1,619,641: 106,944 21,953 99,875 1,412,029 1,497,005 1,618,848 1,618,833: 793 808
Old : 1,619,641: 106,944 21,953 99,875 1,412,029 1,497,005 1,618,848 1,618,833: 793 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -53,698: 4,177 1,550 -6,984 -50,891 -48,264 -53,698 -53,698: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.4 6.2 87.2 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 1.4 6.2 87.2 92.4 100.0 100.0: 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 : 61: 8 3 8 44 36 54 46:
Old : 61: 8 3 8 44 36 54 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 : 41.2 48.4 60.9 71.7 24.3 43.5 40.1 54.3
Old : 41.2 48.4 60.9 71.7 24.3 43.5 40.1 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, December 6, 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 : 122,860: 1,855 197 3,674 117,305 118,958 122,834 122,829: 26 31
Old : 122,860: 1,855 197 3,674 117,305 118,958 122,834 122,829: 26 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,424: -215 -36 -145 -1,062 -1,241 -1,422 -1,422: -2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.2 3.0 95.5 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.2 3.0 95.5 96.8 100.0 100.0: 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 : 46: 3 2 5 34 37 39 42:
Old : 46: 3 2 5 34 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 : 45.9 37.4 66.4 60.7 31.2 26.7 40.3 37.3
Old : 45.9 37.4 66.4 60.7 31.2 26.7 40.3 37.3
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, December 6, 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 : 576,177: 0 13,835 648 575,529 561,694 576,177 576,177: 0 0
Old : 576,177: 0 13,835 648 575,529 561,694 576,177 576,177: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 10,422: 0 328 -328 10,750 10,422 10,422 10,422: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.1 99.9 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.4 0.1 99.9 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 : 34: 0 4 1 23 25 24 29:
Old : 34: 0 4 1 23 25 24 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 : 65.1 55.9 86.1 75.7 46.6 42.2 58.6 53.4
Old : 65.1 55.9 86.1 75.7 46.6 42.2 58.6 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011