NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, December 13, 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 : 4,737,840: 424,792 364,316 1,559,398 2,730,033 2,789,403 4,714,223 4,713,117: 23,617 24,723
Old : 4,737,840: 424,792 364,316 1,559,398 2,730,033 2,789,403 4,714,223 4,713,117: 23,617 24,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 141,018: 3,625 -8,648 94,705 41,198 54,910 139,528 140,967: 1,490 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.7 32.9 57.6 58.9 99.5 99.5: 0.5 0.5
Old : 100.0: 9.0 7.7 32.9 57.6 58.9 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 : 226: 39 32 66 138 132 207 204:
Old : 226: 39 32 66 138 132 207 204:
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 : 22.9 20.4 38.3 35.7 15.6 16.4 21.7 24.2
Old : 22.9 20.4 38.3 35.7 15.6 16.4 21.7 24.2
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 13, 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 : 309,296: 15,257 19,604 6,226 275,808 277,426 297,291 303,256: 12,005 6,040
Old : 309,296: 15,257 19,604 6,226 275,808 277,426 297,291 303,256: 12,005 6,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 3,623: 3,937 13,054 -1,075 23 -8,134 2,885 3,845: 738 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.3 2.0 89.2 89.7 96.1 98.0: 3.9 2.0
Old : 100.0: 4.9 6.3 2.0 89.2 89.7 96.1 98.0: 3.9 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 : 54: 6 2 6 37 36 45 42:
Old : 54: 6 2 6 37 36 45 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 : 33.3 50.9 55.1 70.4 25.9 47.2 41.7 56.2
Old : 33.3 50.9 55.1 70.4 25.9 47.2 41.7 56.2
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 13, 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 : 162,688: 397 0 4,831 149,936 155,092 155,164 159,923: 7,524 2,765
Old : 162,688: 397 0 4,831 149,936 155,092 155,164 159,923: 7,524 2,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -5,608: -2,203 0 1,289 -5,611 -6,496 -6,525 -5,207: 917 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 3.0 92.2 95.3 95.4 98.3: 4.6 1.7
Old : 100.0: 0.2 0.0 3.0 92.2 95.3 95.4 98.3: 4.6 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 : 41: 1 0 1 32 38 33 39:
Old : 41: 1 0 1 32 38 33 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 : 56.7 43.5 73.6 60.4 49.0 41.1 61.2 54.3
Old : 56.7 43.5 73.6 60.4 49.0 41.1 61.2 54.3
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 13, 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 : 322,632: 6,189 26,325 2,581 309,973 288,101 318,743 317,007: 3,889 5,625
Old : 322,632: 6,189 26,325 2,581 309,973 288,101 318,743 317,007: 3,889 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 9,316: 2,736 2,466 -2,016 8,160 9,176 8,880 9,626: 436 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.2 0.8 96.1 89.3 98.8 98.3: 1.2 1.7
Old : 100.0: 1.9 8.2 0.8 96.1 89.3 98.8 98.3: 1.2 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 : 46: 1 3 2 36 35 38 39:
Old : 46: 1 3 2 36 35 38 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 : 53.7 44.8 73.3 67.8 53.1 42.6 70.6 64.1
Old : 53.7 44.8 73.3 67.8 53.1 42.6 70.6 64.1
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 13, 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 : 797,647: 583 23,769 22,513 772,237 750,334 795,333 796,616: 2,314 1,031
Old : 797,647: 583 23,769 22,513 772,237 750,334 795,333 796,616: 2,314 1,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 28,239: -360 3,358 607 27,962 25,735 28,209 29,700: 30 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.0 2.8 96.8 94.1 99.7 99.9: 0.3 0.1
Old : 100.0: 0.1 3.0 2.8 96.8 94.1 99.7 99.9: 0.3 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 : 68: 1 5 5 54 47 60 52:
Old : 68: 1 5 5 54 47 60 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 : 39.3 42.7 57.6 58.7 25.8 27.1 38.3 36.6
Old : 39.3 42.7 57.6 58.7 25.8 27.1 38.3 36.6
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 13, 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 : 225,987: 9,030 19,683 4,574 204,620 197,251 218,224 221,508: 7,763 4,479
Old : 225,987: 9,030 19,683 4,574 204,620 197,251 218,224 221,508: 7,763 4,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,577: 2,290 1,952 -1,237 4,752 4,774 5,805 5,489: -1,228 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.7 2.0 90.5 87.3 96.6 98.0: 3.4 2.0
Old : 100.0: 4.0 8.7 2.0 90.5 87.3 96.6 98.0: 3.4 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 : 46: 2 1 2 36 35 38 38:
Old : 46: 2 1 2 36 35 38 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 : 43.4 57.1 60.9 74.5 38.9 56.9 53.1 70.0
Old : 43.4 57.1 60.9 74.5 38.9 56.9 53.1 70.0
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 13, 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 : 393,054: 9,836 0 20,711 351,551 365,783 382,098 386,494: 10,956 6,560
Old : 393,054: 9,836 0 20,711 351,551 365,783 382,098 386,494: 10,956 6,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,187: 3,888 -4,129 2,274 -3,598 4,591 2,564 2,736: 1,623 1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 5.3 89.4 93.1 97.2 98.3: 2.8 1.7
Old : 100.0: 2.5 0.0 5.3 89.4 93.1 97.2 98.3: 2.8 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 : 57: 6 0 5 41 39 47 44:
Old : 57: 6 0 5 41 39 47 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 : 32.1 64.4 50.4 75.3 29.7 62.8 45.5 70.7
Old : 32.1 64.4 50.4 75.3 29.7 62.8 45.5 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, December 13, 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 : 182,394: 12,299 7,726 3,977 163,173 162,616 179,449 174,319: 2,945 8,075
Old : 182,394: 12,299 7,726 3,977 163,173 162,616 179,449 174,319: 2,945 8,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,887: 1,708 366 -372 3,642 5,588 4,978 5,582: -91 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.2 2.2 89.5 89.2 98.4 95.6: 1.6 4.4
Old : 100.0: 6.7 4.2 2.2 89.5 89.2 98.4 95.6: 1.6 4.4
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 : 41: 3 2 2 27 30 30 34:
Old : 41: 3 2 2 27 30 30 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 : 39.2 48.9 62.8 63.7 30.5 40.8 49.0 50.4
Old : 39.2 48.9 62.8 63.7 30.5 40.8 49.0 50.4
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, December 13, 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 : 159,944: 28,251 1,102 20,363 109,968 137,855 158,582 159,320: 1,362 624
Old : 159,944: 28,251 1,102 20,363 109,968 137,855 158,582 159,320: 1,362 624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 2,647: -1,297 409 615 3,550 2,167 2,868 3,191: -221 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 0.7 12.7 68.8 86.2 99.1 99.6: 0.9 0.4
Old : 100.0: 17.7 0.7 12.7 68.8 86.2 99.1 99.6: 0.9 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 : 77: 13 4 11 51 51 66 64:
Old : 77: 13 4 11 51 51 66 64:
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 : 31.4 41.1 49.3 61.9 24.1 39.7 35.2 50.9
Old : 31.4 41.1 49.3 61.9 24.1 39.7 35.2 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, December 13, 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 : 67,658: 454 204 2,803 64,396 64,651 67,653 67,658: 5 0
Old : 67,658: 454 204 2,803 64,396 64,651 67,653 67,658: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -369: -54 50 -227 -88 -192 -369 -369: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.3 4.1 95.2 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.3 4.1 95.2 95.6 100.0 100.0: 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: 5 1 5 29 31 35 36:
Old : 40: 5 1 5 29 31 35 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 : 46.3 54.6 70.4 73.1 38.9 38.3 52.7 52.3
Old : 46.3 54.6 70.4 73.1 38.9 38.3 52.7 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, December 13, 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 : 581,916: 8,361 8,853 1,631 571,604 571,432 581,596 581,916: 320 0
Old : 581,916: 8,361 8,853 1,631 571,604 571,432 581,596 581,916: 320 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 14,953: 1,128 -8,976 1,320 12,185 22,609 14,633 14,953: 320 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.5 0.3 98.2 98.2 99.9 100.0: 0.1 0.0
Old : 100.0: 1.4 1.5 0.3 98.2 98.2 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 : 40: 4 3 4 28 27 34 32:
Old : 40: 4 3 4 28 27 34 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 : 52.9 56.0 75.9 75.5 46.8 42.3 57.9 54.6
Old : 52.9 56.0 75.9 75.5 46.8 42.3 57.9 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, December 13, 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 : 1,652,524: 108,373 16,016 98,814 1,445,313 1,537,694 1,652,500 1,652,524: 24 0
Old : 1,652,524: 108,373 16,016 98,814 1,445,313 1,537,694 1,652,500 1,652,524: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 32,883: 1,429 -5,937 -1,061 33,284 40,689 33,652 33,691: -769 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.0 6.0 87.5 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 1.0 6.0 87.5 93.1 100.0 100.0: 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 : 60: 8 3 8 45 37 55 47:
Old : 60: 8 3 8 45 37 55 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 47.9 61.1 70.5 25.2 42.4 39.8 53.7
Old : 41.6 47.9 61.1 70.5 25.2 42.4 39.8 53.7
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 13, 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 : 116,834: 1,376 0 3,218 112,214 113,587 116,808 116,805: 26 29
Old : 116,834: 1,376 0 3,218 112,214 113,587 116,808 116,805: 26 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -6,026: -479 -197 -456 -5,091 -5,371 -6,026 -6,024: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 2.8 96.0 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 2.8 96.0 97.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 0 5 34 37 39 42:
Old : 46: 5 0 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 : 48.6 40.0 67.7 63.5 34.9 28.7 42.1 37.8
Old : 48.6 40.0 67.7 63.5 34.9 28.7 42.1 37.8
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 13, 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 : 544,426: 0 12,230 648 543,778 531,548 544,426 544,426: 0 0
Old : 544,426: 0 12,230 648 543,778 531,548 544,426 544,426: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -31,751: 0 -1,605 0 -31,751 -30,146 -31,751 -31,751: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.1 99.9 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.2 0.1 99.9 97.6 100.0 100.0: 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 : 66.9 58.0 88.0 78.3 47.7 44.0 60.5 55.0
Old : 66.9 58.0 88.0 78.3 47.7 44.0 60.5 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011