NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, December 20, 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 : 4,776,178: 446,636 402,257 1,452,609 2,774,363 2,818,059 4,673,608 4,672,925: 102,570 103,253
Old : 4,776,178: 446,636 402,257 1,452,609 2,774,363 2,818,059 4,673,608 4,672,925: 102,570 103,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 38,338: 21,844 37,941 -106,789 44,330 28,656 -40,615 -40,192: 78,953 78,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.4 30.4 58.1 59.0 97.9 97.8: 2.1 2.2
Old : 100.0: 9.4 8.4 30.4 58.1 59.0 97.9 97.8: 2.1 2.2
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 : 223: 36 31 62 140 132 205 200:
Old : 223: 36 31 62 140 132 205 200:
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 : 22.1 20.3 37.0 34.7 16.7 16.0 22.2 24.1
Old : 22.1 20.3 37.0 34.7 16.7 16.0 22.2 24.1
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 20, 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 : 324,030: 12,878 24,070 7,853 290,820 285,851 311,551 317,774: 12,479 6,256
Old : 324,030: 12,878 24,070 7,853 290,820 285,851 311,551 317,774: 12,479 6,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 14,734: -2,379 4,466 1,627 15,012 8,425 14,260 14,518: 474 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.4 2.4 89.8 88.2 96.1 98.1: 3.9 1.9
Old : 100.0: 4.0 7.4 2.4 89.8 88.2 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 : 53: 6 2 5 39 37 47 42:
Old : 53: 6 2 5 39 37 47 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 : 34.9 48.5 54.3 73.0 27.8 46.4 43.4 58.7
Old : 34.9 48.5 54.3 73.0 27.8 46.4 43.4 58.7
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 20, 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 : 164,610: 351 0 5,480 152,800 157,629 158,631 163,109: 5,979 1,501
Old : 164,610: 351 0 5,480 152,800 157,629 158,631 163,109: 5,979 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,922: -46 0 649 2,864 2,537 3,467 3,186: -1,545 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 3.3 92.8 95.8 96.4 99.1: 3.6 0.9
Old : 100.0: 0.2 0.0 3.3 92.8 95.8 96.4 99.1: 3.6 0.9
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 : 45: 2 0 2 35 41 37 43:
Old : 45: 2 0 2 35 41 37 43:
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 : 57.2 43.2 72.6 60.8 49.7 41.1 59.6 54.5
Old : 57.2 43.2 72.6 60.8 49.7 41.1 59.6 54.5
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 20, 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 : 319,599: 5,336 28,677 2,121 306,884 283,604 314,341 314,402: 5,258 5,197
Old : 319,599: 5,336 28,677 2,121 306,884 283,604 314,341 314,402: 5,258 5,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -3,033: -853 2,352 -460 -3,089 -4,497 -4,402 -2,605: 1,369 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 9.0 0.7 96.0 88.7 98.4 98.4: 1.6 1.6
Old : 100.0: 1.7 9.0 0.7 96.0 88.7 98.4 98.4: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 4 3 35 34 38 39:
Old : 46: 1 4 3 35 34 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 : 55.5 42.4 75.5 67.4 54.9 40.2 73.4 61.9
Old : 55.5 42.4 75.5 67.4 54.9 40.2 73.4 61.9
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 20, 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 : 796,297: 651 26,784 22,178 770,940 744,376 793,769 793,338: 2,528 2,959
Old : 796,297: 651 26,784 22,178 770,940 744,376 793,769 793,338: 2,528 2,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,350: 68 3,015 -335 -1,297 -5,958 -1,564 -3,278: 214 1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.4 2.8 96.8 93.5 99.7 99.6: 0.3 0.4
Old : 100.0: 0.1 3.4 2.8 96.8 93.5 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 : 67: 1 5 5 55 48 61 53:
Old : 67: 1 5 5 55 48 61 53:
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 : 36.8 42.7 56.8 59.1 27.6 28.5 40.9 38.0
Old : 36.8 42.7 56.8 59.1 27.6 28.5 40.9 38.0
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 20, 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 : 231,825: 9,458 19,683 4,677 208,281 202,087 222,416 226,447: 9,409 5,378
Old : 231,825: 9,458 19,683 4,677 208,281 202,087 222,416 226,447: 9,409 5,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 5,838: 428 0 103 3,661 4,836 4,192 4,939: 1,646 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 8.5 2.0 89.8 87.2 95.9 97.7: 4.1 2.3
Old : 100.0: 4.1 8.5 2.0 89.8 87.2 95.9 97.7: 4.1 2.3
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 : 46: 2 1 2 37 34 39 37:
Old : 46: 2 1 2 37 34 39 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 : 42.7 58.3 60.9 74.7 38.7 58.1 53.5 71.3
Old : 42.7 58.3 60.9 74.7 38.7 58.1 53.5 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, December 20, 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 : 396,521: 9,898 21 18,283 358,131 371,714 386,312 390,018: 10,209 6,503
Old : 396,521: 9,898 21 18,283 358,131 371,714 386,312 390,018: 10,209 6,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 3,467: 62 21 -2,428 6,580 5,931 4,214 3,524: -747 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 4.6 90.3 93.7 97.4 98.4: 2.6 1.6
Old : 100.0: 2.5 0.0 4.6 90.3 93.7 97.4 98.4: 2.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 2 6 41 40 48 46:
Old : 58: 5 2 6 41 40 48 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 : 32.7 62.2 50.5 73.6 30.5 61.3 46.8 69.3
Old : 32.7 62.2 50.5 73.6 30.5 61.3 46.8 69.3
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 20, 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 : 170,274: 6,556 8,004 8,083 152,779 144,953 167,418 161,040: 2,856 9,234
Old : 170,274: 6,556 8,004 8,083 152,779 144,953 167,418 161,040: 2,856 9,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -12,120: -5,743 278 4,106 -10,394 -17,663 -12,031 -13,279: -89 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.7 4.7 89.7 85.1 98.3 94.6: 1.7 5.4
Old : 100.0: 3.9 4.7 4.7 89.7 85.1 98.3 94.6: 1.7 5.4
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 : 39: 3 2 3 26 28 29 33:
Old : 39: 3 2 3 26 28 29 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 : 43.3 39.2 64.9 56.2 32.8 32.3 49.1 46.6
Old : 43.3 39.2 64.9 56.2 32.8 32.3 49.1 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, December 20, 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 : 158,225: 26,931 760 20,387 110,090 136,761 157,408 157,908: 817 317
Old : 158,225: 26,931 760 20,387 110,090 136,761 157,408 157,908: 817 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,719: -1,320 -342 24 122 -1,094 -1,174 -1,412: -545 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.5 12.9 69.6 86.4 99.5 99.8: 0.5 0.2
Old : 100.0: 17.0 0.5 12.9 69.6 86.4 99.5 99.8: 0.5 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 : 78: 14 3 11 52 52 67 65:
Old : 78: 14 3 11 52 52 67 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 : 30.1 42.4 48.6 63.0 23.0 40.3 34.8 50.7
Old : 30.1 42.4 48.6 63.0 23.0 40.3 34.8 50.7
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 20, 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 : 68,255: 531 902 2,079 65,537 65,171 68,147 68,152: 108 103
Old : 68,255: 531 902 2,079 65,537 65,171 68,147 68,152: 108 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 597: 77 698 -724 1,141 520 494 494: 103 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.3 3.0 96.0 95.5 99.8 99.8: 0.2 0.2
Old : 100.0: 0.8 1.3 3.0 96.0 95.5 99.8 99.8: 0.2 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 : 42: 4 2 5 29 32 35 37:
Old : 42: 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 : 48.9 55.1 73.2 74.4 41.5 38.8 54.4 52.5
Old : 48.9 55.1 73.2 74.4 41.5 38.8 54.4 52.5
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 20, 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 : 603,727: 9,649 6,797 1,591 592,487 595,339 603,727 603,727: 0 0
Old : 603,727: 9,649 6,797 1,591 592,487 595,339 603,727 603,727: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 21,811: 1,288 -2,056 -40 20,883 23,907 22,131 21,811: -320 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.1 0.3 98.1 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 1.1 0.3 98.1 98.6 100.0 100.0: 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: 3 4 3 29 28 34 33:
Old : 40: 3 4 3 29 28 34 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 : 53.9 54.0 78.5 78.5 45.4 43.9 58.2 57.7
Old : 53.9 54.0 78.5 78.5 45.4 43.9 58.2 57.7
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 20, 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 : 1,608,564: 99,749 15,954 93,183 1,414,792 1,498,611 1,607,724 1,607,748: 840 816
Old : 1,608,564: 99,749 15,954 93,183 1,414,792 1,498,611 1,607,724 1,607,748: 840 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -43,960: -8,624 -62 -5,631 -30,521 -39,083 -44,776 -44,776: 816 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.0 5.8 88.0 93.2 99.9 99.9: 0.1 0.1
Old : 100.0: 6.2 1.0 5.8 88.0 93.2 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 7 5 8 44 39 53 50:
Old : 61: 7 5 8 44 39 53 50:
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 : 39.6 49.3 59.1 71.0 23.3 43.7 39.3 54.0
Old : 39.6 49.3 59.1 71.0 23.3 43.7 39.3 54.0
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 20, 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 : 120,226: 1,372 0 3,249 115,581 116,975 120,202 120,224: 24 2
Old : 120,226: 1,372 0 3,249 115,581 116,975 120,202 120,224: 24 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 3,392: -4 0 31 3,367 3,388 3,394 3,419: -2 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 2.7 96.1 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.0 2.7 96.1 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 : 45: 5 0 5 34 35 39 40:
Old : 45: 5 0 5 34 35 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 39.5 68.5 64.6 36.8 27.6 43.6 40.6
Old : 51.1 39.5 68.5 64.6 36.8 27.6 43.6 40.6
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 20, 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 : 564,671: 0 7,470 648 564,023 556,553 564,671 564,671: 0 0
Old : 564,671: 0 7,470 648 564,023 556,553 564,671 564,671: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 20,245: 0 -4,760 0 20,245 25,005 20,245 20,245: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.1 99.9 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.3 0.1 99.9 98.6 100.0 100.0: 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 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 : 64.5 54.6 87.3 77.5 43.7 42.3 58.9 53.6
Old : 64.5 54.6 87.3 77.5 43.7 42.3 58.9 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011