NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,568,414: 468,065 340,228 1,433,526 2,630,591 2,758,553 4,532,182 4,532,307: 36,232 36,107
Old : 4,568,414: 468,065 340,228 1,433,526 2,630,591 2,758,553 4,532,182 4,532,307: 36,232 36,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -199,512: -4,183 -70,403 -9,730 -135,175 -65,481 -149,088 -145,614: -50,424 -53,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.4 31.4 57.6 60.4 99.2 99.2: 0.8 0.8
Old : 100.0: 10.2 7.4 31.4 57.6 60.4 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 32 33 58 137 130 198 194:
Old : 218: 32 33 58 137 130 198 194:
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 : 22.5 21.0 37.7 36.0 16.2 15.9 21.9 25.4
Old : 22.5 21.0 37.7 36.0 16.2 15.9 21.9 25.4
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 340,079: 16,004 34,580 10,805 299,280 288,130 326,089 333,515: 13,990 6,564
Old : 340,079: 16,004 34,580 10,805 299,280 288,130 326,089 333,515: 13,990 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 15,871: 3,776 10,656 916 10,031 4,831 14,723 16,403: 1,148 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 10.2 3.2 88.0 84.7 95.9 98.1: 4.1 1.9
Old : 100.0: 4.7 10.2 3.2 88.0 84.7 95.9 98.1: 4.1 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 : 50: 7 1 7 38 34 46 41:
Old : 50: 7 1 7 38 34 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 : 35.6 48.3 55.7 75.1 27.0 45.7 44.7 59.1
Old : 35.6 48.3 55.7 75.1 27.0 45.7 44.7 59.1
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,054: 2,160 0 5,849 152,412 159,413 160,421 165,262: 6,633 1,792
Old : 167,054: 2,160 0 5,849 152,412 159,413 160,421 165,262: 6,633 1,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,126: 64 0 -180 -1,342 -946 -1,458 -1,126: 332 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 3.5 91.2 95.4 96.0 98.9: 4.0 1.1
Old : 100.0: 1.3 0.0 3.5 91.2 95.4 96.0 98.9: 4.0 1.1
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 : 44: 2 0 2 34 40 36 42:
Old : 44: 2 0 2 34 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 : 54.5 42.1 71.7 59.8 48.6 40.0 58.3 53.3
Old : 54.5 42.1 71.7 59.8 48.6 40.0 58.3 53.3
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 325,554: 7,262 28,729 2,462 310,082 287,023 319,806 318,214: 5,748 7,340
Old : 325,554: 7,262 28,729 2,462 310,082 287,023 319,806 318,214: 5,748 7,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,710: 1,498 756 186 2,108 3,699 3,792 4,641: -82 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 8.8 0.8 95.2 88.2 98.2 97.7: 1.8 2.3
Old : 100.0: 2.2 8.8 0.8 95.2 88.2 98.2 97.7: 1.8 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: 1 4 5 34 33 39 38:
Old : 46: 1 4 5 34 33 39 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 : 56.0 42.8 75.3 67.8 55.5 40.3 73.7 63.1
Old : 56.0 42.8 75.3 67.8 55.5 40.3 73.7 63.1
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 836,615: 744 38,490 20,008 812,546 774,759 833,298 833,257: 3,317 3,358
Old : 836,615: 744 38,490 20,008 812,546 774,759 833,298 833,257: 3,317 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 30,526: 93 3,214 -624 30,357 27,169 29,826 29,759: 700 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.6 2.4 97.1 92.6 99.6 99.6: 0.4 0.4
Old : 100.0: 0.1 4.6 2.4 97.1 92.6 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 5 5 56 48 62 53:
Old : 67: 1 5 5 56 48 62 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 : 39.1 43.4 58.7 59.9 25.0 25.9 38.1 35.7
Old : 39.1 43.4 58.7 59.9 25.0 25.9 38.1 35.7
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 239,247: 9,406 18,087 4,932 218,978 210,477 233,316 233,496: 5,931 5,751
Old : 239,247: 9,406 18,087 4,932 218,978 210,477 233,316 233,496: 5,931 5,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,106: 816 -232 -188 3,032 4,009 3,660 3,589: -554 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 7.6 2.1 91.5 88.0 97.5 97.6: 2.5 2.4
Old : 100.0: 3.9 7.6 2.1 91.5 88.0 97.5 97.6: 2.5 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 : 48: 2 1 2 39 35 41 38:
Old : 48: 2 1 2 39 35 41 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 : 41.1 58.8 60.1 74.4 35.9 58.6 52.0 71.2
Old : 41.1 58.8 60.1 74.4 35.9 58.6 52.0 71.2
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 392,257: 7,090 60 17,712 360,143 367,333 384,945 385,105: 7,312 7,152
Old : 392,257: 7,090 60 17,712 360,143 367,333 384,945 385,105: 7,312 7,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,013: -1,937 -31 -14 3,816 1,719 1,865 1,674: 148 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 4.5 91.8 93.6 98.1 98.2: 1.9 1.8
Old : 100.0: 1.8 0.0 4.5 91.8 93.6 98.1 98.2: 1.9 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 : 59: 6 1 6 43 41 50 47:
Old : 59: 6 1 6 43 41 50 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 : 31.8 61.5 49.0 72.1 29.3 60.3 45.5 67.4
Old : 31.8 61.5 49.0 72.1 29.3 60.3 45.5 67.4
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 174,777: 8,461 9,994 8,120 155,369 147,339 171,950 165,453: 2,827 9,324
Old : 174,777: 8,461 9,994 8,120 155,369 147,339 171,950 165,453: 2,827 9,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,411: 3,096 1,748 -638 -1,086 118 1,372 1,228: 39 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.7 4.6 88.9 84.3 98.4 94.7: 1.6 5.3
Old : 100.0: 4.8 5.7 4.6 88.9 84.3 98.4 94.7: 1.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 3 28 30 31 35:
Old : 40: 3 2 3 28 30 31 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 : 48.4 41.1 65.9 56.4 43.2 38.6 54.6 53.0
Old : 48.4 41.1 65.9 56.4 43.2 38.6 54.6 53.0
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 162,815: 29,491 1,443 19,019 112,920 142,265 161,430 162,727: 1,385 88
Old : 162,815: 29,491 1,443 19,019 112,920 142,265 161,430 162,727: 1,385 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,850: 1,318 98 -1,093 1,224 2,989 1,449 1,994: 401 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 0.9 11.7 69.4 87.4 99.1 99.9: 0.9 0.1
Old : 100.0: 18.1 0.9 11.7 69.4 87.4 99.1 99.9: 0.9 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 : 77: 13 3 12 53 53 68 66:
Old : 77: 13 3 12 53 53 68 66:
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 43.9 47.0 64.4 22.0 41.4 34.1 50.9
Old : 28.8 43.9 47.0 64.4 22.0 41.4 34.1 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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 66,325: 333 1,331 1,718 63,942 62,944 65,993 65,993: 332 332
Old : 66,325: 333 1,331 1,718 63,942 62,944 65,993 65,993: 332 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,526: -456 225 -104 -2,190 -2,876 -2,750 -2,755: 224 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.0 2.6 96.4 94.9 99.5 99.5: 0.5 0.5
Old : 100.0: 0.5 2.0 2.6 96.4 94.9 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 : 40: 3 3 5 30 27 36 32:
Old : 40: 3 3 5 30 27 36 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 : 51.5 55.5 76.1 72.9 46.4 40.8 57.4 52.5
Old : 51.5 55.5 76.1 72.9 46.4 40.8 57.4 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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 588,652: 8,153 956 2,207 576,716 583,913 587,076 587,076: 1,576 1,576
Old : 588,652: 8,153 956 2,207 576,716 583,913 587,076 587,076: 1,576 1,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -21,241: -2,472 -2,601 288 -20,633 -20,504 -22,817 -22,817: 1,576 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.2 0.4 98.0 99.2 99.7 99.7: 0.3 0.3
Old : 100.0: 1.4 0.2 0.4 98.0 99.2 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 : 38: 4 3 4 27 28 33 33:
Old : 38: 4 3 4 27 28 33 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 : 54.1 55.8 76.5 80.7 45.8 44.3 55.7 57.2
Old : 54.1 55.8 76.5 80.7 45.8 44.3 55.7 57.2
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,633,037: 103,185 21,065 93,457 1,435,888 1,518,032 1,632,530 1,632,554: 507 483
Old : 1,633,037: 103,185 21,065 93,457 1,435,888 1,518,032 1,632,530 1,632,554: 507 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 26,098: 634 -1 -391 26,528 26,035 26,771 25,643: -673 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.3 5.7 87.9 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 1.3 5.7 87.9 93.0 100.0 100.0: 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 4 8 45 40 54 51:
Old : 61: 8 4 8 45 40 54 51:
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 : 39.1 50.4 57.4 70.7 23.5 44.5 38.8 53.5
Old : 39.1 50.4 57.4 70.7 23.5 44.5 38.8 53.5
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 121,000: 1,260 593 3,425 116,164 116,828 120,849 120,846: 151 154
Old : 121,000: 1,260 593 3,425 116,164 116,828 120,849 120,846: 151 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 530: -125 314 143 612 748 630 1,205: -100 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.5 2.8 96.0 96.6 99.9 99.9: 0.1 0.1
Old : 100.0: 1.0 0.5 2.8 96.0 96.6 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 : 47: 3 3 5 33 36 38 42:
Old : 47: 3 3 5 33 36 38 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 : 51.1 40.4 68.2 63.9 36.6 28.3 43.0 38.2
Old : 51.1 40.4 68.2 63.9 36.6 28.3 43.0 38.2
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 588,156: 0 5,262 2,248 585,908 580,646 588,156 588,156: 0 0
Old : 588,156: 0 5,262 2,248 585,908 580,646 588,156 588,156: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 13,472: 0 -1,280 1,280 12,192 13,472 13,472 13,472: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.4 99.6 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.9 0.4 99.6 98.7 100.0 100.0: 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 : 32: 0 3 2 24 24 26 27:
Old : 32: 0 3 2 24 24 26 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 : 63.0 57.2 87.7 79.0 41.3 42.2 58.7 53.1
Old : 63.0 57.2 87.7 79.0 41.3 42.2 58.7 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012