NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, January 10, 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 : 4,708,432: 439,016 364,580 1,528,589 2,722,873 2,796,687 4,690,478 4,689,856: 17,954 18,576
Old : 4,708,432: 439,016 364,580 1,528,589 2,722,873 2,796,687 4,690,478 4,689,856: 17,954 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 140,018: -29,049 24,352 95,063 92,282 38,134 158,296 157,549: -18,278 -17,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.7 32.5 57.8 59.4 99.6 99.6: 0.4 0.4
Old : 100.0: 9.3 7.7 32.5 57.8 59.4 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 : 226: 35 34 60 140 135 202 204:
Old : 226: 35 34 60 140 135 202 204:
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 : 23.1 21.7 38.5 36.9 15.9 15.1 21.2 24.5
Old : 23.1 21.7 38.5 36.9 15.9 15.1 21.2 24.5
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 10, 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 : 327,063: 7,916 45,356 7,549 297,131 267,909 312,596 320,814: 14,467 6,249
Old : 327,063: 7,916 45,356 7,549 297,131 267,909 312,596 320,814: 14,467 6,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -13,016: -8,088 10,776 -3,256 -2,149 -20,221 -13,493 -12,701: 477 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 13.9 2.3 90.8 81.9 95.6 98.1: 4.4 1.9
Old : 100.0: 2.4 13.9 2.3 90.8 81.9 95.6 98.1: 4.4 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: 5 4 8 37 32 46 40:
Old : 50: 5 4 8 37 32 46 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 : 37.1 49.3 57.0 76.4 28.5 48.0 46.5 59.8
Old : 37.1 49.3 57.0 76.4 28.5 48.0 46.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, January 10, 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 : 152,987: 2,405 0 3,719 140,372 146,351 146,496 150,070: 6,491 2,917
Old : 152,987: 2,405 0 3,719 140,372 146,351 146,496 150,070: 6,491 2,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -14,067: 245 0 -2,130 -12,040 -13,062 -13,925 -15,192: -142 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 2.4 91.8 95.7 95.8 98.1: 4.2 1.9
Old : 100.0: 1.6 0.0 2.4 91.8 95.7 95.8 98.1: 4.2 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: 1 0 1 34 37 35 38:
Old : 42: 1 0 1 34 37 35 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 : 58.7 46.9 74.0 63.5 52.5 44.6 62.7 57.5
Old : 58.7 46.9 74.0 63.5 52.5 44.6 62.7 57.5
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, January 10, 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 : 307,542: 8,341 21,067 1,649 292,267 278,951 302,257 301,667: 5,285 5,875
Old : 307,542: 8,341 21,067 1,649 292,267 278,951 302,257 301,667: 5,285 5,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -18,012: 1,079 -7,662 -813 -17,815 -8,072 -17,549 -16,547: -463 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.9 0.5 95.0 90.7 98.3 98.1: 1.7 1.9
Old : 100.0: 2.7 6.9 0.5 95.0 90.7 98.3 98.1: 1.7 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 4 2 32 32 34 37:
Old : 46: 1 4 2 32 32 34 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 : 57.4 46.0 76.6 70.6 57.0 43.6 74.8 66.1
Old : 57.4 46.0 76.6 70.6 57.0 43.6 74.8 66.1
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 10, 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 : 785,036: 1,940 39,877 16,044 764,891 725,914 782,875 781,835: 2,161 3,201
Old : 785,036: 1,940 39,877 16,044 764,891 725,914 782,875 781,835: 2,161 3,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -51,579: 1,196 1,387 -3,964 -47,655 -48,845 -50,423 -51,422: -1,156 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.1 2.0 97.4 92.5 99.7 99.6: 0.3 0.4
Old : 100.0: 0.2 5.1 2.0 97.4 92.5 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: 2 4 4 56 46 61 51:
Old : 67: 2 4 4 56 46 61 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 : 38.6 42.9 59.0 60.1 28.0 27.1 41.6 37.5
Old : 38.6 42.9 59.0 60.1 28.0 27.1 41.6 37.5
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 10, 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 : 226,554: 9,942 14,418 3,163 205,168 203,654 218,273 221,235: 8,281 5,319
Old : 226,554: 9,942 14,418 3,163 205,168 203,654 218,273 221,235: 8,281 5,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -12,693: 536 -3,669 -1,769 -13,810 -6,823 -15,043 -12,261: 2,350 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.4 1.4 90.6 89.9 96.3 97.7: 3.7 2.3
Old : 100.0: 4.4 6.4 1.4 90.6 89.9 96.3 97.7: 3.7 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 : 44: 2 1 2 35 32 37 35:
Old : 44: 2 1 2 35 32 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 58.8 62.4 74.6 39.3 58.6 55.5 71.5
Old : 43.4 58.8 62.4 74.6 39.3 58.6 55.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, January 10, 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 : 347,182: 10,713 7,505 12,120 313,581 322,236 336,414 341,861: 10,768 5,321
Old : 347,182: 10,713 7,505 12,120 313,581 322,236 336,414 341,861: 10,768 5,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -45,075: 3,623 7,445 -5,592 -46,562 -45,097 -48,531 -43,244: 3,456 -1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.2 3.5 90.3 92.8 96.9 98.5: 3.1 1.5
Old : 100.0: 3.1 2.2 3.5 90.3 92.8 96.9 98.5: 3.1 1.5
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 : 56: 4 3 5 41 39 48 44:
Old : 56: 4 3 5 41 39 48 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 : 33.5 54.7 50.7 68.5 31.9 54.2 46.9 62.9
Old : 33.5 54.7 50.7 68.5 31.9 54.2 46.9 62.9
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 10, 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 : 217,059: 2,919 13,880 8,488 202,616 185,593 214,023 207,961: 3,036 9,098
Old : 217,059: 2,919 13,880 8,488 202,616 185,593 214,023 207,961: 3,036 9,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 42,282: -5,542 3,886 368 47,247 38,254 42,073 42,508: 209 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 6.4 3.9 93.3 85.5 98.6 95.8: 1.4 4.2
Old : 100.0: 1.3 6.4 3.9 93.3 85.5 98.6 95.8: 1.4 4.2
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 : 40: 3 2 3 28 29 31 34:
Old : 40: 3 2 3 28 29 31 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 : 69.5 45.1 79.7 63.2 65.6 41.8 69.9 57.4
Old : 69.5 45.1 79.7 63.2 65.6 41.8 69.9 57.4
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, January 10, 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 : 166,907: 34,844 1,441 18,310 112,532 146,579 165,686 166,330: 1,221 577
Old : 166,907: 34,844 1,441 18,310 112,532 146,579 165,686 166,330: 1,221 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 4,092: 5,353 -2 -709 -388 4,314 4,256 3,603: -164 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 0.9 11.0 67.4 87.8 99.3 99.7: 0.7 0.3
Old : 100.0: 20.9 0.9 11.0 67.4 87.8 99.3 99.7: 0.7 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 : 77: 15 3 13 51 50 68 64:
Old : 77: 15 3 13 51 50 68 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 : 33.4 43.1 52.0 62.1 25.3 38.6 39.0 48.3
Old : 33.4 43.1 52.0 62.1 25.3 38.6 39.0 48.3
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, January 10, 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 : 68,837: 690 819 1,848 66,095 65,966 68,633 68,633: 204 204
Old : 68,837: 690 819 1,848 66,095 65,966 68,633 68,633: 204 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,512: 357 -512 130 2,153 3,022 2,640 2,640: -128 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.2 2.7 96.0 95.8 99.7 99.7: 0.3 0.3
Old : 100.0: 1.0 1.2 2.7 96.0 95.8 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 : 41: 4 2 4 33 28 39 32:
Old : 41: 4 2 4 33 28 39 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 : 51.4 54.2 75.3 72.3 46.9 39.4 54.9 50.6
Old : 51.4 54.2 75.3 72.3 46.9 39.4 54.9 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, January 10, 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 : 621,170: 10,233 296 4,759 604,530 614,467 619,522 619,522: 1,648 1,648
Old : 621,170: 10,233 296 4,759 604,530 614,467 619,522 619,522: 1,648 1,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 32,518: 2,080 -660 2,552 27,814 30,554 32,446 32,446: 72 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.8 97.3 98.9 99.7 99.7: 0.3 0.3
Old : 100.0: 1.6 0.0 0.8 97.3 98.9 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 : 40: 6 1 4 29 29 36 33:
Old : 40: 6 1 4 29 29 36 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 : 50.7 55.2 73.5 79.0 43.7 45.6 55.0 56.6
Old : 50.7 55.2 73.5 79.0 43.7 45.6 55.0 56.6
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, January 10, 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 : 1,621,272: 114,202 28,491 106,232 1,400,030 1,485,765 1,620,464 1,620,488: 808 784
Old : 1,621,272: 114,202 28,491 106,232 1,400,030 1,485,765 1,620,464 1,620,488: 808 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -11,765: 11,017 7,426 12,775 -35,858 -32,267 -12,066 -12,066: 301 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.8 6.6 86.4 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.0 1.8 6.6 86.4 91.6 100.0 100.0: 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 : 60: 7 5 7 40 36 49 46:
Old : 60: 7 5 7 40 36 49 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 : 40.7 49.8 58.7 69.6 23.5 44.0 39.2 51.5
Old : 40.7 49.8 58.7 69.6 23.5 44.0 39.2 51.5
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 10, 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 : 112,104: 1,523 1,149 2,467 107,964 108,338 111,954 111,954: 150 150
Old : 112,104: 1,523 1,149 2,467 107,964 108,338 111,954 111,954: 150 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -8,896: 263 556 -958 -8,200 -8,490 -8,895 -8,892: -1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.0 2.2 96.3 96.6 99.9 99.9: 0.1 0.1
Old : 100.0: 1.4 1.0 2.2 96.3 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 : 45: 3 3 5 33 33 38 39:
Old : 45: 3 3 5 33 33 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 : 53.9 40.5 70.7 63.7 41.8 31.1 48.5 41.8
Old : 53.9 40.5 70.7 63.7 41.8 31.1 48.5 41.8
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, January 10, 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 : 626,083: 1,584 957 1,961 622,538 623,165 626,083 626,083: 0 0
Old : 626,083: 1,584 957 1,961 622,538 623,165 626,083 626,083: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 37,927: 1,584 -4,305 -287 36,630 42,519 37,927 37,927: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 0.3 99.4 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.2 0.3 99.4 99.5 100.0 100.0: 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 : 33: 1 2 2 23 23 25 26:
Old : 33: 1 2 2 23 23 25 26:
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 : 61.8 60.1 86.1 80.7 40.3 43.2 58.3 53.5
Old : 61.8 60.1 86.1 80.7 40.3 43.2 58.3 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012