NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, January 17, 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 : 4,962,657: 435,183 333,118 1,663,361 2,835,400 2,929,916 4,933,944 4,926,395: 28,713 36,262
Old : 4,962,657: 435,183 333,118 1,663,361 2,835,400 2,929,916 4,933,944 4,926,395: 28,713 36,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 254,225: -3,833 -31,462 134,772 112,527 133,229 243,466 236,539: 10,759 17,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.7 33.5 57.1 59.0 99.4 99.3: 0.6 0.7
Old : 100.0: 8.8 6.7 33.5 57.1 59.0 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 32 39 61 143 134 208 203:
Old : 228: 32 39 61 143 134 208 203:
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 : 24.3 20.6 39.2 35.0 14.6 14.5 19.2 21.9
Old : 24.3 20.6 39.2 35.0 14.6 14.5 19.2 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, January 17, 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 : 350,684: 3,854 52,389 13,534 317,421 279,153 334,809 345,076: 15,875 5,608
Old : 350,684: 3,854 52,389 13,534 317,421 279,153 334,809 345,076: 15,875 5,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 23,621: -4,062 7,033 5,985 20,290 11,244 22,213 24,262: 1,408 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 14.9 3.9 90.5 79.6 95.5 98.4: 4.5 1.6
Old : 100.0: 1.1 14.9 3.9 90.5 79.6 95.5 98.4: 4.5 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 : 50: 2 5 7 39 34 46 41:
Old : 50: 2 5 7 39 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 : 34.5 48.1 53.2 73.0 26.8 45.0 42.4 57.6
Old : 34.5 48.1 53.2 73.0 26.8 45.0 42.4 57.6
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 17, 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 : 155,911: 1,431 291 4,300 143,371 147,132 149,102 151,723: 6,809 4,188
Old : 155,911: 1,431 291 4,300 143,371 147,132 149,102 151,723: 6,809 4,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,924: -974 291 581 2,999 781 2,606 1,653: 318 1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.2 2.8 92.0 94.4 95.6 97.3: 4.4 2.7
Old : 100.0: 0.9 0.2 2.8 92.0 94.4 95.6 97.3: 4.4 2.7
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 : 43: 1 1 2 35 36 37 38:
Old : 43: 1 1 2 35 36 37 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 : 58.0 46.2 71.4 64.0 54.0 43.5 61.3 55.8
Old : 58.0 46.2 71.4 64.0 54.0 43.5 61.3 55.8
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 17, 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 : 314,668: 8,769 23,848 1,249 298,772 284,542 308,790 309,639: 5,878 5,029
Old : 314,668: 8,769 23,848 1,249 298,772 284,542 308,790 309,639: 5,878 5,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 7,126: 428 2,781 -400 6,505 5,591 6,533 7,972: 593 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 7.6 0.4 94.9 90.4 98.1 98.4: 1.9 1.6
Old : 100.0: 2.8 7.6 0.4 94.9 90.4 98.1 98.4: 1.9 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 : 47: 1 3 2 34 36 36 40:
Old : 47: 1 3 2 34 36 36 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 : 56.1 43.6 75.6 67.9 55.8 41.5 74.2 62.9
Old : 56.1 43.6 75.6 67.9 55.8 41.5 74.2 62.9
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, January 17, 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 : 785,890: 1,074 34,775 18,216 764,178 729,426 783,468 782,417: 2,422 3,473
Old : 785,890: 1,074 34,775 18,216 764,178 729,426 783,468 782,417: 2,422 3,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 854: -866 -5,102 2,172 -713 3,512 593 582: 261 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.4 2.3 97.2 92.8 99.7 99.6: 0.3 0.4
Old : 100.0: 0.1 4.4 2.3 97.2 92.8 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 : 69: 2 4 5 56 47 62 52:
Old : 69: 2 4 5 56 47 62 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 : 38.5 40.6 58.8 58.9 30.5 27.2 43.6 37.5
Old : 38.5 40.6 58.8 58.9 30.5 27.2 43.6 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 17, 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 : 232,629: 8,106 13,185 4,343 212,291 210,732 224,740 228,260: 7,889 4,369
Old : 232,629: 8,106 13,185 4,343 212,291 210,732 224,740 228,260: 7,889 4,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 6,075: -1,836 -1,233 1,180 7,123 7,078 6,467 7,025: -392 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.7 1.9 91.3 90.6 96.6 98.1: 3.4 1.9
Old : 100.0: 3.5 5.7 1.9 91.3 90.6 96.6 98.1: 3.4 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 : 45: 2 1 2 36 35 38 38:
Old : 45: 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 : 44.1 57.0 63.7 72.6 38.8 56.8 55.3 69.4
Old : 44.1 57.0 63.7 72.6 38.8 56.8 55.3 69.4
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 17, 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 : 346,139: 5,540 9,082 19,147 312,720 309,962 337,407 338,191: 8,732 7,948
Old : 346,139: 5,540 9,082 19,147 312,720 309,962 337,407 338,191: 8,732 7,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -1,043: -5,173 1,577 7,027 -861 -12,274 993 -3,670: -2,036 2,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.6 5.5 90.3 89.5 97.5 97.7: 2.5 2.3
Old : 100.0: 1.6 2.6 5.5 90.3 89.5 97.5 97.7: 2.5 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 : 56: 2 4 5 42 38 48 43:
Old : 56: 2 4 5 42 38 48 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 : 34.8 49.0 52.0 63.5 32.3 47.1 47.0 57.7
Old : 34.8 49.0 52.0 63.5 32.3 47.1 47.0 57.7
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, January 17, 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 : 213,508: 10,088 12,763 5,836 193,986 186,641 209,910 205,240: 3,598 8,268
Old : 213,508: 10,088 12,763 5,836 193,986 186,641 209,910 205,240: 3,598 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -3,551: 7,169 -1,117 -2,652 -8,630 1,048 -4,113 -2,721: 562 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.0 2.7 90.9 87.4 98.3 96.1: 1.7 3.9
Old : 100.0: 4.7 6.0 2.7 90.9 87.4 98.3 96.1: 1.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 2 26 29 29 33:
Old : 40: 3 2 2 26 29 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 : 67.4 45.4 79.8 61.6 63.3 42.2 69.7 56.4
Old : 67.4 45.4 79.8 61.6 63.3 42.2 69.7 56.4
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 17, 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 : 178,349: 42,698 1,678 17,616 116,818 158,695 177,132 177,989: 1,217 360
Old : 178,349: 42,698 1,678 17,616 116,818 158,695 177,132 177,989: 1,217 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 11,442: 7,854 237 -694 4,286 12,116 11,446 11,659: -4 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.9 9.9 65.5 89.0 99.3 99.8: 0.7 0.2
Old : 100.0: 23.9 0.9 9.9 65.5 89.0 99.3 99.8: 0.7 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 : 77: 15 2 13 51 52 68 65:
Old : 77: 15 2 13 51 52 68 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 : 33.8 42.9 53.8 62.1 26.0 38.9 41.3 50.0
Old : 33.8 42.9 53.8 62.1 26.0 38.9 41.3 50.0
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 17, 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 : 71,048: 1,012 871 1,412 67,807 67,948 70,231 70,231: 817 817
Old : 71,048: 1,012 871 1,412 67,807 67,948 70,231 70,231: 817 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,211: 322 52 -436 1,712 1,982 1,598 1,598: 613 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.2 2.0 95.4 95.6 98.9 98.9: 1.1 1.1
Old : 100.0: 1.4 1.2 2.0 95.4 95.6 98.9 98.9: 1.1 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 : 42: 4 3 4 32 28 38 33:
Old : 42: 4 3 4 32 28 38 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 : 50.3 51.3 75.7 70.7 45.1 33.4 54.2 48.2
Old : 50.3 51.3 75.7 70.7 45.1 33.4 54.2 48.2
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 17, 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 : 639,359: 16,408 0 3,553 617,894 634,302 637,855 637,855: 1,504 1,504
Old : 639,359: 16,408 0 3,553 617,894 634,302 637,855 637,855: 1,504 1,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 18,189: 6,175 -296 -1,206 13,364 19,835 18,333 18,333: -144 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.6 96.6 99.2 99.8 99.8: 0.2 0.2
Old : 100.0: 2.6 0.0 0.6 96.6 99.2 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 : 40: 6 0 3 29 29 35 32:
Old : 40: 6 0 3 29 29 35 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 : 48.3 54.2 69.5 77.7 40.8 39.6 49.4 49.9
Old : 48.3 54.2 69.5 77.7 40.8 39.6 49.4 49.9
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 17, 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 : 1,621,531: 124,851 27,835 101,461 1,395,195 1,492,235 1,621,507 1,621,531: 24 0
Old : 1,621,531: 124,851 27,835 101,461 1,395,195 1,492,235 1,621,507 1,621,531: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 259: 10,649 -656 -4,771 -4,835 6,470 1,043 1,043: -784 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.7 6.3 86.0 92.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.7 1.7 6.3 86.0 92.0 100.0 100.0: 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 : 59: 6 5 6 40 37 48 46:
Old : 59: 6 5 6 40 37 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 : 40.5 50.6 58.4 69.4 23.7 44.9 39.2 53.1
Old : 40.5 50.6 58.4 69.4 23.7 44.9 39.2 53.1
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 17, 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 : 113,797: 1,600 1,258 1,985 109,954 110,296 113,539 113,539: 258 258
Old : 113,797: 1,600 1,258 1,985 109,954 110,296 113,539 113,539: 258 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,693: 77 109 -482 1,990 1,958 1,585 1,585: 108 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.1 1.7 96.6 96.9 99.8 99.8: 0.2 0.2
Old : 100.0: 1.4 1.1 1.7 96.6 96.9 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 : 48: 4 3 5 34 33 40 39:
Old : 48: 4 3 5 34 33 40 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 : 53.2 39.9 70.6 64.7 42.1 31.5 49.2 43.2
Old : 53.2 39.9 70.6 64.7 42.1 31.5 49.2 43.2
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 17, 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 : 664,941: 321 912 17,975 646,645 646,054 664,941 664,941: 0 0
Old : 664,941: 321 912 17,975 646,645 646,054 664,941 664,941: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 38,858: -1,263 -45 16,014 24,107 22,889 38,858 38,858: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 2.7 97.2 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.1 2.7 97.2 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 : 35: 1 3 4 23 25 27 30:
Old : 35: 1 3 4 23 25 27 30:
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 : 58.6 57.8 83.5 77.7 41.0 41.4 57.0 51.7
Old : 58.6 57.8 83.5 77.7 41.0 41.4 57.0 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012