NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, September 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 : 4,324,460: 308,016 302,497 1,289,127 2,692,700 2,707,347 4,289,843 4,298,971: 34,617 25,489
Old : 4,324,460: 308,016 302,497 1,289,127 2,692,700 2,707,347 4,289,843 4,298,971: 34,617 25,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -823: -38,793 20,597 -17,408 54,764 -6,730 -1,437 -3,541: 614 2,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.0 29.8 62.3 62.6 99.2 99.4: 0.8 0.6
Old : 100.0: 7.1 7.0 29.8 62.3 62.6 99.2 99.4: 0.8 0.6
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 : 225: 38 35 64 140 133 209 205:
Old : 225: 38 35 64 140 133 209 205:
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 : 21.3 20.2 35.6 35.3 12.6 15.9 19.1 23.1
Old : 21.3 20.2 35.6 35.3 12.6 15.9 19.1 23.1
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, September 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 : 338,587: 8,438 10,262 17,211 301,552 307,524 327,201 334,997: 11,386 3,590
Old : 338,587: 8,438 10,262 17,211 301,552 307,524 327,201 334,997: 11,386 3,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 6,248: 1,981 -1,900 -265 5,218 9,596 6,934 7,431: -686 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.0 5.1 89.1 90.8 96.6 98.9: 3.4 1.1
Old : 100.0: 2.5 3.0 5.1 89.1 90.8 96.6 98.9: 3.4 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 : 64: 8 4 11 43 42 54 54:
Old : 64: 8 4 11 43 42 54 54:
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 : 31.6 45.8 51.8 62.4 24.0 37.5 36.6 45.5
Old : 31.6 45.8 51.8 62.4 24.0 37.5 36.6 45.5
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, September 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 : 209,044: 6,055 0 3,801 195,367 202,498 205,223 206,299: 3,821 2,745
Old : 209,044: 6,055 0 3,801 195,367 202,498 205,223 206,299: 3,821 2,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 9,876: -2,760 -34 1,349 15,384 11,845 13,973 13,160: -4,097 -3,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 1.8 93.5 96.9 98.2 98.7: 1.8 1.3
Old : 100.0: 2.9 0.0 1.8 93.5 96.9 98.2 98.7: 1.8 1.3
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 : 47: 4 0 4 36 37 40 41:
Old : 47: 4 0 4 36 37 40 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 : 51.2 48.8 69.1 65.7 45.8 47.6 58.3 59.7
Old : 51.2 48.8 69.1 65.7 45.8 47.6 58.3 59.7
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, September 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 : 325,719: 1,977 27,347 8,311 310,841 282,348 321,129 318,006: 4,590 7,713
Old : 325,719: 1,977 27,347 8,311 310,841 282,348 321,129 318,006: 4,590 7,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 8,904: -2,608 2,122 2,597 6,784 2,542 6,773 7,261: 2,131 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.4 2.6 95.4 86.7 98.6 97.6: 1.4 2.4
Old : 100.0: 0.6 8.4 2.6 95.4 86.7 98.6 97.6: 1.4 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 : 51: 1 4 4 37 40 41 45:
Old : 51: 1 4 4 37 40 41 45:
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 : 48.8 41.8 69.2 66.3 46.5 39.6 64.2 58.6
Old : 48.8 41.8 69.2 66.3 46.5 39.6 64.2 58.6
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, September 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 : 607,376: 11,309 2,650 24,243 568,909 579,651 604,461 606,544: 2,915 832
Old : 607,376: 11,309 2,650 24,243 568,909 579,651 604,461 606,544: 2,915 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 14,381: 3,897 -2,684 1,904 8,702 14,339 14,503 13,559: -122 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.4 4.0 93.7 95.4 99.5 99.9: 0.5 0.1
Old : 100.0: 1.9 0.4 4.0 93.7 95.4 99.5 99.9: 0.5 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 : 72: 5 4 7 61 53 68 62:
Old : 72: 5 4 7 61 53 68 62:
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 : 31.9 35.9 50.2 54.0 30.2 33.0 42.3 45.8
Old : 31.9 35.9 50.2 54.0 30.2 33.0 42.3 45.8
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, September 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 : 219,393: 8,299 21,352 4,282 196,169 188,006 208,750 213,640: 10,643 5,753
Old : 219,393: 8,299 21,352 4,282 196,169 188,006 208,750 213,640: 10,643 5,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,026: 2,126 245 -1,408 470 4,073 1,188 2,910: 1,838 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.7 2.0 89.4 85.7 95.1 97.4: 4.9 2.6
Old : 100.0: 3.8 9.7 2.0 89.4 85.7 95.1 97.4: 4.9 2.6
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 : 42: 3 1 2 30 30 33 33:
Old : 42: 3 1 2 30 30 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 : 49.4 59.0 64.9 77.9 46.0 57.5 59.2 73.5
Old : 49.4 59.0 64.9 77.9 46.0 57.5 59.2 73.5
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, September 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 : 318,345: 15,507 734 42,654 252,225 270,368 310,386 313,756: 7,959 4,589
Old : 318,345: 15,507 734 42,654 252,225 270,368 310,386 313,756: 7,959 4,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 18,032: 715 -327 -1,346 21,152 22,294 20,521 20,621: -2,489 -2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.2 13.4 79.2 84.9 97.5 98.6: 2.5 1.4
Old : 100.0: 4.9 0.2 13.4 79.2 84.9 97.5 98.6: 2.5 1.4
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 : 59: 6 1 4 44 46 51 50:
Old : 59: 6 1 4 44 46 51 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 : 35.4 44.8 54.5 60.2 24.9 33.2 37.8 44.6
Old : 35.4 44.8 54.5 60.2 24.9 33.2 37.8 44.6
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, September 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 : 163,713: 10,692 8,619 4,173 147,093 143,729 161,958 156,521: 1,755 7,192
Old : 163,713: 10,692 8,619 4,173 147,093 143,729 161,958 156,521: 1,755 7,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 4,174: -1,532 -805 1,036 4,701 3,695 4,205 3,926: -31 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.3 2.5 89.8 87.8 98.9 95.6: 1.1 4.4
Old : 100.0: 6.5 5.3 2.5 89.8 87.8 98.9 95.6: 1.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 1 2 27 32 29 35:
Old : 38: 2 1 2 27 32 29 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 : 67.7 30.1 82.1 50.1 63.9 28.1 74.7 46.2
Old : 67.7 30.1 82.1 50.1 63.9 28.1 74.7 46.2
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, September 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 : 160,477: 38,163 84 15,911 104,450 144,061 158,524 160,056: 1,953 421
Old : 160,477: 38,163 84 15,911 104,450 144,061 158,524 160,056: 1,953 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -1,727: -1,155 -186 -413 -855 -957 -2,423 -1,556: 696 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.1 9.9 65.1 89.8 98.8 99.7: 1.2 0.3
Old : 100.0: 23.8 0.1 9.9 65.1 89.8 98.8 99.7: 1.2 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 : 82: 19 1 13 55 51 74 65:
Old : 82: 19 1 13 55 51 74 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 : 27.0 40.7 46.1 63.3 20.8 36.3 33.2 51.6
Old : 27.0 40.7 46.1 63.3 20.8 36.3 33.2 51.6
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, September 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 : 60,130: 1,263 851 514 58,353 58,765 60,130 60,130: 0 0
Old : 60,130: 1,263 851 514 58,353 58,765 60,130 60,130: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,012: -293 208 1 2,346 1,845 2,054 2,054: -1,042 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.4 0.9 97.0 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 1.4 0.9 97.0 97.7 100.0 100.0: 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 : 38: 2 5 4 30 25 35 31:
Old : 38: 2 5 4 30 25 35 31:
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 : 45.7 58.0 71.4 74.8 40.1 45.8 52.0 52.0
Old : 45.7 58.0 71.4 74.8 40.1 45.8 52.0 52.0
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, September 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 : 525,591: 9,896 6,869 5,872 509,823 512,850 525,591 525,591: 0 0
Old : 525,591: 9,896 6,869 5,872 509,823 512,850 525,591 525,591: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -14,487: -1,312 -2,303 2,952 -16,127 -15,136 -14,487 -14,487: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.3 1.1 97.0 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 1.3 1.1 97.0 97.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 5 25 25 31 30:
Old : 37: 3 3 5 25 25 31 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 : 65.0 63.5 81.6 80.1 57.3 52.3 65.6 62.9
Old : 65.0 63.5 81.6 80.1 57.3 52.3 65.6 62.9
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, September 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 : 1,614,812: 86,733 51,199 116,584 1,411,471 1,446,621 1,614,788 1,614,404: 24 408
Old : 1,614,812: 86,733 51,199 116,584 1,411,471 1,446,621 1,614,788 1,614,404: 24 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 39,748: -11,906 16 11,928 40,494 28,164 40,516 40,108: -768 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 3.2 7.2 87.4 89.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.4 3.2 7.2 87.4 89.6 100.0 100.0: 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 : 61: 9 5 7 40 37 52 46:
Old : 61: 9 5 7 40 37 52 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 : 42.9 47.7 62.7 67.9 29.9 43.4 45.3 53.3
Old : 42.9 47.7 62.7 67.9 29.9 43.4 45.3 53.3
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, September 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 : 121,060: 1,613 4,682 1,304 118,008 115,062 120,925 121,048: 135 12
Old : 121,060: 1,613 4,682 1,304 118,008 115,062 120,925 121,048: 135 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 365: 443 -164 -129 512 1,120 826 827: -461 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.9 1.1 97.5 95.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.3 3.9 1.1 97.5 95.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 5 7 35 36 42 44:
Old : 50: 3 5 7 35 36 42 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 : 48.6 40.9 66.1 64.1 25.9 30.0 34.7 36.5
Old : 48.6 40.9 66.1 64.1 25.9 30.0 34.7 36.5
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, September 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 : 467,193: 3,520 31,737 656 463,017 434,800 467,193 467,193: 0 0
Old : 467,193: 3,520 31,737 656 463,017 434,800 467,193 467,193: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 17,820: 0 1,569 -952 18,772 17,203 17,820 17,820: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.8 0.1 99.1 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 6.8 0.1 99.1 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 4 1 24 25 27 29:
Old : 36: 2 4 1 24 25 27 29:
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 : 62.7 58.6 82.6 79.7 41.7 47.8 53.9 55.4
Old : 62.7 58.6 82.6 79.7 41.7 47.8 53.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011