NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, September 27, 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 : 4,334,771: 305,219 321,769 1,309,846 2,684,982 2,677,537 4,300,047 4,309,152: 34,724 25,619
Old : 4,334,771: 305,219 321,769 1,309,846 2,684,982 2,677,537 4,300,047 4,309,152: 34,724 25,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 10,311: -2,797 19,272 20,719 -7,718 -29,810 10,204 10,181: 107 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.4 30.2 61.9 61.8 99.2 99.4: 0.8 0.6
Old : 100.0: 7.0 7.4 30.2 61.9 61.8 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 : 222: 36 35 63 140 134 206 206:
Old : 222: 36 35 63 140 134 206 206:
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 : 21.4 21.1 35.7 35.9 12.8 16.8 18.9 23.5
Old : 21.4 21.1 35.7 35.9 12.8 16.8 18.9 23.5
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, September 27, 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 : 338,833: 11,139 8,188 16,454 296,559 310,446 324,152 335,088: 14,681 3,745
Old : 338,833: 11,139 8,188 16,454 296,559 310,446 324,152 335,088: 14,681 3,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 246: 2,701 -2,074 -757 -4,993 2,922 -3,049 91: 3,295 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.4 4.9 87.5 91.6 95.7 98.9: 4.3 1.1
Old : 100.0: 3.3 2.4 4.9 87.5 91.6 95.7 98.9: 4.3 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: 7 4 11 44 45 55 56:
Old : 64: 7 4 11 44 45 55 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 46.2 50.9 63.3 23.0 37.4 35.5 45.2
Old : 32.0 46.2 50.9 63.3 23.0 37.4 35.5 45.2
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 27, 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 : 210,908: 6,174 173 3,786 197,886 204,506 207,846 208,465: 3,062 2,443
Old : 210,908: 6,174 173 3,786 197,886 204,506 207,846 208,465: 3,062 2,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,864: 119 173 -15 2,519 2,008 2,623 2,166: -759 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.1 1.8 93.8 97.0 98.5 98.8: 1.5 1.2
Old : 100.0: 2.9 0.1 1.8 93.8 97.0 98.5 98.8: 1.5 1.2
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 : 49: 4 1 4 37 38 42 42:
Old : 49: 4 1 4 37 38 42 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 : 50.6 48.9 67.4 64.7 43.3 47.7 56.4 58.7
Old : 50.6 48.9 67.4 64.7 43.3 47.7 56.4 58.7
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 27, 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 : 338,999: 3,155 30,703 7,164 324,096 291,467 334,415 329,334: 4,584 9,665
Old : 338,999: 3,155 30,703 7,164 324,096 291,467 334,415 329,334: 4,584 9,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 13,280: 1,178 3,356 -1,147 13,255 9,119 13,286 11,328: -6 1,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.1 2.1 95.6 86.0 98.6 97.1: 1.4 2.9
Old : 100.0: 0.9 9.1 2.1 95.6 86.0 98.6 97.1: 1.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 5 5 40 41 45 47:
Old : 53: 1 5 5 40 41 45 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 : 47.2 41.8 67.5 65.7 46.3 39.4 64.6 58.0
Old : 47.2 41.8 67.5 65.7 46.3 39.4 64.6 58.0
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 27, 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 : 641,454: 13,245 2,666 22,805 600,747 613,035 636,797 638,506: 4,657 2,948
Old : 641,454: 13,245 2,666 22,805 600,747 613,035 636,797 638,506: 4,657 2,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 34,078: 1,936 16 -1,438 31,838 33,384 32,336 31,962: 1,742 2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.4 3.6 93.7 95.6 99.3 99.5: 0.7 0.5
Old : 100.0: 2.1 0.4 3.6 93.7 95.6 99.3 99.5: 0.7 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 : 69: 5 3 6 57 50 63 58:
Old : 69: 5 3 6 57 50 63 58:
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 : 31.1 36.4 50.4 55.1 29.7 33.3 41.3 46.5
Old : 31.1 36.4 50.4 55.1 29.7 33.3 41.3 46.5
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, September 27, 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 : 226,841: 12,072 18,444 3,477 200,944 199,133 216,493 221,054: 10,348 5,787
Old : 226,841: 12,072 18,444 3,477 200,944 199,133 216,493 221,054: 10,348 5,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 7,448: 3,773 -2,908 -805 4,775 11,127 7,743 7,414: -295 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.1 1.5 88.6 87.8 95.4 97.4: 4.6 2.6
Old : 100.0: 5.3 8.1 1.5 88.6 87.8 95.4 97.4: 4.6 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 : 44: 3 1 2 32 31 35 34:
Old : 44: 3 1 2 32 31 35 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 : 47.2 56.6 63.6 76.8 41.8 56.4 55.6 71.8
Old : 47.2 56.6 63.6 76.8 41.8 56.4 55.6 71.8
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 27, 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 : 326,455: 13,473 5,359 38,405 265,255 273,790 317,133 317,554: 9,322 8,901
Old : 326,455: 13,473 5,359 38,405 265,255 273,790 317,133 317,554: 9,322 8,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 8,110: -2,034 4,625 -4,249 13,030 3,422 6,747 3,798: 1,363 4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.6 11.8 81.3 83.9 97.1 97.3: 2.9 2.7
Old : 100.0: 4.1 1.6 11.8 81.3 83.9 97.1 97.3: 2.9 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 : 58: 4 2 4 46 44 52 48:
Old : 58: 4 2 4 46 44 52 48:
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 : 33.9 46.6 52.8 61.6 25.7 36.2 39.1 47.2
Old : 33.9 46.6 52.8 61.6 25.7 36.2 39.1 47.2
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 27, 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 : 167,507: 310 14,256 9,820 155,530 137,344 165,660 161,420: 1,847 6,087
Old : 167,507: 310 14,256 9,820 155,530 137,344 165,660 161,420: 1,847 6,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,794: -10,382 5,637 5,647 8,437 -6,385 3,702 4,899: 92 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.5 5.9 92.8 82.0 98.9 96.4: 1.1 3.6
Old : 100.0: 0.2 8.5 5.9 92.8 82.0 98.9 96.4: 1.1 3.6
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 : 44: 1 3 3 32 35 36 38:
Old : 44: 1 3 3 32 35 36 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 : 64.1 28.2 76.2 47.2 57.4 27.2 63.4 44.1
Old : 64.1 28.2 76.2 47.2 57.4 27.2 63.4 44.1
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 158,316: 37,911 63 15,904 102,569 141,865 156,384 157,832: 1,932 484
Old : 158,316: 37,911 63 15,904 102,569 141,865 156,384 157,832: 1,932 484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -2,161: -252 -21 -7 -1,881 -2,196 -2,140 -2,224: -21 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 10.0 64.8 89.6 98.8 99.7: 1.2 0.3
Old : 100.0: 23.9 0.0 10.0 64.8 89.6 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: 18 1 12 57 53 75 66:
Old : 82: 18 1 12 57 53 75 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 : 26.9 38.5 46.0 61.0 21.7 35.8 33.5 51.0
Old : 26.9 38.5 46.0 61.0 21.7 35.8 33.5 51.0
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, September 27, 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 : 60,624: 1,789 771 668 58,167 59,185 60,624 60,624: 0 0
Old : 60,624: 1,789 771 668 58,167 59,185 60,624 60,624: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 494: 526 -80 154 -186 420 494 494: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.3 1.1 95.9 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 1.3 1.1 95.9 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 : 40: 5 4 5 30 25 37 32:
Old : 40: 5 4 5 30 25 37 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 : 46.0 57.0 70.8 74.9 39.0 44.9 49.8 52.2
Old : 46.0 57.0 70.8 74.9 39.0 44.9 49.8 52.2
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, September 27, 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 : 533,548: 5,976 6,915 10,416 517,156 514,905 533,548 532,236: 0 1,312
Old : 533,548: 5,976 6,915 10,416 517,156 514,905 533,548 532,236: 0 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 7,957: -3,920 46 4,544 7,333 2,055 7,957 6,645: 0 1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.3 2.0 96.9 96.5 100.0 99.8: 0.0 0.2
Old : 100.0: 1.1 1.3 2.0 96.9 96.5 100.0 99.8: 0.0 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 : 39: 3 4 5 26 27 32 33:
Old : 39: 3 4 5 26 27 32 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 : 64.9 61.9 81.2 78.2 55.9 52.0 63.6 60.1
Old : 64.9 61.9 81.2 78.2 55.9 52.0 63.6 60.1
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 27, 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 : 1,618,591: 78,966 44,594 124,716 1,414,500 1,448,080 1,618,182 1,617,390: 409 1,201
Old : 1,618,591: 78,966 44,594 124,716 1,414,500 1,448,080 1,618,182 1,617,390: 409 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,779: -7,767 -6,605 8,132 3,029 1,459 3,394 2,986: 385 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.8 7.7 87.4 89.5 100.0 99.9: 0.0 0.1
Old : 100.0: 4.9 2.8 7.7 87.4 89.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 10 3 7 39 38 51 46:
Old : 61: 10 3 7 39 38 51 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 : 41.8 47.3 62.1 68.1 30.2 43.2 45.7 53.5
Old : 41.8 47.3 62.1 68.1 30.2 43.2 45.7 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, September 27, 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 : 124,763: 1,486 4,870 1,379 121,737 118,502 124,602 124,751: 161 12
Old : 124,763: 1,486 4,870 1,379 121,737 118,502 124,602 124,751: 161 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,703: -127 188 75 3,729 3,440 3,677 3,703: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.9 1.1 97.6 95.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.2 3.9 1.1 97.6 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 6 7 34 37 41 46:
Old : 50: 3 6 7 34 37 41 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 : 47.4 39.2 65.2 62.5 24.9 27.8 33.4 34.0
Old : 47.4 39.2 65.2 62.5 24.9 27.8 33.4 34.0
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 27, 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 : 472,369: 3,520 32,058 328 468,193 439,655 472,041 472,041: 328 328
Old : 472,369: 3,520 32,058 328 468,193 439,655 472,041 472,041: 328 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 5,176: 0 321 -328 5,176 4,855 4,848 4,848: 328 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.8 0.1 99.1 93.1 99.9 99.9: 0.1 0.1
Old : 100.0: 0.7 6.8 0.1 99.1 93.1 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 : 36: 2 4 1 25 24 28 28:
Old : 36: 2 4 1 25 24 28 28:
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 : 62.8 58.7 82.7 79.9 40.4 46.8 52.7 54.4
Old : 62.8 58.7 82.7 79.9 40.4 46.8 52.7 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011