NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, October 18, 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 : 4,606,410: 268,033 290,527 1,513,822 2,781,385 2,766,716 4,563,240 4,571,065: 43,170 35,345
Old : 4,606,410: 268,033 290,527 1,513,822 2,781,385 2,766,716 4,563,240 4,571,065: 43,170 35,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 199,704: -6,567 35,470 77,945 126,240 86,093 197,618 199,508: 2,086 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 6.3 32.9 60.4 60.1 99.1 99.2: 0.9 0.8
Old : 100.0: 5.8 6.3 32.9 60.4 60.1 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 35 36 63 132 128 199 198:
Old : 217: 35 36 63 132 128 199 198:
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 : 21.7 21.1 35.7 36.0 12.3 15.9 17.3 21.6
Old : 21.7 21.1 35.7 36.0 12.3 15.9 17.3 21.6
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, October 18, 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 : 339,939: 21,419 2,616 18,696 282,769 312,824 322,884 334,136: 17,055 5,803
Old : 339,939: 21,419 2,616 18,696 282,769 312,824 322,884 334,136: 17,055 5,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 9,519: 7,933 -3,785 -1,390 480 14,047 7,023 8,872: 2,496 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.8 5.5 83.2 92.0 95.0 98.3: 5.0 1.7
Old : 100.0: 6.3 0.8 5.5 83.2 92.0 95.0 98.3: 5.0 1.7
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 : 56: 7 4 9 36 37 47 46:
Old : 56: 7 4 9 36 37 47 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 : 34.3 42.2 55.0 60.7 24.8 36.6 37.4 47.7
Old : 34.3 42.2 55.0 60.7 24.8 36.6 37.4 47.7
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, October 18, 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 : 203,850: 6,178 312 3,550 190,064 196,965 199,792 200,827: 4,058 3,023
Old : 203,850: 6,178 312 3,550 190,064 196,965 199,792 200,827: 4,058 3,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -1,963: -1,540 -201 826 -2,077 -3,645 -2,791 -3,020: 828 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.2 1.7 93.2 96.6 98.0 98.5: 2.0 1.5
Old : 100.0: 3.0 0.2 1.7 93.2 96.6 98.0 98.5: 2.0 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 : 49: 4 2 4 34 36 40 40:
Old : 49: 4 2 4 34 36 40 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 : 52.9 46.0 69.3 62.8 48.6 44.5 60.8 56.9
Old : 52.9 46.0 69.3 62.8 48.6 44.5 60.8 56.9
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, October 18, 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 : 349,324: 300 38,316 7,383 337,761 298,576 345,444 344,275: 3,880 5,049
Old : 349,324: 300 38,316 7,383 337,761 298,576 345,444 344,275: 3,880 5,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 10,692: 0 4,220 -1,224 11,475 8,302 10,251 11,298: 441 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 11.0 2.1 96.7 85.5 98.9 98.6: 1.1 1.4
Old : 100.0: 0.1 11.0 2.1 96.7 85.5 98.9 98.6: 1.1 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 : 53: 1 7 4 35 35 40 42:
Old : 53: 1 7 4 35 35 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 42.0 72.1 61.6 48.0 40.1 68.6 58.6
Old : 51.2 42.0 72.1 61.6 48.0 40.1 68.6 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, October 18, 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 : 685,413: 1,604 14,972 16,125 664,673 652,975 682,402 684,072: 3,011 1,341
Old : 685,413: 1,604 14,972 16,125 664,673 652,975 682,402 684,072: 3,011 1,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 23,000: -900 12,979 -6,690 30,102 16,919 22,512 23,208: 488 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.2 2.4 97.0 95.3 99.6 99.8: 0.4 0.2
Old : 100.0: 0.2 2.2 2.4 97.0 95.3 99.6 99.8: 0.4 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 : 68: 3 4 7 55 50 62 57:
Old : 68: 3 4 7 55 50 62 57:
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 : 34.9 36.1 55.4 54.1 32.3 32.5 43.6 44.1
Old : 34.9 36.1 55.4 54.1 32.3 32.5 43.6 44.1
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, October 18, 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 : 230,611: 16,202 20,498 2,038 206,834 202,828 225,074 225,364: 5,537 5,247
Old : 230,611: 16,202 20,498 2,038 206,834 202,828 225,074 225,364: 5,537 5,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,590: 4,296 -2,192 -940 3,033 6,933 6,389 3,801: -2,799 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.9 0.9 89.7 88.0 97.6 97.7: 2.4 2.3
Old : 100.0: 7.0 8.9 0.9 89.7 88.0 97.6 97.7: 2.4 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 : 50: 4 1 2 37 34 41 37:
Old : 50: 4 1 2 37 34 41 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 : 47.9 54.8 64.2 73.6 44.1 54.6 56.5 69.1
Old : 47.9 54.8 64.2 73.6 44.1 54.6 56.5 69.1
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, October 18, 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 : 399,629: 21,924 136 31,566 336,467 364,589 389,957 396,291: 9,672 3,338
Old : 399,629: 21,924 136 31,566 336,467 364,589 389,957 396,291: 9,672 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 29,326: 5,154 1 -606 27,738 31,916 32,286 31,311: -2,960 -1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 7.9 84.2 91.2 97.6 99.2: 2.4 0.8
Old : 100.0: 5.5 0.0 7.9 84.2 91.2 97.6 99.2: 2.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 2 5 48 44 53 49:
Old : 60: 3 2 5 48 44 53 49:
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 : 31.2 61.9 50.0 72.9 26.9 55.6 40.0 62.3
Old : 31.2 61.9 50.0 72.9 26.9 55.6 40.0 62.3
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, October 18, 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 : 135,833: 14,850 3,355 4,002 113,785 122,810 132,637 130,167: 3,196 5,666
Old : 135,833: 14,850 3,355 4,002 113,785 122,810 132,637 130,167: 3,196 5,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -2,001: 4,322 -513 -884 -4,744 533 -1,306 -864: -695 -1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 2.5 2.9 83.8 90.4 97.6 95.8: 2.4 4.2
Old : 100.0: 10.9 2.5 2.9 83.8 90.4 97.6 95.8: 2.4 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 : 45: 3 2 4 32 34 36 39:
Old : 45: 3 2 4 32 34 36 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 : 38.9 28.2 58.4 47.8 31.1 22.0 44.2 33.7
Old : 38.9 28.2 58.4 47.8 31.1 22.0 44.2 33.7
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, October 18, 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 : 157,364: 35,925 205 16,977 103,213 139,762 156,115 156,944: 1,249 420
Old : 157,364: 35,925 205 16,977 103,213 139,762 156,115 156,944: 1,249 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 786: -1,402 -6 -136 2,287 844 749 702: 37 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 0.1 10.8 65.6 88.8 99.2 99.7: 0.8 0.3
Old : 100.0: 22.8 0.1 10.8 65.6 88.8 99.2 99.7: 0.8 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 : 83: 18 3 12 53 51 73 64:
Old : 83: 18 3 12 53 51 73 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 : 27.8 41.1 46.4 61.9 23.7 40.4 33.9 51.4
Old : 27.8 41.1 46.4 61.9 23.7 40.4 33.9 51.4
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, October 18, 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 : 72,155: 1,501 463 1,516 69,057 70,100 72,074 72,079: 81 76
Old : 72,155: 1,501 463 1,516 69,057 70,100 72,074 72,079: 81 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,524: -137 22 130 3,551 3,397 3,544 3,549: -20 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.6 2.1 95.7 97.2 99.9 99.9: 0.1 0.1
Old : 100.0: 2.1 0.6 2.1 95.7 97.2 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 : 41: 7 3 6 28 27 37 34:
Old : 41: 7 3 6 28 27 37 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 : 45.8 58.5 70.4 79.3 39.7 43.1 51.2 51.8
Old : 45.8 58.5 70.4 79.3 39.7 43.1 51.2 51.8
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, October 18, 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 : 589,369: 3,286 9,622 15,573 567,891 561,555 586,750 586,750: 2,619 2,619
Old : 589,369: 3,286 9,622 15,573 567,891 561,555 586,750 586,750: 2,619 2,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 40,115: 1,646 -5,030 6,769 32,982 39,658 41,397 41,397: -1,282 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.6 2.6 96.4 95.3 99.6 99.6: 0.4 0.4
Old : 100.0: 0.6 1.6 2.6 96.4 95.3 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 : 41: 3 7 4 26 25 32 33:
Old : 41: 3 7 4 26 25 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 : 58.5 65.1 76.5 78.2 49.4 53.2 60.0 60.6
Old : 58.5 65.1 76.5 78.2 49.4 53.2 60.0 60.6
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, October 18, 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 : 1,599,223: 93,937 39,999 121,007 1,384,255 1,438,217 1,599,199 1,599,223: 24 0
Old : 1,599,223: 93,937 39,999 121,007 1,384,255 1,438,217 1,599,199 1,599,223: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 46,377: 8,736 -697 -3,831 42,240 51,673 47,145 47,145: -768 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.5 7.6 86.6 89.9 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 2.5 7.6 86.6 89.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 8 5 9 41 36 53 46:
Old : 61: 8 5 9 41 36 53 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 : 39.9 48.4 59.4 69.6 27.6 45.1 42.5 55.9
Old : 39.9 48.4 59.4 69.6 27.6 45.1 42.5 55.9
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, October 18, 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 : 127,148: 1,697 2,472 1,842 123,407 122,754 126,946 127,068: 202 80
Old : 127,148: 1,697 2,472 1,842 123,407 122,754 126,946 127,068: 202 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,822: -22 -198 172 3,064 3,237 3,214 3,211: -392 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.9 1.4 97.1 96.5 99.8 99.9: 0.2 0.1
Old : 100.0: 1.3 1.9 1.4 97.1 96.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 3 5 33 35 40 41:
Old : 47: 5 3 5 33 35 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 : 43.3 39.8 64.3 61.9 21.6 24.6 31.3 31.2
Old : 43.3 39.8 64.3 61.9 21.6 24.6 31.3 31.2
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, October 18, 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 : 504,340: 0 20,933 976 503,364 482,431 504,340 504,340: 0 0
Old : 504,340: 0 20,933 976 503,364 482,431 504,340 504,340: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 37,576: -609 45 -672 40,761 40,107 39,480 39,480: -1,904 -1,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.2 99.8 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 0.2 99.8 95.7 100.0 100.0: 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 : 33: 0 4 1 24 22 25 26:
Old : 33: 0 4 1 24 22 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 : 58.4 60.4 84.1 82.5 39.0 49.3 52.8 55.7
Old : 58.4 60.4 84.1 82.5 39.0 49.3 52.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011