NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, November 1, 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 : 4,454,338: 326,677 300,140 1,432,902 2,651,032 2,685,406 4,410,611 4,418,448: 43,727 35,890
Old : 4,454,338: 326,677 300,140 1,432,902 2,651,032 2,685,406 4,410,611 4,418,448: 43,727 35,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -165,323: 46,481 35,868 -81,174 -132,214 -123,766 -166,907 -169,072: 1,584 3,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.7 32.2 59.5 60.3 99.0 99.2: 1.0 0.8
Old : 100.0: 7.3 6.7 32.2 59.5 60.3 99.0 99.2: 1.0 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 : 213: 38 30 60 135 129 200 194:
Old : 213: 38 30 60 135 129 200 194:
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 : 21.9 21.8 35.9 38.2 13.2 17.2 18.6 24.3
Old : 21.9 21.8 35.9 38.2 13.2 17.2 18.6 24.3
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, November 1, 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 : 342,996: 18,915 41 16,422 290,007 319,736 325,344 336,199: 17,652 6,797
Old : 342,996: 18,915 41 16,422 290,007 319,736 325,344 336,199: 17,652 6,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,855: -6,085 -477 308 9,198 2,689 3,421 2,520: 434 1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 4.8 84.6 93.2 94.9 98.0: 5.1 2.0
Old : 100.0: 5.5 0.0 4.8 84.6 93.2 94.9 98.0: 5.1 2.0
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 : 54: 9 1 8 37 37 47 45:
Old : 54: 9 1 8 37 37 47 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 : 30.7 43.5 52.9 64.8 25.1 39.1 37.6 47.1
Old : 30.7 43.5 52.9 64.8 25.1 39.1 37.6 47.1
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, November 1, 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 : 203,282: 9,033 265 3,194 187,442 197,394 199,669 200,853: 3,613 2,429
Old : 203,282: 9,033 265 3,194 187,442 197,394 199,669 200,853: 3,613 2,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,017: 944 -15 201 -3,063 -1,568 -1,918 -1,382: 901 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.1 1.6 92.2 97.1 98.2 98.8: 1.8 1.2
Old : 100.0: 4.4 0.1 1.6 92.2 97.1 98.2 98.8: 1.8 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 : 48: 4 1 4 34 38 39 42:
Old : 48: 4 1 4 34 38 39 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 : 53.0 42.3 69.0 59.7 48.2 40.9 57.5 53.8
Old : 53.0 42.3 69.0 59.7 48.2 40.9 57.5 53.8
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, November 1, 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 : 373,985: 67 40,316 7,577 363,402 321,876 371,046 369,769: 2,939 4,216
Old : 373,985: 67 40,316 7,577 363,402 321,876 371,046 369,769: 2,939 4,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 15,770: 67 -1,062 450 14,716 19,675 15,233 19,063: 537 -3,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 2.0 97.2 86.1 99.2 98.9: 0.8 1.1
Old : 100.0: 0.0 10.8 2.0 97.2 86.1 99.2 98.9: 0.8 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 : 55: 1 7 4 37 38 41 46:
Old : 55: 1 7 4 37 38 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 : 52.5 40.0 73.3 63.1 49.5 38.0 70.0 59.1
Old : 52.5 40.0 73.3 63.1 49.5 38.0 70.0 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, November 1, 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 : 737,396: 1,802 13,173 20,332 712,099 700,394 734,233 733,899: 3,163 3,497
Old : 737,396: 1,802 13,173 20,332 712,099 700,394 734,233 733,899: 3,163 3,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 26,993: -194 2,121 -1,226 27,789 23,692 26,369 24,587: 624 2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.8 2.8 96.6 95.0 99.6 99.5: 0.4 0.5
Old : 100.0: 0.2 1.8 2.8 96.6 95.0 99.6 99.5: 0.4 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 : 68: 2 4 5 55 51 60 57:
Old : 68: 2 4 5 55 51 60 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 : 37.4 36.5 54.9 53.5 31.0 32.0 44.9 44.6
Old : 37.4 36.5 54.9 53.5 31.0 32.0 44.9 44.6
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, November 1, 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 : 239,392: 15,297 12,063 4,205 212,691 217,999 232,193 234,267: 7,199 5,125
Old : 239,392: 15,297 12,063 4,205 212,691 217,999 232,193 234,267: 7,199 5,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,579: -2,813 -5,039 2,060 2,494 5,613 1,741 2,634: -162 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 5.0 1.8 88.8 91.1 97.0 97.9: 3.0 2.1
Old : 100.0: 6.4 5.0 1.8 88.8 91.1 97.0 97.9: 3.0 2.1
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 : 49: 4 1 2 36 35 40 38:
Old : 49: 4 1 2 36 35 40 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 : 48.3 52.2 64.0 69.7 43.8 52.0 56.5 65.0
Old : 48.3 52.2 64.0 69.7 43.8 52.0 56.5 65.0
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, November 1, 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 : 437,483: 13,861 356 32,610 383,898 401,353 430,369 434,319: 7,114 3,164
Old : 437,483: 13,861 356 32,610 383,898 401,353 430,369 434,319: 7,114 3,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 16,158: -2,665 152 -1,634 22,067 18,352 17,768 16,870: -1,610 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.1 7.5 87.8 91.7 98.4 99.3: 1.6 0.7
Old : 100.0: 3.2 0.1 7.5 87.8 91.7 98.4 99.3: 1.6 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 : 62: 3 2 5 51 42 56 47:
Old : 62: 3 2 5 51 42 56 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 : 30.6 64.7 49.3 75.2 27.9 58.4 40.0 65.1
Old : 30.6 64.7 49.3 75.2 27.9 58.4 40.0 65.1
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, November 1, 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 : 166,708: 14,523 2,155 4,626 142,756 154,937 161,905 161,718: 4,803 4,990
Old : 166,708: 14,523 2,155 4,626 142,756 154,937 161,905 161,718: 4,803 4,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 12,476: 1,783 0 -757 10,757 13,904 11,783 13,147: 693 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.3 2.8 85.6 92.9 97.1 97.0: 2.9 3.0
Old : 100.0: 8.7 1.3 2.8 85.6 92.9 97.1 97.0: 2.9 3.0
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 : 44: 3 2 4 31 33 35 38:
Old : 44: 3 2 4 31 33 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 42.9 64.3 60.9 38.5 41.4 54.2 54.7
Old : 43.9 42.9 64.3 60.9 38.5 41.4 54.2 54.7
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, November 1, 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 : 160,154: 33,993 125 18,028 106,962 141,279 158,983 159,432: 1,171 722
Old : 160,154: 33,993 125 18,028 106,962 141,279 158,983 159,432: 1,171 722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,586: 2,079 -59 1,273 462 2,475 3,814 3,689: -228 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 0.1 11.3 66.8 88.2 99.3 99.5: 0.7 0.5
Old : 100.0: 21.2 0.1 11.3 66.8 88.2 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 : 81: 19 2 12 53 50 73 63:
Old : 81: 19 2 12 53 50 73 63:
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 : 26.6 40.8 44.6 61.3 21.9 39.9 34.2 51.3
Old : 26.6 40.8 44.6 61.3 21.9 39.9 34.2 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, November 1, 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 : 74,473: 2,122 173 2,511 69,684 71,562 74,317 74,246: 156 227
Old : 74,473: 2,122 173 2,511 69,684 71,562 74,317 74,246: 156 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -862: 313 -327 316 -1,541 -977 -912 -988: 50 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.2 3.4 93.6 96.1 99.8 99.7: 0.2 0.3
Old : 100.0: 2.8 0.2 3.4 93.6 96.1 99.8 99.7: 0.2 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 : 38: 7 1 6 28 29 36 35:
Old : 38: 7 1 6 28 29 36 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 : 46.3 60.4 69.5 78.1 35.9 44.5 48.6 53.6
Old : 46.3 60.4 69.5 78.1 35.9 44.5 48.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, November 1, 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 : 542,707: 963 13,985 6,244 535,182 520,351 542,389 540,580: 318 2,127
Old : 542,707: 963 13,985 6,244 535,182 520,351 542,389 540,580: 318 2,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -47,607: -2,265 -6,505 -721 -43,987 -41,556 -46,973 -48,782: -634 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.6 1.2 98.6 95.9 99.9 99.6: 0.1 0.4
Old : 100.0: 0.2 2.6 1.2 98.6 95.9 99.9 99.6: 0.1 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 : 38: 1 7 4 28 23 33 30:
Old : 38: 1 7 4 28 23 33 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 : 61.2 61.3 78.9 77.6 51.7 51.9 61.3 60.3
Old : 61.2 61.3 78.9 77.6 51.7 51.9 61.3 60.3
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, November 1, 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 : 1,630,722: 66,120 39,637 123,799 1,440,779 1,467,286 1,630,698 1,630,722: 24 0
Old : 1,630,722: 66,120 39,637 123,799 1,440,779 1,467,286 1,630,698 1,630,722: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 7,460: -25,825 -362 2,792 30,493 5,030 7,460 7,460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.4 7.6 88.4 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.1 2.4 7.6 88.4 90.0 100.0 100.0: 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 : 63: 7 5 10 43 37 55 48:
Old : 63: 7 5 10 43 37 55 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 : 40.1 49.2 60.2 69.8 27.6 45.5 43.4 55.5
Old : 40.1 49.2 60.2 69.8 27.6 45.5 43.4 55.5
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, November 1, 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 : 131,634: 936 3,262 3,274 127,372 125,039 131,582 131,575: 52 59
Old : 131,634: 936 3,262 3,274 127,372 125,039 131,582 131,575: 52 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 161: -208 1,222 163 284 -725 239 660: -78 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.5 2.5 96.8 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 2.5 2.5 96.8 95.0 100.0 100.0: 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 : 49: 3 5 6 35 36 42 43:
Old : 49: 3 5 6 35 36 42 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 : 43.4 37.9 65.4 60.2 22.2 22.9 31.9 30.5
Old : 43.4 37.9 65.4 60.2 22.2 22.9 31.9 30.5
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, November 1, 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 : 508,375: 0 19,941 328 508,047 488,106 508,375 508,375: 0 0
Old : 508,375: 0 19,941 328 508,047 488,106 508,375 508,375: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,212: 0 -2,224 0 3,212 5,436 3,212 3,212: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.1 99.9 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.9 0.1 99.9 96.0 100.0 100.0: 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 : 33: 0 4 1 24 24 25 28:
Old : 33: 0 4 1 24 24 25 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 : 59.7 59.0 84.0 81.2 39.6 47.2 51.4 53.4
Old : 59.7 59.0 84.0 81.2 39.6 47.2 51.4 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011