NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, November 8, 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 : 4,563,030: 330,268 325,141 1,446,747 2,712,706 2,724,647 4,489,721 4,496,535: 73,309 66,495
Old : 4,563,030: 330,268 325,141 1,446,747 2,712,706 2,724,647 4,489,721 4,496,535: 73,309 66,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 108,692: 3,591 25,001 13,845 61,674 39,241 79,110 78,087: 29,582 30,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.1 31.7 59.4 59.7 98.4 98.5: 1.6 1.5
Old : 100.0: 7.2 7.1 31.7 59.4 59.7 98.4 98.5: 1.6 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 : 212: 37 28 57 134 129 196 191:
Old : 212: 37 28 57 134 129 196 191:
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 : 22.4 22.2 36.3 38.5 13.1 17.2 18.9 24.1
Old : 22.4 22.2 36.3 38.5 13.1 17.2 18.9 24.1
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, November 8, 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 : 325,399: 11,320 3,762 13,588 289,304 303,606 314,212 320,956: 11,187 4,443
Old : 325,399: 11,320 3,762 13,588 289,304 303,606 314,212 320,956: 11,187 4,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -17,597: -7,595 3,721 -2,834 -703 -16,130 -11,132 -15,243: -6,465 -2,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.2 4.2 88.9 93.3 96.6 98.6: 3.4 1.4
Old : 100.0: 3.5 1.2 4.2 88.9 93.3 96.6 98.6: 3.4 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 : 56: 7 3 8 38 38 48 46:
Old : 56: 7 3 8 38 38 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 44.6 57.8 66.8 29.8 41.6 45.2 50.5
Old : 34.4 44.6 57.8 66.8 29.8 41.6 45.2 50.5
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, November 8, 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 : 178,124: 6,598 0 2,710 165,478 173,600 174,786 176,310: 3,338 1,814
Old : 178,124: 6,598 0 2,710 165,478 173,600 174,786 176,310: 3,338 1,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -25,158: -2,435 -265 -484 -21,964 -23,794 -24,883 -24,543: -275 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 1.5 92.9 97.5 98.1 99.0: 1.9 1.0
Old : 100.0: 3.7 0.0 1.5 92.9 97.5 98.1 99.0: 1.9 1.0
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 : 48: 5 0 4 34 42 39 46:
Old : 48: 5 0 4 34 42 39 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 : 54.5 41.4 69.5 57.9 46.8 39.7 57.9 52.7
Old : 54.5 41.4 69.5 57.9 46.8 39.7 57.9 52.7
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, November 8, 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 : 351,872: 1,970 31,274 6,995 340,395 309,618 349,360 347,887: 2,512 3,985
Old : 351,872: 1,970 31,274 6,995 340,395 309,618 349,360 347,887: 2,512 3,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -22,113: 1,903 -9,042 -582 -23,007 -12,258 -21,686 -21,882: -427 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.9 2.0 96.7 88.0 99.3 98.9: 0.7 1.1
Old : 100.0: 0.6 8.9 2.0 96.7 88.0 99.3 98.9: 0.7 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 : 54: 1 8 5 35 34 40 43:
Old : 54: 1 8 5 35 34 40 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 : 51.0 42.7 72.3 65.9 47.8 40.9 69.0 61.6
Old : 51.0 42.7 72.3 65.9 47.8 40.9 69.0 61.6
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 8, 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 : 416,205: 6,764 8,748 24,462 377,068 379,292 408,294 412,502: 7,911 3,703
Old : 416,205: 6,764 8,748 24,462 377,068 379,292 408,294 412,502: 7,911 3,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -21,278: -7,097 8,392 -8,148 -6,830 -22,061 -22,075 -21,817: 797 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.1 5.9 90.6 91.1 98.1 99.1: 1.9 0.9
Old : 100.0: 1.6 2.1 5.9 90.6 91.1 98.1 99.1: 1.9 0.9
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 : 58: 2 3 5 47 38 52 43:
Old : 58: 2 3 5 47 38 52 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 : 31.8 67.1 50.1 78.9 30.7 63.1 43.8 70.2
Old : 31.8 67.1 50.1 78.9 30.7 63.1 43.8 70.2
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, November 8, 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 : 162,530: 11,124 503 4,236 142,747 151,080 158,107 155,819: 4,423 6,711
Old : 162,530: 11,124 503 4,236 142,747 151,080 158,107 155,819: 4,423 6,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -4,178: -3,399 -1,652 -390 -9 -3,857 -3,798 -5,899: -380 1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.3 2.6 87.8 93.0 97.3 95.9: 2.7 4.1
Old : 100.0: 6.8 0.3 2.6 87.8 93.0 97.3 95.9: 2.7 4.1
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 : 38: 2 1 3 26 30 29 33:
Old : 38: 2 1 3 26 30 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 48.3 64.6 64.0 39.1 45.1 56.6 57.6
Old : 44.6 48.3 64.6 64.0 39.1 45.1 56.6 57.6
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 8, 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 : 157,014: 29,143 849 19,049 107,544 136,127 155,736 156,025: 1,278 989
Old : 157,014: 29,143 849 19,049 107,544 136,127 155,736 156,025: 1,278 989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -3,140: -4,850 724 1,021 582 -5,152 -3,247 -3,407: 107 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 0.5 12.1 68.5 86.7 99.2 99.4: 0.8 0.6
Old : 100.0: 18.6 0.5 12.1 68.5 86.7 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 : 79: 16 3 9 52 51 70 61:
Old : 79: 16 3 9 52 51 70 61:
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 : 27.2 39.7 44.8 60.6 22.3 38.5 34.0 49.9
Old : 27.2 39.7 44.8 60.6 22.3 38.5 34.0 49.9
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 8, 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 : 71,100: 1,038 608 2,696 67,285 67,720 71,019 71,024: 81 76
Old : 71,100: 1,038 608 2,696 67,285 67,720 71,019 71,024: 81 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -3,373: -1,084 435 185 -2,399 -3,842 -3,298 -3,222: -75 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.9 3.8 94.6 95.2 99.9 99.9: 0.1 0.1
Old : 100.0: 1.5 0.9 3.8 94.6 95.2 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 : 39: 5 1 5 29 32 35 37:
Old : 39: 5 1 5 29 32 35 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 : 48.1 59.2 69.3 76.4 36.0 46.4 50.0 51.9
Old : 48.1 59.2 69.3 76.4 36.0 46.4 50.0 51.9
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, November 8, 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 : 1,608,904: 87,527 20,471 116,284 1,392,956 1,460,036 1,596,767 1,596,791: 12,137 12,113
Old : 1,608,904: 87,527 20,471 116,284 1,392,956 1,460,036 1,596,767 1,596,791: 12,137 12,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -21,818: 21,407 -19,166 -7,515 -47,823 -7,250 -33,931 -33,931: 12,113 12,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.3 7.2 86.6 90.7 99.2 99.2: 0.8 0.8
Old : 100.0: 5.4 1.3 7.2 86.6 90.7 99.2 99.2: 0.8 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 : 61: 7 2 8 44 37 53 46:
Old : 61: 7 2 8 44 37 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 : 41.5 48.5 61.1 69.1 28.0 45.5 44.0 56.9
Old : 41.5 48.5 61.1 69.1 28.0 45.5 44.0 56.9
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, November 8, 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 : 134,224: 1,216 2,230 3,658 129,324 128,303 134,198 134,191: 26 33
Old : 134,224: 1,216 2,230 3,658 129,324 128,303 134,198 134,191: 26 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 2,590: 280 -1,032 384 1,952 3,264 2,616 2,616: -26 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.7 2.7 96.3 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 1.7 2.7 96.3 95.6 100.0 100.0: 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 : 48: 3 4 5 35 38 41 44:
Old : 48: 3 4 5 35 38 41 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 : 43.0 38.6 65.9 61.1 20.6 22.6 30.2 29.4
Old : 43.0 38.6 65.9 61.1 20.6 22.6 30.2 29.4
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 8, 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 : 524,926: 0 19,941 328 524,598 504,657 524,926 524,926: 0 0
Old : 524,926: 0 19,941 328 524,598 504,657 524,926 524,926: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 16,551: 0 0 0 16,551 16,551 16,551 16,551: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.1 99.9 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.8 0.1 99.9 96.1 100.0 100.0: 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 : 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 : 60.0 57.2 84.2 77.6 40.4 44.8 52.6 54.0
Old : 60.0 57.2 84.2 77.6 40.4 44.8 52.6 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011