NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, November 22, 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 : 4,688,481: 324,845 412,158 1,511,951 2,835,897 2,748,762 4,672,693 4,672,871: 15,788 15,610
Old : 4,688,481: 324,845 412,158 1,511,951 2,835,897 2,748,762 4,672,693 4,672,871: 15,788 15,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 68,139: -13,715 19,334 24,529 60,394 28,419 71,208 72,282: -3,069 -4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.8 32.2 60.5 58.6 99.7 99.7: 0.3 0.3
Old : 100.0: 6.9 8.8 32.2 60.5 58.6 99.7 99.7: 0.3 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 : 225: 37 33 63 143 136 209 205:
Old : 225: 37 33 63 143 136 209 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 21.1 37.4 36.8 15.5 16.6 21.1 22.8
Old : 22.2 21.1 37.4 36.8 15.5 16.6 21.1 22.8
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 22, 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 : 334,263: 15,781 2,322 11,240 297,582 314,383 324,603 327,945: 9,660 6,318
Old : 334,263: 15,781 2,322 11,240 297,582 314,383 324,603 327,945: 9,660 6,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 5,055: 5,141 498 -3,239 4,021 6,360 5,923 3,619: -868 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.7 3.4 89.0 94.1 97.1 98.1: 2.9 1.9
Old : 100.0: 4.7 0.7 3.4 89.0 94.1 97.1 98.1: 2.9 1.9
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 : 56: 6 3 8 39 37 48 45:
Old : 56: 6 3 8 39 37 48 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 : 37.2 49.2 58.5 68.6 29.5 42.0 46.8 55.2
Old : 37.2 49.2 58.5 68.6 29.5 42.0 46.8 55.2
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, November 22, 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 : 188,627: 5,760 518 3,997 175,560 181,158 185,317 185,673: 3,310 2,954
Old : 188,627: 5,760 518 3,997 175,560 181,158 185,317 185,673: 3,310 2,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 6,522: 977 518 532 4,670 3,522 6,179 4,572: 343 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.3 2.1 93.1 96.0 98.2 98.4: 1.8 1.6
Old : 100.0: 3.1 0.3 2.1 93.1 96.0 98.2 98.4: 1.8 1.6
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 : 49: 4 2 3 33 40 39 43:
Old : 49: 4 2 3 33 40 39 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 : 57.5 41.9 75.7 57.6 48.6 40.1 61.9 52.6
Old : 57.5 41.9 75.7 57.6 48.6 40.1 61.9 52.6
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 22, 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 : 334,160: 3,079 34,430 3,801 323,909 291,481 330,789 329,712: 3,371 4,448
Old : 334,160: 3,079 34,430 3,801 323,909 291,481 330,789 329,712: 3,371 4,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 3,968: -975 1,261 -1,273 5,785 4,069 3,537 4,057: 431 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 10.3 1.1 96.9 87.2 99.0 98.7: 1.0 1.3
Old : 100.0: 0.9 10.3 1.1 96.9 87.2 99.0 98.7: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 1 6 4 36 33 40 40:
Old : 50: 1 6 4 36 33 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 : 47.4 40.5 68.1 63.6 46.9 38.5 65.9 58.9
Old : 47.4 40.5 68.1 63.6 46.9 38.5 65.9 58.9
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 22, 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 : 793,707: 1,067 19,739 17,302 768,328 750,507 786,697 787,548: 7,010 6,159
Old : 793,707: 1,067 19,739 17,302 768,328 750,507 786,697 787,548: 7,010 6,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 54,482: -1,281 2,887 437 51,155 46,633 50,311 49,957: 4,171 4,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.5 2.2 96.8 94.6 99.1 99.2: 0.9 0.8
Old : 100.0: 0.1 2.5 2.2 96.8 94.6 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 : 68: 1 4 4 56 50 61 54:
Old : 68: 1 4 4 56 50 61 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 37.6 59.4 53.4 33.7 29.5 46.5 41.7
Old : 42.4 37.6 59.4 53.4 33.7 29.5 46.5 41.7
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 22, 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 : 227,342: 10,013 6,691 9,008 202,581 206,944 221,602 222,643: 5,740 4,699
Old : 227,342: 10,013 6,691 9,008 202,581 206,944 221,602 222,643: 5,740 4,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -1,005: -3,067 -2,900 2,353 -856 -927 -1,570 -1,474: 565 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.9 4.0 89.1 91.0 97.5 97.9: 2.5 2.1
Old : 100.0: 4.4 2.9 4.0 89.1 91.0 97.5 97.9: 2.5 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: 3 2 4 34 39 39 43:
Old : 49: 3 2 4 34 39 39 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 : 46.2 51.2 63.2 67.1 41.1 50.7 53.0 61.2
Old : 46.2 51.2 63.2 67.1 41.1 50.7 53.0 61.2
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 22, 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 : 419,596: 8,946 0 25,547 374,755 388,705 409,248 414,252: 10,348 5,344
Old : 419,596: 8,946 0 25,547 374,755 388,705 409,248 414,252: 10,348 5,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -946: -1,150 -9,599 5,690 -8,229 1,046 -3,689 -2,863: 2,743 1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 6.1 89.3 92.6 97.5 98.7: 2.5 1.3
Old : 100.0: 2.1 0.0 6.1 89.3 92.6 97.5 98.7: 2.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 5 0 5 46 39 51 44:
Old : 59: 5 0 5 46 39 51 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 : 31.0 67.0 49.2 78.0 30.0 63.0 43.3 69.9
Old : 31.0 67.0 49.2 78.0 30.0 63.0 43.3 69.9
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 22, 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 : 180,123: 8,513 5,232 6,553 162,128 161,751 177,194 173,536: 2,929 6,587
Old : 180,123: 8,513 5,232 6,553 162,128 161,751 177,194 173,536: 2,929 6,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 9,206: -2,343 4,729 1,544 10,798 3,725 9,999 9,998: -793 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.9 3.6 90.0 89.8 98.4 96.3: 1.6 3.7
Old : 100.0: 4.7 2.9 3.6 90.0 89.8 98.4 96.3: 1.6 3.7
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 : 43: 2 1 2 30 33 32 36:
Old : 43: 2 1 2 30 33 32 36:
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 : 44.2 44.4 67.1 60.7 31.1 29.0 46.4 41.6
Old : 44.2 44.4 67.1 60.7 31.1 29.0 46.4 41.6
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 22, 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 : 163,028: 29,984 918 21,051 110,228 139,641 161,263 161,610: 1,765 1,418
Old : 163,028: 29,984 918 21,051 110,228 139,641 161,263 161,610: 1,765 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 2,631: 2,836 290 668 -1,386 1,375 2,118 2,333: 513 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.6 12.9 67.6 85.7 98.9 99.1: 1.1 0.9
Old : 100.0: 18.4 0.6 12.9 67.6 85.7 98.9 99.1: 1.1 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 : 80: 17 3 12 54 49 72 63:
Old : 80: 17 3 12 54 49 72 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 : 29.2 39.8 46.0 60.8 22.9 38.7 34.6 50.0
Old : 29.2 39.8 46.0 60.8 22.9 38.7 34.6 50.0
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, November 22, 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 : 69,916: 503 592 3,354 66,054 65,943 69,911 69,889: 5 27
Old : 69,916: 503 592 3,354 66,054 65,943 69,911 69,889: 5 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -1,371: -176 31 303 -1,498 -1,732 -1,371 -1,398: 0 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.8 4.8 94.5 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.8 4.8 94.5 94.3 100.0 100.0: 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: 3 3 4 30 30 35 35:
Old : 40: 3 3 4 30 30 35 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 : 44.2 59.9 66.4 77.2 36.8 46.6 52.5 57.1
Old : 44.2 59.9 66.4 77.2 36.8 46.6 52.5 57.1
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 22, 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 : 587,985: 2,467 15,578 2,924 582,594 569,483 587,985 587,985: 0 0
Old : 587,985: 2,467 15,578 2,924 582,594 569,483 587,985 587,985: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 8,691: -136 4,023 -224 9,051 4,892 8,691 8,691: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.6 0.5 99.1 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.6 0.5 99.1 96.9 100.0 100.0: 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 : 37: 2 4 3 28 24 32 29:
Old : 37: 2 4 3 28 24 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 58.7 75.8 74.6 47.9 44.5 61.6 56.6
Old : 53.7 58.7 75.8 74.6 47.9 44.5 61.6 56.6
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, November 22, 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 : 1,667,572: 96,777 21,912 106,511 1,463,491 1,538,341 1,666,779 1,666,764: 793 808
Old : 1,667,572: 96,777 21,912 106,511 1,463,491 1,538,341 1,666,779 1,666,764: 793 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 22,948: 2,771 -1,703 -8,892 28,300 32,735 22,179 22,140: 769 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.3 6.4 87.8 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 1.3 6.4 87.8 92.3 100.0 100.0: 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 : 62: 6 4 7 45 37 54 46:
Old : 62: 6 4 7 45 37 54 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 48.4 61.5 70.9 25.6 43.7 41.6 54.3
Old : 41.5 48.4 61.5 70.9 25.6 43.7 41.6 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, November 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 121,427: 2,280 155 3,461 115,660 117,780 121,401 121,396: 26 31
Old : 121,427: 2,280 155 3,461 115,660 117,780 121,401 121,396: 26 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 151: 329 -227 132 -310 246 151 151: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.1 2.9 95.3 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.1 2.9 95.3 97.0 100.0 100.0: 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 : 47: 5 1 5 35 37 41 42:
Old : 47: 5 1 5 35 37 41 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 : 45.7 39.9 65.8 63.2 29.4 25.9 39.9 37.1
Old : 45.7 39.9 65.8 63.2 29.4 25.9 39.9 37.1
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 22, 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 : 559,684: 0 12,556 648 559,036 546,480 559,684 559,684: 0 0
Old : 559,684: 0 12,556 648 559,036 546,480 559,684 559,684: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 54,649: 0 -657 320 54,329 54,986 54,649 54,649: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.1 99.9 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.2 0.1 99.9 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 : 33: 0 4 1 23 24 24 28:
Old : 33: 0 4 1 23 24 24 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 : 64.7 55.8 85.9 76.5 46.8 41.7 58.9 53.1
Old : 64.7 55.8 85.9 76.5 46.8 41.7 58.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011