NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,046,920: 540,877 379,141 1,661,578 2,828,098 2,988,428 5,030,553 5,029,147: 16,367 17,773
Old : 5,046,920: 540,877 379,141 1,661,578 2,828,098 2,988,428 5,030,553 5,029,147: 16,367 17,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -49,709: 67,075 -12,978 1,815 -110,040 -24,202 -41,150 -35,365: -8,559 -14,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.5 32.9 56.0 59.2 99.7 99.6: 0.3 0.4
Old : 100.0: 10.7 7.5 32.9 56.0 59.2 99.7 99.6: 0.3 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 : 224: 28 38 54 145 138 202 202:
Old : 224: 28 38 54 145 138 202 202:
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 : 24.2 21.4 40.2 35.9 16.8 14.3 21.9 21.0
Old : 24.2 21.4 40.2 35.9 16.8 14.3 21.9 21.0
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 386,325: 7,636 52,210 14,546 347,951 312,619 370,133 379,375: 16,192 6,950
Old : 386,325: 7,636 52,210 14,546 347,951 312,619 370,133 379,375: 16,192 6,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 20,049: 2,844 -3,969 583 16,620 20,724 20,047 17,338: 2 2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 13.5 3.8 90.1 80.9 95.8 98.2: 4.2 1.8
Old : 100.0: 2.0 13.5 3.8 90.1 80.9 95.8 98.2: 4.2 1.8
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 : 54: 5 4 8 41 35 49 44:
Old : 54: 5 4 8 41 35 49 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 : 34.1 45.2 54.4 70.7 24.9 39.5 41.9 55.5
Old : 34.1 45.2 54.4 70.7 24.9 39.5 41.9 55.5
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 169,427: 2,019 0 5,646 156,472 160,109 164,137 165,755: 5,290 3,672
Old : 169,427: 2,019 0 5,646 156,472 160,109 164,137 165,755: 5,290 3,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 7,221: 1,694 -317 264 5,884 7,064 7,842 7,011: -621 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 3.3 92.4 94.5 96.9 97.8: 3.1 2.2
Old : 100.0: 1.2 0.0 3.3 92.4 94.5 96.9 97.8: 3.1 2.2
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 : 43: 3 0 3 35 36 38 39:
Old : 43: 3 0 3 35 36 38 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 : 56.7 43.1 70.0 60.5 53.3 39.3 59.9 51.7
Old : 56.7 43.1 70.0 60.5 53.3 39.3 59.9 51.7
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 319,934: 6,910 19,717 3,930 303,814 287,060 314,654 310,707: 5,280 9,227
Old : 319,934: 6,910 19,717 3,930 303,814 287,060 314,654 310,707: 5,280 9,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,502: 281 2,888 -159 4,775 -669 4,897 2,060: -1,395 1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 6.2 1.2 95.0 89.7 98.3 97.1: 1.7 2.9
Old : 100.0: 2.2 6.2 1.2 95.0 89.7 98.3 97.1: 1.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 2 4 37 37 41 41:
Old : 47: 2 2 4 37 37 41 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 : 52.2 44.6 74.5 68.1 51.7 41.4 73.5 62.9
Old : 52.2 44.6 74.5 68.1 51.7 41.4 73.5 62.9
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 781,979: 533 36,347 15,267 763,364 726,844 779,164 778,458: 2,815 3,521
Old : 781,979: 533 36,347 15,267 763,364 726,844 779,164 778,458: 2,815 3,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,685: -150 1,717 -4,880 8,439 5,996 3,409 2,833: 276 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.6 2.0 97.6 92.9 99.6 99.5: 0.4 0.5
Old : 100.0: 0.1 4.6 2.0 97.6 92.9 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 : 70: 1 6 6 59 47 65 54:
Old : 70: 1 6 6 59 47 65 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 : 39.8 37.5 57.4 56.8 33.1 30.4 46.5 42.5
Old : 39.8 37.5 57.4 56.8 33.1 30.4 46.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 242,022: 12,418 18,835 3,190 221,905 217,288 237,513 239,313: 4,509 2,709
Old : 242,022: 12,418 18,835 3,190 221,905 217,288 237,513 239,313: 4,509 2,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 11,725: 1,642 4,751 -229 9,512 6,611 10,925 11,133: 800 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.8 1.3 91.7 89.8 98.1 98.9: 1.9 1.1
Old : 100.0: 5.1 7.8 1.3 91.7 89.8 98.1 98.9: 1.9 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 : 51: 2 2 2 41 37 43 41:
Old : 51: 2 2 2 41 37 43 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 : 43.7 58.7 65.0 73.1 38.5 58.5 56.4 71.2
Old : 43.7 58.7 65.0 73.1 38.5 58.5 56.4 71.2
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 398,256: 7,827 5,393 21,558 358,380 363,429 387,765 390,380: 10,491 7,876
Old : 398,256: 7,827 5,393 21,558 358,380 363,429 387,765 390,380: 10,491 7,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 32,982: 197 -908 2,907 26,763 31,197 29,867 33,196: 3,115 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.4 5.4 90.0 91.3 97.4 98.0: 2.6 2.0
Old : 100.0: 2.0 1.4 5.4 90.0 91.3 97.4 98.0: 2.6 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 : 55: 3 3 5 41 40 47 45:
Old : 55: 3 3 5 41 40 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 : 35.5 61.4 51.8 72.7 33.4 59.4 48.0 67.3
Old : 35.5 61.4 51.8 72.7 33.4 59.4 48.0 67.3
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 240,427: 5,086 25,254 9,447 221,236 198,666 235,769 233,367: 4,658 7,060
Old : 240,427: 5,086 25,254 9,447 221,236 198,666 235,769 233,367: 4,658 7,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 12,693: -1,026 10,341 1,365 11,502 -355 11,841 11,351: 852 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 10.5 3.9 92.0 82.6 98.1 97.1: 1.9 2.9
Old : 100.0: 2.1 10.5 3.9 92.0 82.6 98.1 97.1: 1.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 3 4 29 32 33 38:
Old : 44: 3 3 4 29 32 33 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 : 72.2 42.8 82.1 58.9 67.8 39.8 71.7 53.8
Old : 72.2 42.8 82.1 58.9 67.8 39.8 71.7 53.8
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 189,574: 50,060 1,504 20,117 117,888 167,019 188,065 188,640: 1,509 934
Old : 189,574: 50,060 1,504 20,117 117,888 167,019 188,065 188,640: 1,509 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,625: 472 -258 805 1,609 1,907 2,886 2,454: -1,261 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 0.8 10.6 62.2 88.1 99.2 99.5: 0.8 0.5
Old : 100.0: 26.4 0.8 10.6 62.2 88.1 99.2 99.5: 0.8 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 : 78: 15 3 14 53 52 71 66:
Old : 78: 15 3 14 53 52 71 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 43.9 53.7 63.3 26.7 40.5 39.6 50.9
Old : 35.7 43.9 53.7 63.3 26.7 40.5 39.6 50.9
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 76,962: 265 606 1,187 75,485 75,169 76,937 76,962: 25 0
Old : 76,962: 265 606 1,187 75,485 75,169 76,937 76,962: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,962: 46 -79 -79 2,071 2,221 2,038 2,063: -76 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.8 1.5 98.1 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.8 1.5 98.1 97.7 100.0 100.0: 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 : 44: 4 3 4 33 28 39 33:
Old : 44: 4 3 4 33 28 39 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 : 51.1 52.9 78.7 74.0 41.8 39.1 52.0 50.3
Old : 51.1 52.9 78.7 74.0 41.8 39.1 52.0 50.3
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 726,248: 9,170 296 4,284 712,794 721,668 726,248 726,248: 0 0
Old : 726,248: 9,170 296 4,284 712,794 721,668 726,248 726,248: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 9,421: -325 0 -1,470 15,367 15,042 13,572 13,572: -4,151 -4,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.6 98.1 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.0 0.6 98.1 99.4 100.0 100.0: 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 : 39: 5 1 3 30 30 35 34:
Old : 39: 5 1 3 30 30 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 57.6 71.4 78.4 33.9 40.9 42.0 46.4
Old : 48.6 57.6 71.4 78.4 33.9 40.9 42.0 46.4
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,667,536: 122,069 22,955 111,821 1,432,902 1,532,040 1,666,792 1,666,816: 744 720
Old : 1,667,536: 122,069 22,955 111,821 1,432,902 1,532,040 1,666,792 1,666,816: 744 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 20,775: 3,698 -6,680 736 15,981 26,359 20,415 20,415: 360 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.4 6.7 85.9 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 1.4 6.7 85.9 91.9 100.0 100.0: 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: 9 4 7 42 38 53 47:
Old : 61: 9 4 7 42 38 53 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 : 36.2 48.0 55.9 68.7 22.9 43.3 38.1 50.8
Old : 36.2 48.0 55.9 68.7 22.9 43.3 38.1 50.8
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,277: 1,530 894 1,545 114,176 114,812 117,251 117,251: 26 26
Old : 117,277: 1,530 894 1,545 114,176 114,812 117,251 117,251: 26 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 399: 42 -134 -6 385 561 421 421: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.8 1.3 97.4 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.8 1.3 97.4 97.9 100.0 100.0: 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 : 49: 4 4 4 34 34 39 41:
Old : 49: 4 4 4 34 34 39 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 : 51.3 42.4 69.3 66.4 38.6 30.3 44.7 39.6
Old : 51.3 42.4 69.3 66.4 38.6 30.3 44.7 39.6
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, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 688,856: 623 414 17,625 670,608 670,817 688,856 688,856: 0 0
Old : 688,856: 623 414 17,625 670,608 670,817 688,856 688,856: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 281: 296 64 -24 9 241 281 281: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 2.6 97.4 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.1 2.6 97.4 97.4 100.0 100.0: 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 2 3 22 26 26 30:
Old : 37: 2 2 3 22 26 26 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 : 57.7 59.2 83.7 78.8 42.3 40.8 54.1 51.8
Old : 57.7 59.2 83.7 78.8 42.3 40.8 54.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012