NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, February 7, 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 : 5,173,321: 546,234 416,865 1,680,704 2,932,633 3,058,921 5,159,571 5,156,490: 13,750 16,831
Old : 5,173,321: 546,234 416,865 1,680,704 2,932,633 3,058,921 5,159,571 5,156,490: 13,750 16,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 126,401: 5,357 37,724 19,126 104,535 70,493 129,018 127,343: -2,617 -942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.1 32.5 56.7 59.1 99.7 99.7: 0.3 0.3
Old : 100.0: 10.6 8.1 32.5 56.7 59.1 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 : 224: 27 40 56 146 138 205 203:
Old : 224: 27 40 56 146 138 205 203:
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 : 24.0 21.5 40.4 36.1 17.3 14.6 22.6 21.3
Old : 24.0 21.5 40.4 36.1 17.3 14.6 22.6 21.3
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, February 7, 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 : 367,296: 13,621 58,627 11,207 328,311 291,223 353,139 361,057: 14,157 6,239
Old : 367,296: 13,621 58,627 11,207 328,311 291,223 353,139 361,057: 14,157 6,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -19,029: 5,985 6,417 -3,339 -19,640 -21,396 -16,994 -18,318: -2,035 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 16.0 3.1 89.4 79.3 96.1 98.3: 3.9 1.7
Old : 100.0: 3.7 16.0 3.1 89.4 79.3 96.1 98.3: 3.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 5 8 43 38 51 47:
Old : 55: 4 5 8 43 38 51 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 : 27.6 47.0 49.1 73.7 23.4 38.6 41.2 56.7
Old : 27.6 47.0 49.1 73.7 23.4 38.6 41.2 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, February 7, 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 : 158,004: 855 28 4,832 147,248 150,808 152,935 155,668: 5,069 2,336
Old : 158,004: 855 28 4,832 147,248 150,808 152,935 155,668: 5,069 2,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -11,423: -1,164 28 -814 -9,224 -9,301 -11,202 -10,087: -221 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 3.1 93.2 95.4 96.8 98.5: 3.2 1.5
Old : 100.0: 0.5 0.0 3.1 93.2 95.4 96.8 98.5: 3.2 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 : 42: 1 1 2 37 37 39 39:
Old : 42: 1 1 2 37 37 39 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 : 57.3 45.2 72.2 59.7 55.0 39.1 62.9 49.8
Old : 57.3 45.2 72.2 59.7 55.0 39.1 62.9 49.8
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, February 7, 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 : 306,906: 11,249 16,103 3,619 288,134 279,254 303,002 298,976: 3,904 7,930
Old : 306,906: 11,249 16,103 3,619 288,134 279,254 303,002 298,976: 3,904 7,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -13,028: 4,339 -3,614 -311 -15,680 -7,806 -11,652 -11,731: -1,376 -1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.2 1.2 93.9 91.0 98.7 97.4: 1.3 2.6
Old : 100.0: 3.7 5.2 1.2 93.9 91.0 98.7 97.4: 1.3 2.6
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 : 48: 3 2 3 35 36 39 40:
Old : 48: 3 2 3 35 36 39 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 : 49.2 48.3 71.8 68.6 48.5 45.1 70.2 64.1
Old : 49.2 48.3 71.8 68.6 48.5 45.1 70.2 64.1
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, February 7, 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 : 770,503: 0 41,677 13,180 755,292 712,795 768,472 767,652: 2,031 2,851
Old : 770,503: 0 41,677 13,180 755,292 712,795 768,472 767,652: 2,031 2,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -11,476: -533 5,330 -2,087 -8,072 -14,049 -10,692 -10,806: -784 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 1.7 98.0 92.5 99.7 99.6: 0.3 0.4
Old : 100.0: 0.0 5.4 1.7 98.0 92.5 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 : 71: 0 9 7 57 47 64 56:
Old : 71: 0 9 7 57 47 64 56:
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 : 43.2 36.6 60.1 55.5 32.8 31.6 46.9 42.7
Old : 43.2 36.6 60.1 55.5 32.8 31.6 46.9 42.7
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, February 7, 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 : 233,646: 8,701 17,615 2,967 215,809 208,630 227,477 229,212: 6,169 4,434
Old : 233,646: 8,701 17,615 2,967 215,809 208,630 227,477 229,212: 6,169 4,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -8,376: -3,717 -1,220 -223 -6,096 -8,658 -10,036 -10,101: 1,660 1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 7.5 1.3 92.4 89.3 97.4 98.1: 2.6 1.9
Old : 100.0: 3.7 7.5 1.3 92.4 89.3 97.4 98.1: 2.6 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 : 47: 2 2 2 37 33 39 37:
Old : 47: 2 2 2 37 33 39 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 : 46.3 58.5 66.3 73.6 41.4 58.3 57.8 71.6
Old : 46.3 58.5 66.3 73.6 41.4 58.3 57.8 71.6
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, February 7, 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 : 396,486: 11,449 13,645 20,897 354,831 356,801 387,177 391,343: 9,309 5,143
Old : 396,486: 11,449 13,645 20,897 354,831 356,801 387,177 391,343: 9,309 5,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,770: 3,622 8,252 -661 -3,549 -6,628 -588 963: -1,182 -2,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.4 5.3 89.5 90.0 97.7 98.7: 2.3 1.3
Old : 100.0: 2.9 3.4 5.3 89.5 90.0 97.7 98.7: 2.3 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 : 56: 3 3 5 41 40 47 45:
Old : 56: 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 : 35.0 60.7 52.0 72.2 33.2 57.4 47.9 66.0
Old : 35.0 60.7 52.0 72.2 33.2 57.4 47.9 66.0
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, February 7, 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 : 236,169: 6,221 25,512 6,209 218,912 197,504 231,342 229,225: 4,827 6,944
Old : 236,169: 6,221 25,512 6,209 218,912 197,504 231,342 229,225: 4,827 6,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -4,258: 1,135 258 -3,238 -2,324 -1,162 -4,427 -4,142: 169 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 10.8 2.6 92.7 83.6 98.0 97.1: 2.0 2.9
Old : 100.0: 2.6 10.8 2.6 92.7 83.6 98.0 97.1: 2.0 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 : 41: 3 3 2 23 30 26 35:
Old : 41: 3 3 2 23 30 26 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 : 76.8 42.5 85.1 59.4 72.3 39.8 76.2 55.0
Old : 76.8 42.5 85.1 59.4 72.3 39.8 76.2 55.0
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, February 7, 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 : 183,660: 48,133 1,422 19,403 114,991 161,628 182,527 182,453: 1,133 1,207
Old : 183,660: 48,133 1,422 19,403 114,991 161,628 182,527 182,453: 1,133 1,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -5,914: -1,927 -82 -714 -2,897 -5,391 -5,538 -6,187: -376 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 0.8 10.6 62.6 88.0 99.4 99.3: 0.6 0.7
Old : 100.0: 26.2 0.8 10.6 62.6 88.0 99.4 99.3: 0.6 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 : 73: 14 3 14 50 49 67 63:
Old : 73: 14 3 14 50 49 67 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 : 36.3 43.3 54.8 65.0 26.8 40.6 40.8 52.3
Old : 36.3 43.3 54.8 65.0 26.8 40.6 40.8 52.3
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, February 7, 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 : 73,962: 445 206 981 72,457 72,696 73,883 73,883: 79 79
Old : 73,962: 445 206 981 72,457 72,696 73,883 73,883: 79 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -3,000: 180 -400 -206 -3,028 -2,473 -3,054 -3,079: 54 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.3 1.3 98.0 98.3 99.9 99.9: 0.1 0.1
Old : 100.0: 0.6 0.3 1.3 98.0 98.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 2 3 32 29 36 33:
Old : 41: 3 2 3 32 29 36 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 : 52.6 52.7 78.6 73.5 40.5 39.9 52.7 50.9
Old : 52.6 52.7 78.6 73.5 40.5 39.9 52.7 50.9
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, February 7, 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 : 687,690: 9,011 296 3,318 675,361 684,076 687,690 687,690: 0 0
Old : 687,690: 9,011 296 3,318 675,361 684,076 687,690 687,690: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -38,558: -159 0 -966 -37,433 -37,592 -38,558 -38,558: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.5 98.2 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.0 0.5 98.2 99.5 100.0 100.0: 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: 4 1 3 30 29 34 33:
Old : 37: 4 1 3 30 29 34 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 : 49.6 59.1 72.5 76.9 34.3 39.0 44.1 44.6
Old : 49.6 59.1 72.5 76.9 34.3 39.0 44.1 44.6
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, February 7, 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 : 1,612,877: 105,717 24,883 118,026 1,386,904 1,467,760 1,610,647 1,610,669: 2,230 2,208
Old : 1,612,877: 105,717 24,883 118,026 1,386,904 1,467,760 1,610,647 1,610,669: 2,230 2,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -54,659: -16,352 1,928 6,205 -45,998 -64,280 -56,145 -56,147: 1,486 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.5 7.3 86.0 91.0 99.9 99.9: 0.1 0.1
Old : 100.0: 6.6 1.5 7.3 86.0 91.0 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 : 60: 8 4 7 42 38 52 47:
Old : 60: 8 4 7 42 38 52 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 : 34.6 48.1 54.5 67.8 22.7 41.7 36.8 50.9
Old : 34.6 48.1 54.5 67.8 22.7 41.7 36.8 50.9
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, February 7, 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 : 119,932: 1,499 727 1,732 116,701 117,473 119,932 119,932: 0 0
Old : 119,932: 1,499 727 1,732 116,701 117,473 119,932 119,932: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 2,655: -31 -167 187 2,525 2,661 2,681 2,681: -26 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 1.4 97.3 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.6 1.4 97.3 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 : 46: 4 2 4 33 34 38 39:
Old : 46: 4 2 4 33 34 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 : 47.9 42.5 67.0 65.3 35.6 31.6 41.6 39.6
Old : 47.9 42.5 67.0 65.3 35.6 31.6 41.6 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, February 7, 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 : 697,553: 3,409 344 16,735 677,409 680,474 697,553 697,553: 0 0
Old : 697,553: 3,409 344 16,735 677,409 680,474 697,553 697,553: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 8,697: 2,786 -70 -890 6,801 9,657 8,697 8,697: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 2.4 97.1 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 2.4 97.1 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 : 37: 3 1 3 24 25 28 29:
Old : 37: 3 1 3 24 25 28 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 : 56.4 59.0 81.0 78.3 39.6 42.5 51.9 52.5
Old : 56.4 59.0 81.0 78.3 39.6 42.5 51.9 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012