NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, December 27, 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 : 4,767,926: 472,248 410,631 1,443,256 2,765,766 2,824,034 4,681,270 4,677,921: 86,656 90,005
Old : 4,767,926: 472,248 410,631 1,443,256 2,765,766 2,824,034 4,681,270 4,677,921: 86,656 90,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -8,252: 25,612 8,374 -9,353 -8,597 5,975 7,662 4,996: -15,914 -13,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.6 30.3 58.0 59.2 98.2 98.1: 1.8 1.9
Old : 100.0: 9.9 8.6 30.3 58.0 59.2 98.2 98.1: 1.8 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 : 221: 35 31 62 140 132 205 198:
Old : 221: 35 31 62 140 132 205 198:
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 : 22.1 20.6 37.4 35.0 16.8 15.8 22.9 24.7
Old : 22.1 20.6 37.4 35.0 16.8 15.8 22.9 24.7
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, December 27, 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 : 324,208: 12,228 23,924 9,889 289,249 283,299 311,366 317,112: 12,842 7,096
Old : 324,208: 12,228 23,924 9,889 289,249 283,299 311,366 317,112: 12,842 7,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 178: -650 -146 2,036 -1,571 -2,552 -185 -662: 363 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.4 3.1 89.2 87.4 96.0 97.8: 4.0 2.2
Old : 100.0: 3.8 7.4 3.1 89.2 87.4 96.0 97.8: 4.0 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 : 51: 7 1 6 38 37 46 43:
Old : 51: 7 1 6 38 37 46 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 : 35.5 48.8 55.5 73.8 28.3 46.7 44.8 59.2
Old : 35.5 48.8 55.5 73.8 28.3 46.7 44.8 59.2
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, December 27, 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 : 168,180: 2,096 0 6,029 153,754 160,359 161,879 166,388: 6,301 1,792
Old : 168,180: 2,096 0 6,029 153,754 160,359 161,879 166,388: 6,301 1,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 3,570: 1,745 0 549 954 2,730 3,248 3,279: 322 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 3.6 91.4 95.3 96.3 98.9: 3.7 1.1
Old : 100.0: 1.2 0.0 3.6 91.4 95.3 96.3 98.9: 3.7 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 : 45: 2 0 2 35 41 37 43:
Old : 45: 2 0 2 35 41 37 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 : 55.4 42.5 71.6 59.8 48.0 40.3 57.9 53.0
Old : 55.4 42.5 71.6 59.8 48.0 40.3 57.9 53.0
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, December 27, 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 : 321,844: 5,764 27,973 2,276 307,974 283,324 316,014 313,573: 5,830 8,271
Old : 321,844: 5,764 27,973 2,276 307,974 283,324 316,014 313,573: 5,830 8,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 2,245: 428 -704 155 1,090 -280 1,673 -829: 572 3,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.7 0.7 95.7 88.0 98.2 97.4: 1.8 2.6
Old : 100.0: 1.8 8.7 0.7 95.7 88.0 98.2 97.4: 1.8 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 : 45: 1 4 5 35 33 40 38:
Old : 45: 1 4 5 35 33 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 42.2 75.4 67.2 55.3 40.0 73.5 62.1
Old : 55.7 42.2 75.4 67.2 55.3 40.0 73.5 62.1
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, December 27, 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 : 806,089: 651 35,276 20,632 782,189 747,590 803,472 803,498: 2,617 2,591
Old : 806,089: 651 35,276 20,632 782,189 747,590 803,472 803,498: 2,617 2,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 9,792: 0 8,492 -1,546 11,249 3,214 9,703 10,160: 89 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.4 2.6 97.0 92.7 99.7 99.7: 0.3 0.3
Old : 100.0: 0.1 4.4 2.6 97.0 92.7 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 : 67: 1 5 5 55 47 61 52:
Old : 67: 1 5 5 55 47 61 52:
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 : 37.8 41.9 57.4 58.2 26.7 26.9 39.8 37.0
Old : 37.8 41.9 57.4 58.2 26.7 26.9 39.8 37.0
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, December 27, 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 : 236,141: 8,590 18,319 5,120 215,946 206,468 229,656 229,907: 6,485 6,234
Old : 236,141: 8,590 18,319 5,120 215,946 206,468 229,656 229,907: 6,485 6,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 4,316: -868 -1,364 443 7,665 4,381 7,240 3,460: -2,924 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.8 2.2 91.4 87.4 97.3 97.4: 2.7 2.6
Old : 100.0: 3.6 7.8 2.2 91.4 87.4 97.3 97.4: 2.7 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 : 49: 2 1 2 40 36 42 39:
Old : 49: 2 1 2 40 36 42 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 : 41.2 57.3 59.7 73.9 36.0 57.1 51.1 70.0
Old : 41.2 57.3 59.7 73.9 36.0 57.1 51.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, December 27, 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 : 390,244: 9,027 91 17,726 356,327 365,614 383,080 383,431: 7,164 6,813
Old : 390,244: 9,027 91 17,726 356,327 365,614 383,080 383,431: 7,164 6,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -6,277: -871 70 -557 -1,804 -6,100 -3,232 -6,587: -3,045 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 4.5 91.3 93.7 98.2 98.3: 1.8 1.7
Old : 100.0: 2.3 0.0 4.5 91.3 93.7 98.2 98.3: 1.8 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 : 59: 6 1 6 43 41 50 47:
Old : 59: 6 1 6 43 41 50 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 : 31.9 61.7 49.5 72.6 29.6 60.4 45.9 68.1
Old : 31.9 61.7 49.5 72.6 29.6 60.4 45.9 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, December 27, 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 : 173,366: 5,365 8,246 8,758 156,455 147,221 170,578 164,225: 2,788 9,141
Old : 173,366: 5,365 8,246 8,758 156,455 147,221 170,578 164,225: 2,788 9,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 3,092: -1,191 242 675 3,676 2,268 3,160 3,185: -68 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.8 5.1 90.2 84.9 98.4 94.7: 1.6 5.3
Old : 100.0: 3.1 4.8 5.1 90.2 84.9 98.4 94.7: 1.6 5.3
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 : 39: 3 2 3 26 29 29 34:
Old : 39: 3 2 3 26 29 29 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 39.2 66.3 56.0 39.6 35.9 52.5 49.9
Old : 48.6 39.2 66.3 56.0 39.6 35.9 52.5 49.9
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 160,965: 28,173 1,345 20,112 111,696 139,276 159,981 160,733: 984 232
Old : 160,965: 28,173 1,345 20,112 111,696 139,276 159,981 160,733: 984 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 2,740: 1,242 585 -275 1,606 2,515 2,573 2,825: 167 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.8 12.5 69.4 86.5 99.4 99.9: 0.6 0.1
Old : 100.0: 17.5 0.8 12.5 69.4 86.5 99.4 99.9: 0.6 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 : 78: 13 4 12 52 53 67 67:
Old : 78: 13 4 12 52 53 67 67:
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 : 29.1 43.2 47.8 63.7 23.0 41.1 34.9 51.1
Old : 29.1 43.2 47.8 63.7 23.0 41.1 34.9 51.1
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, December 27, 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 : 68,851: 789 1,106 1,822 66,132 65,820 68,743 68,748: 108 103
Old : 68,851: 789 1,106 1,822 66,132 65,820 68,743 68,748: 108 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 596: 258 204 -257 595 649 596 596: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.6 2.6 96.1 95.6 99.8 99.9: 0.2 0.1
Old : 100.0: 1.1 1.6 2.6 96.1 95.6 99.8 99.9: 0.2 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 : 42: 4 2 5 29 32 35 37:
Old : 42: 4 2 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 : 49.5 54.7 74.4 73.8 42.3 38.3 54.9 51.6
Old : 49.5 54.7 74.4 73.8 42.3 38.3 54.9 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, December 27, 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 : 609,893: 10,625 3,557 1,919 597,349 604,417 609,893 609,893: 0 0
Old : 609,893: 10,625 3,557 1,919 597,349 604,417 609,893 609,893: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 6,166: 976 -3,240 328 4,862 9,078 6,166 6,166: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.6 0.3 97.9 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.6 0.3 97.9 99.1 100.0 100.0: 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 : 40: 3 4 4 29 28 35 33:
Old : 40: 3 4 4 29 28 35 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 : 53.7 54.5 77.3 79.3 45.2 42.4 55.7 56.5
Old : 53.7 54.5 77.3 79.3 45.2 42.4 55.7 56.5
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, December 27, 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 : 1,606,939: 102,551 21,066 93,848 1,409,360 1,491,997 1,605,759 1,606,911: 1,180 28
Old : 1,606,939: 102,551 21,066 93,848 1,409,360 1,491,997 1,605,759 1,606,911: 1,180 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -1,625: 2,802 5,112 665 -5,432 -6,614 -1,965 -837: 340 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.3 5.8 87.7 92.8 99.9 100.0: 0.1 0.0
Old : 100.0: 6.4 1.3 5.8 87.7 92.8 99.9 100.0: 0.1 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: 8 4 8 43 39 52 50:
Old : 61: 8 4 8 43 39 52 50:
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 : 39.2 49.7 58.7 70.8 23.7 43.7 39.8 54.6
Old : 39.2 49.7 58.7 70.8 23.7 43.7 39.8 54.6
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, December 27, 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 : 120,470: 1,385 279 3,282 115,552 116,080 120,219 119,641: 251 829
Old : 120,470: 1,385 279 3,282 115,552 116,080 120,219 119,641: 251 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 244: 13 279 33 -29 -895 17 -583: 227 827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.2 2.7 95.9 96.4 99.8 99.3: 0.2 0.7
Old : 100.0: 1.1 0.2 2.7 95.9 96.4 99.8 99.3: 0.2 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 : 45: 4 1 5 34 35 39 40:
Old : 45: 4 1 5 34 35 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 : 50.9 39.5 68.0 64.7 36.3 27.6 43.4 39.7
Old : 50.9 39.5 68.0 64.7 36.3 27.6 43.4 39.7
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, December 27, 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 : 574,684: 0 6,542 968 573,716 567,174 574,684 574,684: 0 0
Old : 574,684: 0 6,542 968 573,716 567,174 574,684 574,684: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 10,013: 0 -928 320 9,693 10,621 10,013 10,013: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.2 99.8 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.1 0.2 99.8 98.7 100.0 100.0: 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 : 32: 0 3 1 24 23 25 26:
Old : 32: 0 3 1 24 23 25 26:
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 : 63.9 55.5 87.5 78.5 43.3 41.6 59.4 53.2
Old : 63.9 55.5 87.5 78.5 43.3 41.6 59.4 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011