NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, October 25, 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 : 4,619,661: 280,196 264,272 1,514,076 2,783,246 2,809,172 4,577,518 4,587,520: 42,143 32,141
Old : 4,619,661: 280,196 264,272 1,514,076 2,783,246 2,809,172 4,577,518 4,587,520: 42,143 32,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 13,251: 12,163 -26,255 254 1,861 42,456 14,278 16,455: -1,027 -3,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.7 32.8 60.2 60.8 99.1 99.3: 0.9 0.7
Old : 100.0: 6.1 5.7 32.8 60.2 60.8 99.1 99.3: 0.9 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 : 217: 40 33 66 133 130 203 200:
Old : 217: 40 33 66 133 130 203 200:
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 : 21.2 20.8 35.8 36.9 12.7 16.3 18.0 22.4
Old : 21.2 20.8 35.8 36.9 12.7 16.3 18.0 22.4
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, October 25, 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 : 339,141: 25,000 518 16,114 280,809 317,047 321,923 333,679: 17,218 5,462
Old : 339,141: 25,000 518 16,114 280,809 317,047 321,923 333,679: 17,218 5,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -798: 3,581 -2,098 -2,582 -1,960 4,223 -961 -457: 163 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.2 4.8 82.8 93.5 94.9 98.4: 5.1 1.6
Old : 100.0: 7.4 0.2 4.8 82.8 93.5 94.9 98.4: 5.1 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 : 55: 8 3 8 38 37 48 46:
Old : 55: 8 3 8 38 37 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 43.3 53.6 62.4 24.6 38.3 37.6 48.9
Old : 32.3 43.3 53.6 62.4 24.6 38.3 37.6 48.9
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, October 25, 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 : 204,299: 8,089 280 2,993 190,505 198,962 201,587 202,235: 2,712 2,064
Old : 204,299: 8,089 280 2,993 190,505 198,962 201,587 202,235: 2,712 2,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 449: 1,911 -32 -557 441 1,997 1,795 1,408: -1,346 -959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.1 1.5 93.2 97.4 98.7 99.0: 1.3 1.0
Old : 100.0: 4.0 0.1 1.5 93.2 97.4 98.7 99.0: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 2 4 34 38 39 42:
Old : 48: 3 2 4 34 38 39 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 : 54.4 44.6 70.5 61.0 50.4 43.2 62.0 55.9
Old : 54.4 44.6 70.5 61.0 50.4 43.2 62.0 55.9
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, October 25, 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 : 358,215: 0 41,378 7,127 348,686 302,201 355,813 350,706: 2,402 7,509
Old : 358,215: 0 41,378 7,127 348,686 302,201 355,813 350,706: 2,402 7,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 8,891: -300 3,062 -256 10,925 3,625 10,369 6,431: -1,478 2,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 2.0 97.3 84.4 99.3 97.9: 0.7 2.1
Old : 100.0: 0.0 11.6 2.0 97.3 84.4 99.3 97.9: 0.7 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 : 54: 0 7 3 37 38 40 45:
Old : 54: 0 7 3 37 38 40 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 : 52.2 39.5 72.9 61.6 49.1 37.3 69.3 58.0
Old : 52.2 39.5 72.9 61.6 49.1 37.3 69.3 58.0
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, October 25, 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 : 710,403: 1,996 11,052 21,558 684,310 676,702 707,864 709,312: 2,539 1,091
Old : 710,403: 1,996 11,052 21,558 684,310 676,702 707,864 709,312: 2,539 1,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 24,990: 392 -3,920 5,433 19,637 23,727 25,462 25,240: -472 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.6 3.0 96.3 95.3 99.6 99.8: 0.4 0.2
Old : 100.0: 0.3 1.6 3.0 96.3 95.3 99.6 99.8: 0.4 0.2
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 : 68: 3 4 7 54 50 61 57:
Old : 68: 3 4 7 54 50 61 57:
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 36.7 55.0 53.8 31.1 32.2 45.0 45.3
Old : 36.3 36.7 55.0 53.8 31.1 32.2 45.0 45.3
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, October 25, 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 : 237,813: 18,110 17,102 2,145 210,197 212,386 230,452 231,633: 7,361 6,180
Old : 237,813: 18,110 17,102 2,145 210,197 212,386 230,452 231,633: 7,361 6,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 7,202: 1,908 -3,396 107 3,363 9,558 5,378 6,269: 1,824 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.2 0.9 88.4 89.3 96.9 97.4: 3.1 2.6
Old : 100.0: 7.6 7.2 0.9 88.4 89.3 96.9 97.4: 3.1 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: 4 1 2 36 33 40 36:
Old : 48: 4 1 2 36 33 40 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 : 48.5 53.7 65.2 72.7 45.0 53.4 57.8 68.3
Old : 48.5 53.7 65.2 72.7 45.0 53.4 57.8 68.3
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, October 25, 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 : 421,325: 16,526 204 34,244 361,831 383,001 412,601 417,449: 8,724 3,876
Old : 421,325: 16,526 204 34,244 361,831 383,001 412,601 417,449: 8,724 3,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 21,696: -5,398 68 2,678 25,364 18,412 22,644 21,158: -948 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 8.1 85.9 90.9 97.9 99.1: 2.1 0.9
Old : 100.0: 3.9 0.0 8.1 85.9 90.9 97.9 99.1: 2.1 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 : 61: 3 2 5 50 42 55 47:
Old : 61: 3 2 5 50 42 55 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 : 30.6 64.8 48.8 75.3 26.2 58.5 39.1 65.2
Old : 30.6 64.8 48.8 75.3 26.2 58.5 39.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, October 25, 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 : 154,232: 12,740 2,155 5,383 131,999 141,033 150,122 148,571: 4,110 5,661
Old : 154,232: 12,740 2,155 5,383 131,999 141,033 150,122 148,571: 4,110 5,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 18,399: -2,110 -1,200 1,381 18,214 18,223 17,485 18,404: 914 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 1.4 3.5 85.6 91.4 97.3 96.3: 2.7 3.7
Old : 100.0: 8.3 1.4 3.5 85.6 91.4 97.3 96.3: 2.7 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: 3 2 3 31 31 35 35:
Old : 43: 3 2 3 31 31 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 : 44.1 40.2 62.3 58.1 38.0 37.6 52.6 51.4
Old : 44.1 40.2 62.3 58.1 38.0 37.6 52.6 51.4
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, October 25, 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 : 156,568: 31,914 184 16,755 106,500 138,804 155,169 155,743: 1,399 825
Old : 156,568: 31,914 184 16,755 106,500 138,804 155,169 155,743: 1,399 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -796: -4,011 -21 -222 3,287 -958 -946 -1,201: 150 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.1 10.7 68.0 88.7 99.1 99.5: 0.9 0.5
Old : 100.0: 20.4 0.1 10.7 68.0 88.7 99.1 99.5: 0.9 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 : 83: 18 3 12 55 52 75 65:
Old : 83: 18 3 12 55 52 75 65:
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 : 27.3 40.3 45.1 61.4 22.9 39.5 33.5 51.0
Old : 27.3 40.3 45.1 61.4 22.9 39.5 33.5 51.0
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, October 25, 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 : 75,335: 1,809 500 2,195 71,225 72,539 75,229 75,234: 106 101
Old : 75,335: 1,809 500 2,195 71,225 72,539 75,229 75,234: 106 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 3,180: 308 37 679 2,168 2,439 3,155 3,155: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.7 2.9 94.5 96.3 99.9 99.9: 0.1 0.1
Old : 100.0: 2.4 0.7 2.9 94.5 96.3 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: 7 3 5 29 27 38 33:
Old : 41: 7 3 5 29 27 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 59.4 68.9 79.4 37.3 45.9 50.1 53.6
Old : 44.6 59.4 68.9 79.4 37.3 45.9 50.1 53.6
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, October 25, 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 : 590,314: 3,228 20,490 6,965 579,169 561,907 589,362 589,362: 952 952
Old : 590,314: 3,228 20,490 6,965 579,169 561,907 589,362 589,362: 952 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 945: -58 10,868 -8,608 11,278 352 2,612 2,612: -1,667 -1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.5 1.2 98.1 95.2 99.8 99.8: 0.2 0.2
Old : 100.0: 0.5 3.5 1.2 98.1 95.2 99.8 99.8: 0.2 0.2
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 : 40: 2 7 4 26 25 32 32:
Old : 40: 2 7 4 26 25 32 32:
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 : 58.3 62.2 76.6 78.1 49.2 50.1 60.5 59.7
Old : 58.3 62.2 76.6 78.1 49.2 50.1 60.5 59.7
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, October 25, 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 : 1,623,262: 91,945 39,999 121,007 1,410,286 1,462,256 1,623,238 1,623,262: 24 0
Old : 1,623,262: 91,945 39,999 121,007 1,410,286 1,462,256 1,623,238 1,623,262: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 24,039: -1,992 0 0 26,031 24,039 24,039 24,039: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.5 7.5 86.9 90.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 2.5 7.5 86.9 90.1 100.0 100.0: 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 : 63: 8 5 9 42 38 54 48:
Old : 63: 8 5 9 42 38 54 48:
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 : 39.9 48.1 59.5 69.8 26.8 44.2 41.7 55.4
Old : 39.9 48.1 59.5 69.8 26.8 44.2 41.7 55.4
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, October 25, 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 : 131,473: 1,144 2,040 3,111 127,088 125,764 131,343 130,915: 130 558
Old : 131,473: 1,144 2,040 3,111 127,088 125,764 131,343 130,915: 130 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 4,325: -553 -432 1,269 3,681 3,010 4,397 3,847: -72 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.6 2.4 96.7 95.7 99.9 99.6: 0.1 0.4
Old : 100.0: 0.9 1.6 2.4 96.7 95.7 99.9 99.6: 0.1 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 : 47: 4 3 6 34 35 40 42:
Old : 47: 4 3 6 34 35 40 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 : 43.3 38.5 65.3 60.6 22.3 23.5 31.5 30.5
Old : 43.3 38.5 65.3 60.6 22.3 23.5 31.5 30.5
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, October 25, 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 : 505,163: 0 22,165 328 504,835 482,670 505,163 505,163: 0 0
Old : 505,163: 0 22,165 328 504,835 482,670 505,163 505,163: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 823: 0 1,232 -648 1,471 239 823 823: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.1 99.9 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.4 0.1 99.9 95.5 100.0 100.0: 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 : 33: 0 4 1 24 23 25 27:
Old : 33: 0 4 1 24 23 25 27:
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 : 59.0 59.5 84.2 81.5 38.4 46.8 51.5 53.2
Old : 59.0 59.5 84.2 81.5 38.4 46.8 51.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011