NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, January 24, 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 : 5,096,629: 473,802 392,119 1,659,763 2,938,138 3,012,630 5,071,703 5,064,512: 24,926 32,117
Old : 5,096,629: 473,802 392,119 1,659,763 2,938,138 3,012,630 5,071,703 5,064,512: 24,926 32,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 133,972: 38,619 59,001 -3,598 102,738 82,714 137,759 138,117: -3,787 -4,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.7 32.6 57.6 59.1 99.5 99.4: 0.5 0.6
Old : 100.0: 9.3 7.7 32.6 57.6 59.1 99.5 99.4: 0.5 0.6
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 : 229: 31 40 60 144 136 208 205:
Old : 229: 31 40 60 144 136 208 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 20.0 38.7 33.5 16.6 13.8 21.5 21.2
Old : 23.5 20.0 38.7 33.5 16.6 13.8 21.5 21.2
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 24, 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 : 366,276: 4,792 56,179 13,963 331,331 291,895 350,086 362,037: 16,190 4,239
Old : 366,276: 4,792 56,179 13,963 331,331 291,895 350,086 362,037: 16,190 4,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 15,592: 938 3,790 429 13,910 12,742 15,277 16,961: 315 -1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 15.3 3.8 90.5 79.7 95.6 98.8: 4.4 1.2
Old : 100.0: 1.3 15.3 3.8 90.5 79.7 95.6 98.8: 4.4 1.2
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 : 54: 3 5 7 42 34 49 42:
Old : 54: 3 5 7 42 34 49 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 : 33.0 46.1 52.2 70.8 25.6 42.2 42.3 57.4
Old : 33.0 46.1 52.2 70.8 25.6 42.2 42.3 57.4
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 24, 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 : 162,206: 325 317 5,382 150,588 153,045 156,295 158,744: 5,911 3,462
Old : 162,206: 325 317 5,382 150,588 153,045 156,295 158,744: 5,911 3,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 6,295: -1,106 26 1,082 7,217 5,913 7,193 7,021: -898 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 3.3 92.8 94.4 96.4 97.9: 3.6 2.1
Old : 100.0: 0.2 0.2 3.3 92.8 94.4 96.4 97.9: 3.6 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 : 42: 1 1 2 35 35 37 37:
Old : 42: 1 1 2 35 35 37 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 : 58.0 45.1 72.8 62.7 55.3 42.1 61.9 54.6
Old : 58.0 45.1 72.8 62.7 55.3 42.1 61.9 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, January 24, 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 : 316,432: 6,629 16,829 4,089 299,039 287,729 309,757 308,647: 6,675 7,785
Old : 316,432: 6,629 16,829 4,089 299,039 287,729 309,757 308,647: 6,675 7,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,764: -2,140 -7,019 2,840 267 3,187 967 -992: 797 2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.3 1.3 94.5 90.9 97.9 97.5: 2.1 2.5
Old : 100.0: 2.1 5.3 1.3 94.5 90.9 97.9 97.5: 2.1 2.5
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 : 45: 1 3 4 36 35 40 39:
Old : 45: 1 3 4 36 35 40 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 : 55.6 46.1 75.6 69.4 55.1 43.4 74.3 64.9
Old : 55.6 46.1 75.6 69.4 55.1 43.4 74.3 64.9
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 24, 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 : 778,294: 683 34,630 20,147 754,925 720,848 775,755 775,625: 2,539 2,669
Old : 778,294: 683 34,630 20,147 754,925 720,848 775,755 775,625: 2,539 2,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -7,596: -391 -145 1,931 -9,253 -8,578 -7,713 -6,792: 117 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.4 2.6 97.0 92.6 99.7 99.7: 0.3 0.3
Old : 100.0: 0.1 4.4 2.6 97.0 92.6 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 1 5 6 59 47 65 53:
Old : 69: 1 5 6 59 47 65 53:
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 : 39.0 38.2 58.1 58.0 30.6 28.2 43.6 39.1
Old : 39.0 38.2 58.1 58.0 30.6 28.2 43.6 39.1
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 24, 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 : 230,297: 10,776 14,084 3,419 212,393 210,677 226,588 228,180: 3,709 2,117
Old : 230,297: 10,776 14,084 3,419 212,393 210,677 226,588 228,180: 3,709 2,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,332: 2,670 899 -924 102 -55 1,848 -80: -4,180 -2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.1 1.5 92.2 91.5 98.4 99.1: 1.6 0.9
Old : 100.0: 4.7 6.1 1.5 92.2 91.5 98.4 99.1: 1.6 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 : 49: 2 1 2 40 37 42 40:
Old : 49: 2 1 2 40 37 42 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 : 44.7 57.1 65.0 73.5 39.9 56.9 57.5 70.2
Old : 44.7 57.1 65.0 73.5 39.9 56.9 57.5 70.2
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 24, 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 : 365,274: 7,630 6,301 18,651 331,617 332,232 357,898 357,184: 7,376 8,090
Old : 365,274: 7,630 6,301 18,651 331,617 332,232 357,898 357,184: 7,376 8,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 19,135: 2,090 -2,781 -496 18,897 22,270 20,491 18,993: -1,356 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.7 5.1 90.8 91.0 98.0 97.8: 2.0 2.2
Old : 100.0: 2.1 1.7 5.1 90.8 91.0 98.0 97.8: 2.0 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 : 57: 3 4 6 42 39 49 45:
Old : 57: 3 4 6 42 39 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 56.8 53.8 69.0 35.6 54.9 50.2 63.7
Old : 37.4 56.8 53.8 69.0 35.6 54.9 50.2 63.7
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 24, 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 : 227,734: 6,112 14,913 8,082 209,734 199,021 223,928 222,016: 3,806 5,718
Old : 227,734: 6,112 14,913 8,082 209,734 199,021 223,928 222,016: 3,806 5,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 14,226: -3,976 2,150 2,246 15,748 12,380 14,018 16,776: 208 -2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.5 3.5 92.1 87.4 98.3 97.5: 1.7 2.5
Old : 100.0: 2.7 6.5 3.5 92.1 87.4 98.3 97.5: 1.7 2.5
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: 3 3 3 25 30 29 35:
Old : 42: 3 3 3 25 30 29 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 : 70.5 44.1 81.3 60.1 66.5 40.9 71.3 54.9
Old : 70.5 44.1 81.3 60.1 66.5 40.9 71.3 54.9
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, January 24, 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 : 187,949: 49,588 1,762 19,312 116,279 165,112 185,179 186,186: 2,770 1,763
Old : 187,949: 49,588 1,762 19,312 116,279 165,112 185,179 186,186: 2,770 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 9,600: 6,890 84 1,696 -539 6,417 8,047 8,197: 1,553 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 0.9 10.3 61.9 87.8 98.5 99.1: 1.5 0.9
Old : 100.0: 26.4 0.9 10.3 61.9 87.8 98.5 99.1: 1.5 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 : 77: 14 3 12 52 52 68 65:
Old : 77: 14 3 12 52 52 68 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 : 34.8 43.4 53.8 62.3 26.2 39.7 40.0 50.4
Old : 34.8 43.4 53.8 62.3 26.2 39.7 40.0 50.4
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 24, 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 : 75,000: 219 685 1,266 73,414 72,948 74,899 74,899: 101 101
Old : 75,000: 219 685 1,266 73,414 72,948 74,899 74,899: 101 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,952: -793 -186 -146 5,607 5,000 4,668 4,668: -716 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.9 1.7 97.9 97.3 99.9 99.9: 0.1 0.1
Old : 100.0: 0.3 0.9 1.7 97.9 97.3 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 : 43: 3 4 5 32 28 38 34:
Old : 43: 3 4 5 32 28 38 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 : 50.7 52.1 79.0 72.8 43.3 40.1 53.5 49.7
Old : 50.7 52.1 79.0 72.8 43.3 40.1 53.5 49.7
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 24, 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 : 716,827: 9,495 296 5,754 697,427 706,626 712,676 712,676: 4,151 4,151
Old : 716,827: 9,495 296 5,754 697,427 706,626 712,676 712,676: 4,151 4,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 77,468: -6,913 296 2,201 79,533 72,324 74,821 74,821: 2,647 2,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.8 97.3 98.6 99.4 99.4: 0.6 0.6
Old : 100.0: 1.3 0.0 0.8 97.3 98.6 99.4 99.4: 0.6 0.6
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 : 39: 5 1 2 29 29 34 32:
Old : 39: 5 1 2 29 29 34 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 : 50.0 57.6 72.7 78.8 34.9 42.2 43.2 46.9
Old : 50.0 57.6 72.7 78.8 34.9 42.2 43.2 46.9
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 24, 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 : 1,646,761: 118,371 29,635 111,085 1,416,921 1,505,681 1,646,377 1,646,401: 384 360
Old : 1,646,761: 118,371 29,635 111,085 1,416,921 1,505,681 1,646,377 1,646,401: 384 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 25,230: -6,480 1,800 9,624 21,726 13,446 24,870 24,870: 360 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.8 6.7 86.0 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 1.8 6.7 86.0 91.4 100.0 100.0: 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 : 59: 6 5 7 40 37 48 47:
Old : 59: 6 5 7 40 37 48 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 : 39.0 50.1 57.2 69.2 23.1 45.2 38.6 52.8
Old : 39.0 50.1 57.2 69.2 23.1 45.2 38.6 52.8
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 24, 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 : 116,878: 1,488 1,028 1,551 113,791 114,251 116,830 116,830: 48 48
Old : 116,878: 1,488 1,028 1,551 113,791 114,251 116,830 116,830: 48 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,081: -112 -230 -434 3,837 3,955 3,291 3,291: -210 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.9 1.3 97.4 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.9 1.3 97.4 97.8 100.0 100.0: 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: 5 3 4 34 34 40 40:
Old : 49: 5 3 4 34 34 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 42.0 70.0 65.9 41.4 31.0 46.7 39.9
Old : 51.5 42.0 70.0 65.9 41.4 31.0 46.7 39.9
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 24, 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 : 688,575: 327 350 17,649 670,599 670,576 688,575 688,575: 0 0
Old : 688,575: 327 350 17,649 670,599 670,576 688,575 688,575: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 23,634: 6 -562 -326 23,954 24,522 23,634 23,634: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 2.6 97.4 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 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 : 36: 2 2 4 23 26 27 31:
Old : 36: 2 2 4 23 26 27 31:
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 59.0 83.7 78.3 43.0 40.4 55.1 50.9
Old : 57.7 59.0 83.7 78.3 43.0 40.4 55.1 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012