NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 10, 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 : 4,839,136: 461,456 118,566 1,760,016 2,586,322 2,943,569 4,807,794 4,822,151: 31,342 16,985
Old : 4,839,136: 461,456 118,566 1,760,016 2,586,322 2,943,569 4,807,794 4,822,151: 31,342 16,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -76,337: -72,714 29,078 -29,429 27,748 -71,722 -74,395 -72,073: -1,942 -4,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.5 36.4 53.4 60.8 99.4 99.6: 0.6 0.4
Old : 100.0: 9.5 2.5 36.4 53.4 60.8 99.4 99.6: 0.6 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 : 226: 43 31 68 140 137 210 210:
Old : 226: 43 31 68 140 137 210 210:
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 : 25.8 25.3 39.6 40.0 11.1 17.9 16.5 24.9
Old : 25.8 25.3 39.6 40.0 11.1 17.9 16.5 24.9
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, May 10, 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 : 379,537: 9,995 20,432 24,517 332,184 331,646 366,696 376,595: 12,841 2,942
Old : 379,537: 9,995 20,432 24,517 332,184 331,646 366,696 376,595: 12,841 2,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,453: -1,421 3,717 -7,668 6,657 1,907 -2,432 -2,044: -21 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.4 6.5 87.5 87.4 96.6 99.2: 3.4 0.8
Old : 100.0: 2.6 5.4 6.5 87.5 87.4 96.6 99.2: 3.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 7 3 9 42 41 52 50:
Old : 58: 7 3 9 42 41 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 : 32.6 44.9 50.5 66.7 23.2 30.8 33.8 38.8
Old : 32.6 44.9 50.5 66.7 23.2 30.8 33.8 38.8
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, May 10, 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 : 181,675: 3,757 5,239 4,956 169,044 168,597 177,757 178,792: 3,918 2,883
Old : 181,675: 3,757 5,239 4,956 169,044 168,597 177,757 178,792: 3,918 2,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 4,194: -900 -1,269 671 5,243 4,243 5,014 3,645: -820 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.9 2.7 93.0 92.8 97.8 98.4: 2.2 1.6
Old : 100.0: 2.1 2.9 2.7 93.0 92.8 97.8 98.4: 2.2 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 : 49: 5 3 6 38 37 44 45:
Old : 49: 5 3 6 38 37 44 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 : 52.1 39.4 72.3 62.6 49.5 35.9 61.9 53.5
Old : 52.1 39.4 72.3 62.6 49.5 35.9 61.9 53.5
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, May 10, 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 : 311,734: 5,138 3,771 16,985 283,468 284,601 305,591 305,357: 6,143 6,377
Old : 311,734: 5,138 3,771 16,985 283,468 284,601 305,591 305,357: 6,143 6,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 2,318: -113 291 714 1,515 1,082 2,116 2,087: 202 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.2 5.4 90.9 91.3 98.0 98.0: 2.0 2.0
Old : 100.0: 1.6 1.2 5.4 90.9 91.3 98.0 98.0: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 5 5 36 32 42 39:
Old : 49: 3 5 5 36 32 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 : 41.4 46.4 60.1 69.8 38.6 37.3 51.9 58.4
Old : 41.4 46.4 60.1 69.8 38.6 37.3 51.9 58.4
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, May 10, 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 : 689,321: 961 40,736 22,628 660,064 622,544 683,653 685,908: 5,668 3,413
Old : 689,321: 961 40,736 22,628 660,064 622,544 683,653 685,908: 5,668 3,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 2,905: 151 9,896 -6,288 8,259 -1,021 2,122 2,587: 783 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.9 3.3 95.8 90.3 99.2 99.5: 0.8 0.5
Old : 100.0: 0.1 5.9 3.3 95.8 90.3 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 1 9 9 55 50 64 60:
Old : 69: 1 9 9 55 50 64 60:
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 : 42.7 38.7 56.8 54.9 31.6 28.3 44.1 39.2
Old : 42.7 38.7 56.8 54.9 31.6 28.3 44.1 39.2
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, May 10, 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 : 190,003: 8,369 3,228 2,256 171,980 173,879 182,605 179,363: 7,398 10,640
Old : 190,003: 8,369 3,228 2,256 171,980 173,879 182,605 179,363: 7,398 10,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 962: -1,417 3,228 171 1,967 -1,189 721 2,210: 241 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.7 1.2 90.5 91.5 96.1 94.4: 3.9 5.6
Old : 100.0: 4.4 1.7 1.2 90.5 91.5 96.1 94.4: 3.9 5.6
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 : 38: 3 2 2 28 23 31 27:
Old : 38: 3 2 2 28 23 31 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 : 51.1 64.1 66.0 76.5 49.8 61.3 63.0 70.8
Old : 51.1 64.1 66.0 76.5 49.8 61.3 63.0 70.8
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, May 10, 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 : 343,119: 13,225 15,905 24,894 293,893 294,496 332,012 335,295: 11,107 7,824
Old : 343,119: 13,225 15,905 24,894 293,893 294,496 332,012 335,295: 11,107 7,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 26,847: -705 -27,512 18,190 4,633 35,006 22,118 25,684: 4,729 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.6 7.3 85.7 85.8 96.8 97.7: 3.2 2.3
Old : 100.0: 3.9 4.6 7.3 85.7 85.8 96.8 97.7: 3.2 2.3
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 : 55: 4 2 5 41 42 47 47:
Old : 55: 4 2 5 41 42 47 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 : 27.2 48.3 51.9 62.3 24.7 40.5 40.7 50.0
Old : 27.2 48.3 51.9 62.3 24.7 40.5 40.7 50.0
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, May 10, 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 : 205,714: 8,182 9,583 8,889 185,409 182,814 202,480 201,286: 3,234 4,428
Old : 205,714: 8,182 9,583 8,889 185,409 182,814 202,480 201,286: 3,234 4,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 4,395: 2,313 -1,046 669 1,937 5,994 4,919 5,617: -524 -1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.7 4.3 90.1 88.9 98.4 97.8: 1.6 2.2
Old : 100.0: 4.0 4.7 4.3 90.1 88.9 98.4 97.8: 1.6 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 : 47: 3 5 7 30 38 37 46:
Old : 47: 3 5 7 30 38 37 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 : 62.7 32.6 73.7 52.2 57.4 28.3 64.0 44.5
Old : 62.7 32.6 73.7 52.2 57.4 28.3 64.0 44.5
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, May 10, 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 : 161,142: 30,273 5,689 15,694 113,915 139,332 159,882 160,715: 1,260 427
Old : 161,142: 30,273 5,689 15,694 113,915 139,332 159,882 160,715: 1,260 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 3.5 9.7 70.7 86.5 99.2 99.7: 0.8 0.3
Old : 100.0: 18.8 3.5 9.7 70.7 86.5 99.2 99.7: 0.8 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 : 82: 18 4 12 49 51 70 64:
Old : 82: 18 4 12 49 51 70 64:
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 : 32.6 35.7 49.4 56.3 28.9 31.1 41.4 44.6
Old : 32.6 35.7 49.4 56.3 28.9 31.1 41.4 44.6
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, May 10, 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 : 71,601: 1,606 910 841 69,002 69,773 71,449 71,524: 152 77
Old : 71,601: 1,606 910 841 69,002 69,773 71,449 71,524: 152 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.3 1.2 96.4 97.4 99.8 99.9: 0.2 0.1
Old : 100.0: 2.2 1.3 1.2 96.4 97.4 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 : 47: 4 5 6 34 34 42 41:
Old : 47: 4 5 6 34 34 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 61.6 66.1 78.7 33.9 48.3 45.4 54.1
Old : 41.5 61.6 66.1 78.7 33.9 48.3 45.4 54.1
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, May 10, 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 : 605,244: 1,440 7,681 4,752 599,052 592,811 605,244 605,244: 0 0
Old : 605,244: 1,440 7,681 4,752 599,052 592,811 605,244 605,244: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.3 0.8 99.0 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 1.3 0.8 99.0 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 : 35: 1 5 4 26 25 30 31:
Old : 35: 1 5 4 26 25 30 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 : 64.4 59.3 83.2 78.8 56.1 50.0 65.3 62.1
Old : 64.4 59.3 83.2 78.8 56.1 50.0 65.3 62.1
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, May 10, 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 : 1,614,386: 40,092 88,960 94,796 1,474,794 1,430,630 1,609,682 1,614,386: 4,704 0
Old : 1,614,386: 40,092 88,960 94,796 1,474,794 1,430,630 1,609,682 1,614,386: 4,704 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.5 5.9 91.4 88.6 99.7 100.0: 0.3 0.0
Old : 100.0: 2.5 5.5 5.9 91.4 88.6 99.7 100.0: 0.3 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 : 58: 7 4 7 39 35 48 44:
Old : 58: 7 4 7 39 35 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 46.1 61.7 68.3 31.6 43.1 45.7 53.4
Old : 40.8 46.1 61.7 68.3 31.6 43.1 45.7 53.4
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, May 10, 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 : 130,851: 1,143 2,520 1,181 128,348 126,963 130,672 130,664: 179 187
Old : 130,851: 1,143 2,520 1,181 128,348 126,963 130,672 130,664: 179 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.9 0.9 98.1 97.0 99.9 99.9: 0.1 0.1
Old : 100.0: 0.9 1.9 0.9 98.1 97.0 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 : 49: 6 4 4 34 36 42 42:
Old : 49: 6 4 4 34 36 42 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 : 58.7 41.4 75.6 67.2 39.1 33.5 49.6 45.5
Old : 58.7 41.4 75.6 67.2 39.1 33.5 49.6 45.5
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, May 10, 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 : 557,461: 977 2,807 1,009 555,475 553,645 557,461 557,461: 0 0
Old : 557,461: 977 2,807 1,009 555,475 553,645 557,461 557,461: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.5 0.2 99.6 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.5 0.2 99.6 99.3 100.0 100.0: 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: 1 3 2 22 20 25 23:
Old : 32: 1 3 2 22 20 25 23:
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 : 65.6 59.3 87.1 81.8 54.0 47.8 61.8 58.8
Old : 65.6 59.3 87.1 81.8 54.0 47.8 61.8 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2010