NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 17, 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 : 4,819,815: 435,209 133,896 1,729,856 2,624,151 2,937,061 4,789,216 4,800,813: 30,599 19,002
Old : 4,819,815: 435,209 133,896 1,729,856 2,624,151 2,937,061 4,789,216 4,800,813: 30,599 19,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -19,321: -26,247 15,330 -30,160 37,829 -6,508 -18,578 -21,338: -743 2,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.8 35.9 54.4 60.9 99.4 99.6: 0.6 0.4
Old : 100.0: 9.0 2.8 35.9 54.4 60.9 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 : 228: 44 31 68 140 138 212 210:
Old : 228: 44 31 68 140 138 212 210:
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 : 24.7 24.7 38.5 39.7 11.1 17.8 16.5 25.0
Old : 24.7 24.7 38.5 39.7 11.1 17.8 16.5 25.0
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 17, 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 : 390,595: 15,740 12,819 24,816 337,798 350,570 378,354 388,205: 12,241 2,390
Old : 390,595: 15,740 12,819 24,816 337,798 350,570 378,354 388,205: 12,241 2,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 11,058: 5,745 -7,613 299 5,614 18,924 11,658 11,610: -600 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.3 6.4 86.5 89.8 96.9 99.4: 3.1 0.6
Old : 100.0: 4.0 3.3 6.4 86.5 89.8 96.9 99.4: 3.1 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 : 60: 7 4 8 44 42 55 50:
Old : 60: 7 4 8 44 42 55 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 : 30.4 47.4 48.9 67.0 21.2 32.5 32.1 40.4
Old : 30.4 47.4 48.9 67.0 21.2 32.5 32.1 40.4
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, May 17, 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 : 180,393: 4,766 4,532 5,354 166,753 166,767 176,873 176,653: 3,520 3,740
Old : 180,393: 4,766 4,532 5,354 166,753 166,767 176,873 176,653: 3,520 3,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,282: 1,009 -707 398 -2,291 -1,830 -884 -2,139: -398 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.5 3.0 92.4 92.4 98.0 97.9: 2.0 2.1
Old : 100.0: 2.6 2.5 3.0 92.4 92.4 98.0 97.9: 2.0 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 : 47: 5 2 5 40 35 45 42:
Old : 47: 5 2 5 40 35 45 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 : 51.2 38.8 70.5 61.5 49.2 35.2 60.2 51.9
Old : 51.2 38.8 70.5 61.5 49.2 35.2 60.2 51.9
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, May 17, 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 : 322,887: 2,491 6,265 15,022 298,745 296,442 316,258 317,729: 6,629 5,158
Old : 322,887: 2,491 6,265 15,022 298,745 296,442 316,258 317,729: 6,629 5,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 11,153: -2,647 2,494 -1,963 15,277 11,841 10,667 12,372: 486 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.9 4.7 92.5 91.8 97.9 98.4: 2.1 1.6
Old : 100.0: 0.8 1.9 4.7 92.5 91.8 97.9 98.4: 2.1 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 : 51: 3 6 6 36 33 43 41:
Old : 51: 3 6 6 36 33 43 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 : 41.9 47.6 62.2 70.7 40.4 36.7 53.0 57.3
Old : 41.9 47.6 62.2 70.7 40.4 36.7 53.0 57.3
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 17, 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 : 672,743: 1,034 25,359 28,548 637,440 613,566 667,022 667,473: 5,721 5,270
Old : 672,743: 1,034 25,359 28,548 637,440 613,566 667,022 667,473: 5,721 5,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -16,578: 73 -15,377 5,920 -22,624 -8,978 -16,631 -18,435: 53 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.8 4.2 94.8 91.2 99.1 99.2: 0.9 0.8
Old : 100.0: 0.2 3.8 4.2 94.8 91.2 99.1 99.2: 0.9 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 : 69: 1 9 9 57 51 66 61:
Old : 69: 1 9 9 57 51 66 61:
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 : 41.9 37.7 55.5 53.4 30.7 27.6 42.9 38.1
Old : 41.9 37.7 55.5 53.4 30.7 27.6 42.9 38.1
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, May 17, 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 : 191,693: 10,550 3,052 1,447 171,320 176,162 183,317 180,661: 8,376 11,032
Old : 191,693: 10,550 3,052 1,447 171,320 176,162 183,317 180,661: 8,376 11,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,690: 2,181 -176 -809 -660 2,283 712 1,298: 978 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.6 0.8 89.4 91.9 95.6 94.2: 4.4 5.8
Old : 100.0: 5.5 1.6 0.8 89.4 91.9 95.6 94.2: 4.4 5.8
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 : 37: 3 1 2 28 25 31 28:
Old : 37: 3 1 2 28 25 31 28:
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 : 49.1 64.1 64.2 76.2 47.4 60.4 60.4 70.1
Old : 49.1 64.1 64.2 76.2 47.4 60.4 60.4 70.1
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 17, 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 : 338,393: 11,527 21,055 22,513 293,491 286,103 327,531 329,671: 10,862 8,722
Old : 338,393: 11,527 21,055 22,513 293,491 286,103 327,531 329,671: 10,862 8,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -4,726: -1,698 5,150 -2,381 -402 -8,393 -4,481 -5,624: -245 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 6.2 6.7 86.7 84.5 96.8 97.4: 3.2 2.6
Old : 100.0: 3.4 6.2 6.7 86.7 84.5 96.8 97.4: 3.2 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 : 56: 5 2 5 41 42 47 48:
Old : 56: 5 2 5 41 42 47 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 : 27.2 46.0 50.7 59.7 24.8 37.1 40.8 46.6
Old : 27.2 46.0 50.7 59.7 24.8 37.1 40.8 46.6
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 17, 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 : 195,882: 7,784 9,879 8,647 175,601 174,308 192,032 192,834: 3,850 3,048
Old : 195,882: 7,784 9,879 8,647 175,601 174,308 192,032 192,834: 3,850 3,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -9,832: -398 296 -242 -9,808 -8,506 -10,448 -8,452: 616 -1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.0 4.4 89.6 89.0 98.0 98.4: 2.0 1.6
Old : 100.0: 4.0 5.0 4.4 89.6 89.0 98.0 98.4: 2.0 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 : 48: 3 4 7 31 41 38 48:
Old : 48: 3 4 7 31 41 38 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 : 56.2 32.0 70.6 50.3 52.8 27.5 61.2 41.7
Old : 56.2 32.0 70.6 50.3 52.8 27.5 61.2 41.7
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 17, 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 : 163,805: 31,056 5,911 15,734 116,015 141,711 162,805 163,356: 1,000 449
Old : 163,805: 31,056 5,911 15,734 116,015 141,711 162,805 163,356: 1,000 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 2,663: 783 222 40 2,100 2,379 2,923 2,641: -260 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.6 9.6 70.8 86.5 99.4 99.7: 0.6 0.3
Old : 100.0: 19.0 3.6 9.6 70.8 86.5 99.4 99.7: 0.6 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: 16 6 12 49 51 70 64:
Old : 82: 16 6 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 : 32.4 35.8 49.9 56.3 28.4 31.7 42.1 45.5
Old : 32.4 35.8 49.9 56.3 28.4 31.7 42.1 45.5
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 17, 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 : 71,551: 1,740 810 588 69,046 70,076 71,374 71,474: 177 77
Old : 71,551: 1,740 810 588 69,046 70,076 71,374 71,474: 177 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -50: 134 -100 -253 44 303 -75 -50: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.1 0.8 96.5 97.9 99.8 99.9: 0.2 0.1
Old : 100.0: 2.4 1.1 0.8 96.5 97.9 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 : 45: 5 2 6 34 33 41 39:
Old : 45: 5 2 6 34 33 41 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 : 43.7 59.3 66.5 78.7 34.1 44.2 44.0 50.5
Old : 43.7 59.3 66.5 78.7 34.1 44.2 44.0 50.5
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 17, 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 : 604,844: 6,488 3,609 1,296 597,060 599,939 604,844 604,844: 0 0
Old : 604,844: 6,488 3,609 1,296 597,060 599,939 604,844 604,844: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -400: 5,048 -4,072 -3,456 -1,992 7,128 -400 -400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.6 0.2 98.7 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.6 0.2 98.7 99.2 100.0 100.0: 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: 3 3 3 26 24 30 29:
Old : 36: 3 3 3 26 24 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 59.2 84.6 79.7 58.3 50.9 66.7 63.8
Old : 65.9 59.2 84.6 79.7 58.3 50.9 66.7 63.8
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 17, 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 : 1,661,591: 41,750 91,136 97,090 1,522,727 1,473,365 1,661,567 1,661,591: 24 0
Old : 1,661,591: 41,750 91,136 97,090 1,522,727 1,473,365 1,661,567 1,661,591: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 47,205: 1,658 2,176 2,294 47,933 42,735 51,885 47,205: -4,680 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.5 5.8 91.6 88.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 5.5 5.8 91.6 88.7 100.0 100.0: 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 : 58: 7 4 7 38 35 47 44:
Old : 58: 7 4 7 38 35 47 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 : 42.1 46.1 61.7 68.6 32.9 41.9 45.9 52.5
Old : 42.1 46.1 61.7 68.6 32.9 41.9 45.9 52.5
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 17, 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 : 129,206: 1,007 2,171 1,232 126,964 125,792 129,203 129,195: 3 11
Old : 129,206: 1,007 2,171 1,232 126,964 125,792 129,203 129,195: 3 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,645: -136 -349 51 -1,384 -1,171 -1,469 -1,469: -176 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.7 1.0 98.3 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 1.7 1.0 98.3 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 : 48: 5 4 4 34 36 42 41:
Old : 48: 5 4 4 34 36 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 : 58.9 41.5 75.2 66.9 38.3 33.7 49.8 46.0
Old : 58.9 41.5 75.2 66.9 38.3 33.7 49.8 46.0
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 17, 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 : 557,979: 977 3,103 1,665 555,337 553,211 557,979 557,979: 0 0
Old : 557,979: 977 3,103 1,665 555,337 553,211 557,979 557,979: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 518: 0 296 656 -138 -434 518 518: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.6 0.3 99.5 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.6 0.3 99.5 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 : 32: 1 3 2 24 20 27 23:
Old : 32: 1 3 2 24 20 27 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 : 65.1 59.6 86.4 82.5 53.8 47.2 60.1 57.5
Old : 65.1 59.6 86.4 82.5 53.8 47.2 60.1 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011