NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 31, 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 : 4,730,067: 552,418 87,599 1,649,204 2,487,943 2,969,323 4,689,565 4,706,126: 40,502 23,941
Old : 4,730,067: 552,418 87,599 1,649,204 2,487,943 2,969,323 4,689,565 4,706,126: 40,502 23,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -51,172: 93,474 -47,154 4,443 -146,889 -3,916 -48,972 -46,627: -2,200 -4,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 1.9 34.9 52.6 62.8 99.1 99.5: 0.9 0.5
Old : 100.0: 11.7 1.9 34.9 52.6 62.8 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 : 221: 53 21 64 131 136 202 203:
Old : 221: 53 21 64 131 136 202 203:
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 : 25.3 25.0 38.7 40.4 11.2 18.6 16.4 26.4
Old : 25.3 25.0 38.7 40.4 11.2 18.6 16.4 26.4
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, May 31, 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 : 399,401: 13,158 16,488 29,304 345,085 350,221 387,547 396,013: 11,854 3,388
Old : 399,401: 13,158 16,488 29,304 345,085 350,221 387,547 396,013: 11,854 3,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -361: -4,105 3,898 2,295 2,479 -6,887 669 -694: -1,030 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.1 7.3 86.4 87.7 97.0 99.2: 3.0 0.8
Old : 100.0: 3.3 4.1 7.3 86.4 87.7 97.0 99.2: 3.0 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 : 59: 8 4 11 44 40 56 51:
Old : 59: 8 4 11 44 40 56 51:
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 : 30.5 46.7 49.5 66.4 21.0 33.0 31.8 38.5
Old : 30.5 46.7 49.5 66.4 21.0 33.0 31.8 38.5
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 31, 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 : 177,707: 3,580 4,699 5,498 164,901 163,088 173,979 173,285: 3,728 4,422
Old : 177,707: 3,580 4,699 5,498 164,901 163,088 173,979 173,285: 3,728 4,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -1,660: 146 122 -224 -1,638 -1,742 -1,716 -1,844: 56 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.6 3.1 92.8 91.8 97.9 97.5: 2.1 2.5
Old : 100.0: 2.0 2.6 3.1 92.8 91.8 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 : 47: 4 3 5 40 37 45 44:
Old : 47: 4 3 5 40 37 45 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 : 52.9 37.6 71.1 60.6 51.4 34.6 57.7 48.0
Old : 52.9 37.6 71.1 60.6 51.4 34.6 57.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, May 31, 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 : 331,013: 3,331 9,833 14,997 307,649 301,611 325,977 326,441: 5,036 4,572
Old : 331,013: 3,331 9,833 14,997 307,649 301,611 325,977 326,441: 5,036 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,549: -66 2,429 782 4,321 1,340 5,037 4,551: -488 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.0 4.5 92.9 91.1 98.5 98.6: 1.5 1.4
Old : 100.0: 1.0 3.0 4.5 92.9 91.1 98.5 98.6: 1.5 1.4
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 : 55: 3 9 6 37 31 45 41:
Old : 55: 3 9 6 37 31 45 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 : 40.8 47.0 60.8 69.9 39.2 36.3 52.9 56.6
Old : 40.8 47.0 60.8 69.9 39.2 36.3 52.9 56.6
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 31, 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 : 690,214: 546 33,613 26,420 658,988 625,170 685,954 685,203: 4,260 5,011
Old : 690,214: 546 33,613 26,420 658,988 625,170 685,954 685,203: 4,260 5,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,767: -734 650 930 2,629 1,078 2,825 2,658: -58 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.9 3.8 95.5 90.6 99.4 99.3: 0.6 0.7
Old : 100.0: 0.1 4.9 3.8 95.5 90.6 99.4 99.3: 0.6 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 : 71: 1 9 9 59 52 68 62:
Old : 71: 1 9 9 59 52 68 62:
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 38.0 55.1 53.2 29.2 26.6 41.7 36.5
Old : 41.4 38.0 55.1 53.2 29.2 26.6 41.7 36.5
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 31, 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 : 196,577: 13,444 1,263 2,882 173,373 182,592 189,699 186,737: 6,878 9,840
Old : 196,577: 13,444 1,263 2,882 173,373 182,592 189,699 186,737: 6,878 9,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 327: 3,634 -893 -442 -2,255 2,274 937 939: -610 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.6 1.5 88.2 92.9 96.5 95.0: 3.5 5.0
Old : 100.0: 6.8 0.6 1.5 88.2 92.9 96.5 95.0: 3.5 5.0
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 : 41: 5 1 4 29 26 35 30:
Old : 41: 5 1 4 29 26 35 30:
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 : 47.1 63.3 62.7 75.8 45.0 59.8 58.6 69.7
Old : 47.1 63.3 62.7 75.8 45.0 59.8 58.6 69.7
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 31, 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 : 320,939: 10,667 36,965 20,112 282,790 255,109 313,569 312,186: 7,370 8,753
Old : 320,939: 10,667 36,965 20,112 282,790 255,109 313,569 312,186: 7,370 8,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 937: -37 11,244 260 2,895 -10,967 3,118 537: -2,181 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.5 6.3 88.1 79.5 97.7 97.3: 2.3 2.7
Old : 100.0: 3.3 11.5 6.3 88.1 79.5 97.7 97.3: 2.3 2.7
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 : 61: 5 2 5 46 47 52 53:
Old : 61: 5 2 5 46 47 52 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 : 28.9 35.6 50.0 52.7 25.5 25.5 39.9 37.1
Old : 28.9 35.6 50.0 52.7 25.5 25.5 39.9 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, May 31, 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 : 177,856: 8,830 10,414 7,416 156,756 155,171 173,002 173,001: 4,854 4,855
Old : 177,856: 8,830 10,414 7,416 156,756 155,171 173,002 173,001: 4,854 4,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -6,411: -828 -3,292 759 -6,887 -4,101 -6,956 -6,634: 545 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.9 4.2 88.1 87.2 97.3 97.3: 2.7 2.7
Old : 100.0: 5.0 5.9 4.2 88.1 87.2 97.3 97.3: 2.7 2.7
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 : 48: 4 2 5 33 41 38 47:
Old : 48: 4 2 5 33 41 38 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 : 40.3 27.3 60.8 47.0 35.4 22.2 50.3 36.6
Old : 40.3 27.3 60.8 47.0 35.4 22.2 50.3 36.6
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 31, 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 : 167,338: 35,634 6,044 17,460 113,137 143,344 166,231 166,848: 1,107 490
Old : 167,338: 35,634 6,044 17,460 113,137 143,344 166,231 166,848: 1,107 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 3,854: 3,432 -303 1,372 -1,034 2,742 3,770 3,811: 84 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 3.6 10.4 67.6 85.7 99.3 99.7: 0.7 0.3
Old : 100.0: 21.3 3.6 10.4 67.6 85.7 99.3 99.7: 0.7 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 5 12 49 54 69 67:
Old : 82: 16 5 12 49 54 69 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 35.4 50.6 55.2 27.1 32.0 41.7 45.1
Old : 33.7 35.4 50.6 55.2 27.1 32.0 41.7 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, May 31, 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 : 74,993: 823 814 907 72,262 72,896 73,992 74,617: 1,001 376
Old : 74,993: 823 814 907 72,262 72,896 73,992 74,617: 1,001 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,928: -70 59 261 1,989 2,411 2,180 2,731: 748 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.1 1.2 96.4 97.2 98.7 99.5: 1.3 0.5
Old : 100.0: 1.1 1.1 1.2 96.4 97.2 98.7 99.5: 1.3 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 : 45: 4 4 6 33 29 40 36:
Old : 45: 4 4 6 33 29 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 : 44.8 56.9 65.2 80.5 35.6 39.0 45.1 49.2
Old : 44.8 56.9 65.2 80.5 35.6 39.0 45.1 49.2
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 31, 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 : 606,597: 6,592 3,313 2,024 594,885 591,972 603,501 597,309: 3,096 9,288
Old : 606,597: 6,592 3,313 2,024 594,885 591,972 603,501 597,309: 3,096 9,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -933: 1,032 0 0 -5,061 -10,221 -4,029 -10,221: 3,096 9,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 0.3 98.1 97.6 99.5 98.5: 0.5 1.5
Old : 100.0: 1.1 0.5 0.3 98.1 97.6 99.5 98.5: 0.5 1.5
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 : 36: 2 3 3 26 24 30 29:
Old : 36: 2 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 : 61.9 58.0 81.0 79.9 54.9 48.9 65.0 62.0
Old : 61.9 58.0 81.0 79.9 54.9 48.9 65.0 62.0
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 31, 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 : 1,684,133: 35,143 70,418 114,770 1,534,196 1,498,945 1,684,109 1,684,133: 24 0
Old : 1,684,133: 35,143 70,418 114,770 1,534,196 1,498,945 1,684,109 1,684,133: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 28,626: -682 -17,353 16,827 12,481 29,152 28,626 28,626: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.2 6.8 91.1 89.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 4.2 6.8 91.1 89.0 100.0 100.0: 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 : 60: 5 6 7 40 36 49 45:
Old : 60: 5 6 7 40 36 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 : 41.3 44.6 61.3 66.9 32.9 41.5 46.2 51.7
Old : 41.3 44.6 61.3 66.9 32.9 41.5 46.2 51.7
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 31, 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 : 132,285: 372 1,603 1,540 130,370 129,056 132,282 132,199: 3 86
Old : 132,285: 372 1,603 1,540 130,370 129,056 132,282 132,199: 3 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 968: -1,124 -406 329 1,971 1,332 1,176 1,255: -208 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 1.2 98.6 97.6 100.0 99.9: 0.0 0.1
Old : 100.0: 0.3 1.2 1.2 98.6 97.6 100.0 99.9: 0.0 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 3 4 34 37 41 43:
Old : 49: 6 3 4 34 37 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 42.9 72.3 66.6 35.6 35.6 47.7 46.8
Old : 55.6 42.9 72.3 66.6 35.6 35.6 47.7 46.8
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 31, 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 : 545,602: 1,281 4,688 1,665 542,656 539,249 545,602 545,602: 0 0
Old : 545,602: 1,281 4,688 1,665 542,656 539,249 545,602 545,602: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -14,074: 0 304 0 -14,074 -14,378 -14,074 -14,074: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.9 0.3 99.5 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.9 0.3 99.5 98.8 100.0 100.0: 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 : 33: 2 3 2 24 21 28 24:
Old : 33: 2 3 2 24 21 28 24:
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 : 66.7 59.7 89.3 80.7 54.8 47.7 62.5 59.9
Old : 66.7 59.7 89.3 80.7 54.8 47.7 62.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011