NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, June 14, 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 : 5,088,111: 651,684 105,681 1,735,239 2,660,478 3,225,969 5,047,401 5,066,889: 40,710 21,222
Old : 5,088,111: 651,684 105,681 1,735,239 2,660,478 3,225,969 5,047,401 5,066,889: 40,710 21,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 121,575: -15,444 12,633 83,910 53,924 27,646 122,390 124,189: -815 -2,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.1 34.1 52.3 63.4 99.2 99.6: 0.8 0.4
Old : 100.0: 12.8 2.1 34.1 52.3 63.4 99.2 99.6: 0.8 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 : 232: 53 24 71 141 142 217 215:
Old : 232: 53 24 71 141 142 217 215:
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 : 25.2 23.5 38.5 39.3 13.2 18.7 18.3 27.9
Old : 25.2 23.5 38.5 39.3 13.2 18.7 18.3 27.9
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, June 14, 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 : 382,826: 17,180 18,694 24,144 329,205 337,101 370,529 379,939: 12,297 2,887
Old : 382,826: 17,180 18,694 24,144 329,205 337,101 370,529 379,939: 12,297 2,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 7,336: 1,881 291 147 5,033 6,592 7,061 7,030: 275 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.9 6.3 86.0 88.1 96.8 99.2: 3.2 0.8
Old : 100.0: 4.5 4.9 6.3 86.0 88.1 96.8 99.2: 3.2 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 : 62: 7 6 9 41 41 53 51:
Old : 62: 7 6 9 41 41 53 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 : 27.6 45.0 45.6 68.1 22.1 32.8 32.1 41.0
Old : 27.6 45.0 45.6 68.1 22.1 32.8 32.1 41.0
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, June 14, 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 : 168,511: 6,499 4,829 5,499 153,346 153,925 165,344 164,253: 3,167 4,258
Old : 168,511: 6,499 4,829 5,499 153,346 153,925 165,344 164,253: 3,167 4,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 3,972: 2,148 -618 -205 2,016 5,432 3,959 4,609: 13 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.9 3.3 91.0 91.3 98.1 97.5: 1.9 2.5
Old : 100.0: 3.9 2.9 3.3 91.0 91.3 98.1 97.5: 1.9 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 : 48: 3 4 5 34 39 40 45:
Old : 48: 3 4 5 34 39 40 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 39.9 73.4 58.4 56.1 36.9 64.2 50.0
Old : 57.1 39.9 73.4 58.4 56.1 36.9 64.2 50.0
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, June 14, 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 : 328,328: 1,476 15,697 13,914 308,669 294,025 324,059 323,636: 4,269 4,692
Old : 328,328: 1,476 15,697 13,914 308,669 294,025 324,059 323,636: 4,269 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 7,659: -280 1,264 999 7,078 5,682 7,797 7,945: -138 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.8 4.2 94.0 89.6 98.7 98.6: 1.3 1.4
Old : 100.0: 0.4 4.8 4.2 94.0 89.6 98.7 98.6: 1.3 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 : 53: 2 8 5 38 30 45 39:
Old : 53: 2 8 5 38 30 45 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 : 44.8 47.1 64.6 69.1 41.4 36.6 56.8 56.1
Old : 44.8 47.1 64.6 69.1 41.4 36.6 56.8 56.1
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, June 14, 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 : 685,965: 1,518 39,532 24,266 656,665 617,546 682,449 681,344: 3,516 4,621
Old : 685,965: 1,518 39,532 24,266 656,665 617,546 682,449 681,344: 3,516 4,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 10,851: -277 2,057 1,991 9,294 6,811 11,008 10,859: -157 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.8 3.5 95.7 90.0 99.5 99.3: 0.5 0.7
Old : 100.0: 0.2 5.8 3.5 95.7 90.0 99.5 99.3: 0.5 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 : 70: 1 8 8 57 52 65 61:
Old : 70: 1 8 8 57 52 65 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 : 41.7 38.2 55.3 53.3 31.0 28.5 43.6 38.9
Old : 41.7 38.2 55.3 53.3 31.0 28.5 43.6 38.9
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, June 14, 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 : 181,932: 14,234 987 1,501 158,719 170,054 174,454 172,542: 7,478 9,390
Old : 181,932: 14,234 987 1,501 158,719 170,054 174,454 172,542: 7,478 9,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -2,124: 744 -2,388 372 -3,048 49 -1,932 -1,967: -192 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.5 0.8 87.2 93.5 95.9 94.8: 4.1 5.2
Old : 100.0: 7.8 0.5 0.8 87.2 93.5 95.9 94.8: 4.1 5.2
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 : 37: 3 1 3 28 26 32 29:
Old : 37: 3 1 3 28 26 32 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 : 44.8 64.4 62.2 77.6 42.6 62.4 57.4 71.6
Old : 44.8 64.4 62.2 77.6 42.6 62.4 57.4 71.6
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, June 14, 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 : 291,578: 7,214 32,741 14,763 259,060 235,666 281,037 283,170: 10,541 8,408
Old : 291,578: 7,214 32,741 14,763 259,060 235,666 281,037 283,170: 10,541 8,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -8,834: -3,993 -909 -7,212 2,543 -657 -8,662 -8,778: -172 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 11.2 5.1 88.8 80.8 96.4 97.1: 3.6 2.9
Old : 100.0: 2.5 11.2 5.1 88.8 80.8 96.4 97.1: 3.6 2.9
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 : 55: 5 3 6 39 40 46 47:
Old : 55: 5 3 6 39 40 46 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 : 28.1 27.3 49.7 44.9 25.3 20.3 39.5 31.4
Old : 28.1 27.3 49.7 44.9 25.3 20.3 39.5 31.4
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, June 14, 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 : 161,848: 7,531 15,693 6,705 143,508 136,145 157,744 158,543: 4,104 3,305
Old : 161,848: 7,531 15,693 6,705 143,508 136,145 157,744 158,543: 4,104 3,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 8,059: 1,944 1,063 564 6,014 7,049 8,522 8,676: -463 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.7 4.1 88.7 84.1 97.5 98.0: 2.5 2.0
Old : 100.0: 4.7 9.7 4.1 88.7 84.1 97.5 98.0: 2.5 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 : 48: 4 3 5 29 40 35 46:
Old : 48: 4 3 5 29 40 35 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 : 40.5 25.0 62.2 45.7 34.0 23.7 50.3 37.9
Old : 40.5 25.0 62.2 45.7 34.0 23.7 50.3 37.9
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, June 14, 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 : 169,662: 46,261 5,259 16,488 105,971 147,513 168,720 169,260: 942 402
Old : 169,662: 46,261 5,259 16,488 105,971 147,513 168,720 169,260: 942 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 2,731: 3,728 -2,172 12 -1,044 4,811 2,696 2,651: 35 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 3.1 9.7 62.5 86.9 99.4 99.8: 0.6 0.2
Old : 100.0: 27.3 3.1 9.7 62.5 86.9 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 16 4 13 51 52 70 66:
Old : 81: 16 4 13 51 52 70 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 36.9 52.9 56.4 31.1 34.1 43.5 46.4
Old : 36.8 36.9 52.9 56.4 31.1 34.1 43.5 46.4
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, June 14, 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 : 69,930: 600 971 1,262 68,068 67,697 69,930 69,930: 0 0
Old : 69,930: 600 971 1,262 68,068 67,697 69,930 69,930: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 282: 101 334 29 153 -80 283 283: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.4 1.8 97.3 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 1.4 1.8 97.3 96.8 100.0 100.0: 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 : 47: 4 5 6 35 32 43 39:
Old : 47: 4 5 6 35 32 43 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 : 44.0 56.0 67.2 79.8 37.2 38.4 45.7 49.2
Old : 44.0 56.0 67.2 79.8 37.2 38.4 45.7 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, June 14, 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 : 585,221: 1,720 6,808 2,008 581,493 576,405 585,221 585,221: 0 0
Old : 585,221: 1,720 6,808 2,008 581,493 576,405 585,221 585,221: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 13,286: -720 2,463 1,360 12,646 9,463 13,286 13,286: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 0.3 99.4 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 1.2 0.3 99.4 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 2 27 23 29 27:
Old : 33: 2 2 2 27 23 29 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 : 61.9 59.7 80.2 79.5 54.6 47.0 63.3 60.4
Old : 61.9 59.7 80.2 79.5 54.6 47.0 63.3 60.4
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, June 14, 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 : 1,671,464: 39,441 61,275 116,163 1,515,836 1,494,026 1,671,440 1,671,464: 24 0
Old : 1,671,464: 39,441 61,275 116,163 1,515,836 1,494,026 1,671,440 1,671,464: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 32,964: 3,881 -3,538 2,010 27,073 34,492 32,964 32,964: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.7 6.9 90.7 89.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 3.7 6.9 90.7 89.4 100.0 100.0: 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: 5 5 6 39 35 46 44:
Old : 59: 5 5 6 39 35 46 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 : 41.9 46.2 63.2 68.8 34.0 42.1 48.0 52.7
Old : 41.9 46.2 63.2 68.8 34.0 42.1 48.0 52.7
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, June 14, 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 : 125,392: 159 3,564 1,639 123,592 120,103 125,390 125,306: 2 86
Old : 125,392: 159 3,564 1,639 123,592 120,103 125,390 125,306: 2 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -9,127: -121 1,402 -16 -8,989 -10,513 -9,126 -9,127: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.8 1.3 98.6 95.8 100.0 99.9: 0.0 0.1
Old : 100.0: 0.1 2.8 1.3 98.6 95.8 100.0 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 : 52: 5 5 6 35 38 44 45:
Old : 52: 5 5 6 35 38 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 : 53.4 42.8 69.8 66.6 33.6 34.2 45.3 46.0
Old : 53.4 42.8 69.8 66.6 33.6 34.2 45.3 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, June 14, 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 : 523,436: 1,256 3,080 977 521,203 519,379 523,436 523,436: 0 0
Old : 523,436: 1,256 3,080 977 521,203 519,379 523,436 523,436: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -27,593: -25 -1,952 -344 -27,224 -25,297 -27,593 -27,593: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.6 0.2 99.6 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.6 0.2 99.6 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 : 33: 2 3 1 22 21 25 24:
Old : 33: 2 3 1 22 21 25 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 : 67.7 62.4 89.6 81.5 53.7 52.5 65.7 63.3
Old : 67.7 62.4 89.6 81.5 53.7 52.5 65.7 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Jun 17, 2011