NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 5,292,674: 660,994 409,214 1,620,769 2,995,940 3,246,617 5,277,703 5,276,600: 14,971 16,074
Old : 5,292,674: 660,994 409,214 1,620,769 2,995,940 3,246,617 5,277,703 5,276,600: 14,971 16,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 70,429: 5,143 -19,278 -26,999 90,283 113,817 68,427 67,540: 2,002 2,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.7 30.6 56.6 61.3 99.7 99.7: 0.3 0.3
Old : 100.0: 12.5 7.7 30.6 56.6 61.3 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 29 42 64 144 137 213 206:
Old : 229: 29 42 64 144 137 213 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 20.8 41.5 34.1 18.1 15.0 25.7 21.5
Old : 23.5 20.8 41.5 34.1 18.1 15.0 25.7 21.5
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 330,116: 17,498 24,237 8,877 289,850 290,954 316,225 324,068: 13,891 6,048
Old : 330,116: 17,498 24,237 8,877 289,850 290,954 316,225 324,068: 13,891 6,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,881: 6,150 -3,431 -342 -8,275 875 -2,467 -2,898: -414 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.3 2.7 87.8 88.1 95.8 98.2: 4.2 1.8
Old : 100.0: 5.3 7.3 2.7 87.8 88.1 95.8 98.2: 4.2 1.8
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 : 56: 4 5 6 42 41 50 48:
Old : 56: 4 5 6 42 41 50 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 : 38.1 46.4 54.7 64.5 32.5 35.8 42.3 48.3
Old : 38.1 46.4 54.7 64.5 32.5 35.8 42.3 48.3
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 181,491: 1,713 5,994 4,494 172,834 168,878 179,041 179,366: 2,450 2,125
Old : 181,491: 1,713 5,994 4,494 172,834 168,878 179,041 179,366: 2,450 2,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 701: -1,708 925 -400 2,796 -63 688 462: 13 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.3 2.5 95.2 93.1 98.7 98.8: 1.3 1.2
Old : 100.0: 0.9 3.3 2.5 95.2 93.1 98.7 98.8: 1.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 2 3 36 39 40 43:
Old : 44: 3 2 3 36 39 40 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 : 57.7 37.9 73.1 54.2 49.2 31.2 56.9 42.8
Old : 57.7 37.9 73.1 54.2 49.2 31.2 56.9 42.8
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 284,290: 4,848 17,674 2,441 273,031 252,769 280,320 272,884: 3,970 11,406
Old : 284,290: 4,848 17,674 2,441 273,031 252,769 280,320 272,884: 3,970 11,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,568: -1,368 5,464 -512 915 -5,138 -965 -186: -603 -1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.2 0.9 96.0 88.9 98.6 96.0: 1.4 4.0
Old : 100.0: 1.7 6.2 0.9 96.0 88.9 98.6 96.0: 1.4 4.0
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 : 52: 3 4 5 36 34 42 40:
Old : 52: 3 4 5 36 34 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 49.0 65.5 70.3 45.7 42.7 62.3 58.4
Old : 47.9 49.0 65.5 70.3 45.7 42.7 62.3 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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 722,411: 0 38,171 14,875 701,476 663,932 716,351 716,978: 6,060 5,433
Old : 722,411: 0 38,171 14,875 701,476 663,932 716,351 716,978: 6,060 5,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -372: 0 -14,451 2,025 -6,071 8,463 -4,046 -3,963: 3,674 3,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 2.1 97.1 91.9 99.2 99.2: 0.8 0.8
Old : 100.0: 0.0 5.3 2.1 97.1 91.9 99.2 99.2: 0.8 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 : 67: 0 9 7 54 48 61 57:
Old : 67: 0 9 7 54 48 61 57:
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 : 36.6 38.9 56.4 56.7 32.4 30.1 48.8 42.9
Old : 36.6 38.9 56.4 56.7 32.4 30.1 48.8 42.9
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 239,537: 18,998 0 1,050 212,292 233,447 232,340 234,497: 7,197 5,040
Old : 239,537: 18,998 0 1,050 212,292 233,447 232,340 234,497: 7,197 5,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 7,756: 2,166 -1,352 228 5,514 7,746 7,908 6,622: -152 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.4 88.6 97.5 97.0 97.9: 3.0 2.1
Old : 100.0: 7.9 0.0 0.4 88.6 97.5 97.0 97.9: 3.0 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 : 39: 2 0 2 29 26 31 28:
Old : 39: 2 0 2 29 26 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 : 46.2 58.3 68.4 79.4 38.9 58.1 56.4 70.4
Old : 46.2 58.3 68.4 79.4 38.9 58.1 56.4 70.4
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 387,851: 3,991 10,886 38,879 336,940 327,865 379,810 377,630: 8,041 10,221
Old : 387,851: 3,991 10,886 38,879 336,940 327,865 379,810 377,630: 8,041 10,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 10,512: -1,335 -8,336 8,709 3,965 10,538 11,339 10,911: -827 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.8 10.0 86.9 84.5 97.9 97.4: 2.1 2.6
Old : 100.0: 1.0 2.8 10.0 86.9 84.5 97.9 97.4: 2.1 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 : 59: 3 5 5 41 41 47 48:
Old : 59: 3 5 5 41 41 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 : 36.8 58.0 54.1 69.0 32.2 51.4 46.7 60.1
Old : 36.8 58.0 54.1 69.0 32.2 51.4 46.7 60.1
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 218,868: 16,503 22,107 6,012 193,400 183,980 215,915 212,099: 2,953 6,769
Old : 218,868: 16,503 22,107 6,012 193,400 183,980 215,915 212,099: 2,953 6,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,305: -4,674 645 1,398 1,909 -3,870 -1,367 -1,827: 62 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.1 2.7 88.4 84.1 98.7 96.9: 1.3 3.1
Old : 100.0: 7.5 10.1 2.7 88.4 84.1 98.7 96.9: 1.3 3.1
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 : 48: 4 4 3 31 30 37 35:
Old : 48: 4 4 3 31 30 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 43.4 72.7 58.9 59.1 39.4 66.3 53.6
Old : 59.1 43.4 72.7 58.9 59.1 39.4 66.3 53.6
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 176,250: 28,013 2,078 22,357 124,548 151,579 174,918 176,014: 1,332 236
Old : 176,250: 28,013 2,078 22,357 124,548 151,579 174,918 176,014: 1,332 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 4,034: -821 658 -389 5,248 3,556 4,038 3,825: -4 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.2 12.7 70.7 86.0 99.2 99.9: 0.8 0.1
Old : 100.0: 15.9 1.2 12.7 70.7 86.0 99.2 99.9: 0.8 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 : 81: 18 3 15 56 54 76 70:
Old : 81: 18 3 15 56 54 76 70:
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 : 29.1 42.2 46.3 62.6 20.5 37.2 32.5 45.5
Old : 29.1 42.2 46.3 62.6 20.5 37.2 32.5 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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 75,265: 1,180 505 1,417 72,618 73,343 75,215 75,265: 50 0
Old : 75,265: 1,180 505 1,417 72,618 73,343 75,215 75,265: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 45: -154 -10 -20 269 125 95 95: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.7 1.9 96.5 97.4 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 0.7 1.9 96.5 97.4 99.9 100.0: 0.1 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 : 43: 5 3 3 31 30 37 35:
Old : 43: 5 3 3 31 30 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 50.8 69.6 67.4 38.6 37.9 51.7 49.8
Old : 45.3 50.8 69.6 67.4 38.6 37.9 51.7 49.8
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 752,440: 7,477 328 8,301 736,662 743,811 752,440 752,440: 0 0
Old : 752,440: 7,477 328 8,301 736,662 743,811 752,440 752,440: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -6,488: -1,704 -960 -160 -2,728 -3,472 -4,592 -4,592: -1,896 -1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 1.1 97.9 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.0 1.1 97.9 98.9 100.0 100.0: 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 : 37: 5 1 2 28 28 33 31:
Old : 37: 5 1 2 28 28 33 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 : 50.6 53.5 73.3 70.4 38.3 38.6 46.9 49.5
Old : 50.6 53.5 73.3 70.4 38.3 38.6 46.9 49.5
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 1,570,390: 74,517 18,790 87,224 1,408,631 1,464,376 1,570,372 1,570,390: 18 0
Old : 1,570,390: 74,517 18,790 87,224 1,408,631 1,464,376 1,570,372 1,570,390: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -13,689: -1,716 5,652 -1,877 -10,096 -17,464 -13,689 -13,689: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.2 5.6 89.7 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 1.2 5.6 89.7 93.2 100.0 100.0: 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 : 63: 8 5 6 42 41 52 50:
Old : 63: 8 5 6 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 : 34.5 46.3 52.9 63.8 24.0 41.6 36.9 51.6
Old : 34.5 46.3 52.9 63.8 24.0 41.6 36.9 51.6
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 101,775: 1,485 713 869 99,339 99,771 101,693 101,353: 82 422
Old : 101,775: 1,485 713 869 99,339 99,771 101,693 101,353: 82 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,398: 511 90 -355 1,210 1,321 1,366 1,056: 32 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.7 0.9 97.6 98.0 99.9 99.6: 0.1 0.4
Old : 100.0: 1.5 0.7 0.9 97.6 98.0 99.9 99.6: 0.1 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 : 52: 7 4 5 34 35 43 42:
Old : 52: 7 4 5 34 35 43 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 : 47.9 39.1 67.0 61.0 39.0 30.8 47.8 42.6
Old : 47.9 39.1 67.0 61.0 39.0 30.8 47.8 42.6
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, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 675,292: 16,831 7,280 1,305 657,156 666,707 675,292 675,292: 0 0
Old : 675,292: 16,831 7,280 1,305 657,156 666,707 675,292 675,292: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 12,767: 3,991 0 1,305 7,471 11,462 12,767 12,767: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.1 0.2 97.3 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 1.1 0.2 97.3 98.7 100.0 100.0: 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 : 38: 4 2 2 26 23 30 27:
Old : 38: 4 2 2 26 23 30 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 : 50.1 55.1 73.4 78.3 41.5 49.8 59.5 65.8
Old : 50.1 55.1 73.4 78.3 41.5 49.8 59.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012