NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 1, 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 : 5,125,118: 690,272 280,368 1,579,647 2,842,589 3,253,316 5,112,508 5,113,331: 12,610 11,787
Old : 5,125,118: 690,272 280,368 1,579,647 2,842,589 3,253,316 5,112,508 5,113,331: 12,610 11,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -167,556: 29,278 -128,846 -41,122 -153,351 6,699 -165,195 -163,269: -2,361 -4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.5 30.8 55.5 63.5 99.8 99.8: 0.2 0.2
Old : 100.0: 13.5 5.5 30.8 55.5 63.5 99.8 99.8: 0.2 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 : 225: 34 35 60 138 138 204 203:
Old : 225: 34 35 60 138 138 204 203:
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 : 24.1 21.0 41.8 35.3 18.3 16.3 25.3 23.2
Old : 24.1 21.0 41.8 35.3 18.3 16.3 25.3 23.2
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 1, 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 : 335,149: 11,424 21,119 9,284 298,811 300,056 319,519 330,459: 15,630 4,690
Old : 335,149: 11,424 21,119 9,284 298,811 300,056 319,519 330,459: 15,630 4,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 5,033: -6,074 -3,118 407 8,961 9,102 3,294 6,391: 1,739 -1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 6.3 2.8 89.2 89.5 95.3 98.6: 4.7 1.4
Old : 100.0: 3.4 6.3 2.8 89.2 89.5 95.3 98.6: 4.7 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 : 56: 2 6 6 42 42 48 50:
Old : 56: 2 6 6 42 42 48 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 : 40.4 47.3 54.6 64.5 34.3 37.1 43.5 48.4
Old : 40.4 47.3 54.6 64.5 34.3 37.1 43.5 48.4
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 1, 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 : 182,597: 1,581 6,999 3,402 174,397 169,795 179,380 180,196: 3,217 2,401
Old : 182,597: 1,581 6,999 3,402 174,397 169,795 179,380 180,196: 3,217 2,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,106: -132 1,005 -1,092 1,563 917 339 830: 767 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.8 1.9 95.5 93.0 98.2 98.7: 1.8 1.3
Old : 100.0: 0.9 3.8 1.9 95.5 93.0 98.2 98.7: 1.8 1.3
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 : 43: 3 2 2 35 38 39 41:
Old : 43: 3 2 2 35 38 39 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 : 58.5 37.6 73.7 54.5 50.5 31.9 58.3 43.6
Old : 58.5 37.6 73.7 54.5 50.5 31.9 58.3 43.6
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 1, 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 : 284,943: 5,102 17,819 2,007 273,683 253,592 280,792 273,418: 4,151 11,525
Old : 284,943: 5,102 17,819 2,007 273,683 253,592 280,792 273,418: 4,151 11,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 653: 254 145 -434 652 823 472 534: 181 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.3 0.7 96.0 89.0 98.5 96.0: 1.5 4.0
Old : 100.0: 1.8 6.3 0.7 96.0 89.0 98.5 96.0: 1.5 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: 4 4 6 35 35 43 41:
Old : 52: 4 4 6 35 35 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 : 48.2 49.6 65.7 71.1 46.0 42.1 62.8 57.8
Old : 48.2 49.6 65.7 71.1 46.0 42.1 62.8 57.8
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 1, 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 : 742,259: 736 42,885 11,251 726,703 685,387 738,690 739,523: 3,569 2,736
Old : 742,259: 736 42,885 11,251 726,703 685,387 738,690 739,523: 3,569 2,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 19,848: 736 4,714 -3,624 25,227 21,455 22,339 22,545: -2,491 -2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.8 1.5 97.9 92.3 99.5 99.6: 0.5 0.4
Old : 100.0: 0.1 5.8 1.5 97.9 92.3 99.5 99.6: 0.5 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 : 70: 2 8 6 56 51 63 60:
Old : 70: 2 8 6 56 51 63 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 38.3 58.1 54.6 33.2 28.9 49.2 41.1
Old : 39.4 38.3 58.1 54.6 33.2 28.9 49.2 41.1
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 1, 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 : 239,987: 18,254 0 1,229 212,284 234,124 231,767 235,353: 8,220 4,634
Old : 239,987: 18,254 0 1,229 212,284 234,124 231,767 235,353: 8,220 4,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 450: -744 0 179 -8 677 -573 856: 1,023 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 0.5 88.5 97.6 96.6 98.1: 3.4 1.9
Old : 100.0: 7.6 0.0 0.5 88.5 97.6 96.6 98.1: 3.4 1.9
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 : 40: 2 0 2 29 26 31 28:
Old : 40: 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 : 46.4 58.3 67.7 78.8 39.6 58.1 55.3 70.3
Old : 46.4 58.3 67.7 78.8 39.6 58.1 55.3 70.3
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 1, 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 : 390,265: 4,055 8,537 38,152 340,027 333,489 382,234 380,178: 8,031 10,087
Old : 390,265: 4,055 8,537 38,152 340,027 333,489 382,234 380,178: 8,031 10,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 2,414: 64 -2,349 -727 3,087 5,624 2,424 2,548: -10 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.2 9.8 87.1 85.5 97.9 97.4: 2.1 2.6
Old : 100.0: 1.0 2.2 9.8 87.1 85.5 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 : 60: 2 7 5 41 42 47 50:
Old : 60: 2 7 5 41 42 47 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 : 36.8 57.3 54.5 68.6 32.5 51.3 47.3 59.7
Old : 36.8 57.3 54.5 68.6 32.5 51.3 47.3 59.7
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 1, 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 : 220,702: 17,826 21,922 6,652 193,271 185,324 217,749 213,898: 2,953 6,804
Old : 220,702: 17,826 21,922 6,652 193,271 185,324 217,749 213,898: 2,953 6,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,834: 1,323 -185 640 -129 1,344 1,834 1,799: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.9 3.0 87.6 84.0 98.7 96.9: 1.3 3.1
Old : 100.0: 8.1 9.9 3.0 87.6 84.0 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 : 47: 4 4 3 33 30 39 35:
Old : 47: 4 4 3 33 30 39 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 43.6 72.2 59.5 58.9 39.8 66.3 53.7
Old : 59.1 43.6 72.2 59.5 58.9 39.8 66.3 53.7
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 1, 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 : 179,578: 27,110 2,705 22,177 128,724 154,191 178,011 179,073: 1,567 505
Old : 179,578: 27,110 2,705 22,177 128,724 154,191 178,011 179,073: 1,567 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 3,328: -903 627 -180 4,176 2,612 3,093 3,059: 235 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 1.5 12.3 71.7 85.9 99.1 99.7: 0.9 0.3
Old : 100.0: 15.1 1.5 12.3 71.7 85.9 99.1 99.7: 0.9 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 : 80: 17 4 13 56 52 74 68:
Old : 80: 17 4 13 56 52 74 68:
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 : 28.2 42.3 45.1 61.4 20.1 37.7 32.7 46.6
Old : 28.2 42.3 45.1 61.4 20.1 37.7 32.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, May 1, 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 : 68,367: 750 295 988 66,527 67,007 68,265 68,290: 102 77
Old : 68,367: 750 295 988 66,527 67,007 68,265 68,290: 102 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -6,898: -430 -210 -429 -6,091 -6,336 -6,950 -6,975: 52 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.4 1.4 97.3 98.0 99.9 99.9: 0.1 0.1
Old : 100.0: 1.1 0.4 1.4 97.3 98.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 2 3 31 30 36 34:
Old : 41: 4 2 3 31 30 36 34:
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 : 46.4 54.3 70.5 69.7 39.6 40.9 52.7 51.7
Old : 46.4 54.3 70.5 69.7 39.6 40.9 52.7 51.7
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 1, 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 : 707,034: 4,392 3,875 3,562 699,056 699,597 707,010 707,034: 24 0
Old : 707,034: 4,392 3,875 3,562 699,056 699,597 707,010 707,034: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -45,406: -3,085 3,547 -4,739 -37,606 -44,214 -45,430 -45,406: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.5 0.5 98.9 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.5 0.5 98.9 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 : 36: 3 3 2 28 27 33 30:
Old : 36: 3 3 2 28 27 33 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 : 50.4 55.5 72.8 72.2 34.8 40.8 47.3 50.5
Old : 50.4 55.5 72.8 72.2 34.8 40.8 47.3 50.5
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, May 1, 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 : 1,590,279: 85,925 11,654 92,040 1,412,296 1,486,585 1,590,261 1,590,279: 18 0
Old : 1,590,279: 85,925 11,654 92,040 1,412,296 1,486,585 1,590,261 1,590,279: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 19,889: 11,408 -7,136 4,816 3,665 22,209 19,889 19,889: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.7 5.8 88.8 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 5.4 0.7 5.8 88.8 93.5 100.0 100.0: 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 : 63: 8 4 6 40 43 50 51:
Old : 63: 8 4 6 40 43 50 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 : 33.8 47.6 52.6 64.5 23.6 43.1 36.2 53.2
Old : 33.8 47.6 52.6 64.5 23.6 43.1 36.2 53.2
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 1, 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 : 101,387: 1,328 714 845 98,633 99,770 100,806 101,329: 581 58
Old : 101,387: 1,328 714 845 98,633 99,770 100,806 101,329: 581 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -388: -157 1 -24 -706 -1 -887 -24: 499 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.7 0.8 97.3 98.4 99.4 99.9: 0.6 0.1
Old : 100.0: 1.3 0.7 0.8 97.3 98.4 99.4 99.9: 0.6 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 : 51: 6 4 4 34 35 42 41:
Old : 51: 6 4 4 34 35 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 : 47.2 38.7 65.8 59.9 37.2 30.3 45.1 41.3
Old : 47.2 38.7 65.8 59.9 37.2 30.3 45.1 41.3
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 1, 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 : 674,939: 19,919 6,976 1,305 653,715 666,658 674,939 674,939: 0 0
Old : 674,939: 19,919 6,976 1,305 653,715 666,658 674,939 674,939: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -353: 3,088 -304 0 -3,441 -49 -353 -353: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.0 0.2 96.9 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 1.0 0.2 96.9 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 : 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 : 49.8 55.8 72.9 78.8 42.4 49.1 60.1 66.4
Old : 49.8 55.8 72.9 78.8 42.4 49.1 60.1 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012