NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 8, 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 : 5,140,871: 731,161 287,570 1,554,553 2,837,472 3,284,669 5,123,186 5,126,792: 17,685 14,079
Old : 5,140,871: 731,161 287,570 1,554,553 2,837,472 3,284,669 5,123,186 5,126,792: 17,685 14,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 15,753: 40,889 7,202 -25,094 -5,117 31,353 10,678 13,461: 5,075 2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 5.6 30.2 55.2 63.9 99.7 99.7: 0.3 0.3
Old : 100.0: 14.2 5.6 30.2 55.2 63.9 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 : 225: 37 34 59 138 137 203 204:
Old : 225: 37 34 59 138 137 203 204:
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 : 23.7 20.9 40.9 35.3 18.6 16.6 25.3 23.6
Old : 23.7 20.9 40.9 35.3 18.6 16.6 25.3 23.6
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 8, 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 : 323,826: 5,660 20,939 10,131 291,042 288,209 306,833 319,279: 16,993 4,547
Old : 323,826: 5,660 20,939 10,131 291,042 288,209 306,833 319,279: 16,993 4,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -11,323: -5,764 -180 847 -7,769 -11,847 -12,686 -11,180: 1,363 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.5 3.1 89.9 89.0 94.8 98.6: 5.2 1.4
Old : 100.0: 1.7 6.5 3.1 89.9 89.0 94.8 98.6: 5.2 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 : 54: 4 4 7 40 41 48 48:
Old : 54: 4 4 7 40 41 48 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 : 43.9 48.9 59.8 66.7 41.0 39.8 50.6 52.7
Old : 43.9 48.9 59.8 66.7 41.0 39.8 50.6 52.7
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 8, 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 : 173,746: 1,134 5,545 4,121 165,614 162,371 170,869 172,037: 2,877 1,709
Old : 173,746: 1,134 5,545 4,121 165,614 162,371 170,869 172,037: 2,877 1,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -8,851: -447 -1,454 719 -8,783 -7,424 -8,511 -8,159: -340 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.2 2.4 95.3 93.5 98.3 99.0: 1.7 1.0
Old : 100.0: 0.7 3.2 2.4 95.3 93.5 98.3 99.0: 1.7 1.0
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 : 42: 3 1 3 34 36 37 40:
Old : 42: 3 1 3 34 36 37 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 : 62.4 38.4 77.8 57.4 57.3 35.6 65.1 50.0
Old : 62.4 38.4 77.8 57.4 57.3 35.6 65.1 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, May 8, 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 : 266,082: 3,239 14,824 1,595 256,839 234,643 261,673 251,062: 4,409 15,020
Old : 266,082: 3,239 14,824 1,595 256,839 234,643 261,673 251,062: 4,409 15,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -18,861: -1,863 -2,995 -412 -16,844 -18,949 -19,119 -22,356: 258 3,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.6 0.6 96.5 88.2 98.3 94.4: 1.7 5.6
Old : 100.0: 1.2 5.6 0.6 96.5 88.2 98.3 94.4: 1.7 5.6
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 : 46: 2 3 4 33 32 38 36:
Old : 46: 2 3 4 33 32 38 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 : 50.3 51.0 68.4 70.3 48.0 42.6 64.4 57.9
Old : 50.3 51.0 68.4 70.3 48.0 42.6 64.4 57.9
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 8, 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 : 745,869: 0 46,463 9,350 733,469 687,080 742,819 742,893: 3,050 2,976
Old : 745,869: 0 46,463 9,350 733,469 687,080 742,819 742,893: 3,050 2,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,610: -736 3,578 -1,901 6,766 1,693 4,129 3,370: -519 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 1.3 98.3 92.1 99.6 99.6: 0.4 0.4
Old : 100.0: 0.0 6.2 1.3 98.3 92.1 99.6 99.6: 0.4 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: 0 9 6 58 49 64 58:
Old : 70: 0 9 6 58 49 64 58:
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 : 40.2 39.2 59.5 55.9 34.2 30.5 49.4 41.5
Old : 40.2 39.2 59.5 55.9 34.2 30.5 49.4 41.5
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 8, 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 : 225,232: 14,207 0 1,535 201,149 219,377 216,891 220,912: 8,341 4,320
Old : 225,232: 14,207 0 1,535 201,149 219,377 216,891 220,912: 8,341 4,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -14,755: -4,047 0 306 -11,135 -14,747 -14,876 -14,441: 121 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.7 89.3 97.4 96.3 98.1: 3.7 1.9
Old : 100.0: 6.3 0.0 0.7 89.3 97.4 96.3 98.1: 3.7 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 : 39: 2 0 2 27 26 29 28:
Old : 39: 2 0 2 27 26 29 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 : 48.6 59.0 69.9 79.2 41.0 58.9 57.8 71.0
Old : 48.6 59.0 69.9 79.2 41.0 58.9 57.8 71.0
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 8, 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 : 363,024: 3,988 13,540 36,870 314,760 304,039 355,618 354,449: 7,406 8,575
Old : 363,024: 3,988 13,540 36,870 314,760 304,039 355,618 354,449: 7,406 8,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -27,241: -67 5,003 -1,282 -25,267 -29,450 -26,616 -25,729: -625 -1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.7 10.2 86.7 83.8 98.0 97.6: 2.0 2.4
Old : 100.0: 1.1 3.7 10.2 86.7 83.8 98.0 97.6: 2.0 2.4
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 : 58: 2 6 5 39 40 45 47:
Old : 58: 2 6 5 39 40 45 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 : 37.2 57.0 55.8 68.3 32.5 48.9 46.8 58.3
Old : 37.2 57.0 55.8 68.3 32.5 48.9 46.8 58.3
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 8, 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 : 198,065: 20,689 16,054 3,998 170,920 172,858 195,607 192,910: 2,458 5,155
Old : 198,065: 20,689 16,054 3,998 170,920 172,858 195,607 192,910: 2,458 5,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -22,637: 2,863 -5,868 -2,654 -22,351 -12,466 -22,142 -20,988: -495 -1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.1 2.0 86.3 87.3 98.8 97.4: 1.2 2.6
Old : 100.0: 10.4 8.1 2.0 86.3 87.3 98.8 97.4: 1.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 3 2 30 30 35 35:
Old : 48: 5 3 2 30 30 35 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 42.3 72.8 61.0 59.1 37.9 66.3 53.6
Old : 59.1 42.3 72.8 61.0 59.1 37.9 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, May 8, 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 : 176,378: 24,253 3,104 21,215 129,362 151,487 174,830 175,806: 1,548 572
Old : 176,378: 24,253 3,104 21,215 129,362 151,487 174,830 175,806: 1,548 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -3,200: -2,857 399 -962 638 -2,704 -3,181 -3,267: -19 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 1.8 12.0 73.3 85.9 99.1 99.7: 0.9 0.3
Old : 100.0: 13.8 1.8 12.0 73.3 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 : 78: 15 6 13 54 50 71 67:
Old : 78: 15 6 13 54 50 71 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 : 29.9 41.4 46.9 61.0 21.4 36.9 34.1 47.5
Old : 29.9 41.4 46.9 61.0 21.4 36.9 34.1 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, May 8, 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 : 68,989: 672 2 785 67,405 68,023 68,862 68,810: 127 179
Old : 68,989: 672 2 785 67,405 68,023 68,862 68,810: 127 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 622: -78 -293 -203 878 1,016 597 520: 25 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 1.1 97.7 98.6 99.8 99.7: 0.2 0.3
Old : 100.0: 1.0 0.0 1.1 97.7 98.6 99.8 99.7: 0.2 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 : 39: 3 1 2 32 30 36 32:
Old : 39: 3 1 2 32 30 36 32:
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 : 46.7 54.5 71.1 70.4 38.6 39.6 51.2 49.4
Old : 46.7 54.5 71.1 70.4 38.6 39.6 51.2 49.4
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 8, 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 : 699,504: 6,389 0 3,173 689,918 696,331 699,480 699,504: 24 0
Old : 699,504: 6,389 0 3,173 689,918 696,331 699,480 699,504: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -7,530: 1,997 -3,875 -389 -9,138 -3,266 -7,530 -7,530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.5 98.6 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.0 0.5 98.6 99.5 100.0 100.0: 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 : 37: 6 0 1 29 28 35 29:
Old : 37: 6 0 1 29 28 35 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 : 48.4 55.6 71.5 72.8 34.5 40.6 46.0 49.9
Old : 48.4 55.6 71.5 72.8 34.5 40.6 46.0 49.9
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 8, 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 : 1,546,838: 94,259 8,430 88,873 1,363,690 1,449,535 1,546,822 1,546,838: 16 0
Old : 1,546,838: 94,259 8,430 88,873 1,363,690 1,449,535 1,546,822 1,546,838: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -43,441: 8,334 -3,224 -3,167 -48,606 -37,050 -43,439 -43,441: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.5 5.7 88.2 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 0.5 5.7 88.2 93.7 100.0 100.0: 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 : 63: 9 3 6 41 43 51 51:
Old : 63: 9 3 6 41 43 51 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 : 35.8 49.0 54.8 65.1 25.2 44.3 38.0 55.1
Old : 35.8 49.0 54.8 65.1 25.2 44.3 38.0 55.1
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 8, 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 : 99,404: 503 779 775 98,010 97,710 99,288 99,264: 116 140
Old : 99,404: 503 779 775 98,010 97,710 99,288 99,264: 116 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -1,983: -825 65 -70 -623 -2,060 -1,518 -2,065: -465 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.8 0.8 98.6 98.3 99.9 99.9: 0.1 0.1
Old : 100.0: 0.5 0.8 0.8 98.6 98.3 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 : 50: 4 4 4 34 35 40 42:
Old : 50: 4 4 4 34 35 40 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 : 47.5 38.8 66.1 59.9 37.6 29.7 45.2 39.9
Old : 47.5 38.8 66.1 59.9 37.6 29.7 45.2 39.9
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 8, 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 : 674,818: 18,271 4,248 1,297 655,250 669,273 674,818 674,818: 0 0
Old : 674,818: 18,271 4,248 1,297 655,250 669,273 674,818 674,818: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -121: -1,648 -2,728 -8 1,535 2,615 -121 -121: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.6 0.2 97.1 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.6 0.2 97.1 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 : 38: 3 3 2 26 24 30 28:
Old : 38: 3 3 2 26 24 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 55.2 72.6 78.1 42.0 47.9 60.2 65.7
Old : 49.8 55.2 72.6 78.1 42.0 47.9 60.2 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012