NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 29, 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 : 5,331,752: 879,553 337,335 1,472,628 2,953,373 3,498,867 5,305,554 5,308,830: 26,198 22,922
Old : 5,331,752: 879,553 337,335 1,472,628 2,953,373 3,498,867 5,305,554 5,308,830: 26,198 22,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 115,168: 54,846 31,050 1,928 53,080 80,062 109,854 113,040: 5,314 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.3 27.6 55.4 65.6 99.5 99.6: 0.5 0.4
Old : 100.0: 16.5 6.3 27.6 55.4 65.6 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 : 225: 33 36 63 143 137 211 204:
Old : 225: 33 36 63 143 137 211 204:
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 : 24.1 20.4 41.5 34.2 18.4 16.4 27.6 24.9
Old : 24.1 20.4 41.5 34.2 18.4 16.4 27.6 24.9
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, May 29, 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 : 319,862: 3,688 5,035 7,149 291,497 302,706 302,334 314,890: 17,528 4,972
Old : 319,862: 3,688 5,035 7,149 291,497 302,706 302,334 314,890: 17,528 4,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -3,529: 737 -2,944 220 -4,523 -1,011 -3,566 -3,735: 37 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.6 2.2 91.1 94.6 94.5 98.4: 5.5 1.6
Old : 100.0: 1.2 1.6 2.2 91.1 94.6 94.5 98.4: 5.5 1.6
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 : 55: 5 4 6 41 40 49 47:
Old : 55: 5 4 6 41 40 49 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 : 46.7 54.1 62.2 69.6 43.1 47.4 54.4 56.3
Old : 46.7 54.1 62.2 69.6 43.1 47.4 54.4 56.3
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, May 29, 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 : 178,879: 2,735 10,264 4,546 168,389 161,701 175,670 176,511: 3,209 2,368
Old : 178,879: 2,735 10,264 4,546 168,389 161,701 175,670 176,511: 3,209 2,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 668: 1,692 188 29 -1,200 154 521 371: 147 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.7 2.5 94.1 90.4 98.2 98.7: 1.8 1.3
Old : 100.0: 1.5 5.7 2.5 94.1 90.4 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 : 40: 2 2 3 33 34 36 38:
Old : 40: 2 2 3 33 34 36 38:
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 : 59.3 36.1 76.3 56.4 53.8 34.2 61.1 50.2
Old : 59.3 36.1 76.3 56.4 53.8 34.2 61.1 50.2
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 29, 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 : 272,989: 1,468 16,144 2,335 262,172 237,579 265,975 256,058: 7,014 16,931
Old : 272,989: 1,468 16,144 2,335 262,172 237,579 265,975 256,058: 7,014 16,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 353: -1,289 -208 242 238 -982 -809 -948: 1,162 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.9 0.9 96.0 87.0 97.4 93.8: 2.6 6.2
Old : 100.0: 0.5 5.9 0.9 96.0 87.0 97.4 93.8: 2.6 6.2
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 : 46: 1 5 4 33 31 37 37:
Old : 46: 1 5 4 33 31 37 37:
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 : 49.6 50.5 68.9 70.0 47.4 40.8 64.5 56.3
Old : 49.6 50.5 68.9 70.0 47.4 40.8 64.5 56.3
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 29, 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 : 824,113: 2,537 23,742 29,446 788,726 767,572 820,709 820,760: 3,404 3,353
Old : 824,113: 2,537 23,742 29,446 788,726 767,572 820,709 820,760: 3,404 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 35,393: 1,702 -4,848 7,098 26,742 32,862 35,542 35,112: -149 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.9 3.6 95.7 93.1 99.6 99.6: 0.4 0.4
Old : 100.0: 0.3 2.9 3.6 95.7 93.1 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 : 69: 3 7 8 56 48 65 57:
Old : 69: 3 7 8 56 48 65 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 : 36.9 34.8 56.1 53.5 28.5 27.1 42.4 36.5
Old : 36.9 34.8 56.1 53.5 28.5 27.1 42.4 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, May 29, 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 : 235,199: 17,561 0 1,079 211,038 231,076 229,678 232,155: 5,521 3,044
Old : 235,199: 17,561 0 1,079 211,038 231,076 229,678 232,155: 5,521 3,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 3,141: 235 0 -244 3,394 4,571 3,385 4,327: -244 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.5 89.7 98.2 97.7 98.7: 2.3 1.3
Old : 100.0: 7.5 0.0 0.5 89.7 98.2 97.7 98.7: 2.3 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 : 41: 2 0 2 31 30 33 32:
Old : 41: 2 0 2 31 30 33 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 : 47.0 57.1 67.3 76.8 39.1 57.0 55.8 68.3
Old : 47.0 57.1 67.3 76.8 39.1 57.0 55.8 68.3
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 29, 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 : 364,595: 3,701 5,001 45,461 308,130 305,074 357,292 355,536: 7,303 9,059
Old : 364,595: 3,701 5,001 45,461 308,130 305,074 357,292 355,536: 7,303 9,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,780: 1,983 -5,002 2,042 -1,245 5,496 2,780 2,536: 0 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.4 12.5 84.5 83.7 98.0 97.5: 2.0 2.5
Old : 100.0: 1.0 1.4 12.5 84.5 83.7 98.0 97.5: 2.0 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 : 58: 4 4 5 38 41 44 48:
Old : 58: 4 4 5 38 41 44 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 : 39.0 50.7 57.7 64.3 31.8 43.4 45.6 54.1
Old : 39.0 50.7 57.7 64.3 31.8 43.4 45.6 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, May 29, 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 : 179,398: 20,840 3,240 6,568 148,932 164,158 176,340 173,966: 3,058 5,432
Old : 179,398: 20,840 3,240 6,568 148,932 164,158 176,340 173,966: 3,058 5,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -6,022: -3,014 364 2,066 -5,638 -8,452 -6,586 -6,022: 564 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.8 3.7 83.0 91.5 98.3 97.0: 1.7 3.0
Old : 100.0: 11.6 1.8 3.7 83.0 91.5 98.3 97.0: 1.7 3.0
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 : 49: 5 4 2 31 31 36 37:
Old : 49: 5 4 2 31 31 36 37:
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 : 54.7 37.8 69.4 56.1 51.8 31.1 60.0 45.9
Old : 54.7 37.8 69.4 56.1 51.8 31.1 60.0 45.9
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, May 29, 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 : 185,824: 24,788 3,668 23,417 135,944 157,911 184,149 184,996: 1,675 828
Old : 185,824: 24,788 3,668 23,417 135,944 157,911 184,149 184,996: 1,675 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -701: 124 654 -349 -498 -852 -723 -547: 22 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 2.0 12.6 73.2 85.0 99.1 99.6: 0.9 0.4
Old : 100.0: 13.3 2.0 12.6 73.2 85.0 99.1 99.6: 0.9 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 : 79: 16 4 16 55 51 73 69:
Old : 79: 16 4 16 55 51 73 69:
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 : 28.8 42.5 46.0 61.1 19.8 37.5 32.5 46.9
Old : 28.8 42.5 46.0 61.1 19.8 37.5 32.5 46.9
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 29, 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 : 70,948: 926 1 453 69,545 70,494 70,924 70,948: 24 0
Old : 70,948: 926 1 453 69,545 70,494 70,924 70,948: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 387: 77 -26 -25 335 438 387 387: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.6 98.0 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.0 0.6 98.0 99.4 100.0 100.0: 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 : 40: 3 1 2 33 31 37 33:
Old : 40: 3 1 2 33 31 37 33:
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 : 48.7 50.5 73.1 69.3 39.5 36.4 51.3 47.6
Old : 48.7 50.5 73.1 69.3 39.5 36.4 51.3 47.6
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 29, 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 : 708,039: 6,693 304 2,829 698,493 704,906 708,015 708,039: 24 0
Old : 708,039: 6,693 304 2,829 698,493 704,906 708,015 708,039: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 14,342: 648 0 0 13,694 14,342 14,342 14,342: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.4 98.7 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.0 0.4 98.7 99.6 100.0 100.0: 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 : 41: 6 1 1 31 30 37 32:
Old : 41: 6 1 1 31 30 37 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 : 45.5 53.2 73.1 69.3 32.1 37.6 44.7 46.0
Old : 45.5 53.2 73.1 69.3 32.1 37.6 44.7 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, May 29, 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 : 1,624,262: 123,062 10,177 89,823 1,411,361 1,524,262 1,624,246 1,624,262: 16 0
Old : 1,624,262: 123,062 10,177 89,823 1,411,361 1,524,262 1,624,246 1,624,262: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 9,704: 276 8,420 2,476 6,952 -1,192 9,704 9,704: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.6 5.5 86.9 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 0.6 5.5 86.9 93.8 100.0 100.0: 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 : 64: 10 4 7 42 42 53 52:
Old : 64: 10 4 7 42 42 53 52:
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 : 36.1 51.7 54.1 67.0 25.7 47.1 41.0 56.8
Old : 36.1 51.7 54.1 67.0 25.7 47.1 41.0 56.8
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 29, 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 : 90,600: 183 623 562 89,851 89,385 90,596 90,570: 4 30
Old : 90,600: 183 623 562 89,851 89,385 90,596 90,570: 4 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,630: -2 99 -46 -1,580 -1,631 -1,628 -1,578: -2 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 0.6 99.2 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.7 0.6 99.2 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 : 51: 5 3 3 36 36 43 40:
Old : 51: 5 3 3 36 36 43 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 : 41.5 39.0 64.5 60.2 29.6 29.9 41.1 40.3
Old : 41.5 39.0 64.5 60.2 29.6 29.9 41.1 40.3
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 29, 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 : 646,438: 13,527 3,608 1,321 631,590 641,509 646,438 646,438: 0 0
Old : 646,438: 13,527 3,608 1,321 631,590 641,509 646,438 646,438: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 6,829: -904 0 0 7,733 6,829 6,829 6,829: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.6 0.2 97.7 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.6 0.2 97.7 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 : 39: 3 2 1 27 26 30 29:
Old : 39: 3 2 1 27 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 56.4 75.9 79.9 44.2 47.5 63.9 67.2
Old : 51.4 56.4 75.9 79.9 44.2 47.5 63.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012