NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, June 5, 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 : 5,151,250: 798,119 335,238 1,421,285 2,908,807 3,375,277 5,128,211 5,131,800: 23,039 19,450
Old : 5,151,250: 798,119 335,238 1,421,285 2,908,807 3,375,277 5,128,211 5,131,800: 23,039 19,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -180,502: -81,434 -2,097 -51,343 -44,566 -123,590 -177,343 -177,030: -3,159 -3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 6.5 27.6 56.5 65.5 99.6 99.6: 0.4 0.4
Old : 100.0: 15.5 6.5 27.6 56.5 65.5 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 : 223: 31 37 61 142 135 207 201:
Old : 223: 31 37 61 142 135 207 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 21.1 41.8 34.6 19.5 16.7 29.1 24.9
Old : 25.6 21.1 41.8 34.6 19.5 16.7 29.1 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, June 5, 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 : 301,187: 614 4,504 6,678 278,235 287,852 285,527 299,034: 15,660 2,153
Old : 301,187: 614 4,504 6,678 278,235 287,852 285,527 299,034: 15,660 2,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -18,675: -3,074 -531 -471 -13,262 -14,854 -16,807 -15,856: -1,868 -2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.5 2.2 92.4 95.6 94.8 99.3: 5.2 0.7
Old : 100.0: 0.2 1.5 2.2 92.4 95.6 94.8 99.3: 5.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 7 7 39 42 47 49:
Old : 54: 1 7 7 39 42 47 49:
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 : 49.1 54.5 64.0 70.7 45.9 47.9 57.8 58.9
Old : 49.1 54.5 64.0 70.7 45.9 47.9 57.8 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, June 5, 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 : 165,446: 292 10,533 3,223 159,663 149,850 163,178 163,606: 2,268 1,840
Old : 165,446: 292 10,533 3,223 159,663 149,850 163,178 163,606: 2,268 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -13,433: -2,443 269 -1,323 -8,726 -11,851 -12,492 -12,905: -941 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.4 1.9 96.5 90.6 98.6 98.9: 1.4 1.1
Old : 100.0: 0.2 6.4 1.9 96.5 90.6 98.6 98.9: 1.4 1.1
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: 1 2 2 30 34 32 37:
Old : 39: 1 2 2 30 34 32 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 : 63.4 37.3 79.9 58.3 59.1 35.9 66.3 52.9
Old : 63.4 37.3 79.9 58.3 59.1 35.9 66.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, June 5, 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 : 253,629: 2,113 14,679 1,917 244,916 221,820 248,946 238,416: 4,683 15,213
Old : 253,629: 2,113 14,679 1,917 244,916 221,820 248,946 238,416: 4,683 15,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -19,360: 645 -1,465 -418 -17,256 -15,759 -17,029 -17,642: -2,331 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.8 0.8 96.6 87.5 98.2 94.0: 1.8 6.0
Old : 100.0: 0.8 5.8 0.8 96.6 87.5 98.2 94.0: 1.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 3 4 34 32 38 37:
Old : 47: 2 3 4 34 32 38 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 : 51.3 50.6 70.4 68.5 48.8 40.2 64.5 56.4
Old : 51.3 50.6 70.4 68.5 48.8 40.2 64.5 56.4
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, June 5, 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 : 810,750: 326 19,527 33,365 774,957 753,614 808,648 806,506: 2,102 4,244
Old : 810,750: 326 19,527 33,365 774,957 753,614 808,648 806,506: 2,102 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -13,363: -2,211 -4,215 3,919 -13,769 -13,958 -12,061 -14,254: -1,302 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 4.1 95.6 93.0 99.7 99.5: 0.3 0.5
Old : 100.0: 0.0 2.4 4.1 95.6 93.0 99.7 99.5: 0.3 0.5
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 : 68: 1 8 8 55 48 63 57:
Old : 68: 1 8 8 55 48 63 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 : 38.6 35.0 57.4 53.8 27.1 26.8 39.9 36.6
Old : 38.6 35.0 57.4 53.8 27.1 26.8 39.9 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, June 5, 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 : 223,115: 15,195 0 1,118 200,714 219,212 217,027 220,330: 6,088 2,785
Old : 223,115: 15,195 0 1,118 200,714 219,212 217,027 220,330: 6,088 2,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -12,084: -2,366 0 39 -10,324 -11,864 -12,651 -11,825: 567 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.5 90.0 98.3 97.3 98.8: 2.7 1.2
Old : 100.0: 6.8 0.0 0.5 90.0 98.3 97.3 98.8: 2.7 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 : 40: 2 0 2 29 29 31 31:
Old : 40: 2 0 2 29 29 31 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 : 48.5 57.9 69.9 76.9 39.5 57.3 57.2 68.5
Old : 48.5 57.9 69.9 76.9 39.5 57.3 57.2 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, June 5, 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 : 339,206: 7,045 2,892 41,574 283,773 285,892 332,392 330,358: 6,814 8,848
Old : 339,206: 7,045 2,892 41,574 283,773 285,892 332,392 330,358: 6,814 8,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -25,389: 3,344 -2,109 -3,887 -24,357 -19,182 -24,900 -25,178: -489 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.9 12.3 83.7 84.3 98.0 97.4: 2.0 2.6
Old : 100.0: 2.1 0.9 12.3 83.7 84.3 98.0 97.4: 2.0 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 : 57: 4 4 6 36 39 43 46:
Old : 57: 4 4 6 36 39 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 50.2 57.5 64.6 30.1 43.3 45.2 54.2
Old : 38.0 50.2 57.5 64.6 30.1 43.3 45.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, June 5, 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 : 156,524: 16,812 1,232 5,039 131,880 146,181 153,731 152,452: 2,793 4,072
Old : 156,524: 16,812 1,232 5,039 131,880 146,181 153,731 152,452: 2,793 4,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -22,874: -4,028 -2,008 -1,529 -17,052 -17,977 -22,609 -21,514: -265 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.8 3.2 84.3 93.4 98.2 97.4: 1.8 2.6
Old : 100.0: 10.7 0.8 3.2 84.3 93.4 98.2 97.4: 1.8 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 2 2 34 31 39 35:
Old : 48: 5 2 2 34 31 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 : 55.5 39.7 68.8 57.3 49.0 32.7 56.5 47.0
Old : 55.5 39.7 68.8 57.3 49.0 32.7 56.5 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, June 5, 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 : 187,492: 24,042 3,413 23,616 137,915 159,109 185,573 186,138: 1,919 1,354
Old : 187,492: 24,042 3,413 23,616 137,915 159,109 185,573 186,138: 1,919 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 1,668: -746 -255 199 1,971 1,198 1,424 1,142: 244 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 1.8 12.6 73.6 84.9 99.0 99.3: 1.0 0.7
Old : 100.0: 12.8 1.8 12.6 73.6 84.9 99.0 99.3: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 17 6 16 57 51 75 72:
Old : 83: 17 6 16 57 51 75 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 42.4 45.0 61.8 19.5 38.4 32.3 47.8
Old : 27.7 42.4 45.0 61.8 19.5 38.4 32.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, June 5, 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 : 66,243: 76 89 263 65,803 65,814 66,142 66,166: 101 77
Old : 66,243: 76 89 263 65,803 65,814 66,142 66,166: 101 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -4,705: -850 88 -190 -3,742 -4,680 -4,782 -4,782: 77 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.4 99.3 99.4 99.8 99.9: 0.2 0.1
Old : 100.0: 0.1 0.1 0.4 99.3 99.4 99.8 99.9: 0.2 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 : 37: 2 1 1 31 29 34 30:
Old : 37: 2 1 1 31 29 34 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 : 51.2 50.3 75.9 71.0 41.2 36.9 53.7 51.5
Old : 51.2 50.3 75.9 71.0 41.2 36.9 53.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, June 5, 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 : 634,807: 4,677 304 2,829 627,277 631,674 634,783 634,807: 24 0
Old : 634,807: 4,677 304 2,829 627,277 631,674 634,783 634,807: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -73,232: -2,016 0 0 -71,216 -73,232 -73,232 -73,232: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.4 98.8 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.0 0.4 98.8 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 : 38: 4 1 1 30 30 34 32:
Old : 38: 4 1 1 30 30 34 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 : 49.3 53.7 72.2 70.3 33.8 42.8 44.8 49.2
Old : 49.3 53.7 72.2 70.3 33.8 42.8 44.8 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, June 5, 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 : 1,641,425: 86,822 15,272 79,206 1,475,381 1,546,947 1,641,409 1,641,425: 16 0
Old : 1,641,425: 86,822 15,272 79,206 1,475,381 1,546,947 1,641,409 1,641,425: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 17,163: -36,240 5,095 -10,617 64,020 22,685 17,163 17,163: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.9 4.8 89.9 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 0.9 4.8 89.9 94.2 100.0 100.0: 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 : 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 : 35.4 50.0 53.0 66.7 27.6 45.4 40.8 56.3
Old : 35.4 50.0 53.0 66.7 27.6 45.4 40.8 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, June 5, 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 : 93,345: 157 684 542 92,566 91,983 93,265 93,209: 80 136
Old : 93,345: 157 684 542 92,566 91,983 93,265 93,209: 80 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 2,745: -26 61 -20 2,715 2,598 2,669 2,639: 76 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 0.6 99.2 98.5 99.9 99.9: 0.1 0.1
Old : 100.0: 0.2 0.7 0.6 99.2 98.5 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 : 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 : 41.9 37.0 64.1 59.5 30.5 28.8 41.5 40.3
Old : 41.9 37.0 64.1 59.5 30.5 28.8 41.5 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, June 5, 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 : 654,686: 11,999 3,608 1,321 641,366 649,757 654,686 654,686: 0 0
Old : 654,686: 11,999 3,608 1,321 641,366 649,757 654,686 654,686: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 8,248: -1,528 0 0 9,776 8,248 8,248 8,248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 0.2 98.0 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 0.6 0.2 98.0 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 : 42: 5 2 1 29 26 34 29:
Old : 42: 5 2 1 29 26 34 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 : 47.5 55.8 72.1 79.8 40.8 48.8 62.1 65.6
Old : 47.5 55.8 72.1 79.8 40.8 48.8 62.1 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012