NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, June 19, 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 : 5,003,239: 744,319 346,020 1,300,112 2,929,479 3,326,684 4,973,910 4,972,816: 29,329 30,423
Old : 5,003,239: 744,319 346,020 1,300,112 2,929,479 3,326,684 4,973,910 4,972,816: 29,329 30,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -83,009: -3,298 -33,996 -44,497 -39,888 -15,924 -87,683 -94,417: 4,674 11,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 6.9 26.0 58.6 66.5 99.4 99.4: 0.6 0.6
Old : 100.0: 14.9 6.9 26.0 58.6 66.5 99.4 99.4: 0.6 0.6
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 : 224: 33 36 62 143 137 210 203:
Old : 224: 33 36 62 143 137 210 203:
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 : 24.6 21.2 38.9 34.7 20.3 17.1 29.3 24.9
Old : 24.6 21.2 38.9 34.7 20.3 17.1 29.3 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 19, 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 : 314,463: 3,191 5,608 5,636 291,029 301,344 299,856 312,588: 14,607 1,875
Old : 314,463: 3,191 5,608 5,636 291,029 301,344 299,856 312,588: 14,607 1,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 2,080: -1,611 2,258 -561 4,466 935 2,294 2,632: -214 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.8 1.8 92.5 95.8 95.4 99.4: 4.6 0.6
Old : 100.0: 1.0 1.8 1.8 92.5 95.8 95.4 99.4: 4.6 0.6
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: 3 6 7 40 42 49 49:
Old : 55: 3 6 7 40 42 49 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 : 47.3 53.9 63.7 70.2 43.6 45.4 55.5 56.8
Old : 47.3 53.9 63.7 70.2 43.6 45.4 55.5 56.8
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 19, 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 : 163,090: 0 8,074 3,364 156,024 148,351 159,388 159,789: 3,702 3,301
Old : 163,090: 0 8,074 3,364 156,024 148,351 159,388 159,789: 3,702 3,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -4,286: -268 -1,238 36 -5,334 -3,778 -5,566 -4,980: 1,280 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 2.1 95.7 91.0 97.7 98.0: 2.3 2.0
Old : 100.0: 0.0 5.0 2.1 95.7 91.0 97.7 98.0: 2.3 2.0
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: 0 2 1 30 34 31 36:
Old : 38: 0 2 1 30 34 31 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 : 62.9 37.9 79.9 56.7 56.8 36.4 65.2 50.7
Old : 62.9 37.9 79.9 56.7 56.8 36.4 65.2 50.7
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 19, 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 : 272,240: 5,357 15,272 1,060 261,202 240,824 267,619 257,156: 4,621 15,084
Old : 272,240: 5,357 15,272 1,060 261,202 240,824 267,619 257,156: 4,621 15,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 17,595: 298 -308 -153 18,367 19,041 18,512 18,580: -917 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 5.6 0.4 95.9 88.5 98.3 94.5: 1.7 5.5
Old : 100.0: 2.0 5.6 0.4 95.9 88.5 98.3 94.5: 1.7 5.5
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 : 47: 1 3 3 35 33 39 36:
Old : 47: 1 3 3 35 33 39 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 : 49.5 50.5 69.9 68.2 47.5 41.0 65.2 55.2
Old : 49.5 50.5 69.9 68.2 47.5 41.0 65.2 55.2
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 19, 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 : 751,077: 1,316 11,334 26,314 720,273 709,311 747,903 746,959: 3,174 4,118
Old : 751,077: 1,316 11,334 26,314 720,273 709,311 747,903 746,959: 3,174 4,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -29,722: 910 -5,155 410 -31,684 -24,188 -30,364 -28,933: 642 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.5 3.5 95.9 94.4 99.6 99.5: 0.4 0.5
Old : 100.0: 0.2 1.5 3.5 95.9 94.4 99.6 99.5: 0.4 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 : 69: 3 6 8 57 50 65 59:
Old : 69: 3 6 8 57 50 65 59:
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 : 37.3 35.6 54.4 53.8 24.5 30.2 38.4 39.9
Old : 37.3 35.6 54.4 53.8 24.5 30.2 38.4 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, June 19, 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 : 222,033: 14,143 0 1,250 200,007 217,571 215,400 218,821: 6,633 3,212
Old : 222,033: 14,143 0 1,250 200,007 217,571 215,400 218,821: 6,633 3,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,894: 182 0 166 1,485 1,765 1,833 1,931: 61 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 0.6 90.1 98.0 97.0 98.6: 3.0 1.4
Old : 100.0: 6.4 0.0 0.6 90.1 98.0 97.0 98.6: 3.0 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 : 40: 2 0 2 29 28 31 30:
Old : 40: 2 0 2 29 28 31 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 : 47.4 59.4 68.0 77.9 37.7 57.7 54.1 68.7
Old : 47.4 59.4 68.0 77.9 37.7 57.7 54.1 68.7
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 19, 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 : 335,129: 12,729 2,961 34,996 280,196 288,726 327,921 326,683: 7,208 8,446
Old : 335,129: 12,729 2,961 34,996 280,196 288,726 327,921 326,683: 7,208 8,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,103: 9,299 -387 -6,292 -1,842 7,936 1,165 1,257: -62 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.9 10.4 83.6 86.2 97.8 97.5: 2.2 2.5
Old : 100.0: 3.8 0.9 10.4 83.6 86.2 97.8 97.5: 2.2 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 : 56: 3 5 6 38 41 45 48:
Old : 56: 3 5 6 38 41 45 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 : 39.7 46.5 58.3 61.7 31.2 41.7 46.3 53.9
Old : 39.7 46.5 58.3 61.7 31.2 41.7 46.3 53.9
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 19, 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 : 153,071: 13,451 984 5,772 130,779 140,503 150,002 147,259: 3,069 5,812
Old : 153,071: 13,451 984 5,772 130,779 140,503 150,002 147,259: 3,069 5,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -4,662: -4,979 -248 815 -496 -5,470 -4,660 -4,903: -2 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.6 3.8 85.4 91.8 98.0 96.2: 2.0 3.8
Old : 100.0: 8.8 0.6 3.8 85.4 91.8 98.0 96.2: 2.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 1 2 34 31 39 34:
Old : 47: 5 1 2 34 31 39 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 : 50.3 37.8 65.9 57.0 38.4 29.7 47.2 42.7
Old : 50.3 37.8 65.9 57.0 38.4 29.7 47.2 42.7
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, June 19, 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 : 181,435: 22,233 2,812 23,125 134,656 154,119 180,014 180,056: 1,421 1,379
Old : 181,435: 22,233 2,812 23,125 134,656 154,119 180,014 180,056: 1,421 1,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,479: -1,904 306 163 3,843 1,493 2,102 1,962: -623 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 1.5 12.7 74.2 84.9 99.2 99.2: 0.8 0.8
Old : 100.0: 12.3 1.5 12.7 74.2 84.9 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 19 5 13 55 54 75 71:
Old : 84: 19 5 13 55 54 75 71:
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 : 28.5 41.5 46.2 61.4 20.4 37.6 32.8 47.6
Old : 28.5 41.5 46.2 61.4 20.4 37.6 32.8 47.6
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, June 19, 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 : 68,865: 105 67 314 68,319 68,434 68,738 68,815: 127 50
Old : 68,865: 105 67 314 68,319 68,434 68,738 68,815: 127 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,282: -25 -72 -27 1,261 1,383 1,209 1,284: 73 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 0.5 99.2 99.4 99.8 99.9: 0.2 0.1
Old : 100.0: 0.2 0.1 0.5 99.2 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 : 40: 3 2 2 30 30 35 32:
Old : 40: 3 2 2 30 30 35 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 : 50.6 48.4 75.3 70.7 40.7 37.6 54.2 52.5
Old : 50.6 48.4 75.3 70.7 40.7 37.6 54.2 52.5
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 19, 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 : 618,688: 3,808 2,307 3,474 611,062 612,563 618,344 618,344: 344 344
Old : 618,688: 3,808 2,307 3,474 611,062 612,563 618,344 618,344: 344 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -847: -653 2,307 341 -879 -3,839 -1,191 -1,191: 344 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 0.6 98.8 99.0 99.9 99.9: 0.1 0.1
Old : 100.0: 0.6 0.4 0.6 98.8 99.0 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 : 38: 4 2 2 29 29 34 32:
Old : 38: 4 2 2 29 29 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 : 48.5 56.6 74.9 71.6 34.0 42.3 49.4 48.8
Old : 48.5 56.6 74.9 71.6 34.0 42.3 49.4 48.8
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 19, 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 : 1,615,689: 89,420 30,411 65,720 1,460,535 1,519,558 1,615,675 1,615,689: 14 0
Old : 1,615,689: 89,420 30,411 65,720 1,460,535 1,519,558 1,615,675 1,615,689: 14 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 50,663: 10,933 5,781 -5,766 46,237 51,389 51,404 51,404: -741 -741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.9 4.1 90.4 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 1.9 4.1 90.4 94.1 100.0 100.0: 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 : 60: 8 5 8 41 39 51 50:
Old : 60: 8 5 8 41 39 51 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 : 35.8 52.3 53.9 67.6 27.7 46.4 42.5 56.4
Old : 35.8 52.3 53.9 67.6 27.7 46.4 42.5 56.4
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 19, 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 : 87,614: 301 484 821 86,463 86,273 87,585 87,578: 29 36
Old : 87,614: 301 484 821 86,463 86,273 87,585 87,578: 29 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 581: 123 -153 207 300 578 630 632: -49 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.6 0.9 98.7 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.6 0.9 98.7 98.5 100.0 100.0: 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 : 49: 5 3 4 35 34 42 39:
Old : 49: 5 3 4 35 34 42 39:
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 : 40.6 37.9 63.3 61.5 26.3 29.8 38.0 41.3
Old : 40.6 37.9 63.3 61.5 26.3 29.8 38.0 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, June 19, 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 : 587,254: 9,039 0 977 577,238 586,277 587,254 587,254: 0 0
Old : 587,254: 9,039 0 977 577,238 586,277 587,254 587,254: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -8,056: 2,008 0 -344 -9,720 -7,712 -8,056 -8,056: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.2 98.3 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.0 0.2 98.3 99.8 100.0 100.0: 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 0 1 28 26 32 27:
Old : 38: 4 0 1 28 26 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 60.0 72.6 82.3 42.4 50.7 60.2 67.8
Old : 50.6 60.0 72.6 82.3 42.4 50.7 60.2 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012