NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,756,106: 594,651 227,253 1,523,490 2,603,161 2,979,157 4,721,302 4,729,900: 34,804 26,206
Old : 4,756,106: 594,651 227,253 1,523,490 2,603,161 2,979,157 4,721,302 4,729,900: 34,804 26,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -232,108: 15,366 60,659 -137,152 -107,693 -162,599 -229,479 -239,092: -2,629 6,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 4.8 32.0 54.7 62.6 99.3 99.4: 0.7 0.6
Old : 100.0: 12.5 4.8 32.0 54.7 62.6 99.3 99.4: 0.7 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 : 236: 44 36 67 146 141 219 215:
Old : 236: 44 36 67 146 141 219 215:
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 : 24.7 22.6 38.6 37.7 14.7 18.7 20.7 26.6
Old : 24.7 22.6 38.6 37.7 14.7 18.7 20.7 26.6
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, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 401,220: 17,093 16,272 31,292 339,120 352,219 387,505 399,783: 13,715 1,437
Old : 401,220: 17,093 16,272 31,292 339,120 352,219 387,505 399,783: 13,715 1,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 11,538: -372 -1,992 4,036 8,016 10,516 11,680 12,560: -142 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.1 7.8 84.5 87.8 96.6 99.6: 3.4 0.4
Old : 100.0: 4.3 4.1 7.8 84.5 87.8 96.6 99.6: 3.4 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 : 66: 7 6 11 45 44 58 55:
Old : 66: 7 6 11 45 44 58 55:
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 : 25.1 41.8 42.5 66.8 21.2 33.2 33.1 42.7
Old : 25.1 41.8 42.5 66.8 21.2 33.2 33.1 42.7
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, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 163,270: 8,163 3,407 4,670 147,811 151,978 160,644 160,055: 2,626 3,215
Old : 163,270: 8,163 3,407 4,670 147,811 151,978 160,644 160,055: 2,626 3,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -484: 655 -1,115 -193 907 1,444 1,369 136: -1,853 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.1 2.9 90.5 93.1 98.4 98.0: 1.6 2.0
Old : 100.0: 5.0 2.1 2.9 90.5 93.1 98.4 98.0: 1.6 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 : 49: 4 2 4 37 40 42 45:
Old : 49: 4 2 4 37 40 42 45:
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 : 51.7 40.3 69.1 57.0 49.2 37.0 62.6 51.7
Old : 51.7 40.3 69.1 57.0 49.2 37.0 62.6 51.7
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 337,440: 2,069 16,897 12,825 320,047 304,248 334,941 333,970: 2,499 3,470
Old : 337,440: 2,069 16,897 12,825 320,047 304,248 334,941 333,970: 2,499 3,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 5,802: -579 2,497 135 7,697 3,904 7,253 6,536: -1,451 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.0 3.8 94.8 90.2 99.3 99.0: 0.7 1.0
Old : 100.0: 0.6 5.0 3.8 94.8 90.2 99.3 99.0: 0.7 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 : 55: 2 7 5 41 35 47 43:
Old : 55: 2 7 5 41 35 47 43:
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 : 44.1 47.5 63.3 70.2 41.5 38.1 57.4 57.6
Old : 44.1 47.5 63.3 70.2 41.5 38.1 57.4 57.6
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 698,685: 15 38,533 26,118 668,417 630,048 694,550 694,699: 4,135 3,986
Old : 698,685: 15 38,533 26,118 668,417 630,048 694,550 694,699: 4,135 3,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 1,982: 0 3,173 484 1,751 -1,239 2,235 2,418: -253 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 3.7 95.7 90.2 99.4 99.4: 0.6 0.6
Old : 100.0: 0.0 5.5 3.7 95.7 90.2 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 : 72: 1 9 9 57 53 66 63:
Old : 72: 1 9 9 57 53 66 63:
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 : 40.8 37.1 54.6 51.8 30.8 28.1 43.1 38.9
Old : 40.8 37.1 54.6 51.8 30.8 28.1 43.1 38.9
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 195,759: 15,094 10,569 1,834 172,670 175,864 189,598 188,267: 6,161 7,492
Old : 195,759: 15,094 10,569 1,834 172,670 175,864 189,598 188,267: 6,161 7,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 4,192: 190 6,086 -850 4,942 -856 4,282 4,380: -90 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.4 0.9 88.2 89.8 96.9 96.2: 3.1 3.8
Old : 100.0: 7.7 5.4 0.9 88.2 89.8 96.9 96.2: 3.1 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 : 39: 3 1 3 30 26 34 29:
Old : 39: 3 1 3 30 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 : 45.5 63.1 62.2 78.5 42.8 62.3 58.0 72.8
Old : 45.5 63.1 62.2 78.5 42.8 62.3 58.0 72.8
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 322,625: 5,592 33,833 14,894 294,284 266,897 314,770 315,624: 7,855 7,001
Old : 322,625: 5,592 33,833 14,894 294,284 266,897 314,770 315,624: 7,855 7,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 31,434: -2,107 10,952 -3,330 37,542 25,373 32,105 32,995: -671 -1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 10.5 4.6 91.2 82.7 97.6 97.8: 2.4 2.2
Old : 100.0: 1.7 10.5 4.6 91.2 82.7 97.6 97.8: 2.4 2.2
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 : 57: 3 4 5 42 44 48 50:
Old : 57: 3 4 5 42 44 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 26.1 53.5 42.6 28.2 20.1 40.4 31.4
Old : 34.0 26.1 53.5 42.6 28.2 20.1 40.4 31.4
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 170,046: 5,772 21,405 6,108 154,516 138,832 166,396 166,345: 3,650 3,701
Old : 170,046: 5,772 21,405 6,108 154,516 138,832 166,396 166,345: 3,650 3,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 8,324: 590 6,412 -592 8,391 3,211 8,389 9,031: -65 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 12.6 3.6 90.9 81.6 97.9 97.8: 2.1 2.2
Old : 100.0: 3.4 12.6 3.6 90.9 81.6 97.9 97.8: 2.1 2.2
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 : 50: 3 4 5 31 40 37 46:
Old : 50: 3 4 5 31 40 37 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 : 44.3 26.0 64.4 46.5 35.3 21.9 50.8 36.6
Old : 44.3 26.0 64.4 46.5 35.3 21.9 50.8 36.6
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, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 165,095: 35,937 3,980 17,646 110,570 143,108 164,153 164,734: 942 361
Old : 165,095: 35,937 3,980 17,646 110,570 143,108 164,153 164,734: 942 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -2,570: -6,328 -780 140 3,493 -2,014 -2,695 -2,654: 125 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.4 10.7 67.0 86.7 99.4 99.8: 0.6 0.2
Old : 100.0: 21.8 2.4 10.7 67.0 86.7 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 14 6 12 51 54 70 67:
Old : 82: 14 6 12 51 54 70 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 : 34.0 37.8 50.4 56.2 28.4 35.5 41.4 46.7
Old : 34.0 37.8 50.4 56.2 28.4 35.5 41.4 46.7
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,020: 574 1,956 1,051 67,371 65,989 68,996 68,996: 24 24
Old : 69,020: 574 1,956 1,051 67,371 65,989 68,996 68,996: 24 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 191: -65 496 -189 498 -63 244 244: -53 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.8 1.5 97.6 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 2.8 1.5 97.6 95.6 100.0 100.0: 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 : 48: 6 5 5 33 33 41 41:
Old : 48: 6 5 5 33 33 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 54.3 68.2 76.7 38.1 39.2 46.8 48.6
Old : 45.0 54.3 68.2 76.7 38.1 39.2 46.8 48.6
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, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 598,932: 7,768 10,536 952 590,012 587,244 598,732 598,732: 200 200
Old : 598,932: 7,768 10,536 952 590,012 587,244 598,732 598,732: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 7,847: 1,688 2,344 344 5,615 4,959 7,647 7,647: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.8 0.2 98.5 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 1.8 0.2 98.5 98.0 100.0 100.0: 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 : 34: 3 2 3 27 24 31 28:
Old : 34: 3 2 3 27 24 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 58.6 77.2 77.4 52.4 45.3 62.3 59.6
Old : 58.4 58.6 77.2 77.4 52.4 45.3 62.3 59.6
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,655,807: 27,201 58,826 116,761 1,511,821 1,480,220 1,655,783 1,655,807: 24 0
Old : 1,655,807: 27,201 58,826 116,761 1,511,821 1,480,220 1,655,783 1,655,807: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 1,782: -13,456 -1,601 5,039 10,199 -1,656 1,782 1,782: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.6 7.1 91.3 89.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 3.6 7.1 91.3 89.4 100.0 100.0: 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 : 61: 6 6 6 39 35 48 44:
Old : 61: 6 6 6 39 35 48 44:
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 : 42.6 46.4 62.7 69.2 33.7 42.5 47.9 53.4
Old : 42.6 46.4 62.7 69.2 33.7 42.5 47.9 53.4
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,128: 1,195 3,377 2,213 122,548 120,497 125,956 126,087: 172 41
Old : 126,128: 1,195 3,377 2,213 122,548 120,497 125,956 126,087: 172 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 519: 747 -68 269 -665 291 351 492: 168 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.7 1.8 97.2 95.5 99.9 100.0: 0.1 0.0
Old : 100.0: 0.9 2.7 1.8 97.2 95.5 99.9 100.0: 0.1 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 : 54: 5 5 7 34 40 43 48:
Old : 54: 5 5 7 34 40 43 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 : 53.8 42.2 69.2 66.4 33.7 33.9 44.5 45.8
Old : 53.8 42.2 69.2 66.4 33.7 33.9 44.5 45.8
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 28, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 528,637: 304 4,342 977 527,356 523,318 528,637 528,637: 0 0
Old : 528,637: 304 4,342 977 527,356 523,318 528,637 528,637: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 3,710: 0 656 0 3,710 3,054 3,710 3,710: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.8 0.2 99.8 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.8 0.2 99.8 99.0 100.0 100.0: 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 : 33: 1 3 1 24 22 26 25:
Old : 33: 1 3 1 24 22 26 25:
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 : 66.5 60.9 88.5 82.2 53.3 50.3 62.7 61.9
Old : 66.5 60.9 88.5 82.2 53.3 50.3 62.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011