NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, February 28, 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 : 5,179,871: 693,252 426,275 1,534,320 2,947,455 3,209,790 5,175,027 5,170,385: 4,844 9,486
Old : 5,179,871: 693,252 426,275 1,534,320 2,947,455 3,209,790 5,175,027 5,170,385: 4,844 9,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -181,416: 29,689 -76,094 -63,370 -141,056 -34,857 -174,737 -174,321: -6,679 -7,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.2 29.6 56.9 62.0 99.9 99.8: 0.1 0.2
Old : 100.0: 13.4 8.2 29.6 56.9 62.0 99.9 99.8: 0.1 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 : 226: 35 37 63 141 131 210 200:
Old : 226: 35 37 63 141 131 210 200:
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 22.3 40.8 36.5 17.2 15.5 24.2 24.1
Old : 24.1 22.3 40.8 36.5 17.2 15.5 24.2 24.1
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, February 28, 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 : 397,810: 10,829 19,470 12,820 359,225 359,890 382,874 392,180: 14,936 5,630
Old : 397,810: 10,829 19,470 12,820 359,225 359,890 382,874 392,180: 14,936 5,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 30,110: 3,328 -11,494 1,661 26,969 40,140 31,958 30,307: -1,848 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.9 3.2 90.3 90.5 96.2 98.6: 3.8 1.4
Old : 100.0: 2.7 4.9 3.2 90.3 90.5 96.2 98.6: 3.8 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 : 56: 5 6 9 42 38 52 48:
Old : 56: 5 6 9 42 38 52 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 : 34.6 49.7 58.2 71.9 29.2 43.2 45.6 55.7
Old : 34.6 49.7 58.2 71.9 29.2 43.2 45.6 55.7
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, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 173,558: 1,608 637 5,572 162,486 164,437 169,666 170,646: 3,892 2,912
Old : 173,558: 1,608 637 5,572 162,486 164,437 169,666 170,646: 3,892 2,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 5,721: -222 637 -44 5,131 4,129 4,865 4,722: 856 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.4 3.2 93.6 94.7 97.8 98.3: 2.2 1.7
Old : 100.0: 0.9 0.4 3.2 93.6 94.7 97.8 98.3: 2.2 1.7
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 : 43: 2 1 2 36 38 38 41:
Old : 43: 2 1 2 36 38 38 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 : 57.6 44.1 71.3 59.0 54.6 39.2 60.5 48.9
Old : 57.6 44.1 71.3 59.0 54.6 39.2 60.5 48.9
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, February 28, 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 : 351,795: 17,027 13,773 5,416 327,055 325,373 349,498 344,562: 2,297 7,233
Old : 351,795: 17,027 13,773 5,416 327,055 325,373 349,498 344,562: 2,297 7,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 21,192: 2,140 -669 855 18,408 24,454 21,403 24,640: -211 -3,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.9 1.5 93.0 92.5 99.3 97.9: 0.7 2.1
Old : 100.0: 4.8 3.9 1.5 93.0 92.5 99.3 97.9: 0.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 3 6 34 38 40 44:
Old : 50: 3 3 6 34 38 40 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 : 46.5 51.0 69.4 69.6 45.4 44.8 65.9 60.7
Old : 46.5 51.0 69.4 69.6 45.4 44.8 65.9 60.7
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, February 28, 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 : 748,603: 381 41,362 14,109 733,857 692,945 748,347 748,416: 256 187
Old : 748,603: 381 41,362 14,109 733,857 692,945 748,347 748,416: 256 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 6,473: -346 5,866 -728 9,139 4,792 8,065 9,930: -1,592 -3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.5 1.9 98.0 92.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 5.5 1.9 98.0 92.6 100.0 100.0: 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 : 74: 2 7 8 60 50 68 59:
Old : 74: 2 7 8 60 50 68 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 : 38.3 39.7 55.5 56.0 29.7 32.3 44.6 41.3
Old : 38.3 39.7 55.5 56.0 29.7 32.3 44.6 41.3
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, February 28, 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 : 246,902: 9,242 15,453 2,559 230,801 222,371 242,602 240,383: 4,300 6,519
Old : 246,902: 9,242 15,453 2,559 230,801 222,371 242,602 240,383: 4,300 6,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 10,263: 948 -2,148 744 8,995 7,749 10,687 6,345: -424 3,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.3 1.0 93.5 90.1 98.3 97.4: 1.7 2.6
Old : 100.0: 3.7 6.3 1.0 93.5 90.1 98.3 97.4: 1.7 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 : 49: 2 2 2 36 36 38 40:
Old : 49: 2 2 2 36 36 38 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 : 44.8 56.6 64.9 73.1 40.2 56.4 54.9 69.4
Old : 44.8 56.6 64.9 73.1 40.2 56.4 54.9 69.4
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, February 28, 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 : 409,624: 11,409 6,461 28,844 361,637 370,583 401,890 405,888: 7,734 3,736
Old : 409,624: 11,409 6,461 28,844 361,637 370,583 401,890 405,888: 7,734 3,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,307: 1,618 -5,813 430 286 8,664 2,334 3,281: -1,027 -1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.6 7.0 88.3 90.5 98.1 99.1: 1.9 0.9
Old : 100.0: 2.8 1.6 7.0 88.3 90.5 98.1 99.1: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 4 3 5 44 48 50 54:
Old : 63: 4 3 5 44 48 50 54:
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 : 36.3 58.8 54.9 70.1 33.2 56.3 48.7 64.5
Old : 36.3 58.8 54.9 70.1 33.2 56.3 48.7 64.5
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, February 28, 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 : 264,622: 13,884 30,041 9,169 237,355 217,296 260,408 256,506: 4,214 8,116
Old : 264,622: 13,884 30,041 9,169 237,355 217,296 260,408 256,506: 4,214 8,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 264: 13,463 2,116 -623 -14,195 -2,095 -1,355 -602: 1,619 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.4 3.5 89.7 82.1 98.4 96.9: 1.6 3.1
Old : 100.0: 5.2 11.4 3.5 89.7 82.1 98.4 96.9: 1.6 3.1
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 : 45: 3 4 4 29 29 34 35:
Old : 45: 3 4 4 29 29 34 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 : 63.8 43.2 75.4 60.9 62.8 39.9 69.5 57.2
Old : 63.8 43.2 75.4 60.9 62.8 39.9 69.5 57.2
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, February 28, 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 : 183,734: 42,345 2,286 20,678 119,899 160,657 182,922 183,621: 812 113
Old : 183,734: 42,345 2,286 20,678 119,899 160,657 182,922 183,621: 812 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 2,111: -1,759 219 973 2,960 1,166 2,174 2,358: -63 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 1.2 11.3 65.3 87.4 99.6 99.9: 0.4 0.1
Old : 100.0: 23.0 1.2 11.3 65.3 87.4 99.6 99.9: 0.4 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 : 78: 13 5 16 51 53 69 69:
Old : 78: 13 5 16 51 53 69 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 : 34.6 42.6 52.3 64.4 24.4 39.4 37.7 49.3
Old : 34.6 42.6 52.3 64.4 24.4 39.4 37.7 49.3
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, February 28, 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 : 79,102: 79 686 1,090 77,882 77,275 79,051 79,051: 51 51
Old : 79,102: 79 686 1,090 77,882 77,275 79,051 79,051: 51 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 775: -171 486 -362 1,257 600 724 724: 51 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 1.4 98.5 97.7 99.9 99.9: 0.1 0.1
Old : 100.0: 0.1 0.9 1.4 98.5 97.7 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 : 42: 2 4 5 31 30 37 35:
Old : 42: 2 4 5 31 30 37 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 : 50.2 48.7 73.8 68.3 35.3 34.6 46.1 41.3
Old : 50.2 48.7 73.8 68.3 35.3 34.6 46.1 41.3
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, February 28, 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 : 764,821: 5,725 335 5,960 753,136 758,526 764,821 764,821: 0 0
Old : 764,821: 5,725 335 5,960 753,136 758,526 764,821 764,821: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 37,660: -88 -1,419 1,388 36,360 37,691 37,660 37,660: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.8 98.5 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.0 0.8 98.5 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 : 36: 3 2 4 29 29 33 34:
Old : 36: 3 2 4 29 29 33 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 : 49.5 54.6 72.7 71.2 31.5 34.1 39.0 38.0
Old : 49.5 54.6 72.7 71.2 31.5 34.1 39.0 38.0
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, February 28, 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 : 1,639,773: 72,651 23,376 116,562 1,449,818 1,499,115 1,639,031 1,639,053: 742 720
Old : 1,639,773: 72,651 23,376 116,562 1,449,818 1,499,115 1,639,031 1,639,053: 742 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,676: -27,589 -1,561 5,815 23,450 -2,578 1,676 1,676: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.4 7.1 88.4 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 1.4 7.1 88.4 91.4 100.0 100.0: 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 : 62: 9 4 7 43 39 54 48:
Old : 62: 9 4 7 43 39 54 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 : 33.7 46.5 52.6 65.4 23.1 41.1 37.8 48.9
Old : 33.7 46.5 52.6 65.4 23.1 41.1 37.8 48.9
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, February 28, 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 : 107,508: 1,868 482 1,387 104,253 105,612 107,508 107,481: 0 27
Old : 107,508: 1,868 482 1,387 104,253 105,612 107,508 107,481: 0 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -1,674: 492 -48 -261 -1,904 -1,391 -1,673 -1,700: -1 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.4 1.3 97.0 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.4 1.3 97.0 98.2 100.0 100.0: 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 : 46: 5 1 4 32 34 37 39:
Old : 46: 5 1 4 32 34 37 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 : 49.0 40.7 67.5 62.1 37.6 30.9 46.3 40.2
Old : 49.0 40.7 67.5 62.1 37.6 30.9 46.3 40.2
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, February 28, 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 : 684,814: 7,644 0 1,244 675,926 683,570 684,814 684,814: 0 0
Old : 684,814: 7,644 0 1,244 675,926 683,570 684,814 684,814: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 27,802: 27 0 933 26,842 26,869 27,802 27,802: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.2 98.7 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.0 0.2 98.7 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 : 35: 3 0 1 25 26 28 27:
Old : 35: 3 0 1 25 26 28 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 : 58.0 56.8 81.2 81.4 39.3 45.2 53.6 58.8
Old : 58.0 56.8 81.2 81.4 39.3 45.2 53.6 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012