NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, February 21, 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 : 5,361,287: 663,563 502,369 1,597,690 3,088,511 3,244,647 5,349,764 5,344,706: 11,523 16,581
Old : 5,361,287: 663,563 502,369 1,597,690 3,088,511 3,244,647 5,349,764 5,344,706: 11,523 16,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -30,496: 91,890 44,289 -140,241 24,459 70,864 -23,892 -25,088: -6,604 -5,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.4 29.8 57.6 60.5 99.8 99.7: 0.2 0.3
Old : 100.0: 12.4 9.4 29.8 57.6 60.5 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 34 35 60 147 138 214 203:
Old : 226: 34 35 60 147 138 214 203:
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 : 24.0 22.1 41.0 36.3 17.6 15.5 23.8 23.2
Old : 24.0 22.1 41.0 36.3 17.6 15.5 23.8 23.2
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 21, 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 : 367,700: 7,501 30,964 11,159 332,256 319,750 350,916 361,873: 16,784 5,827
Old : 367,700: 7,501 30,964 11,159 332,256 319,750 350,916 361,873: 16,784 5,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 3,355: -705 -4,481 -733 5,236 9,459 3,798 4,245: -443 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.4 3.0 90.4 87.0 95.4 98.4: 4.6 1.6
Old : 100.0: 2.0 8.4 3.0 90.4 87.0 95.4 98.4: 4.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 7 8 40 36 49 46:
Old : 55: 4 7 8 40 36 49 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 : 32.7 46.4 56.3 72.0 29.9 41.3 48.2 58.1
Old : 32.7 46.4 56.3 72.0 29.9 41.3 48.2 58.1
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 21, 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 : 167,837: 1,830 0 5,616 157,355 160,308 164,801 165,924: 3,036 1,913
Old : 167,837: 1,830 0 5,616 157,355 160,308 164,801 165,924: 3,036 1,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 2,684: 953 0 -267 3,062 3,012 3,748 2,745: -1,064 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 3.3 93.8 95.5 98.2 98.9: 1.8 1.1
Old : 100.0: 1.1 0.0 3.3 93.8 95.5 98.2 98.9: 1.8 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 : 42: 2 0 2 36 37 38 39:
Old : 42: 2 0 2 36 37 38 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 : 58.5 43.2 72.6 59.3 55.9 38.8 61.3 49.6
Old : 58.5 43.2 72.6 59.3 55.9 38.8 61.3 49.6
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 21, 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 : 330,603: 14,887 14,442 4,561 308,647 300,919 328,095 319,922: 2,508 10,681
Old : 330,603: 14,887 14,442 4,561 308,647 300,919 328,095 319,922: 2,508 10,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 12,811: 642 -1,378 450 12,261 12,418 13,353 11,490: -542 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.4 1.4 93.4 91.0 99.2 96.8: 0.8 3.2
Old : 100.0: 4.5 4.4 1.4 93.4 91.0 99.2 96.8: 0.8 3.2
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 : 49: 3 3 6 33 36 39 42:
Old : 49: 3 3 6 33 36 39 42:
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 : 46.8 49.4 70.2 68.0 45.5 44.1 66.9 61.3
Old : 46.8 49.4 70.2 68.0 45.5 44.1 66.9 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, February 21, 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 : 742,130: 727 35,496 14,837 724,718 688,153 740,282 738,486: 1,848 3,644
Old : 742,130: 727 35,496 14,837 724,718 688,153 740,282 738,486: 1,848 3,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 19,570: 727 1,656 -3,288 22,130 20,101 19,569 18,469: 1 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.8 2.0 97.7 92.7 99.8 99.5: 0.2 0.5
Old : 100.0: 0.1 4.8 2.0 97.7 92.7 99.8 99.5: 0.2 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 : 73: 2 8 8 59 49 67 59:
Old : 73: 2 8 8 59 49 67 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 : 41.0 39.4 57.5 55.9 32.0 32.7 45.5 42.4
Old : 41.0 39.4 57.5 55.9 32.0 32.7 45.5 42.4
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 21, 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 : 236,639: 8,294 17,601 1,815 221,806 214,622 231,915 234,038: 4,724 2,601
Old : 236,639: 8,294 17,601 1,815 221,806 214,622 231,915 234,038: 4,724 2,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 3,021: -230 110 -393 3,493 3,392 2,870 3,109: 151 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 7.4 0.8 93.7 90.7 98.0 98.9: 2.0 1.1
Old : 100.0: 3.5 7.4 0.8 93.7 90.7 98.0 98.9: 2.0 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 : 50: 1 3 2 36 36 38 40:
Old : 50: 1 3 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 : 46.7 57.9 64.6 74.6 41.0 57.8 55.1 72.0
Old : 46.7 57.9 64.6 74.6 41.0 57.8 55.1 72.0
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 21, 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 : 408,317: 9,791 12,274 28,414 361,351 361,919 399,556 402,607: 8,761 5,710
Old : 408,317: 9,791 12,274 28,414 361,351 361,919 399,556 402,607: 8,761 5,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 12,077: 787 -1,092 4,622 8,007 9,132 13,416 12,662: -1,339 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.0 7.0 88.5 88.6 97.9 98.6: 2.1 1.4
Old : 100.0: 2.4 3.0 7.0 88.5 88.6 97.9 98.6: 2.1 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 : 60: 3 4 5 43 42 49 48:
Old : 60: 3 4 5 43 42 49 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 : 35.6 59.2 53.1 70.5 33.1 56.6 48.2 64.9
Old : 35.6 59.2 53.1 70.5 33.1 56.6 48.2 64.9
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, February 21, 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 : 264,358: 421 27,925 9,792 251,550 219,391 261,763 257,108: 2,595 7,250
Old : 264,358: 421 27,925 9,792 251,550 219,391 261,763 257,108: 2,595 7,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 15,576: -5,279 716 3,823 19,384 11,496 17,928 16,035: -2,352 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 10.6 3.7 95.2 83.0 99.0 97.3: 1.0 2.7
Old : 100.0: 0.2 10.6 3.7 95.2 83.0 99.0 97.3: 1.0 2.7
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 : 44: 1 5 4 27 33 31 39:
Old : 44: 1 5 4 27 33 31 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 : 73.6 40.9 83.8 59.8 71.7 37.7 74.9 54.2
Old : 73.6 40.9 83.8 59.8 71.7 37.7 74.9 54.2
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 21, 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 : 181,623: 44,104 2,067 19,705 116,939 159,491 180,748 181,263: 875 360
Old : 181,623: 44,104 2,067 19,705 116,939 159,491 180,748 181,263: 875 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,908: -3,342 366 59 1,416 -2,143 -1,867 -1,718: -41 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 1.1 10.8 64.4 87.8 99.5 99.8: 0.5 0.2
Old : 100.0: 24.3 1.1 10.8 64.4 87.8 99.5 99.8: 0.5 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 : 81: 13 7 14 54 54 71 71:
Old : 81: 13 7 14 54 54 71 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 : 35.2 42.8 53.4 64.9 25.5 39.7 38.9 50.7
Old : 35.2 42.8 53.4 64.9 25.5 39.7 38.9 50.7
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, February 21, 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 : 78,327: 250 200 1,452 76,625 76,675 78,327 78,327: 0 0
Old : 78,327: 250 200 1,452 76,625 76,675 78,327 78,327: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 2,111: -471 46 364 2,218 1,701 2,111 2,111: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 1.9 97.8 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.3 1.9 97.8 97.9 100.0 100.0: 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: 3 3 5 31 29 37 34:
Old : 42: 3 3 5 31 29 37 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 : 50.7 48.8 75.0 69.9 38.0 35.9 48.9 45.6
Old : 50.7 48.8 75.0 69.9 38.0 35.9 48.9 45.6
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, February 21, 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 : 727,161: 5,813 1,754 4,572 716,776 720,835 727,161 727,161: 0 0
Old : 727,161: 5,813 1,754 4,572 716,776 720,835 727,161 727,161: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 8,675: -2,884 1,154 1,565 9,994 5,956 8,675 8,675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.2 0.6 98.6 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.2 0.6 98.6 99.1 100.0 100.0: 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 : 37: 3 2 4 30 29 34 34:
Old : 37: 3 2 4 30 29 34 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 : 50.9 56.1 73.0 72.8 31.8 35.4 39.9 39.6
Old : 50.9 56.1 73.0 72.8 31.8 35.4 39.9 39.6
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, February 21, 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 : 1,638,097: 100,240 24,937 110,747 1,426,368 1,501,693 1,637,355 1,637,377: 742 720
Old : 1,638,097: 100,240 24,937 110,747 1,426,368 1,501,693 1,637,355 1,637,377: 742 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 14,429: -15,818 -737 1,929 31,199 16,118 17,310 17,310: -2,881 -2,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.5 6.8 87.1 91.7 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 1.5 6.8 87.1 91.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 9 4 7 42 37 53 46:
Old : 61: 9 4 7 42 37 53 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 : 33.4 47.3 53.2 66.2 21.9 40.4 35.3 48.4
Old : 33.4 47.3 53.2 66.2 21.9 40.4 35.3 48.4
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, February 21, 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 : 109,182: 1,376 530 1,648 106,157 107,003 109,181 109,181: 1 1
Old : 109,182: 1,376 530 1,648 106,157 107,003 109,181 109,181: 1 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 1,036: 669 -578 -138 1,202 2,024 1,733 1,308: -697 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.5 1.5 97.2 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.5 1.5 97.2 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 : 45: 3 2 4 32 34 36 39:
Old : 45: 3 2 4 32 34 36 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 : 47.6 38.8 66.7 61.2 34.7 29.5 41.9 37.2
Old : 47.6 38.8 66.7 61.2 34.7 29.5 41.9 37.2
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 21, 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 : 657,012: 7,617 0 311 649,084 656,701 657,012 657,012: 0 0
Old : 657,012: 7,617 0 311 649,084 656,701 657,012 657,012: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -28,216: 0 0 -15,392 -11,848 -11,848 -27,240 -27,240: -976 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 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 0 1 24 25 27 26:
Old : 34: 3 0 1 24 25 27 26:
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 : 56.9 59.6 81.5 80.5 39.8 44.4 52.1 56.1
Old : 56.9 59.6 81.5 80.5 39.8 44.4 52.1 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012