NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, March 13, 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 : 5,179,674: 586,678 389,168 1,589,187 2,994,231 3,188,047 5,170,096 5,166,402: 9,578 13,272
Old : 5,179,674: 586,678 389,168 1,589,187 2,994,231 3,188,047 5,170,096 5,166,402: 9,578 13,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 6,757: -30,141 3,266 3,017 39,796 7,137 12,672 13,420: -5,915 -6,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.5 30.7 57.8 61.5 99.8 99.7: 0.2 0.3
Old : 100.0: 11.3 7.5 30.7 57.8 61.5 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 : 227: 24 47 62 140 135 206 205:
Old : 227: 24 47 62 140 135 206 205:
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 : 24.2 21.2 40.7 35.8 17.9 15.5 24.9 22.7
Old : 24.2 21.2 40.7 35.8 17.9 15.5 24.9 22.7
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, March 13, 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 : 372,552: 6,817 24,054 7,535 343,899 332,699 358,251 364,288: 14,301 8,264
Old : 372,552: 6,817 24,054 7,535 343,899 332,699 358,251 364,288: 14,301 8,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -9,767: -8,929 916 -310 -514 -11,457 -9,753 -10,851: -14 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.5 2.0 92.3 89.3 96.2 97.8: 3.8 2.2
Old : 100.0: 1.8 6.5 2.0 92.3 89.3 96.2 97.8: 3.8 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 : 51: 5 4 6 38 35 46 42:
Old : 51: 5 4 6 38 35 46 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 : 37.0 48.8 62.1 71.3 31.1 40.9 46.9 55.4
Old : 37.0 48.8 62.1 71.3 31.1 40.9 46.9 55.4
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, March 13, 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 : 174,556: 1,443 668 6,577 163,168 164,724 171,188 171,969: 3,368 2,587
Old : 174,556: 1,443 668 6,577 163,168 164,724 171,188 171,969: 3,368 2,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 4,044: -876 154 448 4,687 2,625 4,259 3,227: -215 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.4 3.8 93.5 94.4 98.1 98.5: 1.9 1.5
Old : 100.0: 0.8 0.4 3.8 93.5 94.4 98.1 98.5: 1.9 1.5
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 : 41: 2 1 3 32 36 35 39:
Old : 41: 2 1 3 32 36 35 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 : 58.1 43.0 72.5 58.5 55.5 39.9 61.1 50.2
Old : 58.1 43.0 72.5 58.5 55.5 39.9 61.1 50.2
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, March 13, 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 : 324,141: 12,830 9,005 6,127 300,721 295,421 319,678 310,553: 4,463 13,588
Old : 324,141: 12,830 9,005 6,127 300,721 295,421 319,678 310,553: 4,463 13,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -12,936: -5,206 -894 1,100 -11,482 -17,072 -15,588 -16,866: 2,652 3,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.8 1.9 92.8 91.1 98.6 95.8: 1.4 4.2
Old : 100.0: 4.0 2.8 1.9 92.8 91.1 98.6 95.8: 1.4 4.2
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 : 44: 3 3 5 28 31 34 36:
Old : 44: 3 3 5 28 31 34 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 : 48.5 51.0 70.5 69.5 46.6 45.9 67.2 61.3
Old : 48.5 51.0 70.5 69.5 46.6 45.9 67.2 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, March 13, 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 : 724,106: 471 47,831 8,630 713,077 662,657 722,178 719,118: 1,928 4,988
Old : 724,106: 471 47,831 8,630 713,077 662,657 722,178 719,118: 1,928 4,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -4,806: -239 -6,895 -1,744 -2,523 3,909 -4,506 -4,730: -300 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.6 1.2 98.5 91.5 99.7 99.3: 0.3 0.7
Old : 100.0: 0.1 6.6 1.2 98.5 91.5 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 1 7 6 56 48 62 56:
Old : 69: 1 7 6 56 48 62 56:
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 : 38.9 37.9 57.1 54.2 32.3 29.1 48.0 39.8
Old : 38.9 37.9 57.1 54.2 32.3 29.1 48.0 39.8
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, March 13, 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 : 241,330: 12,851 11,313 1,363 221,380 222,089 235,594 234,765: 5,736 6,565
Old : 241,330: 12,851 11,313 1,363 221,380 222,089 235,594 234,765: 5,736 6,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 4,720: 882 -1,720 219 3,592 3,347 4,693 1,846: 27 2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.7 0.6 91.7 92.0 97.6 97.3: 2.4 2.7
Old : 100.0: 5.3 4.7 0.6 91.7 92.0 97.6 97.3: 2.4 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: 2 3 2 31 26 33 31:
Old : 44: 2 3 2 31 26 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 58.3 68.1 75.5 40.5 58.1 60.0 71.7
Old : 44.3 58.3 68.1 75.5 40.5 58.1 60.0 71.7
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, March 13, 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 : 400,654: 6,493 16,379 31,893 353,002 343,565 391,388 391,837: 9,266 8,817
Old : 400,654: 6,493 16,379 31,893 353,002 343,565 391,388 391,837: 9,266 8,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 9,508: -475 6,044 947 9,220 -1,687 9,692 5,304: -184 4,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.1 8.0 88.1 85.8 97.7 97.8: 2.3 2.2
Old : 100.0: 1.6 4.1 8.0 88.1 85.8 97.7 97.8: 2.3 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 : 56: 2 5 6 38 39 45 45:
Old : 56: 2 5 6 38 39 45 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 : 34.8 59.1 53.3 69.7 32.8 53.4 48.1 63.0
Old : 34.8 59.1 53.3 69.7 32.8 53.4 48.1 63.0
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, March 13, 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 : 250,113: 13,762 30,408 7,710 226,413 206,205 247,885 244,323: 2,228 5,790
Old : 250,113: 13,762 30,408 7,710 226,413 206,205 247,885 244,323: 2,228 5,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -1,080: -1,596 311 -808 2,934 634 530 137: -1,610 -1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.2 3.1 90.5 82.4 99.1 97.7: 0.9 2.3
Old : 100.0: 5.5 12.2 3.1 90.5 82.4 99.1 97.7: 0.9 2.3
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 : 47: 2 5 2 31 31 35 36:
Old : 47: 2 5 2 31 31 35 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 : 65.2 46.6 77.0 63.5 64.8 43.2 71.1 59.6
Old : 65.2 46.6 77.0 63.5 64.8 43.2 71.1 59.6
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, March 13, 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 : 176,916: 35,066 2,209 21,751 119,139 152,550 175,956 176,510: 960 406
Old : 176,916: 35,066 2,209 21,751 119,139 152,550 175,956 176,510: 960 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 144: -3,241 88 283 2,699 -551 -259 -180: 403 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 1.2 12.3 67.3 86.2 99.5 99.8: 0.5 0.2
Old : 100.0: 19.8 1.2 12.3 67.3 86.2 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 : 78: 13 6 13 53 53 70 68:
Old : 78: 13 6 13 53 53 70 68:
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 : 31.0 42.1 50.0 64.4 22.6 38.6 34.7 48.4
Old : 31.0 42.1 50.0 64.4 22.6 38.6 34.7 48.4
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, March 13, 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 : 76,013: 1,057 296 1,571 73,361 74,146 75,989 76,013: 24 0
Old : 76,013: 1,057 296 1,571 73,361 74,146 75,989 76,013: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -427: 853 -101 451 -1,755 -777 -451 -427: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.4 2.1 96.5 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 0.4 2.1 96.5 97.5 100.0 100.0: 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 : 42: 5 2 4 32 31 39 35:
Old : 42: 5 2 4 32 31 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 49.4 70.0 66.5 36.6 37.2 52.3 49.0
Old : 44.5 49.4 70.0 66.5 36.6 37.2 52.3 49.0
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, March 13, 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 : 740,035: 6,744 1,952 9,558 723,733 728,525 740,035 740,035: 0 0
Old : 740,035: 6,744 1,952 9,558 723,733 728,525 740,035 740,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 18,872: 684 1,314 2,894 15,294 14,664 18,872 18,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.3 1.3 97.8 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.3 1.3 97.8 98.4 100.0 100.0: 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 : 36: 3 2 3 29 29 34 32:
Old : 36: 3 2 3 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 : 50.0 56.0 74.7 72.1 32.9 35.2 42.3 41.3
Old : 50.0 56.0 74.7 72.1 32.9 35.2 42.3 41.3
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, March 13, 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 : 1,599,481: 58,886 34,579 98,505 1,440,894 1,465,613 1,598,285 1,598,697: 1,196 784
Old : 1,599,481: 58,886 34,579 98,505 1,440,894 1,465,613 1,598,285 1,598,697: 1,196 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 19,057: -8,981 15,525 -13,197 40,059 15,945 17,881 18,273: 1,176 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.2 6.2 90.1 91.6 99.9 100.0: 0.1 0.0
Old : 100.0: 3.7 2.2 6.2 90.1 91.6 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 : 60: 7 4 6 40 42 50 49:
Old : 60: 7 4 6 40 42 50 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 : 34.0 44.5 51.4 63.2 22.4 40.4 37.0 48.2
Old : 34.0 44.5 51.4 63.2 22.4 40.4 37.0 48.2
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, March 13, 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 : 101,829: 1,560 4 1,611 98,632 100,137 101,803 101,752: 26 77
Old : 101,829: 1,560 4 1,611 98,632 100,137 101,803 101,752: 26 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -5,045: 178 -556 45 -5,294 -4,584 -5,071 -5,095: 26 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 1.6 96.9 98.3 100.0 99.9: 0.0 0.1
Old : 100.0: 1.5 0.0 1.6 96.9 98.3 100.0 99.9: 0.0 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 : 44: 4 1 3 34 33 39 36:
Old : 44: 4 1 3 34 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 : 49.4 39.8 67.4 60.5 39.1 30.1 48.2 41.0
Old : 49.4 39.8 67.4 60.5 39.1 30.1 48.2 41.0
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, March 13, 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 : 625,811: 8,651 4,760 1,244 615,916 619,807 625,811 625,811: 0 0
Old : 625,811: 8,651 4,760 1,244 615,916 619,807 625,811 625,811: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -32,688: 2,040 4,760 0 -34,728 -37,448 -32,688 -32,688: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.8 0.2 98.4 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 0.8 0.2 98.4 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 : 36: 4 1 1 25 25 29 27:
Old : 36: 4 1 1 25 25 29 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 : 53.9 53.7 79.0 78.5 43.8 45.8 62.2 64.8
Old : 53.9 53.7 79.0 78.5 43.8 45.8 62.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012