NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, March 27, 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 : 5,180,969: 680,655 423,898 1,524,867 2,964,993 3,217,131 5,170,515 5,165,896: 10,454 15,073
Old : 5,180,969: 680,655 423,898 1,524,867 2,964,993 3,217,131 5,170,515 5,165,896: 10,454 15,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -29,809: 67,409 56,026 -109,607 12,213 24,652 -29,985 -28,929: 176 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.2 29.4 57.2 62.1 99.8 99.7: 0.2 0.3
Old : 100.0: 13.1 8.2 29.4 57.2 62.1 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 : 231: 27 46 62 144 137 210 209:
Old : 231: 27 46 62 144 137 210 209:
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 : 23.1 20.4 41.0 34.6 18.1 15.4 25.8 22.9
Old : 23.1 20.4 41.0 34.6 18.1 15.4 25.8 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, March 27, 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 : 364,233: 11,828 30,498 6,135 332,345 321,300 350,308 357,933: 13,925 6,300
Old : 364,233: 11,828 30,498 6,135 332,345 321,300 350,308 357,933: 13,925 6,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -4,189: 4,566 369 -2,172 -5,025 -589 -2,631 -2,392: -1,558 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.4 1.7 91.2 88.2 96.2 98.3: 3.8 1.7
Old : 100.0: 3.2 8.4 1.7 91.2 88.2 96.2 98.3: 3.8 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 : 55: 5 4 8 41 38 50 46:
Old : 55: 5 4 8 41 38 50 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 : 36.9 45.0 59.2 68.1 31.6 36.4 46.0 53.5
Old : 36.9 45.0 59.2 68.1 31.6 36.4 46.0 53.5
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 27, 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 : 177,757: 1,758 317 6,794 165,254 168,188 173,806 175,299: 3,951 2,458
Old : 177,757: 1,758 317 6,794 165,254 168,188 173,806 175,299: 3,951 2,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 752: -221 317 23 636 -38 438 302: 314 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.2 3.8 93.0 94.6 97.8 98.6: 2.2 1.4
Old : 100.0: 1.0 0.2 3.8 93.0 94.6 97.8 98.6: 2.2 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 : 41: 2 1 2 33 37 36 39:
Old : 41: 2 1 2 33 37 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 : 55.1 43.2 69.4 58.9 50.0 38.1 55.6 48.1
Old : 55.1 43.2 69.4 58.9 50.0 38.1 55.6 48.1
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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 314,054: 11,658 10,777 2,996 295,418 287,583 310,072 301,356: 3,982 12,698
Old : 314,054: 11,658 10,777 2,996 295,418 287,583 310,072 301,356: 3,982 12,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -11,005: 602 1,966 -936 -9,252 -12,203 -9,586 -11,173: -1,419 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.4 1.0 94.1 91.6 98.7 96.0: 1.3 4.0
Old : 100.0: 3.7 3.4 1.0 94.1 91.6 98.7 96.0: 1.3 4.0
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: 2 3 4 36 36 41 40:
Old : 48: 2 3 4 36 36 41 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 : 46.5 53.0 65.7 71.0 45.0 47.2 62.4 61.2
Old : 46.5 53.0 65.7 71.0 45.0 47.2 62.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, March 27, 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 : 779,236: 484 45,342 17,404 759,045 713,481 776,933 776,227: 2,303 3,009
Old : 779,236: 484 45,342 17,404 759,045 713,481 776,933 776,227: 2,303 3,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 31,741: 95 1,086 1,962 30,354 29,236 32,411 32,284: -670 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.8 2.2 97.4 91.6 99.7 99.6: 0.3 0.4
Old : 100.0: 0.1 5.8 2.2 97.4 91.6 99.7 99.6: 0.3 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 : 69: 2 7 7 55 47 62 56:
Old : 69: 2 7 7 55 47 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 : 38.5 39.6 57.1 55.7 32.2 29.3 47.3 41.3
Old : 38.5 39.6 57.1 55.7 32.2 29.3 47.3 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, March 27, 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 : 238,067: 12,449 3,326 1,532 219,272 227,908 233,253 232,766: 4,814 5,301
Old : 238,067: 12,449 3,326 1,532 219,272 227,908 233,253 232,766: 4,814 5,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 8,118: -1,015 1,222 -1,797 12,068 9,589 9,256 9,014: -1,138 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.4 0.6 92.1 95.7 98.0 97.8: 2.0 2.2
Old : 100.0: 5.2 1.4 0.6 92.1 95.7 98.0 97.8: 2.0 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 : 45: 2 3 2 33 26 36 30:
Old : 45: 2 3 2 33 26 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 61.2 63.5 78.1 33.6 61.1 54.2 72.1
Old : 40.7 61.2 63.5 78.1 33.6 61.1 54.2 72.1
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 27, 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 : 396,191: 7,980 6,544 38,231 341,231 341,750 387,442 386,525: 8,749 9,666
Old : 396,191: 7,980 6,544 38,231 341,231 341,750 387,442 386,525: 8,749 9,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -3,851: 1,386 -7,279 3,764 -8,515 -1,185 -3,365 -4,700: -486 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.7 9.6 86.1 86.3 97.8 97.6: 2.2 2.4
Old : 100.0: 2.0 1.7 9.6 86.1 86.3 97.8 97.6: 2.2 2.4
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 : 57: 4 4 6 40 39 47 46:
Old : 57: 4 4 6 40 39 47 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 : 35.2 58.8 53.2 70.2 31.5 52.9 46.8 61.8
Old : 35.2 58.8 53.2 70.2 31.5 52.9 46.8 61.8
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 27, 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 : 242,679: 13,896 31,948 8,045 219,225 197,788 241,166 237,781: 1,513 4,898
Old : 242,679: 13,896 31,948 8,045 219,225 197,788 241,166 237,781: 1,513 4,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -2,077: 669 2,158 834 -2,752 -4,790 -1,249 -1,798: -828 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.2 3.3 90.3 81.5 99.4 98.0: 0.6 2.0
Old : 100.0: 5.7 13.2 3.3 90.3 81.5 99.4 98.0: 0.6 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: 3 4 3 33 33 38 38:
Old : 49: 3 4 3 33 33 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 44.3 75.5 61.3 61.3 40.7 68.7 57.3
Old : 62.1 44.3 75.5 61.3 61.3 40.7 68.7 57.3
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 27, 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 : 179,634: 33,969 2,503 22,816 121,174 153,192 177,959 178,511: 1,675 1,123
Old : 179,634: 33,969 2,503 22,816 121,174 153,192 177,959 178,511: 1,675 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,185: 334 64 9 238 356 581 429: 604 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 1.4 12.7 67.5 85.3 99.1 99.4: 0.9 0.6
Old : 100.0: 18.9 1.4 12.7 67.5 85.3 99.1 99.4: 0.9 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 : 80: 15 6 14 54 53 72 70:
Old : 80: 15 6 14 54 53 72 70:
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 : 29.3 41.9 47.0 64.1 21.4 38.2 33.5 47.4
Old : 29.3 41.9 47.0 64.1 21.4 38.2 33.5 47.4
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 27, 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 : 77,274: 1,449 1,250 1,526 74,275 74,498 77,250 77,274: 24 0
Old : 77,274: 1,449 1,250 1,526 74,275 74,498 77,250 77,274: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 196: -326 128 30 492 38 196 196: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.6 2.0 96.1 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 1.6 2.0 96.1 96.4 100.0 100.0: 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 : 45: 5 3 5 32 32 40 37:
Old : 45: 5 3 5 32 32 40 37:
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 : 44.7 48.6 70.2 64.1 36.3 36.4 50.1 44.1
Old : 44.7 48.6 70.2 64.1 36.3 36.4 50.1 44.1
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 27, 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 : 771,678: 14,615 328 6,622 750,441 764,728 771,678 771,678: 0 0
Old : 771,678: 14,615 328 6,622 750,441 764,728 771,678 771,678: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 10,841: 15 -3,641 -1,015 11,841 15,497 10,841 10,841: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.9 97.2 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 0.9 97.2 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: 5 1 2 29 29 34 32:
Old : 37: 5 1 2 29 29 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 55.5 71.8 71.1 36.6 37.9 43.4 45.0
Old : 49.3 55.5 71.8 71.1 36.6 37.9 43.4 45.0
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, March 27, 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 : 1,664,192: 51,934 25,131 112,035 1,498,276 1,525,099 1,662,245 1,662,265: 1,947 1,927
Old : 1,664,192: 51,934 25,131 112,035 1,498,276 1,525,099 1,662,245 1,662,265: 1,947 1,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 27,074: -5,497 -6,664 10,977 19,667 20,834 25,147 25,147: 1,927 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.5 6.7 90.0 91.6 99.9 99.9: 0.1 0.1
Old : 100.0: 3.1 1.5 6.7 90.0 91.6 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 : 61: 6 5 6 40 42 50 49:
Old : 61: 6 5 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 : 34.6 45.3 52.7 64.1 24.5 41.9 37.9 49.4
Old : 34.6 45.3 52.7 64.1 24.5 41.9 37.9 49.4
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, March 27, 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 : 103,583: 1,295 559 1,646 100,417 100,952 103,358 103,157: 225 426
Old : 103,583: 1,295 559 1,646 100,417 100,952 103,358 103,157: 225 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -212: -186 -375 109 -360 -321 -437 -587: 225 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.5 1.6 96.9 97.5 99.8 99.6: 0.2 0.4
Old : 100.0: 1.3 0.5 1.6 96.9 97.5 99.8 99.6: 0.2 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 : 49: 6 2 4 35 34 42 39:
Old : 49: 6 2 4 35 34 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 39.1 63.1 60.0 35.1 28.5 44.1 39.0
Old : 44.7 39.1 63.1 60.0 35.1 28.5 44.1 39.0
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 27, 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 : 661,578: 15,587 10,800 1,244 644,747 649,534 661,578 661,578: 0 0
Old : 661,578: 15,587 10,800 1,244 644,747 649,534 661,578 661,578: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 18,927: 2,864 -960 0 16,063 19,887 18,927 18,927: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.6 0.2 97.5 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 1.6 0.2 97.5 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 : 36: 3 2 1 25 24 28 27:
Old : 36: 3 2 1 25 24 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 : 51.0 55.4 76.4 77.3 41.9 47.5 62.6 63.7
Old : 51.0 55.4 76.4 77.3 41.9 47.5 62.6 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012