NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 4,781,239: 458,944 134,753 1,644,761 2,634,832 2,973,239 4,738,537 4,752,753: 42,702 28,486
Old : 4,781,239: 458,944 134,753 1,644,761 2,634,832 2,973,239 4,738,537 4,752,753: 42,702 28,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -38,576: 23,735 857 -85,095 10,681 36,178 -50,679 -48,060: 12,103 9,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.8 34.4 55.1 62.2 99.1 99.4: 0.9 0.6
Old : 100.0: 9.6 2.8 34.4 55.1 62.2 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 : 225: 42 31 64 139 138 208 206:
Old : 225: 42 31 64 139 138 208 206:
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 : 24.4 24.2 38.2 39.3 11.0 18.2 16.5 25.7
Old : 24.4 24.2 38.2 39.3 11.0 18.2 16.5 25.7
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 399,762: 17,263 12,590 27,009 342,606 357,108 386,878 396,707: 12,884 3,055
Old : 399,762: 17,263 12,590 27,009 342,606 357,108 386,878 396,707: 12,884 3,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 9,167: 1,523 -229 2,193 4,808 6,538 8,524 8,502: 643 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.1 6.8 85.7 89.3 96.8 99.2: 3.2 0.8
Old : 100.0: 4.3 3.1 6.8 85.7 89.3 96.8 99.2: 3.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 9 3 11 43 41 55 52:
Old : 60: 9 3 11 43 41 55 52:
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 : 30.8 48.6 50.0 68.0 20.9 33.5 32.1 39.7
Old : 30.8 48.6 50.0 68.0 20.9 33.5 32.1 39.7
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 179,367: 3,434 4,577 5,722 166,539 164,830 175,695 175,129: 3,672 4,238
Old : 179,367: 3,434 4,577 5,722 166,539 164,830 175,695 175,129: 3,672 4,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,026: -1,332 45 368 -214 -1,937 -1,178 -1,524: 152 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.6 3.2 92.8 91.9 98.0 97.6: 2.0 2.4
Old : 100.0: 1.9 2.6 3.2 92.8 91.9 98.0 97.6: 2.0 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 : 47: 4 3 5 40 37 45 44:
Old : 47: 4 3 5 40 37 45 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 : 51.7 37.0 70.3 59.3 50.0 34.0 57.4 47.3
Old : 51.7 37.0 70.3 59.3 50.0 34.0 57.4 47.3
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 326,464: 3,397 7,404 14,215 303,328 300,271 320,940 321,890: 5,524 4,574
Old : 326,464: 3,397 7,404 14,215 303,328 300,271 320,940 321,890: 5,524 4,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 3,577: 906 1,139 -807 4,583 3,829 4,682 4,161: -1,105 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.3 4.4 92.9 92.0 98.3 98.6: 1.7 1.4
Old : 100.0: 1.0 2.3 4.4 92.9 92.0 98.3 98.6: 1.7 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 : 54: 3 8 6 38 31 45 41:
Old : 54: 3 8 6 38 31 45 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 : 42.0 48.0 61.6 70.9 40.4 37.2 53.7 57.9
Old : 42.0 48.0 61.6 70.9 40.4 37.2 53.7 57.9
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 687,447: 1,280 32,963 25,490 656,359 624,092 683,129 682,545: 4,318 4,902
Old : 687,447: 1,280 32,963 25,490 656,359 624,092 683,129 682,545: 4,318 4,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 14,704: 246 7,604 -3,058 18,919 10,526 16,107 15,072: -1,403 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.8 3.7 95.5 90.8 99.4 99.3: 0.6 0.7
Old : 100.0: 0.2 4.8 3.7 95.5 90.8 99.4 99.3: 0.6 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 : 71: 2 8 10 59 52 69 62:
Old : 71: 2 8 10 59 52 69 62:
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 38.9 54.8 54.1 28.8 27.9 41.2 37.9
Old : 41.0 38.9 54.8 54.1 28.8 27.9 41.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 196,250: 9,810 2,156 3,324 175,628 180,318 188,762 185,798: 7,488 10,452
Old : 196,250: 9,810 2,156 3,324 175,628 180,318 188,762 185,798: 7,488 10,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 4,557: -740 -896 1,877 4,308 4,156 5,445 5,137: -888 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.1 1.7 89.5 91.9 96.2 94.7: 3.8 5.3
Old : 100.0: 5.0 1.1 1.7 89.5 91.9 96.2 94.7: 3.8 5.3
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 : 39: 3 1 3 29 26 33 29:
Old : 39: 3 1 3 29 26 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 63.4 64.4 75.4 46.8 60.0 60.7 69.6
Old : 48.9 63.4 64.4 75.4 46.8 60.0 60.7 69.6
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 320,002: 10,704 25,721 19,852 279,895 266,076 310,451 311,649: 9,551 8,353
Old : 320,002: 10,704 25,721 19,852 279,895 266,076 310,451 311,649: 9,551 8,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -18,391: -823 4,666 -2,661 -13,596 -20,027 -17,080 -18,022: -1,311 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.0 6.2 87.5 83.1 97.0 97.4: 3.0 2.6
Old : 100.0: 3.3 8.0 6.2 87.5 83.1 97.0 97.4: 3.0 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 : 58: 4 3 5 44 45 50 51:
Old : 58: 4 3 5 44 45 50 51:
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 : 29.5 38.3 51.3 54.8 25.9 29.8 40.8 40.4
Old : 29.5 38.3 51.3 54.8 25.9 29.8 40.8 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 184,267: 9,658 13,706 6,657 163,643 159,272 179,958 179,635: 4,309 4,632
Old : 184,267: 9,658 13,706 6,657 163,643 159,272 179,958 179,635: 4,309 4,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -11,615: 1,874 3,827 -1,990 -11,958 -15,036 -12,074 -13,199: 459 1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.4 3.6 88.8 86.4 97.7 97.5: 2.3 2.5
Old : 100.0: 5.2 7.4 3.6 88.8 86.4 97.7 97.5: 2.3 2.5
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 : 47: 3 4 6 32 39 38 46:
Old : 47: 3 4 6 32 39 38 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 30.5 64.8 49.4 39.9 24.3 56.2 39.4
Old : 44.4 30.5 64.8 49.4 39.9 24.3 56.2 39.4
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 163,484: 32,202 6,347 16,088 114,171 140,602 162,461 163,037: 1,023 447
Old : 163,484: 32,202 6,347 16,088 114,171 140,602 162,461 163,037: 1,023 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -321: 1,146 436 354 -1,844 -1,109 -344 -319: 23 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 3.9 9.8 69.8 86.0 99.4 99.7: 0.6 0.3
Old : 100.0: 19.7 3.9 9.8 69.8 86.0 99.4 99.7: 0.6 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 : 81: 16 5 12 48 52 68 65:
Old : 81: 16 5 12 48 52 68 65:
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 : 32.8 35.1 50.3 54.9 28.4 31.6 42.0 44.4
Old : 32.8 35.1 50.3 54.9 28.4 31.6 42.0 44.4
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 72,065: 893 755 646 70,273 70,485 71,812 71,886: 253 179
Old : 72,065: 893 755 646 70,273 70,485 71,812 71,886: 253 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 514: -847 -55 58 1,227 409 438 412: 76 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.0 0.9 97.5 97.8 99.6 99.8: 0.4 0.2
Old : 100.0: 1.2 1.0 0.9 97.5 97.8 99.6 99.8: 0.4 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 : 45: 3 4 6 33 32 39 39:
Old : 45: 3 4 6 33 32 39 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 : 43.0 57.6 66.5 79.9 35.4 41.8 45.2 48.7
Old : 43.0 57.6 66.5 79.9 35.4 41.8 45.2 48.7
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 607,530: 5,560 3,313 2,024 599,946 602,193 607,530 607,530: 0 0
Old : 607,530: 5,560 3,313 2,024 599,946 602,193 607,530 607,530: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,686: -928 -296 728 2,886 2,254 2,686 2,686: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.5 0.3 98.8 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.5 0.3 98.8 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 : 36: 2 3 3 26 24 30 29:
Old : 36: 2 3 3 26 24 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 58.7 81.1 80.6 54.3 50.2 65.4 63.2
Old : 62.1 58.7 81.1 80.6 54.3 50.2 65.4 63.2
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 1,655,507: 35,825 87,771 97,943 1,521,715 1,469,793 1,655,483 1,655,507: 24 0
Old : 1,655,507: 35,825 87,771 97,943 1,521,715 1,469,793 1,655,483 1,655,507: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -6,084: -5,925 -3,365 853 -1,012 -3,572 -6,084 -6,084: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.3 5.9 91.9 88.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 5.3 5.9 91.9 88.8 100.0 100.0: 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 : 59: 6 5 7 40 34 49 43:
Old : 59: 6 5 7 40 34 49 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 45.6 61.4 67.7 32.8 41.3 46.0 51.7
Old : 41.6 45.6 61.4 67.7 32.8 41.3 46.0 51.7
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 131,317: 1,496 2,009 1,211 128,399 127,724 131,106 130,944: 211 373
Old : 131,317: 1,496 2,009 1,211 128,399 127,724 131,106 130,944: 211 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,111: 489 -162 -21 1,435 1,932 1,903 1,749: 208 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.5 0.9 97.8 97.3 99.8 99.7: 0.2 0.3
Old : 100.0: 1.1 1.5 0.9 97.8 97.3 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 : 50: 6 4 5 34 37 44 42:
Old : 50: 6 4 5 34 37 44 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 : 56.4 41.7 73.1 65.8 37.5 34.3 47.6 46.3
Old : 56.4 41.7 73.1 65.8 37.5 34.3 47.6 46.3
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, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 559,676: 1,281 4,384 1,665 556,730 553,627 559,676 559,676: 0 0
Old : 559,676: 1,281 4,384 1,665 556,730 553,627 559,676 559,676: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 1,697: 304 1,281 0 1,393 416 1,697 1,697: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.8 0.3 99.5 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.8 0.3 99.5 98.9 100.0 100.0: 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 : 33: 2 3 2 24 21 28 24:
Old : 33: 2 3 2 24 21 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 59.9 89.0 81.8 54.1 46.5 60.0 58.4
Old : 66.3 59.9 89.0 81.8 54.1 46.5 60.0 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011