NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, June 7, 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 : 4,966,536: 667,128 93,048 1,651,329 2,606,554 3,198,323 4,925,011 4,942,700: 41,525 23,836
Old : 4,966,536: 667,128 93,048 1,651,329 2,606,554 3,198,323 4,925,011 4,942,700: 41,525 23,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 236,469: 114,710 5,449 2,125 118,611 229,000 235,446 236,574: 1,023 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.9 33.2 52.5 64.4 99.2 99.5: 0.8 0.5
Old : 100.0: 13.4 1.9 33.2 52.5 64.4 99.2 99.5: 0.8 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 : 229: 54 24 70 137 138 212 212:
Old : 229: 54 24 70 137 138 212 212:
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 : 24.6 24.0 38.5 39.6 12.2 19.1 17.2 27.6
Old : 24.6 24.0 38.5 39.6 12.2 19.1 17.2 27.6
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, June 7, 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 : 375,490: 15,299 18,403 23,997 324,172 330,509 363,468 372,909: 12,022 2,581
Old : 375,490: 15,299 18,403 23,997 324,172 330,509 363,468 372,909: 12,022 2,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -23,911: 2,141 1,915 -5,307 -20,913 -19,712 -24,079 -23,104: 168 -807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 4.9 6.4 86.3 88.0 96.8 99.3: 3.2 0.7
Old : 100.0: 4.1 4.9 6.4 86.3 88.0 96.8 99.3: 3.2 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 : 60: 7 5 9 41 40 53 49:
Old : 60: 7 5 9 41 40 53 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 : 29.7 45.4 47.4 66.8 22.3 33.4 31.6 40.1
Old : 29.7 45.4 47.4 66.8 22.3 33.4 31.6 40.1
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, June 7, 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 : 164,539: 4,351 5,447 5,704 151,330 148,493 161,385 159,644: 3,154 4,895
Old : 164,539: 4,351 5,447 5,704 151,330 148,493 161,385 159,644: 3,154 4,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -13,168: 771 748 206 -13,571 -14,595 -12,594 -13,641: -574 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.3 3.5 92.0 90.2 98.1 97.0: 1.9 3.0
Old : 100.0: 2.6 3.3 3.5 92.0 90.2 98.1 97.0: 1.9 3.0
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: 3 4 5 33 39 39 45:
Old : 48: 3 4 5 33 39 39 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 : 57.4 39.9 73.1 58.6 56.3 37.2 63.6 50.2
Old : 57.4 39.9 73.1 58.6 56.3 37.2 63.6 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, June 7, 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 : 320,669: 1,756 14,433 12,915 301,591 288,343 316,262 315,691: 4,407 4,978
Old : 320,669: 1,756 14,433 12,915 301,591 288,343 316,262 315,691: 4,407 4,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -10,344: -1,575 4,600 -2,082 -6,058 -13,268 -9,715 -10,750: -629 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.5 4.0 94.1 89.9 98.6 98.4: 1.4 1.6
Old : 100.0: 0.5 4.5 4.0 94.1 89.9 98.6 98.4: 1.4 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 : 53: 2 9 4 37 31 43 40:
Old : 53: 2 9 4 37 31 43 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 : 43.5 46.9 63.9 69.1 40.7 37.2 56.3 56.6
Old : 43.5 46.9 63.9 69.1 40.7 37.2 56.3 56.6
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, June 7, 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 : 675,114: 1,795 37,475 22,275 647,371 610,735 671,441 670,485: 3,673 4,629
Old : 675,114: 1,795 37,475 22,275 647,371 610,735 671,441 670,485: 3,673 4,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -15,100: 1,249 3,862 -4,145 -11,617 -14,435 -14,513 -14,718: -587 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.6 3.3 95.9 90.5 99.5 99.3: 0.5 0.7
Old : 100.0: 0.3 5.6 3.3 95.9 90.5 99.5 99.3: 0.5 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 9 57 51 66 61:
Old : 71: 2 8 9 57 51 66 61:
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 : 41.4 38.9 55.5 53.8 30.1 28.6 43.2 38.8
Old : 41.4 38.9 55.5 53.8 30.1 28.6 43.2 38.8
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, June 7, 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 : 184,056: 13,490 3,375 1,129 161,767 170,005 176,386 174,509: 7,670 9,547
Old : 184,056: 13,490 3,375 1,129 161,767 170,005 176,386 174,509: 7,670 9,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -12,521: 46 2,112 -1,753 -11,606 -12,587 -13,313 -12,228: 792 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.8 0.6 87.9 92.4 95.8 94.8: 4.2 5.2
Old : 100.0: 7.3 1.8 0.6 87.9 92.4 95.8 94.8: 4.2 5.2
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 : 36: 3 1 3 27 26 31 29:
Old : 36: 3 1 3 27 26 31 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 : 47.0 64.1 63.8 77.3 45.2 62.0 59.8 71.3
Old : 47.0 64.1 63.8 77.3 45.2 62.0 59.8 71.3
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, June 7, 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 : 300,412: 11,207 33,650 21,975 256,517 236,323 289,699 291,948: 10,713 8,464
Old : 300,412: 11,207 33,650 21,975 256,517 236,323 289,699 291,948: 10,713 8,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -20,527: 540 -3,315 1,863 -26,273 -18,786 -23,870 -20,238: 3,343 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 11.2 7.3 85.4 78.7 96.4 97.2: 3.6 2.8
Old : 100.0: 3.7 11.2 7.3 85.4 78.7 96.4 97.2: 3.6 2.8
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 : 56: 4 4 5 40 41 46 48:
Old : 56: 4 4 5 40 41 46 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 : 28.5 31.3 50.9 48.9 26.1 20.9 39.5 32.0
Old : 28.5 31.3 50.9 48.9 26.1 20.9 39.5 32.0
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, June 7, 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 : 153,789: 5,587 14,630 6,141 137,494 129,096 149,222 149,867: 4,567 3,922
Old : 153,789: 5,587 14,630 6,141 137,494 129,096 149,222 149,867: 4,567 3,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -24,067: -3,243 4,216 -1,275 -19,262 -26,075 -23,780 -23,134: -287 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 9.5 4.0 89.4 83.9 97.0 97.4: 3.0 2.6
Old : 100.0: 3.6 9.5 4.0 89.4 83.9 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 : 47: 2 4 4 30 39 35 44:
Old : 47: 2 4 4 30 39 35 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 : 40.6 25.9 61.9 46.6 37.7 24.0 53.9 38.2
Old : 40.6 25.9 61.9 46.6 37.7 24.0 53.9 38.2
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, June 7, 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 : 166,931: 42,533 7,431 16,476 107,015 142,702 166,024 166,609: 907 322
Old : 166,931: 42,533 7,431 16,476 107,015 142,702 166,024 166,609: 907 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -407: 6,899 1,387 -984 -6,122 -642 -207 -239: -200 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 4.5 9.9 64.1 85.5 99.5 99.8: 0.5 0.2
Old : 100.0: 25.5 4.5 9.9 64.1 85.5 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 : 82: 16 4 11 51 53 70 65:
Old : 82: 16 4 11 51 53 70 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 : 36.2 35.6 51.4 55.8 29.7 32.7 43.2 45.8
Old : 36.2 35.6 51.4 55.8 29.7 32.7 43.2 45.8
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, June 7, 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 : 69,648: 499 637 1,233 67,915 67,777 69,647 69,647: 1 1
Old : 69,648: 499 637 1,233 67,915 67,777 69,647 69,647: 1 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -5,345: -324 -177 326 -4,347 -5,119 -4,345 -4,970: -1,000 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.9 1.8 97.5 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.9 1.8 97.5 97.3 100.0 100.0: 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 5 6 35 30 42 37:
Old : 45: 3 5 6 35 30 42 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 : 45.4 56.4 67.2 80.7 36.2 36.7 46.2 49.1
Old : 45.4 56.4 67.2 80.7 36.2 36.7 46.2 49.1
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, June 7, 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 : 571,935: 2,440 4,345 648 568,847 566,942 571,935 571,935: 0 0
Old : 571,935: 2,440 4,345 648 568,847 566,942 571,935 571,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -34,662: -4,152 1,032 -1,376 -26,038 -25,030 -31,566 -25,374: -3,096 -9,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 0.1 99.5 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.8 0.1 99.5 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 : 32: 2 3 1 25 22 27 26:
Old : 32: 2 3 1 25 22 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 : 63.5 59.9 82.0 80.8 56.2 47.5 64.7 61.8
Old : 63.5 59.9 82.0 80.8 56.2 47.5 64.7 61.8
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, June 7, 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 : 1,638,500: 35,560 64,813 114,153 1,488,763 1,459,534 1,638,476 1,638,500: 24 0
Old : 1,638,500: 35,560 64,813 114,153 1,488,763 1,459,534 1,638,476 1,638,500: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -45,633: 417 -5,605 -617 -45,433 -39,411 -45,633 -45,633: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.0 7.0 90.9 89.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 4.0 7.0 90.9 89.1 100.0 100.0: 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 : 60: 5 5 6 39 35 46 44:
Old : 60: 5 5 6 39 35 46 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 : 42.2 46.1 63.1 68.2 33.9 42.5 47.8 53.2
Old : 42.2 46.1 63.1 68.2 33.9 42.5 47.8 53.2
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, June 7, 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 : 134,519: 280 2,162 1,655 132,581 130,616 134,516 134,433: 3 86
Old : 134,519: 280 2,162 1,655 132,581 130,616 134,516 134,433: 3 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 2,234: -92 559 115 2,211 1,560 2,234 2,234: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.6 1.2 98.6 97.1 100.0 99.9: 0.0 0.1
Old : 100.0: 0.2 1.6 1.2 98.6 97.1 100.0 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 : 51: 5 5 5 34 38 42 45:
Old : 51: 5 5 5 34 38 42 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 : 54.3 42.9 71.6 66.4 35.3 35.5 48.0 46.6
Old : 54.3 42.9 71.6 66.4 35.3 35.5 48.0 46.6
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, June 7, 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 : 551,029: 1,281 5,032 1,321 548,427 544,676 551,029 551,029: 0 0
Old : 551,029: 1,281 5,032 1,321 548,427 544,676 551,029 551,029: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 5,427: 0 344 -344 5,771 5,427 5,427 5,427: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.9 0.2 99.5 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.9 0.2 99.5 98.8 100.0 100.0: 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 : 33: 2 3 2 25 21 29 24:
Old : 33: 2 3 2 25 21 29 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 59.0 88.6 79.3 53.2 48.4 63.3 60.5
Old : 66.3 59.0 88.6 79.3 53.2 48.4 63.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011