NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, June 21, 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 : 4,988,214: 579,285 166,594 1,660,642 2,710,854 3,141,756 4,950,781 4,968,992: 37,433 19,222
Old : 4,988,214: 579,285 166,594 1,660,642 2,710,854 3,141,756 4,950,781 4,968,992: 37,433 19,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -99,897: -72,399 60,913 -74,597 50,376 -84,213 -96,620 -97,897: -3,277 -2,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 3.3 33.3 54.3 63.0 99.2 99.6: 0.8 0.4
Old : 100.0: 11.6 3.3 33.3 54.3 63.0 99.2 99.6: 0.8 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 : 236: 43 37 72 143 140 219 217:
Old : 236: 43 37 72 143 140 219 217:
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 : 24.5 22.9 37.9 38.4 14.0 18.5 19.6 27.3
Old : 24.5 22.9 37.9 38.4 14.0 18.5 19.6 27.3
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 21, 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 : 389,682: 17,465 18,264 27,256 331,104 341,703 375,825 387,223: 13,857 2,459
Old : 389,682: 17,465 18,264 27,256 331,104 341,703 375,825 387,223: 13,857 2,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 6,856: 285 -430 3,112 1,899 4,602 5,296 7,284: 1,560 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.7 7.0 85.0 87.7 96.4 99.4: 3.6 0.6
Old : 100.0: 4.5 4.7 7.0 85.0 87.7 96.4 99.4: 3.6 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 : 63: 5 8 9 41 43 53 53:
Old : 63: 5 8 9 41 43 53 53:
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 : 26.3 43.6 44.2 69.2 22.0 34.2 33.2 44.7
Old : 26.3 43.6 44.2 69.2 22.0 34.2 33.2 44.7
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, June 21, 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 : 163,754: 7,508 4,522 4,863 146,904 150,534 159,275 159,919: 4,479 3,835
Old : 163,754: 7,508 4,522 4,863 146,904 150,534 159,275 159,919: 4,479 3,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -4,757: 1,009 -307 -636 -6,442 -3,391 -6,069 -4,334: 1,312 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.8 3.0 89.7 91.9 97.3 97.7: 2.7 2.3
Old : 100.0: 4.6 2.8 3.0 89.7 91.9 97.3 97.7: 2.7 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 : 48: 3 4 5 36 39 42 45:
Old : 48: 3 4 5 36 39 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 : 54.2 40.7 70.9 58.7 51.8 37.5 62.3 51.4
Old : 54.2 40.7 70.9 58.7 51.8 37.5 62.3 51.4
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 21, 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 : 331,638: 2,648 14,400 12,690 312,350 300,344 327,688 327,434: 3,950 4,204
Old : 331,638: 2,648 14,400 12,690 312,350 300,344 327,688 327,434: 3,950 4,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 3,310: 1,172 -1,297 -1,224 3,681 6,319 3,629 3,798: -319 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.3 3.8 94.2 90.6 98.8 98.7: 1.2 1.3
Old : 100.0: 0.8 4.3 3.8 94.2 90.6 98.8 98.7: 1.2 1.3
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 : 53: 4 6 5 41 32 48 40:
Old : 53: 4 6 5 41 32 48 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 : 44.4 48.2 63.9 70.9 41.2 38.1 57.1 57.9
Old : 44.4 48.2 63.9 70.9 41.2 38.1 57.1 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, June 21, 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 : 696,703: 15 35,360 25,634 666,666 631,287 692,315 692,281: 4,388 4,422
Old : 696,703: 15 35,360 25,634 666,666 631,287 692,315 692,281: 4,388 4,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 10,738: -1,503 -4,172 1,368 10,001 13,741 9,866 10,937: 872 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 3.7 95.7 90.6 99.4 99.4: 0.6 0.6
Old : 100.0: 0.0 5.1 3.7 95.7 90.6 99.4 99.4: 0.6 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 : 71: 1 9 9 57 51 66 61:
Old : 71: 1 9 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 : 42.1 38.6 55.5 52.6 31.3 29.0 43.3 38.6
Old : 42.1 38.6 55.5 52.6 31.3 29.0 43.3 38.6
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 21, 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 : 191,567: 14,904 4,483 2,684 167,728 176,720 185,316 183,887: 6,251 7,680
Old : 191,567: 14,904 4,483 2,684 167,728 176,720 185,316 183,887: 6,251 7,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 9,635: 670 3,496 1,183 9,009 6,666 10,862 11,345: -1,227 -1,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.3 1.4 87.6 92.2 96.7 96.0: 3.3 4.0
Old : 100.0: 7.8 2.3 1.4 87.6 92.2 96.7 96.0: 3.3 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 : 39: 3 1 3 29 27 33 30:
Old : 39: 3 1 3 29 27 33 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 : 44.5 64.0 62.3 77.7 42.0 62.1 57.9 71.6
Old : 44.5 64.0 62.3 77.7 42.0 62.1 57.9 71.6
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, June 21, 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 : 291,191: 7,699 22,881 18,224 256,742 241,524 282,665 282,629: 8,526 8,562
Old : 291,191: 7,699 22,881 18,224 256,742 241,524 282,665 282,629: 8,526 8,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -387: 485 -9,860 3,461 -2,318 5,858 1,628 -541: -2,015 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 7.9 6.3 88.2 82.9 97.1 97.1: 2.9 2.9
Old : 100.0: 2.6 7.9 6.3 88.2 82.9 97.1 97.1: 2.9 2.9
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 2 6 40 41 47 47:
Old : 55: 5 2 6 40 41 47 47:
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 : 27.9 30.5 49.8 47.5 24.3 22.2 39.3 34.3
Old : 27.9 30.5 49.8 47.5 24.3 22.2 39.3 34.3
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 21, 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 : 161,722: 5,182 14,993 6,700 146,125 135,621 158,007 157,314: 3,715 4,408
Old : 161,722: 5,182 14,993 6,700 146,125 135,621 158,007 157,314: 3,715 4,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -126: -2,349 -700 -5 2,617 -524 263 -1,229: -389 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 9.3 4.1 90.4 83.9 97.7 97.3: 2.3 2.7
Old : 100.0: 3.2 9.3 4.1 90.4 83.9 97.7 97.3: 2.3 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 : 47: 4 3 5 28 39 34 45:
Old : 47: 4 3 5 28 39 34 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 : 43.3 26.5 63.4 46.3 34.4 23.0 47.5 36.8
Old : 43.3 26.5 63.4 46.3 34.4 23.0 47.5 36.8
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 21, 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 : 167,665: 42,265 4,760 17,506 107,077 145,122 166,848 167,388: 817 277
Old : 167,665: 42,265 4,760 17,506 107,077 145,122 166,848 167,388: 817 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -1,997: -3,996 -499 1,018 1,106 -2,391 -1,872 -1,872: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 2.8 10.4 63.9 86.6 99.5 99.8: 0.5 0.2
Old : 100.0: 25.2 2.8 10.4 63.9 86.6 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: 15 5 13 52 54 71 68:
Old : 82: 15 5 13 52 54 71 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 : 35.4 38.2 51.6 56.8 29.9 35.7 42.4 47.3
Old : 35.4 38.2 51.6 56.8 29.9 35.7 42.4 47.3
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 21, 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 : 68,829: 639 1,460 1,240 66,873 66,052 68,752 68,752: 77 77
Old : 68,829: 639 1,460 1,240 66,873 66,052 68,752 68,752: 77 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -1,101: 39 489 -22 -1,195 -1,645 -1,178 -1,178: 77 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.1 1.8 97.2 96.0 99.9 99.9: 0.1 0.1
Old : 100.0: 0.9 2.1 1.8 97.2 96.0 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 : 45: 5 3 5 35 33 42 39:
Old : 45: 5 3 5 35 33 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 : 42.7 55.0 66.2 77.5 36.9 38.7 45.7 47.9
Old : 42.7 55.0 66.2 77.5 36.9 38.7 45.7 47.9
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 21, 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 : 591,085: 6,080 8,192 608 584,397 582,285 591,085 591,085: 0 0
Old : 591,085: 6,080 8,192 608 584,397 582,285 591,085 591,085: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 5,864: 4,360 1,384 -1,400 2,904 5,880 5,864 5,864: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.4 0.1 98.9 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 1.4 0.1 98.9 98.5 100.0 100.0: 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 : 34: 3 2 2 27 23 30 27:
Old : 34: 3 2 2 27 23 30 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 : 58.9 60.3 77.9 79.0 53.0 47.7 62.7 61.4
Old : 58.9 60.3 77.9 79.0 53.0 47.7 62.7 61.4
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 21, 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 : 1,654,025: 40,657 60,427 111,722 1,501,622 1,481,876 1,654,001 1,654,025: 24 0
Old : 1,654,025: 40,657 60,427 111,722 1,501,622 1,481,876 1,654,001 1,654,025: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -17,439: 1,216 -848 -4,441 -14,214 -12,150 -17,439 -17,439: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.7 6.8 90.8 89.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 3.7 6.8 90.8 89.6 100.0 100.0: 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 : 58: 5 5 6 38 35 45 44:
Old : 58: 5 5 6 38 35 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 : 42.3 46.4 63.1 69.0 33.6 42.3 47.5 53.0
Old : 42.3 46.4 63.1 69.0 33.6 42.3 47.5 53.0
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 21, 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 : 125,609: 448 3,445 1,944 123,213 120,206 125,605 125,595: 4 14
Old : 125,609: 448 3,445 1,944 123,213 120,206 125,605 125,595: 4 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 217: 289 -119 305 -379 103 215 289: 2 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.7 1.5 98.1 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.7 1.5 98.1 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 6 6 35 37 44 45:
Old : 52: 4 6 6 35 37 44 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 43.2 69.7 67.0 33.4 34.7 45.1 45.6
Old : 54.3 43.2 69.7 67.0 33.4 34.7 45.1 45.6
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 21, 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 : 524,927: 304 3,686 977 523,646 520,264 524,927 524,927: 0 0
Old : 524,927: 304 3,686 977 523,646 520,264 524,927 524,927: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 1,491: -952 606 0 2,443 885 1,491 1,491: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.7 0.2 99.8 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.7 0.2 99.8 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 : 32: 1 3 1 22 21 24 24:
Old : 32: 1 3 1 22 21 24 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 : 66.6 61.1 88.7 80.3 54.4 51.1 65.4 62.6
Old : 66.6 61.1 88.7 80.3 54.4 51.1 65.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011