NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, February 14, 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 : 5,391,783: 571,673 458,080 1,737,931 3,064,052 3,173,783 5,373,656 5,369,794: 18,127 21,989
Old : 5,391,783: 571,673 458,080 1,737,931 3,064,052 3,173,783 5,373,656 5,369,794: 18,127 21,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 218,462: 25,439 41,215 57,227 131,419 114,862 214,085 213,304: 4,377 5,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.5 32.2 56.8 58.9 99.7 99.6: 0.3 0.4
Old : 100.0: 10.6 8.5 32.2 56.8 58.9 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 : 224: 30 37 61 148 138 212 204:
Old : 224: 30 37 61 148 138 212 204:
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 : 23.8 21.2 41.2 35.5 17.1 14.5 22.7 21.6
Old : 23.8 21.2 41.2 35.5 17.1 14.5 22.7 21.6
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, February 14, 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 : 364,345: 8,206 35,445 11,892 327,020 310,291 347,118 357,628: 17,227 6,717
Old : 364,345: 8,206 35,445 11,892 327,020 310,291 347,118 357,628: 17,227 6,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -2,951: -5,415 -23,182 685 -1,291 19,068 -6,021 -3,429: 3,070 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.7 3.3 89.8 85.2 95.3 98.2: 4.7 1.8
Old : 100.0: 2.3 9.7 3.3 89.8 85.2 95.3 98.2: 4.7 1.8
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 : 54: 5 5 10 40 35 50 45:
Old : 54: 5 5 10 40 35 50 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 : 32.3 44.9 55.4 72.8 28.5 38.3 47.0 56.8
Old : 32.3 44.9 55.4 72.8 28.5 38.3 47.0 56.8
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, February 14, 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 : 165,153: 877 0 5,883 154,293 157,296 161,053 163,179: 4,100 1,974
Old : 165,153: 877 0 5,883 154,293 157,296 161,053 163,179: 4,100 1,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 7,149: 22 -28 1,051 7,045 6,488 8,118 7,511: -969 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 3.6 93.4 95.2 97.5 98.8: 2.5 1.2
Old : 100.0: 0.5 0.0 3.6 93.4 95.2 97.5 98.8: 2.5 1.2
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 : 41: 2 0 2 36 37 38 39:
Old : 41: 2 0 2 36 37 38 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 : 59.6 42.6 73.4 58.4 56.0 38.2 61.3 49.1
Old : 59.6 42.6 73.4 58.4 56.0 38.2 61.3 49.1
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, February 14, 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 : 317,792: 14,245 15,820 4,111 296,386 288,501 314,742 308,432: 3,050 9,360
Old : 317,792: 14,245 15,820 4,111 296,386 288,501 314,742 308,432: 3,050 9,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 10,886: 2,996 -283 492 8,252 9,247 11,740 9,456: -854 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.0 1.3 93.3 90.8 99.0 97.1: 1.0 2.9
Old : 100.0: 4.5 5.0 1.3 93.3 90.8 99.0 97.1: 1.0 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 : 48: 3 2 5 35 36 40 41:
Old : 48: 3 2 5 35 36 40 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 : 46.5 46.8 69.5 66.4 45.3 41.6 66.5 60.6
Old : 46.5 46.8 69.5 66.4 45.3 41.6 66.5 60.6
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, February 14, 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 : 722,560: 0 33,840 18,125 702,588 668,052 720,713 720,017: 1,847 2,543
Old : 722,560: 0 33,840 18,125 702,588 668,052 720,713 720,017: 1,847 2,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -47,943: 0 -7,837 4,945 -52,704 -44,743 -47,759 -47,635: -184 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 2.5 97.2 92.5 99.7 99.6: 0.3 0.4
Old : 100.0: 0.0 4.7 2.5 97.2 92.5 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 : 71: 0 9 7 57 49 64 58:
Old : 71: 0 9 7 57 49 64 58:
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 : 40.5 39.5 57.2 56.0 32.5 34.1 47.1 44.4
Old : 40.5 39.5 57.2 56.0 32.5 34.1 47.1 44.4
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, February 14, 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 : 233,618: 8,524 17,491 2,208 218,313 211,230 229,045 230,929: 4,573 2,689
Old : 233,618: 8,524 17,491 2,208 218,313 211,230 229,045 230,929: 4,573 2,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -28: -177 -124 -759 2,504 2,600 1,568 1,717: -1,596 -1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.5 0.9 93.4 90.4 98.0 98.8: 2.0 1.2
Old : 100.0: 3.6 7.5 0.9 93.4 90.4 98.0 98.8: 2.0 1.2
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 : 49: 2 2 2 37 36 39 40:
Old : 49: 2 2 2 37 36 39 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 : 47.7 59.8 65.7 75.6 42.2 59.6 56.4 73.0
Old : 47.7 59.8 65.7 75.6 42.2 59.6 56.4 73.0
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, February 14, 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 : 396,240: 9,004 13,366 23,792 353,344 352,787 386,140 389,945: 10,100 6,295
Old : 396,240: 9,004 13,366 23,792 353,344 352,787 386,140 389,945: 10,100 6,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -246: -2,445 -279 2,895 -1,487 -4,014 -1,037 -1,398: 791 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.4 6.0 89.2 89.0 97.5 98.4: 2.5 1.6
Old : 100.0: 2.3 3.4 6.0 89.2 89.0 97.5 98.4: 2.5 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 : 58: 3 4 5 40 41 46 47:
Old : 58: 3 4 5 40 41 46 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 : 35.3 57.7 52.5 70.2 33.1 55.6 48.0 64.8
Old : 35.3 57.7 52.5 70.2 33.1 55.6 48.0 64.8
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, February 14, 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 : 248,782: 5,700 27,209 5,969 232,166 207,895 243,835 241,073: 4,947 7,709
Old : 248,782: 5,700 27,209 5,969 232,166 207,895 243,835 241,073: 4,947 7,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 12,613: -521 1,697 -240 13,254 10,391 12,493 11,848: 120 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.9 2.4 93.3 83.6 98.0 96.9: 2.0 3.1
Old : 100.0: 2.3 10.9 2.4 93.3 83.6 98.0 96.9: 2.0 3.1
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 : 41: 3 3 4 24 30 28 36:
Old : 41: 3 3 4 24 30 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 41.3 84.0 60.0 70.6 38.0 74.3 54.6
Old : 73.0 41.3 84.0 60.0 70.6 38.0 74.3 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, February 14, 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 : 183,531: 47,446 1,701 19,646 115,523 161,634 182,615 182,981: 916 550
Old : 183,531: 47,446 1,701 19,646 115,523 161,634 182,615 182,981: 916 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -129: -687 279 243 532 6 88 528: -217 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 0.9 10.7 62.9 88.1 99.5 99.7: 0.5 0.3
Old : 100.0: 25.9 0.9 10.7 62.9 88.1 99.5 99.7: 0.5 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 : 75: 13 4 13 51 51 67 65:
Old : 75: 13 4 13 51 51 67 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 : 37.0 43.2 54.8 65.1 27.2 40.3 40.6 51.2
Old : 37.0 43.2 54.8 65.1 27.2 40.3 40.6 51.2
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, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 76,216: 721 154 1,088 74,407 74,974 76,216 76,216: 0 0
Old : 76,216: 721 154 1,088 74,407 74,974 76,216 76,216: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 2,254: 276 -52 107 1,950 2,278 2,333 2,333: -79 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.2 1.4 97.6 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.2 1.4 97.6 98.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 3 5 31 29 37 34:
Old : 42: 3 3 5 31 29 37 34:
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 : 52.3 49.1 77.8 70.6 38.9 38.7 51.4 49.7
Old : 52.3 49.1 77.8 70.6 38.9 38.7 51.4 49.7
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, February 14, 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 : 718,486: 8,697 600 3,007 706,782 714,879 718,486 718,486: 0 0
Old : 718,486: 8,697 600 3,007 706,782 714,879 718,486 718,486: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 30,796: -314 304 -311 31,421 30,803 30,796 30,796: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.1 0.4 98.4 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.1 0.4 98.4 99.5 100.0 100.0: 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 : 37: 4 1 3 30 29 34 33:
Old : 37: 4 1 3 30 29 34 33:
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 56.9 70.6 73.9 32.4 36.9 42.4 41.2
Old : 49.3 56.9 70.6 73.9 32.4 36.9 42.4 41.2
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, February 14, 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 : 1,623,668: 116,058 25,674 108,818 1,395,169 1,485,575 1,620,045 1,620,067: 3,623 3,601
Old : 1,623,668: 116,058 25,674 108,818 1,395,169 1,485,575 1,620,045 1,620,067: 3,623 3,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 10,791: 10,341 791 -9,208 8,265 17,815 9,398 9,398: 1,393 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.6 6.7 85.9 91.5 99.8 99.8: 0.2 0.2
Old : 100.0: 7.1 1.6 6.7 85.9 91.5 99.8 99.8: 0.2 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 : 61: 9 4 7 42 37 53 46:
Old : 61: 9 4 7 42 37 53 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 : 34.2 47.5 53.7 66.4 22.3 40.6 36.4 48.9
Old : 34.2 47.5 53.7 66.4 22.3 40.6 36.4 48.9
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, February 14, 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 : 108,146: 707 1,108 1,786 104,955 104,979 107,448 107,873: 698 273
Old : 108,146: 707 1,108 1,786 104,955 104,979 107,448 107,873: 698 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -11,786: -792 381 54 -11,746 -12,494 -12,484 -12,059: 698 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.0 1.7 97.0 97.1 99.4 99.7: 0.6 0.3
Old : 100.0: 0.7 1.0 1.7 97.0 97.1 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 : 45: 2 4 4 31 34 35 40:
Old : 45: 2 4 4 31 34 35 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 : 47.6 39.6 66.6 61.3 34.1 30.1 43.2 38.5
Old : 47.6 39.6 66.6 61.3 34.1 30.1 43.2 38.5
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, February 14, 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 : 685,228: 7,617 0 15,703 660,932 668,549 684,252 684,252: 976 976
Old : 685,228: 7,617 0 15,703 660,932 668,549 684,252 684,252: 976 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -12,325: 4,208 -344 -1,032 -16,477 -11,925 -13,301 -13,301: 976 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 2.3 96.5 97.6 99.9 99.9: 0.1 0.1
Old : 100.0: 1.1 0.0 2.3 96.5 97.6 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 : 35: 3 0 2 24 25 28 27:
Old : 35: 3 0 2 24 25 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 : 56.7 58.6 80.3 78.6 38.6 42.6 50.7 53.7
Old : 56.7 58.6 80.3 78.6 38.6 42.6 50.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012