NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, March 6, 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 : 5,172,917: 616,819 385,902 1,586,170 2,954,435 3,180,910 5,157,424 5,152,982: 15,493 19,935
Old : 5,172,917: 616,819 385,902 1,586,170 2,954,435 3,180,910 5,157,424 5,152,982: 15,493 19,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -6,954: -76,433 -40,373 51,850 6,980 -28,880 -17,603 -17,403: 10,649 10,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.5 30.7 57.1 61.5 99.7 99.6: 0.3 0.4
Old : 100.0: 11.9 7.5 30.7 57.1 61.5 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 : 224: 33 40 65 139 130 208 201:
Old : 224: 33 40 65 139 130 208 201:
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 : 23.7 21.9 40.4 36.0 16.6 15.5 23.8 22.8
Old : 23.7 21.9 40.4 36.0 16.6 15.5 23.8 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, March 6, 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 : 382,319: 15,746 23,138 7,845 344,413 344,156 368,004 375,139: 14,315 7,180
Old : 382,319: 15,746 23,138 7,845 344,413 344,156 368,004 375,139: 14,315 7,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -15,491: 4,917 3,668 -4,975 -14,812 -15,734 -14,870 -17,041: -621 1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.1 2.1 90.1 90.0 96.3 98.1: 3.7 1.9
Old : 100.0: 4.1 6.1 2.1 90.1 90.0 96.3 98.1: 3.7 1.9
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 : 52: 5 5 7 36 35 44 44:
Old : 52: 5 5 7 36 35 44 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 : 34.2 49.1 59.4 71.5 29.8 40.9 46.8 55.3
Old : 34.2 49.1 59.4 71.5 29.8 40.9 46.8 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, March 6, 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 : 170,512: 2,319 514 6,129 158,481 162,099 166,929 168,742: 3,583 1,770
Old : 170,512: 2,319 514 6,129 158,481 162,099 166,929 168,742: 3,583 1,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,046: 711 -123 557 -4,005 -2,338 -2,737 -1,904: -309 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.3 3.6 92.9 95.1 97.9 99.0: 2.1 1.0
Old : 100.0: 1.4 0.3 3.6 92.9 95.1 97.9 99.0: 2.1 1.0
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: 2 1 3 32 37 35 40:
Old : 42: 2 1 3 32 37 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 : 60.0 43.5 74.0 58.6 56.2 39.5 61.9 49.7
Old : 60.0 43.5 74.0 58.6 56.2 39.5 61.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, March 6, 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 : 337,077: 18,036 9,899 5,027 312,203 312,493 335,266 327,419: 1,811 9,658
Old : 337,077: 18,036 9,899 5,027 312,203 312,493 335,266 327,419: 1,811 9,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -14,718: 1,009 -3,874 -389 -14,852 -12,880 -14,232 -17,143: -486 2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.9 1.5 92.6 92.7 99.5 97.1: 0.5 2.9
Old : 100.0: 5.4 2.9 1.5 92.6 92.7 99.5 97.1: 0.5 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 : 46: 3 2 4 30 33 35 37:
Old : 46: 3 2 4 30 33 35 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 : 47.4 51.2 70.1 69.3 46.5 44.5 66.8 59.6
Old : 47.4 51.2 70.1 69.3 46.5 44.5 66.8 59.6
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, March 6, 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 : 728,912: 710 54,726 10,374 715,600 658,748 726,684 723,848: 2,228 5,064
Old : 728,912: 710 54,726 10,374 715,600 658,748 726,684 723,848: 2,228 5,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -19,691: 329 13,364 -3,735 -18,257 -34,197 -21,663 -24,568: 1,972 4,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.5 1.4 98.2 90.4 99.7 99.3: 0.3 0.7
Old : 100.0: 0.1 7.5 1.4 98.2 90.4 99.7 99.3: 0.3 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 : 68: 2 7 7 54 46 61 55:
Old : 68: 2 7 7 54 46 61 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 37.7 55.8 54.6 28.9 29.3 43.5 38.2
Old : 38.2 37.7 55.8 54.6 28.9 29.3 43.5 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, March 6, 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 : 236,610: 11,969 13,033 1,144 217,788 218,742 230,901 232,919: 5,709 3,691
Old : 236,610: 11,969 13,033 1,144 217,788 218,742 230,901 232,919: 5,709 3,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -10,292: 2,727 -2,420 -1,415 -13,013 -3,629 -11,701 -7,464: 1,409 -2,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.5 0.5 92.0 92.4 97.6 98.4: 2.4 1.6
Old : 100.0: 5.1 5.5 0.5 92.0 92.4 97.6 98.4: 2.4 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 : 44: 2 3 2 30 28 32 33:
Old : 44: 2 3 2 30 28 32 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 : 44.7 58.2 67.2 76.1 41.0 58.1 58.8 72.5
Old : 44.7 58.2 67.2 76.1 41.0 58.1 58.8 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, March 6, 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 : 391,146: 6,968 10,335 30,946 343,782 345,252 381,696 386,533: 9,450 4,613
Old : 391,146: 6,968 10,335 30,946 343,782 345,252 381,696 386,533: 9,450 4,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -18,478: -4,441 3,874 2,102 -17,855 -25,331 -20,194 -19,355: 1,716 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.6 7.9 87.9 88.3 97.6 98.8: 2.4 1.2
Old : 100.0: 1.8 2.6 7.9 87.9 88.3 97.6 98.8: 2.4 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 : 56: 3 4 5 39 39 45 45:
Old : 56: 3 4 5 39 39 45 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 : 36.2 59.3 54.8 70.2 33.3 55.3 47.6 64.3
Old : 36.2 59.3 54.8 70.2 33.3 55.3 47.6 64.3
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, March 6, 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 : 251,193: 15,358 30,097 8,518 223,479 205,571 247,355 244,186: 3,838 7,007
Old : 251,193: 15,358 30,097 8,518 223,479 205,571 247,355 244,186: 3,838 7,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -13,429: 1,474 56 -651 -13,876 -11,725 -13,053 -12,320: -376 -1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.0 3.4 89.0 81.8 98.5 97.2: 1.5 2.8
Old : 100.0: 6.1 12.0 3.4 89.0 81.8 98.5 97.2: 1.5 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 : 44: 3 4 2 28 28 32 33:
Old : 44: 3 4 2 28 28 32 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 : 64.1 46.1 76.1 63.2 64.0 42.7 70.7 59.4
Old : 64.1 46.1 76.1 63.2 64.0 42.7 70.7 59.4
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, March 6, 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 : 176,772: 38,307 2,121 21,468 116,440 153,101 176,215 176,690: 557 82
Old : 176,772: 38,307 2,121 21,468 116,440 153,101 176,215 176,690: 557 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -6,962: -4,038 -165 790 -3,459 -7,556 -6,707 -6,931: -255 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.2 12.1 65.9 86.6 99.7 100.0: 0.3 0.0
Old : 100.0: 21.7 1.2 12.1 65.9 86.6 99.7 100.0: 0.3 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 : 78: 15 5 14 51 52 70 67:
Old : 78: 15 5 14 51 52 70 67:
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 42.7 51.4 64.6 22.4 39.5 35.7 49.0
Old : 32.8 42.7 51.4 64.6 22.4 39.5 35.7 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, March 6, 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 : 76,440: 204 397 1,120 75,116 74,923 76,440 76,440: 0 0
Old : 76,440: 204 397 1,120 75,116 74,923 76,440 76,440: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,662: 125 -289 30 -2,766 -2,352 -2,611 -2,611: -51 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 1.5 98.3 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.5 1.5 98.3 98.0 100.0 100.0: 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 4 5 31 31 38 36:
Old : 42: 3 4 5 31 31 38 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 : 50.4 48.9 74.0 67.5 35.3 36.0 46.7 43.5
Old : 50.4 48.9 74.0 67.5 35.3 36.0 46.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, March 6, 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 : 721,163: 6,060 638 6,664 708,439 713,861 721,163 721,163: 0 0
Old : 721,163: 6,060 638 6,664 708,439 713,861 721,163 721,163: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -43,658: 335 303 704 -44,697 -44,665 -43,658 -43,658: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.1 0.9 98.2 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.1 0.9 98.2 99.0 100.0 100.0: 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: 4 1 3 29 29 34 32:
Old : 36: 4 1 3 29 29 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 56.0 74.5 72.3 34.2 36.3 41.9 41.6
Old : 51.0 56.0 74.5 72.3 34.2 36.3 41.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, March 6, 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 : 1,580,424: 67,867 19,054 111,702 1,400,835 1,449,668 1,580,404 1,580,424: 20 0
Old : 1,580,424: 67,867 19,054 111,702 1,400,835 1,449,668 1,580,404 1,580,424: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -59,349: -4,784 -4,322 -4,860 -48,983 -49,447 -58,627 -58,629: -722 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.2 7.1 88.6 91.7 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 1.2 7.1 88.6 91.7 100.0 100.0: 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 : 59: 8 3 6 41 40 51 47:
Old : 59: 8 3 6 41 40 51 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 : 34.5 45.1 53.4 64.0 22.6 40.6 37.6 48.6
Old : 34.5 45.1 53.4 64.0 22.6 40.6 37.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, March 6, 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 : 106,874: 1,382 560 1,566 103,926 104,721 106,874 106,847: 0 27
Old : 106,874: 1,382 560 1,566 103,926 104,721 106,874 106,847: 0 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -634: -486 78 179 -327 -891 -634 -634: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.5 1.5 97.2 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.5 1.5 97.2 98.0 100.0 100.0: 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 : 46: 4 2 4 34 34 39 39:
Old : 46: 4 2 4 34 34 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 : 48.5 40.7 67.2 62.1 36.9 31.6 45.6 39.8
Old : 48.5 40.7 67.2 62.1 36.9 31.6 45.6 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Commitments of Traders - Futures Only, March 6, 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 : 658,499: 6,611 0 1,244 650,644 657,255 658,499 658,499: 0 0
Old : 658,499: 6,611 0 1,244 650,644 657,255 658,499 658,499: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -26,315: -1,033 0 0 -25,282 -26,315 -26,315 -26,315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.2 98.8 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.0 0.2 98.8 99.8 100.0 100.0: 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 : 35: 3 0 1 25 25 28 26:
Old : 35: 3 0 1 25 25 28 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 : 57.2 54.8 81.1 80.1 40.2 45.1 55.4 60.3
Old : 57.2 54.8 81.1 80.1 40.2 45.1 55.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012