NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, March 20, 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 : 5,210,778: 613,246 367,872 1,634,474 2,952,780 3,192,479 5,200,500 5,194,825: 10,278 15,953
Old : 5,210,778: 613,246 367,872 1,634,474 2,952,780 3,192,479 5,200,500 5,194,825: 10,278 15,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 31,104: 26,568 -21,296 45,287 -41,451 4,432 30,404 28,423: 700 2,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.1 31.4 56.7 61.3 99.8 99.7: 0.2 0.3
Old : 100.0: 11.8 7.1 31.4 56.7 61.3 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 26 46 63 140 134 207 205:
Old : 227: 26 46 63 140 134 207 205:
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 41.5 35.6 18.0 15.6 25.1 23.2
Old : 23.8 21.2 41.5 35.6 18.0 15.6 25.1 23.2
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 20, 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 : 368,422: 7,262 30,129 8,307 337,370 321,889 352,939 360,325: 15,483 8,097
Old : 368,422: 7,262 30,129 8,307 337,370 321,889 352,939 360,325: 15,483 8,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -4,130: 445 6,075 772 -6,529 -10,810 -5,312 -3,963: 1,182 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.2 2.3 91.6 87.4 95.8 97.8: 4.2 2.2
Old : 100.0: 2.0 8.2 2.3 91.6 87.4 95.8 97.8: 4.2 2.2
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 : 52: 5 4 5 39 36 46 43:
Old : 52: 5 4 5 39 36 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 47.3 61.9 69.5 33.7 39.1 47.2 54.1
Old : 37.3 47.3 61.9 69.5 33.7 39.1 47.2 54.1
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, March 20, 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 : 177,005: 1,979 0 6,771 164,618 168,226 173,368 174,997: 3,637 2,008
Old : 177,005: 1,979 0 6,771 164,618 168,226 173,368 174,997: 3,637 2,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 2,449: 536 -668 194 1,450 3,502 2,180 3,028: 269 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 3.8 93.0 95.0 97.9 98.9: 2.1 1.1
Old : 100.0: 1.1 0.0 3.8 93.0 95.0 97.9 98.9: 2.1 1.1
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 : 40: 2 0 2 33 37 35 39:
Old : 40: 2 0 2 33 37 35 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 : 56.2 44.1 70.7 59.3 53.6 39.7 59.5 49.4
Old : 56.2 44.1 70.7 59.3 53.6 39.7 59.5 49.4
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, March 20, 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 : 325,059: 11,056 8,811 3,932 304,670 299,786 319,658 312,529: 5,401 12,530
Old : 325,059: 11,056 8,811 3,932 304,670 299,786 319,658 312,529: 5,401 12,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 918: -1,774 -194 -2,195 3,949 4,365 -20 1,976: 938 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.7 1.2 93.7 92.2 98.3 96.1: 1.7 3.9
Old : 100.0: 3.4 2.7 1.2 93.7 92.2 98.3 96.1: 1.7 3.9
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 31 33 36 37:
Old : 46: 3 2 4 31 33 36 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 : 49.7 53.2 70.0 71.2 47.8 48.1 66.7 62.7
Old : 49.7 53.2 70.0 71.2 47.8 48.1 66.7 62.7
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 20, 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 : 747,495: 389 44,256 15,442 728,691 684,245 744,522 743,943: 2,973 3,552
Old : 747,495: 389 44,256 15,442 728,691 684,245 744,522 743,943: 2,973 3,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 23,389: -82 -3,575 6,812 15,614 21,588 22,344 24,825: 1,045 -1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.9 2.1 97.5 91.5 99.6 99.5: 0.4 0.5
Old : 100.0: 0.1 5.9 2.1 97.5 91.5 99.6 99.5: 0.4 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 : 68: 2 7 7 53 47 60 56:
Old : 68: 2 7 7 53 47 60 56:
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 38.9 56.7 54.9 32.7 29.6 47.8 40.8
Old : 38.2 38.9 56.7 54.9 32.7 29.6 47.8 40.8
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, March 20, 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 : 229,949: 13,464 2,104 3,329 207,204 218,319 223,997 223,752: 5,952 6,197
Old : 229,949: 13,464 2,104 3,329 207,204 218,319 223,997 223,752: 5,952 6,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -11,381: 613 -9,209 1,966 -14,176 -3,770 -11,597 -11,013: 216 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.9 1.4 90.1 94.9 97.4 97.3: 2.6 2.7
Old : 100.0: 5.9 0.9 1.4 90.1 94.9 97.4 97.3: 2.6 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 : 43: 2 3 3 31 24 34 29:
Old : 43: 2 3 3 31 24 34 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 : 41.8 60.6 64.2 77.0 35.9 60.4 54.1 71.8
Old : 41.8 60.6 64.2 77.0 35.9 60.4 54.1 71.8
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 20, 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 : 400,042: 6,594 13,823 34,467 349,746 342,935 390,807 391,225: 9,235 8,817
Old : 400,042: 6,594 13,823 34,467 349,746 342,935 390,807 391,225: 9,235 8,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -612: 101 -2,556 2,574 -3,256 -630 -581 -612: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.5 8.6 87.4 85.7 97.7 97.8: 2.3 2.2
Old : 100.0: 1.6 3.5 8.6 87.4 85.7 97.7 97.8: 2.3 2.2
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 : 57: 3 5 6 38 39 45 46:
Old : 57: 3 5 6 38 39 45 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 : 35.2 59.1 53.7 69.7 32.5 53.1 47.9 62.4
Old : 35.2 59.1 53.7 69.7 32.5 53.1 47.9 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, March 20, 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 : 244,756: 13,227 29,790 7,211 221,977 202,578 242,415 239,579: 2,341 5,177
Old : 244,756: 13,227 29,790 7,211 221,977 202,578 242,415 239,579: 2,341 5,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -5,357: -535 -618 -499 -4,436 -3,627 -5,470 -4,744: 113 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.2 2.9 90.7 82.8 99.0 97.9: 1.0 2.1
Old : 100.0: 5.4 12.2 2.9 90.7 82.8 99.0 97.9: 1.0 2.1
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 : 47: 3 4 2 30 31 34 36:
Old : 47: 3 4 2 30 31 34 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 : 64.2 46.1 75.8 63.2 63.5 42.6 69.7 59.3
Old : 64.2 46.1 75.8 63.2 63.5 42.6 69.7 59.3
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 20, 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 : 178,449: 33,635 2,439 22,807 120,936 152,836 177,378 178,082: 1,071 367
Old : 178,449: 33,635 2,439 22,807 120,936 152,836 177,378 178,082: 1,071 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,533: -1,431 230 1,056 1,797 286 1,422 1,572: 111 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 1.4 12.8 67.8 85.6 99.4 99.8: 0.6 0.2
Old : 100.0: 18.8 1.4 12.8 67.8 85.6 99.4 99.8: 0.6 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 : 78: 13 6 12 53 53 69 68:
Old : 78: 13 6 12 53 53 69 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 : 30.1 42.3 48.8 64.6 22.3 38.8 34.2 48.1
Old : 30.1 42.3 48.8 64.6 22.3 38.8 34.2 48.1
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 20, 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 : 77,078: 1,775 1,122 1,496 73,783 74,460 77,054 77,078: 24 0
Old : 77,078: 1,775 1,122 1,496 73,783 74,460 77,054 77,078: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,065: 718 826 -75 422 314 1,065 1,065: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.5 1.9 95.7 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 1.5 1.9 95.7 96.6 100.0 100.0: 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 : 44: 5 3 4 32 31 40 35:
Old : 44: 5 3 4 32 31 40 35:
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 : 44.2 48.6 69.8 64.7 36.8 37.1 51.9 46.5
Old : 44.2 48.6 69.8 64.7 36.8 37.1 51.9 46.5
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 20, 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 : 760,837: 14,600 3,969 7,637 738,600 749,231 760,837 760,837: 0 0
Old : 760,837: 14,600 3,969 7,637 738,600 749,231 760,837 760,837: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 20,802: 7,856 2,017 -1,921 14,867 20,706 20,802 20,802: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.5 1.0 97.1 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.5 1.0 97.1 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 : 37: 3 3 3 29 29 34 33:
Old : 37: 3 3 3 29 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 : 48.7 56.3 71.5 71.7 34.1 36.9 41.8 44.4
Old : 48.7 56.3 71.5 71.7 34.1 36.9 41.8 44.4
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, March 20, 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 : 1,637,118: 57,431 31,795 101,058 1,478,609 1,504,265 1,637,098 1,637,118: 20 0
Old : 1,637,118: 57,431 31,795 101,058 1,478,609 1,504,265 1,637,098 1,637,118: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 37,637: -1,455 -2,784 2,553 37,715 38,652 38,813 38,421: -1,176 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.9 6.2 90.3 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 1.9 6.2 90.3 91.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 7 4 6 40 41 50 48:
Old : 60: 7 4 6 40 41 50 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 : 34.9 45.7 52.6 63.8 24.4 41.6 38.5 49.7
Old : 34.9 45.7 52.6 63.8 24.4 41.6 38.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, March 20, 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 : 103,795: 1,481 934 1,537 100,777 101,273 103,795 103,744: 0 51
Old : 103,795: 1,481 934 1,537 100,777 101,273 103,795 103,744: 0 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,966: -79 930 -74 2,145 1,136 1,992 1,992: -26 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.9 1.5 97.1 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 0.9 1.5 97.1 97.6 100.0 100.0: 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 : 48: 5 3 4 34 34 40 40:
Old : 48: 5 3 4 34 34 40 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 : 48.7 39.2 66.9 59.6 38.1 29.3 48.2 40.5
Old : 48.7 39.2 66.9 59.6 38.1 29.3 48.2 40.5
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, March 20, 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 : 642,651: 12,723 11,760 1,244 628,684 629,647 642,651 642,651: 0 0
Old : 642,651: 12,723 11,760 1,244 628,684 629,647 642,651 642,651: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 16,840: 4,072 7,000 0 12,768 9,840 16,840 16,840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.8 0.2 97.8 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 1.8 0.2 97.8 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 : 37: 4 2 1 24 24 28 27:
Old : 37: 4 2 1 24 24 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 : 53.2 54.4 78.1 77.2 44.8 46.1 63.7 64.4
Old : 53.2 54.4 78.1 77.2 44.8 46.1 63.7 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012