NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, April 3, 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 : 5,031,939: 677,988 362,221 1,541,943 2,801,980 3,113,339 5,021,911 5,017,503: 10,028 14,436
Old : 5,031,939: 677,988 362,221 1,541,943 2,801,980 3,113,339 5,021,911 5,017,503: 10,028 14,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -149,030: -2,667 -61,677 17,076 -163,013 -103,792 -148,604 -148,393: -426 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.2 30.6 55.7 61.9 99.8 99.7: 0.2 0.3
Old : 100.0: 13.5 7.2 30.6 55.7 61.9 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 : 221: 29 37 60 139 133 204 197:
Old : 221: 29 37 60 139 133 204 197:
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 : 24.2 20.3 42.4 34.7 18.0 15.2 25.8 22.6
Old : 24.2 20.3 42.4 34.7 18.0 15.2 25.8 22.6
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, April 3, 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 : 368,231: 16,188 35,723 5,918 331,752 320,513 353,858 362,154: 14,373 6,077
Old : 368,231: 16,188 35,723 5,918 331,752 320,513 353,858 362,154: 14,373 6,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 3,998: 4,360 5,225 -217 -593 -787 3,550 4,221: 448 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.7 1.6 90.1 87.0 96.1 98.3: 3.9 1.7
Old : 100.0: 4.4 9.7 1.6 90.1 87.0 96.1 98.3: 3.9 1.7
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 : 56: 5 5 9 42 39 52 48:
Old : 56: 5 5 9 42 39 52 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 : 36.5 43.1 58.2 66.9 30.0 31.9 44.7 48.6
Old : 36.5 43.1 58.2 66.9 30.0 31.9 44.7 48.6
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, April 3, 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 : 184,139: 1,608 705 6,767 172,395 174,449 180,770 181,921: 3,369 2,218
Old : 184,139: 1,608 705 6,767 172,395 174,449 180,770 181,921: 3,369 2,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 6,382: -150 388 -27 7,141 6,261 6,964 6,622: -582 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.4 3.7 93.6 94.7 98.2 98.8: 1.8 1.2
Old : 100.0: 0.9 0.4 3.7 93.6 94.7 98.2 98.8: 1.8 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 : 44: 3 2 3 34 38 38 42:
Old : 44: 3 2 3 34 38 38 42:
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 : 56.0 42.5 70.3 57.7 47.6 36.8 54.0 46.4
Old : 56.0 42.5 70.3 57.7 47.6 36.8 54.0 46.4
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, April 3, 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 : 308,955: 10,132 15,384 2,692 292,793 277,718 305,617 295,794: 3,338 13,161
Old : 308,955: 10,132 15,384 2,692 292,793 277,718 305,617 295,794: 3,338 13,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -5,099: -1,526 4,607 -304 -2,625 -9,865 -4,455 -5,562: -644 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 5.0 0.9 94.8 89.9 98.9 95.7: 1.1 4.3
Old : 100.0: 3.3 5.0 0.9 94.8 89.9 98.9 95.7: 1.1 4.3
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 : 49: 2 3 4 37 36 42 40:
Old : 49: 2 3 4 37 36 42 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 : 49.0 52.3 67.5 72.2 47.3 47.3 64.4 62.5
Old : 49.0 52.3 67.5 72.2 47.3 47.3 64.4 62.5
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, April 3, 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 : 735,015: 1,223 46,850 16,574 714,860 668,913 732,657 732,337: 2,358 2,678
Old : 735,015: 1,223 46,850 16,574 714,860 668,913 732,657 732,337: 2,358 2,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -44,221: 739 1,508 -830 -44,185 -44,568 -44,276 -43,890: 55 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.4 2.3 97.3 91.0 99.7 99.6: 0.3 0.4
Old : 100.0: 0.2 6.4 2.3 97.3 91.0 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 : 69: 2 7 6 56 48 62 57:
Old : 69: 2 7 6 56 48 62 57:
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 : 40.3 41.0 59.2 55.2 34.0 30.9 49.1 42.5
Old : 40.3 41.0 59.2 55.2 34.0 30.9 49.1 42.5
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, April 3, 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 : 240,517: 13,621 2,720 1,368 221,116 231,256 236,105 235,344: 4,412 5,173
Old : 240,517: 13,621 2,720 1,368 221,116 231,256 236,105 235,344: 4,412 5,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,450: 1,172 -606 -164 1,844 3,348 2,852 2,578: -402 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.1 0.6 91.9 96.1 98.2 97.8: 1.8 2.2
Old : 100.0: 5.7 1.1 0.6 91.9 96.1 98.2 97.8: 1.8 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 : 43: 1 3 2 32 25 34 29:
Old : 43: 1 3 2 32 25 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 : 42.2 61.5 66.0 78.3 35.9 61.3 56.5 73.1
Old : 42.2 61.5 66.0 78.3 35.9 61.3 56.5 73.1
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, April 3, 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 : 398,340: 9,033 19,052 32,496 348,062 335,874 389,591 387,422: 8,749 10,918
Old : 398,340: 9,033 19,052 32,496 348,062 335,874 389,591 387,422: 8,749 10,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,149: 1,053 12,508 -5,735 6,831 -5,876 2,149 897: 0 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.8 8.2 87.4 84.3 97.8 97.3: 2.2 2.7
Old : 100.0: 2.3 4.8 8.2 87.4 84.3 97.8 97.3: 2.2 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 : 58: 4 4 6 42 39 49 46:
Old : 58: 4 4 6 42 39 49 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 : 34.0 57.7 52.3 68.9 31.9 51.5 46.8 62.2
Old : 34.0 57.7 52.3 68.9 31.9 51.5 46.8 62.2
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, April 3, 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 : 245,735: 16,523 29,300 9,443 218,285 201,941 244,251 240,684: 1,484 5,051
Old : 245,735: 16,523 29,300 9,443 218,285 201,941 244,251 240,684: 1,484 5,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 3,056: 2,627 -2,648 1,398 -940 4,153 3,085 2,903: -29 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.9 3.8 88.8 82.2 99.4 97.9: 0.6 2.1
Old : 100.0: 6.7 11.9 3.8 88.8 82.2 99.4 97.9: 0.6 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 : 49: 3 4 3 32 33 37 38:
Old : 49: 3 4 3 32 33 37 38:
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 : 58.6 42.5 73.0 60.8 58.0 38.3 65.1 56.3
Old : 58.6 42.5 73.0 60.8 58.0 38.3 65.1 56.3
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, April 3, 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 : 176,429: 32,023 2,864 21,728 121,763 151,749 175,514 176,341: 915 88
Old : 176,429: 32,023 2,864 21,728 121,763 151,749 175,514 176,341: 915 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -3,205: -1,946 361 -1,088 589 -1,443 -2,445 -2,170: -760 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 1.6 12.3 69.0 86.0 99.5 100.0: 0.5 0.0
Old : 100.0: 18.2 1.6 12.3 69.0 86.0 99.5 100.0: 0.5 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 : 77: 10 7 13 55 53 71 68:
Old : 77: 10 7 13 55 53 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 : 28.4 42.8 46.1 64.3 20.9 37.9 34.0 47.2
Old : 28.4 42.8 46.1 64.3 20.9 37.9 34.0 47.2
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, April 3, 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 : 72,994: 1,223 1,173 1,443 70,304 70,378 72,970 72,994: 24 0
Old : 72,994: 1,223 1,173 1,443 70,304 70,378 72,970 72,994: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -4,280: -226 -77 -83 -3,971 -4,120 -4,280 -4,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.6 2.0 96.3 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 1.6 2.0 96.3 96.4 100.0 100.0: 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 : 44: 5 3 4 31 31 38 36:
Old : 44: 5 3 4 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 : 45.5 51.0 71.5 65.8 39.3 39.1 52.5 48.0
Old : 45.5 51.0 71.5 65.8 39.3 39.1 52.5 48.0
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, April 3, 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 : 743,519: 13,660 1,688 6,014 722,469 734,441 742,143 742,143: 1,376 1,376
Old : 743,519: 13,660 1,688 6,014 722,469 734,441 742,143 742,143: 1,376 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -28,159: -955 1,360 -608 -27,972 -30,287 -29,535 -29,535: 1,376 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.2 0.8 97.2 98.8 99.8 99.8: 0.2 0.2
Old : 100.0: 1.8 0.2 0.8 97.2 98.8 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 : 37: 4 2 2 29 28 33 32:
Old : 37: 4 2 2 29 28 33 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 : 51.3 55.9 73.7 71.2 39.1 38.9 46.7 46.9
Old : 51.3 55.9 73.7 71.2 39.1 38.9 46.7 46.9
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, April 3, 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 : 1,637,532: 55,942 7,302 106,486 1,475,084 1,523,744 1,637,512 1,637,532: 20 0
Old : 1,637,532: 55,942 7,302 106,486 1,475,084 1,523,744 1,637,512 1,637,532: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -26,660: 4,008 -17,829 -5,549 -23,192 -1,355 -24,733 -24,733: -1,927 -1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.4 6.5 90.1 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.4 0.4 6.5 90.1 93.1 100.0 100.0: 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 : 61: 8 3 6 40 42 50 49:
Old : 61: 8 3 6 40 42 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 46.6 51.9 64.9 23.0 43.1 36.7 50.7
Old : 33.5 46.6 51.9 64.9 23.0 43.1 36.7 50.7
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, April 3, 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 : 104,957: 1,671 553 1,369 101,917 102,984 104,957 104,906: 0 51
Old : 104,957: 1,671 553 1,369 101,917 102,984 104,957 104,906: 0 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 1,374: 376 -6 -277 1,500 2,032 1,599 1,749: -225 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.5 1.3 97.1 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.5 1.3 97.1 98.1 100.0 100.0: 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 : 48: 6 1 4 34 34 40 39:
Old : 48: 6 1 4 34 34 40 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 : 45.1 39.2 63.3 59.3 36.1 28.9 44.5 38.2
Old : 45.1 39.2 63.3 59.3 36.1 28.9 44.5 38.2
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, April 3, 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 : 672,281: 11,099 7,280 1,244 659,938 663,757 672,281 672,281: 0 0
Old : 672,281: 11,099 7,280 1,244 659,938 663,757 672,281 672,281: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 10,703: -4,488 -3,520 0 15,191 14,223 10,703 10,703: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.1 0.2 98.2 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 1.1 0.2 98.2 98.7 100.0 100.0: 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 : 36: 3 2 1 25 23 28 26:
Old : 36: 3 2 1 25 23 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 : 50.9 55.6 76.0 78.8 43.1 48.9 64.6 65.4
Old : 50.9 55.6 76.0 78.8 43.1 48.9 64.6 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012