NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, April 10, 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 : 5,205,865: 640,729 373,464 1,629,747 2,858,087 3,125,306 5,128,563 5,128,517: 77,302 77,348
Old : 5,205,865: 640,729 373,464 1,629,747 2,858,087 3,125,306 5,128,563 5,128,517: 77,302 77,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 173,926: -37,259 11,243 87,804 56,107 11,967 106,652 111,014: 67,274 62,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.2 31.3 54.9 60.0 98.5 98.5: 1.5 1.5
Old : 100.0: 12.3 7.2 31.3 54.9 60.0 98.5 98.5: 1.5 1.5
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 : 226: 27 42 61 143 134 208 202:
Old : 226: 27 42 61 143 134 208 202:
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 : 23.4 19.8 41.5 34.1 17.3 14.8 24.7 21.7
Old : 23.4 19.8 41.5 34.1 17.3 14.8 24.7 21.7
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 10, 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 : 351,864: 11,076 31,977 8,414 304,088 292,382 323,578 332,773: 28,286 19,091
Old : 351,864: 11,076 31,977 8,414 304,088 292,382 323,578 332,773: 28,286 19,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -16,367: -5,112 -3,746 2,496 -27,664 -28,131 -30,280 -29,381: 13,913 13,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.1 2.4 86.4 83.1 92.0 94.6: 8.0 5.4
Old : 100.0: 3.1 9.1 2.4 86.4 83.1 92.0 94.6: 8.0 5.4
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 : 54: 4 5 7 41 38 49 46:
Old : 54: 4 5 7 41 38 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 : 37.6 43.2 57.1 65.0 32.3 30.6 44.3 48.5
Old : 37.6 43.2 57.1 65.0 32.3 30.6 44.3 48.5
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 10, 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 : 176,337: 2,122 2,625 4,562 163,848 163,796 170,532 170,983: 5,805 5,354
Old : 176,337: 2,122 2,625 4,562 163,848 163,796 170,532 170,983: 5,805 5,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -7,802: 514 1,920 -2,205 -8,547 -10,653 -10,238 -10,938: 2,436 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.5 2.6 92.9 92.9 96.7 97.0: 3.3 3.0
Old : 100.0: 1.2 1.5 2.6 92.9 92.9 96.7 97.0: 3.3 3.0
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 : 43: 3 2 3 35 37 39 41:
Old : 43: 3 2 3 35 37 39 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 : 57.7 42.3 72.2 57.2 48.1 36.1 54.0 44.1
Old : 57.7 42.3 72.2 57.2 48.1 36.1 54.0 44.1
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, April 10, 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 : 288,345: 8,974 12,760 2,986 268,177 256,372 280,137 272,118: 8,208 16,227
Old : 288,345: 8,974 12,760 2,986 268,177 256,372 280,137 272,118: 8,208 16,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -20,610: -1,158 -2,624 294 -24,616 -21,346 -25,480 -23,676: 4,870 3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.4 1.0 93.0 88.9 97.2 94.4: 2.8 5.6
Old : 100.0: 3.1 4.4 1.0 93.0 88.9 97.2 94.4: 2.8 5.6
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 : 47: 1 4 1 33 32 35 36:
Old : 47: 1 4 1 33 32 35 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 : 49.1 52.0 67.3 71.4 47.0 47.1 64.3 63.0
Old : 49.1 52.0 67.3 71.4 47.0 47.1 64.3 63.0
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 10, 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 : 738,011: 707 45,937 20,892 705,538 660,604 727,137 727,433: 10,874 10,578
Old : 738,011: 707 45,937 20,892 705,538 660,604 727,137 727,433: 10,874 10,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 2,996: -516 -913 4,318 -9,322 -8,309 -5,520 -4,904: 8,516 7,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.2 2.8 95.6 89.5 98.5 98.6: 1.5 1.4
Old : 100.0: 0.1 6.2 2.8 95.6 89.5 98.5 98.6: 1.5 1.4
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 : 70: 3 7 8 56 48 64 58:
Old : 70: 3 7 8 56 48 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 : 39.3 39.5 57.4 53.9 32.6 29.3 47.9 40.3
Old : 39.3 39.5 57.4 53.9 32.6 29.3 47.9 40.3
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 10, 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 : 226,948: 15,069 0 723 203,131 217,247 218,923 217,970: 8,025 8,978
Old : 226,948: 15,069 0 723 203,131 217,247 218,923 217,970: 8,025 8,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -13,569: 1,448 -2,720 -645 -17,985 -14,009 -17,182 -17,374: 3,613 3,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.3 89.5 95.7 96.5 96.0: 3.5 4.0
Old : 100.0: 6.6 0.0 0.3 89.5 95.7 96.5 96.0: 3.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 0 2 28 23 30 25:
Old : 37: 2 0 2 28 23 30 25:
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 : 47.1 60.1 69.8 78.8 40.6 60.0 58.0 72.1
Old : 47.1 60.1 69.8 78.8 40.6 60.0 58.0 72.1
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 10, 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 : 371,585: 4,915 15,517 33,853 322,158 309,113 360,926 358,483: 10,659 13,102
Old : 371,585: 4,915 15,517 33,853 322,158 309,113 360,926 358,483: 10,659 13,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -26,755: -4,118 -3,535 1,357 -25,904 -26,761 -28,665 -28,939: 1,910 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.2 9.1 86.7 83.2 97.1 96.5: 2.9 3.5
Old : 100.0: 1.3 4.2 9.1 86.7 83.2 97.1 96.5: 2.9 3.5
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 : 55: 4 3 5 38 37 44 43:
Old : 55: 4 3 5 38 37 44 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 : 34.4 57.7 52.8 69.2 32.1 50.1 46.5 60.9
Old : 34.4 57.7 52.8 69.2 32.1 50.1 46.5 60.9
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 10, 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 : 226,219: 19,363 25,328 4,810 196,685 188,530 220,858 218,668: 5,361 7,551
Old : 226,219: 19,363 25,328 4,810 196,685 188,530 220,858 218,668: 5,361 7,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -19,516: 2,840 -3,972 -4,633 -21,600 -13,411 -23,393 -22,016: 3,877 2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 11.2 2.1 86.9 83.3 97.6 96.7: 2.4 3.3
Old : 100.0: 8.6 11.2 2.1 86.9 83.3 97.6 96.7: 2.4 3.3
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 : 47: 5 3 2 29 29 34 34:
Old : 47: 5 3 2 29 29 34 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 : 57.6 44.4 72.1 61.6 57.3 39.7 63.9 56.4
Old : 57.6 44.4 72.1 61.6 57.3 39.7 63.9 56.4
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, April 10, 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 : 172,271: 31,891 1,787 21,997 116,851 147,592 170,739 171,376: 1,532 895
Old : 172,271: 31,891 1,787 21,997 116,851 147,592 170,739 171,376: 1,532 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -4,158: -132 -1,077 269 -4,912 -4,157 -4,775 -4,965: 617 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.0 12.8 67.8 85.7 99.1 99.5: 0.9 0.5
Old : 100.0: 18.5 1.0 12.8 67.8 85.7 99.1 99.5: 0.9 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 : 76: 12 5 11 55 53 70 66:
Old : 76: 12 5 11 55 53 70 66:
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 : 29.0 43.0 47.0 64.0 20.5 38.3 34.4 47.2
Old : 29.0 43.0 47.0 64.0 20.5 38.3 34.4 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 10, 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 : 75,078: 1,171 495 1,523 71,348 72,048 74,042 74,066: 1,036 1,012
Old : 75,078: 1,171 495 1,523 71,348 72,048 74,042 74,066: 1,036 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 2,084: -52 -678 80 1,044 1,670 1,072 1,072: 1,012 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.7 2.0 95.0 96.0 98.6 98.7: 1.4 1.3
Old : 100.0: 1.6 0.7 2.0 95.0 96.0 98.6 98.7: 1.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 45.0 50.7 69.3 65.5 39.4 38.2 51.8 47.3
Old : 45.0 50.7 69.3 65.5 39.4 38.2 51.8 47.3
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 10, 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 : 759,537: 10,700 656 5,630 733,791 743,835 750,121 750,121: 9,416 9,416
Old : 759,537: 10,700 656 5,630 733,791 743,835 750,121 750,121: 9,416 9,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 16,018: -2,960 -1,032 -384 11,322 9,394 7,978 7,978: 8,040 8,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.1 0.7 96.6 97.9 98.8 98.8: 1.2 1.2
Old : 100.0: 1.4 0.1 0.7 96.6 97.9 98.8 98.8: 1.2 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 : 37: 5 1 3 27 28 32 32:
Old : 37: 5 1 3 27 28 32 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 : 49.9 54.7 72.7 69.8 38.7 38.1 46.3 46.7
Old : 49.9 54.7 72.7 69.8 38.7 38.1 46.3 46.7
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 10, 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 : 1,588,207: 53,179 10,451 100,226 1,434,382 1,477,128 1,587,787 1,587,805: 420 402
Old : 1,588,207: 53,179 10,451 100,226 1,434,382 1,477,128 1,587,787 1,587,805: 420 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -49,325: -2,763 3,149 -6,260 -40,702 -46,616 -49,725 -49,727: 400 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.7 6.3 90.3 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 0.7 6.3 90.3 93.0 100.0 100.0: 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 : 62: 7 5 7 40 41 51 49:
Old : 62: 7 5 7 40 41 51 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 : 34.8 46.5 53.2 64.9 24.5 42.5 37.4 51.2
Old : 34.8 46.5 53.2 64.9 24.5 42.5 37.4 51.2
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 10, 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 : 99,213: 1,045 526 1,632 95,733 96,228 98,410 98,386: 803 827
Old : 99,213: 1,045 526 1,632 95,733 96,228 98,410 98,386: 803 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -5,744: -626 -27 263 -6,184 -6,756 -6,547 -6,520: 803 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 1.6 96.5 97.0 99.2 99.2: 0.8 0.8
Old : 100.0: 1.1 0.5 1.6 96.5 97.0 99.2 99.2: 0.8 0.8
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 : 45: 4 2 3 32 33 36 38:
Old : 45: 4 2 3 32 33 36 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 : 47.7 39.2 65.5 60.8 40.8 30.6 47.4 41.6
Old : 47.7 39.2 65.5 60.8 40.8 30.6 47.4 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Commitments of Traders - Futures Only, April 10, 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 : 651,569: 8,240 7,280 312 641,777 642,737 650,329 650,329: 1,240 1,240
Old : 651,569: 8,240 7,280 312 641,777 642,737 650,329 650,329: 1,240 1,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -20,712: -2,859 0 -932 -18,161 -21,020 -21,952 -21,952: 1,240 1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.1 0.0 98.5 98.6 99.8 99.8: 0.2 0.2
Old : 100.0: 1.3 1.1 0.0 98.5 98.6 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 : 36: 2 2 1 25 23 27 26:
Old : 36: 2 2 1 25 23 27 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 : 52.7 55.9 76.0 79.2 44.9 49.3 64.4 65.7
Old : 52.7 55.9 76.0 79.2 44.9 49.3 64.4 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012