NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, April 17, 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 : 5,222,245: 655,851 428,492 1,647,768 2,905,657 3,132,800 5,209,276 5,209,060: 12,969 13,185
Old : 5,222,245: 655,851 428,492 1,647,768 2,905,657 3,132,800 5,209,276 5,209,060: 12,969 13,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 16,380: 15,122 55,028 18,021 47,570 7,494 80,713 80,543: -64,333 -64,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.2 31.6 55.6 60.0 99.8 99.7: 0.2 0.3
Old : 100.0: 12.6 8.2 31.6 55.6 60.0 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 : 226: 28 43 63 142 133 211 201:
Old : 226: 28 43 63 142 133 211 201:
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 : 24.0 20.3 42.0 34.2 17.7 14.8 25.5 21.6
Old : 24.0 20.3 42.0 34.2 17.7 14.8 25.5 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, April 17, 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 : 332,997: 11,348 27,668 9,219 298,125 290,079 318,692 326,966: 14,305 6,031
Old : 332,997: 11,348 27,668 9,219 298,125 290,079 318,692 326,966: 14,305 6,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -18,867: 272 -4,309 805 -5,963 -2,303 -4,886 -5,807: -13,981 -13,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 8.3 2.8 89.5 87.1 95.7 98.2: 4.3 1.8
Old : 100.0: 3.4 8.3 2.8 89.5 87.1 95.7 98.2: 4.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 5 8 41 36 50 44:
Old : 54: 4 5 8 41 36 50 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 : 37.3 46.7 54.1 64.1 32.6 36.0 44.5 50.5
Old : 37.3 46.7 54.1 64.1 32.6 36.0 44.5 50.5
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 17, 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 : 180,790: 3,421 5,069 4,894 170,038 168,941 178,353 178,904: 2,437 1,886
Old : 180,790: 3,421 5,069 4,894 170,038 168,941 178,353 178,904: 2,437 1,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 4,453: 1,299 2,444 332 6,190 5,145 7,821 7,921: -3,368 -3,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.8 2.7 94.1 93.4 98.7 99.0: 1.3 1.0
Old : 100.0: 1.9 2.8 2.7 94.1 93.4 98.7 99.0: 1.3 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 : 45: 3 3 3 36 39 40 44:
Old : 45: 3 3 3 36 39 40 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 : 59.5 37.5 74.1 53.9 49.7 31.1 55.9 42.2
Old : 59.5 37.5 74.1 53.9 49.7 31.1 55.9 42.2
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 17, 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 : 285,858: 6,216 12,210 2,953 272,116 257,907 281,285 273,070: 4,573 12,788
Old : 285,858: 6,216 12,210 2,953 272,116 257,907 281,285 273,070: 4,573 12,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -2,487: -2,758 -550 -33 3,939 1,535 1,148 952: -3,635 -3,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.3 1.0 95.2 90.2 98.4 95.5: 1.6 4.5
Old : 100.0: 2.2 4.3 1.0 95.2 90.2 98.4 95.5: 1.6 4.5
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 : 48: 2 3 4 34 31 39 35:
Old : 48: 2 3 4 34 31 39 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 : 48.6 51.1 66.2 71.2 46.5 45.8 63.4 59.8
Old : 48.6 51.1 66.2 71.2 46.5 45.8 63.4 59.8
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 722,783: 0 52,622 12,850 707,547 655,469 720,397 720,941: 2,386 1,842
Old : 722,783: 0 52,622 12,850 707,547 655,469 720,397 720,941: 2,386 1,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -15,228: -707 6,685 -8,042 2,009 -5,135 -6,740 -6,492: -8,488 -8,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 1.8 97.9 90.7 99.7 99.7: 0.3 0.3
Old : 100.0: 0.0 7.3 1.8 97.9 90.7 99.7 99.7: 0.3 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 : 72: 0 10 6 58 50 64 60:
Old : 72: 0 10 6 58 50 64 60:
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 : 38.7 38.1 57.5 53.2 32.8 28.0 48.3 39.6
Old : 38.7 38.1 57.5 53.2 32.8 28.0 48.3 39.6
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 17, 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 : 231,781: 16,832 1,352 822 206,778 225,701 224,432 227,875: 7,349 3,906
Old : 231,781: 16,832 1,352 822 206,778 225,701 224,432 227,875: 7,349 3,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 4,833: 1,763 1,352 99 3,647 8,454 5,509 9,905: -676 -5,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.6 0.4 89.2 97.4 96.8 98.3: 3.2 1.7
Old : 100.0: 7.3 0.6 0.4 89.2 97.4 96.8 98.3: 3.2 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 : 40: 2 1 2 29 26 31 29:
Old : 40: 2 1 2 29 26 31 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 : 46.2 59.1 68.3 79.5 39.7 59.0 57.2 72.0
Old : 46.2 59.1 68.3 79.5 39.7 59.0 57.2 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, April 17, 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 : 377,339: 5,326 19,222 30,170 332,975 317,327 368,471 366,719: 8,868 10,620
Old : 377,339: 5,326 19,222 30,170 332,975 317,327 368,471 366,719: 8,868 10,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 5,754: 411 3,705 -3,683 10,817 8,214 7,545 8,236: -1,791 -2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 5.1 8.0 88.2 84.1 97.6 97.2: 2.4 2.8
Old : 100.0: 1.4 5.1 8.0 88.2 84.1 97.6 97.2: 2.4 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 : 55: 3 4 5 37 37 43 43:
Old : 55: 3 4 5 37 37 43 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 : 36.0 58.8 53.0 70.1 33.7 51.7 47.1 62.4
Old : 36.0 58.8 53.0 70.1 33.7 51.7 47.1 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, April 17, 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 : 220,173: 21,177 21,462 4,614 191,491 187,850 217,282 213,926: 2,891 6,247
Old : 220,173: 21,177 21,462 4,614 191,491 187,850 217,282 213,926: 2,891 6,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -6,046: 1,814 -3,866 -196 -5,194 -680 -3,576 -4,742: -2,470 -1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 9.7 2.1 87.0 85.3 98.7 97.2: 1.3 2.8
Old : 100.0: 9.6 9.7 2.1 87.0 85.3 98.7 97.2: 1.3 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 : 46: 4 3 2 29 29 33 34:
Old : 46: 4 3 2 29 29 33 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 : 58.5 44.9 72.6 62.4 58.5 41.8 66.4 57.9
Old : 58.5 44.9 72.6 62.4 58.5 41.8 66.4 57.9
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 17, 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 : 172,216: 28,834 1,420 22,746 119,300 148,023 170,880 172,189: 1,336 27
Old : 172,216: 28,834 1,420 22,746 119,300 148,023 170,880 172,189: 1,336 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -55: -3,057 -367 749 2,449 431 141 813: -196 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 0.8 13.2 69.3 86.0 99.2 100.0: 0.8 0.0
Old : 100.0: 16.7 0.8 13.2 69.3 86.0 99.2 100.0: 0.8 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 15 54 52 73 68:
Old : 78: 15 5 15 54 52 73 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 : 29.2 42.6 46.7 63.1 20.6 37.6 34.2 46.6
Old : 29.2 42.6 46.7 63.1 20.6 37.6 34.2 46.6
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 17, 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 : 75,220: 1,334 515 1,437 72,349 73,218 75,120 75,170: 100 50
Old : 75,220: 1,334 515 1,437 72,349 73,218 75,120 75,170: 100 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 142: 163 20 -86 1,001 1,170 1,078 1,104: -936 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.7 1.9 96.2 97.3 99.9 99.9: 0.1 0.1
Old : 100.0: 1.8 0.7 1.9 96.2 97.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 3 3 31 31 37 36:
Old : 44: 5 3 3 31 31 37 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 : 45.4 51.6 69.7 66.3 39.6 38.7 52.5 49.3
Old : 45.4 51.6 69.7 66.3 39.6 38.7 52.5 49.3
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 17, 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 : 758,928: 9,181 1,288 8,461 739,390 747,283 757,032 757,032: 1,896 1,896
Old : 758,928: 9,181 1,288 8,461 739,390 747,283 757,032 757,032: 1,896 1,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -609: -1,519 632 2,831 5,599 3,448 6,911 6,911: -7,520 -7,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.2 1.1 97.4 98.5 99.8 99.8: 0.2 0.2
Old : 100.0: 1.2 0.2 1.1 97.4 98.5 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 1 2 28 28 33 31:
Old : 37: 5 1 2 28 28 33 31:
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 : 50.3 54.2 72.5 70.6 38.8 37.1 45.9 47.8
Old : 50.3 54.2 72.5 70.6 38.8 37.1 45.9 47.8
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 17, 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 : 1,584,079: 76,233 13,138 89,101 1,418,727 1,481,840 1,584,061 1,584,079: 18 0
Old : 1,584,079: 76,233 13,138 89,101 1,418,727 1,481,840 1,584,061 1,584,079: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -4,128: 23,054 2,687 -11,125 -15,655 4,712 -3,726 -3,726: -402 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.8 5.6 89.6 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 0.8 5.6 89.6 93.5 100.0 100.0: 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 : 62: 9 4 6 39 41 49 50:
Old : 62: 9 4 6 39 41 49 50:
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 46.3 53.1 64.7 24.0 41.6 36.8 51.5
Old : 34.8 46.3 53.1 64.7 24.0 41.6 36.8 51.5
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 17, 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 : 100,377: 974 623 1,224 98,129 98,450 100,327 100,297: 50 80
Old : 100,377: 974 623 1,224 98,129 98,450 100,327 100,297: 50 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,164: -71 97 -408 2,396 2,222 1,917 1,911: -753 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.6 1.2 97.8 98.1 100.0 99.9: 0.0 0.1
Old : 100.0: 1.0 0.6 1.2 97.8 98.1 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 4 3 33 34 39 40:
Old : 48: 5 4 3 33 34 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 40.1 68.0 61.2 41.8 31.7 49.8 42.3
Old : 50.0 40.1 68.0 61.2 41.8 31.7 49.8 42.3
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 17, 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 : 662,525: 12,840 7,280 0 649,685 655,245 662,525 662,525: 0 0
Old : 662,525: 12,840 7,280 0 649,685 655,245 662,525 662,525: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 10,956: 4,600 0 -312 7,908 12,508 12,196 12,196: -1,240 -1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.1 0.0 98.1 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 1.1 0.0 98.1 98.9 100.0 100.0: 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 : 37: 3 2 0 25 22 28 24:
Old : 37: 3 2 0 25 22 28 24:
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 : 51.2 56.0 74.8 78.7 43.1 49.9 62.7 66.4
Old : 51.2 56.0 74.8 78.7 43.1 49.9 62.7 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012