NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 15, 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 : 5,131,594: 767,505 267,582 1,477,457 2,867,929 3,365,721 5,112,891 5,110,760: 18,703 20,834
Old : 5,131,594: 767,505 267,582 1,477,457 2,867,929 3,365,721 5,112,891 5,110,760: 18,703 20,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -9,277: 36,344 -19,988 -77,096 30,457 81,052 -10,295 -16,032: 1,018 6,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 5.2 28.8 55.9 65.6 99.6 99.6: 0.4 0.4
Old : 100.0: 15.0 5.2 28.8 55.9 65.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 35 34 60 141 137 207 202:
Old : 224: 35 34 60 141 137 207 202:
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 : 23.6 20.4 40.4 34.7 18.8 17.2 25.6 24.7
Old : 23.6 20.4 40.4 34.7 18.8 17.2 25.6 24.7
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, May 15, 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 : 325,172: 5,716 15,322 10,061 292,455 295,207 308,232 320,590: 16,940 4,582
Old : 325,172: 5,716 15,322 10,061 292,455 295,207 308,232 320,590: 16,940 4,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,346: 56 -5,617 -70 1,413 6,998 1,399 1,311: -53 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.7 3.1 89.9 90.8 94.8 98.6: 5.2 1.4
Old : 100.0: 1.8 4.7 3.1 89.9 90.8 94.8 98.6: 5.2 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 : 52: 3 5 7 39 39 47 46:
Old : 52: 3 5 7 39 39 47 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 : 45.8 52.2 60.6 67.8 43.0 45.2 52.9 54.2
Old : 45.8 52.2 60.6 67.8 43.0 45.2 52.9 54.2
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, May 15, 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 : 176,611: 1,632 9,280 3,718 168,883 161,904 174,233 174,902: 2,378 1,709
Old : 176,611: 1,632 9,280 3,718 168,883 161,904 174,233 174,902: 2,378 1,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,865: 498 3,735 -403 3,269 -467 3,364 2,865: -499 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.3 2.1 95.6 91.7 98.7 99.0: 1.3 1.0
Old : 100.0: 0.9 5.3 2.1 95.6 91.7 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 : 42: 2 2 3 34 36 37 40:
Old : 42: 2 2 3 34 36 37 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 : 61.3 36.8 77.3 56.5 56.0 34.2 63.9 50.1
Old : 61.3 36.8 77.3 56.5 56.0 34.2 63.9 50.1
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, May 15, 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 : 271,295: 3,888 17,720 1,494 261,487 236,411 266,869 255,625: 4,426 15,670
Old : 271,295: 3,888 17,720 1,494 261,487 236,411 266,869 255,625: 4,426 15,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 5,213: 649 2,896 -101 4,648 1,768 5,196 4,563: 17 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 6.5 0.6 96.4 87.1 98.4 94.2: 1.6 5.8
Old : 100.0: 1.4 6.5 0.6 96.4 87.1 98.4 94.2: 1.6 5.8
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: 2 3 4 34 33 39 37:
Old : 46: 2 3 4 34 33 39 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 : 50.2 49.4 69.0 69.5 47.8 40.3 64.2 56.7
Old : 50.2 49.4 69.0 69.5 47.8 40.3 64.2 56.7
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, May 15, 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 : 764,949: 2,024 33,734 19,565 740,578 708,036 762,167 761,335: 2,782 3,614
Old : 764,949: 2,024 33,734 19,565 740,578 708,036 762,167 761,335: 2,782 3,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 19,080: 2,024 -12,729 10,215 7,109 20,956 19,348 18,442: -268 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.4 2.6 96.8 92.6 99.6 99.5: 0.4 0.5
Old : 100.0: 0.3 4.4 2.6 96.8 92.6 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 : 70: 1 8 7 59 50 66 59:
Old : 70: 1 8 7 59 50 66 59:
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 : 37.5 37.2 57.2 54.4 32.1 30.4 46.7 40.4
Old : 37.5 37.2 57.2 54.4 32.1 30.4 46.7 40.4
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, May 15, 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 : 228,135: 15,130 0 1,338 203,374 221,891 219,842 223,229: 8,293 4,906
Old : 228,135: 15,130 0 1,338 203,374 221,891 219,842 223,229: 8,293 4,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 2,903: 923 0 -197 2,225 2,514 2,951 2,317: -48 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.6 89.1 97.3 96.4 97.8: 3.6 2.2
Old : 100.0: 6.6 0.0 0.6 89.1 97.3 96.4 97.8: 3.6 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 : 39: 2 0 2 27 28 29 30:
Old : 39: 2 0 2 27 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 58.5 69.2 78.6 40.3 58.4 57.0 70.3
Old : 48.5 58.5 69.2 78.6 40.3 58.4 57.0 70.3
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, May 15, 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 : 362,809: 3,305 15,711 39,698 312,430 298,825 355,433 354,234: 7,376 8,575
Old : 362,809: 3,305 15,711 39,698 312,430 298,825 355,433 354,234: 7,376 8,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -215: -683 2,171 2,828 -2,330 -5,214 -185 -215: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.3 10.9 86.1 82.4 98.0 97.6: 2.0 2.4
Old : 100.0: 0.9 4.3 10.9 86.1 82.4 98.0 97.6: 2.0 2.4
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 : 58: 3 5 5 40 41 46 48:
Old : 58: 3 5 5 40 41 46 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 : 38.2 54.9 57.0 67.0 32.7 45.5 47.3 55.5
Old : 38.2 54.9 57.0 67.0 32.7 45.5 47.3 55.5
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, May 15, 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 : 193,977: 25,118 12,286 3,470 162,927 172,881 191,515 188,637: 2,462 5,340
Old : 193,977: 25,118 12,286 3,470 162,927 172,881 191,515 188,637: 2,462 5,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -4,088: 4,429 -3,768 -528 -7,993 23 -4,092 -4,273: 4 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.3 1.8 84.0 89.1 98.7 97.2: 1.3 2.8
Old : 100.0: 12.9 6.3 1.8 84.0 89.1 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 : 48: 5 3 2 31 31 36 36:
Old : 48: 5 3 2 31 31 36 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 : 55.9 38.4 70.8 57.0 53.7 33.8 63.2 50.5
Old : 55.9 38.4 70.8 57.0 53.7 33.8 63.2 50.5
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, May 15, 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 : 177,420: 21,743 2,442 23,134 130,989 151,587 175,866 177,163: 1,554 257
Old : 177,420: 21,743 2,442 23,134 130,989 151,587 175,866 177,163: 1,554 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,042: -2,510 -662 1,919 1,627 100 1,036 1,357: 6 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 1.4 13.0 73.8 85.4 99.1 99.9: 0.9 0.1
Old : 100.0: 12.3 1.4 13.0 73.8 85.4 99.1 99.9: 0.9 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 : 79: 15 6 13 54 51 71 68:
Old : 79: 15 6 13 54 51 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 : 29.2 42.2 46.5 61.5 19.9 37.7 32.3 46.9
Old : 29.2 42.2 46.5 61.5 19.9 37.7 32.3 46.9
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, May 15, 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 : 69,349: 750 2 734 67,817 68,589 69,301 69,325: 48 24
Old : 69,349: 750 2 734 67,817 68,589 69,301 69,325: 48 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 360: 78 0 -51 412 566 439 515: -79 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 1.1 97.8 98.9 99.9 100.0: 0.1 0.0
Old : 100.0: 1.1 0.0 1.1 97.8 98.9 99.9 100.0: 0.1 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 : 39: 3 1 2 33 31 37 33:
Old : 39: 3 1 2 33 31 37 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 : 47.7 52.4 72.5 69.5 39.2 36.1 50.6 46.1
Old : 47.7 52.4 72.5 69.5 39.2 36.1 50.6 46.1
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, May 15, 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 : 710,273: 6,045 912 2,829 701,375 706,532 710,249 710,273: 24 0
Old : 710,273: 6,045 912 2,829 701,375 706,532 710,249 710,273: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 10,769: -344 912 -344 11,457 10,201 10,769 10,769: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.1 0.4 98.7 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.1 0.4 98.7 99.5 100.0 100.0: 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 : 38: 5 2 1 30 27 35 30:
Old : 38: 5 2 1 30 27 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 56.3 72.4 72.9 35.0 41.1 46.6 50.3
Old : 48.5 56.3 72.4 72.9 35.0 41.1 46.6 50.3
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, May 15, 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 : 1,561,368: 116,235 3,750 88,874 1,356,243 1,468,744 1,561,352 1,561,368: 16 0
Old : 1,561,368: 116,235 3,750 88,874 1,356,243 1,468,744 1,561,352 1,561,368: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 14,530: 21,976 -4,680 1 -7,447 19,209 14,530 14,530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.2 5.7 86.9 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.4 0.2 5.7 86.9 94.1 100.0 100.0: 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 : 63: 9 3 6 42 43 52 51:
Old : 63: 9 3 6 42 43 52 51:
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 : 36.4 49.9 55.1 65.6 25.3 45.9 38.7 55.6
Old : 36.4 49.9 55.1 65.6 25.3 45.9 38.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, May 15, 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 : 91,362: 183 536 490 90,683 90,306 91,356 91,332: 6 30
Old : 91,362: 183 536 490 90,683 90,306 91,356 91,332: 6 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -8,042: -320 -243 -285 -7,327 -7,404 -7,932 -7,932: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.6 0.5 99.3 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.6 0.5 99.3 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 3 2 34 35 40 39:
Old : 49: 5 3 2 34 35 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 : 46.1 38.0 66.1 59.3 33.0 28.9 41.4 37.6
Old : 46.1 38.0 66.1 59.3 33.0 28.9 41.4 37.6
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, May 15, 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 : 626,464: 14,431 3,608 1,321 610,712 621,535 626,464 626,464: 0 0
Old : 626,464: 14,431 3,608 1,321 610,712 621,535 626,464 626,464: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -48,354: -3,840 -640 24 -44,538 -47,738 -48,354 -48,354: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.6 0.2 97.5 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.6 0.2 97.5 99.2 100.0 100.0: 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 1 26 24 29 27:
Old : 37: 3 2 1 26 24 29 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 : 53.1 56.6 75.3 79.9 45.7 46.2 62.2 66.4
Old : 53.1 56.6 75.3 79.9 45.7 46.2 62.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012