NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, June 12, 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 : 5,086,248: 747,617 380,016 1,344,609 2,969,367 3,342,608 5,061,593 5,067,233: 24,655 19,015
Old : 5,086,248: 747,617 380,016 1,344,609 2,969,367 3,342,608 5,061,593 5,067,233: 24,655 19,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -65,002: -50,502 44,778 -76,676 60,560 -32,669 -66,618 -64,567: 1,616 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.5 26.4 58.4 65.7 99.5 99.6: 0.5 0.4
Old : 100.0: 14.7 7.5 26.4 58.4 65.7 99.5 99.6: 0.5 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 : 226: 28 40 62 144 139 211 205:
Old : 226: 28 40 62 144 139 211 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 21.2 40.1 34.8 19.9 16.7 29.1 24.8
Old : 24.5 21.2 40.1 34.8 19.9 16.7 29.1 24.8
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, June 12, 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 : 312,383: 4,802 3,350 6,197 286,563 300,409 297,562 309,956: 14,821 2,427
Old : 312,383: 4,802 3,350 6,197 286,563 300,409 297,562 309,956: 14,821 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 11,196: 4,188 -1,154 -481 8,328 12,557 12,035 10,922: -839 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.1 2.0 91.7 96.2 95.3 99.2: 4.7 0.8
Old : 100.0: 1.5 1.1 2.0 91.7 96.2 95.3 99.2: 4.7 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 : 55: 4 5 7 39 42 48 49:
Old : 55: 4 5 7 39 42 48 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 : 48.4 53.9 63.7 70.3 44.7 46.0 56.7 57.9
Old : 48.4 53.9 63.7 70.3 44.7 46.0 56.7 57.9
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, June 12, 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 : 167,376: 268 9,312 3,328 161,358 152,129 164,954 164,769: 2,422 2,607
Old : 167,376: 268 9,312 3,328 161,358 152,129 164,954 164,769: 2,422 2,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,930: -24 -1,221 105 1,695 2,279 1,776 1,163: 154 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.6 2.0 96.4 90.9 98.6 98.4: 1.4 1.6
Old : 100.0: 0.2 5.6 2.0 96.4 90.9 98.6 98.4: 1.4 1.6
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 : 39: 1 2 2 30 34 32 37:
Old : 39: 1 2 2 30 34 32 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 : 62.7 37.0 79.7 57.6 57.5 35.6 66.2 52.3
Old : 62.7 37.0 79.7 57.6 57.5 35.6 66.2 52.3
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, June 12, 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 : 254,645: 5,059 15,580 1,213 242,835 221,783 249,107 238,576: 5,538 16,069
Old : 254,645: 5,059 15,580 1,213 242,835 221,783 249,107 238,576: 5,538 16,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,016: 2,946 901 -704 -2,081 -37 161 160: 855 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 6.1 0.5 95.4 87.1 97.8 93.7: 2.2 6.3
Old : 100.0: 2.0 6.1 0.5 95.4 87.1 97.8 93.7: 2.2 6.3
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 : 46: 1 3 3 35 33 38 37:
Old : 46: 1 3 3 35 33 38 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 49.8 68.6 67.5 47.9 40.1 64.8 56.2
Old : 50.2 49.8 68.6 67.5 47.9 40.1 64.8 56.2
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, June 12, 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 : 780,799: 406 16,489 25,904 751,957 733,499 778,267 775,892: 2,532 4,907
Old : 780,799: 406 16,489 25,904 751,957 733,499 778,267 775,892: 2,532 4,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -29,951: 80 -3,038 -7,461 -23,000 -20,115 -30,381 -30,614: 430 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.1 3.3 96.3 93.9 99.7 99.4: 0.3 0.6
Old : 100.0: 0.1 2.1 3.3 96.3 93.9 99.7 99.4: 0.3 0.6
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 : 69: 2 7 8 55 50 63 59:
Old : 69: 2 7 8 55 50 63 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 : 38.1 34.6 56.6 53.6 26.3 28.2 39.9 38.7
Old : 38.1 34.6 56.6 53.6 26.3 28.2 39.9 38.7
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, June 12, 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 : 220,139: 13,961 0 1,084 198,522 215,806 213,567 216,890: 6,572 3,249
Old : 220,139: 13,961 0 1,084 198,522 215,806 213,567 216,890: 6,572 3,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -2,976: -1,234 0 -34 -2,192 -3,406 -3,460 -3,440: 484 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.5 90.2 98.0 97.0 98.5: 3.0 1.5
Old : 100.0: 6.3 0.0 0.5 90.2 98.0 97.0 98.5: 3.0 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 : 39: 2 0 2 28 28 30 30:
Old : 39: 2 0 2 28 28 30 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 : 47.9 58.8 69.1 77.1 38.8 57.9 55.6 69.0
Old : 47.9 58.8 69.1 77.1 38.8 57.9 55.6 69.0
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, June 12, 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 : 334,026: 3,430 3,348 41,288 282,038 280,790 326,756 325,426: 7,270 8,600
Old : 334,026: 3,430 3,348 41,288 282,038 280,790 326,756 325,426: 7,270 8,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -5,180: -3,615 456 -286 -1,735 -5,102 -5,636 -4,932: 456 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.0 12.4 84.4 84.1 97.8 97.4: 2.2 2.6
Old : 100.0: 1.0 1.0 12.4 84.4 84.1 97.8 97.4: 2.2 2.6
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 : 57: 5 4 6 37 40 45 47:
Old : 57: 5 4 6 37 40 45 47:
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 : 37.1 48.0 56.7 62.6 30.4 40.5 45.3 52.2
Old : 37.1 48.0 56.7 62.6 30.4 40.5 45.3 52.2
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, June 12, 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 : 157,733: 18,430 1,232 4,957 131,275 145,973 154,662 152,162: 3,071 5,571
Old : 157,733: 18,430 1,232 4,957 131,275 145,973 154,662 152,162: 3,071 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,209: 1,618 0 -82 -605 -208 931 -290: 278 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.8 3.1 83.2 92.5 98.1 96.5: 1.9 3.5
Old : 100.0: 11.7 0.8 3.1 83.2 92.5 98.1 96.5: 1.9 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 : 48: 5 2 2 33 31 38 35:
Old : 48: 5 2 2 33 31 38 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 : 52.6 37.7 68.1 56.7 43.5 30.9 52.0 44.9
Old : 52.6 37.7 68.1 56.7 43.5 30.9 52.0 44.9
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, June 12, 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 : 179,956: 24,137 2,506 22,962 130,813 152,626 177,912 178,094: 2,044 1,862
Old : 179,956: 24,137 2,506 22,962 130,813 152,626 177,912 178,094: 2,044 1,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -7,536: 95 -907 -654 -7,102 -6,483 -7,661 -8,044: 125 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.4 12.8 72.7 84.8 98.9 99.0: 1.1 1.0
Old : 100.0: 13.4 1.4 12.8 72.7 84.8 98.9 99.0: 1.1 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 : 82: 17 5 16 55 52 74 71:
Old : 82: 17 5 16 55 52 74 71:
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 : 28.7 41.9 47.1 61.6 20.4 38.2 34.5 47.3
Old : 28.7 41.9 47.1 61.6 20.4 38.2 34.5 47.3
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, June 12, 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 : 67,583: 130 139 341 67,058 67,051 67,529 67,531: 54 52
Old : 67,583: 130 139 341 67,058 67,051 67,529 67,531: 54 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,340: 54 50 78 1,255 1,237 1,387 1,365: -47 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 0.5 99.2 99.2 99.9 99.9: 0.1 0.1
Old : 100.0: 0.2 0.2 0.5 99.2 99.2 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 : 40: 3 2 2 31 29 36 31:
Old : 40: 3 2 2 31 29 36 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 : 50.7 48.6 75.5 71.5 41.7 38.1 54.4 53.1
Old : 50.7 48.6 75.5 71.5 41.7 38.1 54.4 53.1
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, June 12, 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 : 619,535: 4,461 0 3,133 611,941 616,402 619,535 619,535: 0 0
Old : 619,535: 4,461 0 3,133 611,941 616,402 619,535 619,535: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -15,272: -216 -304 304 -15,336 -15,272 -15,248 -15,272: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.5 98.8 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.0 0.5 98.8 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 : 37: 5 0 2 29 29 34 31:
Old : 37: 5 0 2 29 29 34 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 : 50.1 55.7 73.9 72.6 34.7 43.5 48.0 49.4
Old : 50.1 55.7 73.9 72.6 34.7 43.5 48.0 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, June 12, 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 : 1,565,026: 78,487 24,630 71,486 1,414,298 1,468,169 1,564,271 1,564,285: 755 741
Old : 1,565,026: 78,487 24,630 71,486 1,414,298 1,468,169 1,564,271 1,564,285: 755 741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -76,399: -8,335 9,358 -7,720 -61,083 -78,778 -77,138 -77,140: 739 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.6 4.6 90.4 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 1.6 4.6 90.4 93.8 100.0 100.0: 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 : 60: 9 4 8 41 39 51 50:
Old : 60: 9 4 8 41 39 51 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 51.0 52.9 67.2 27.2 46.3 41.5 56.3
Old : 34.8 51.0 52.9 67.2 27.2 46.3 41.5 56.3
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, June 12, 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 : 87,033: 178 637 614 86,163 85,695 86,955 86,946: 78 87
Old : 87,033: 178 637 614 86,163 85,695 86,955 86,946: 78 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -6,312: 21 -47 72 -6,403 -6,288 -6,310 -6,263: -2 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 0.7 99.0 98.5 99.9 99.9: 0.1 0.1
Old : 100.0: 0.2 0.7 0.7 99.0 98.5 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 : 49: 4 4 5 35 35 42 41:
Old : 49: 4 4 5 35 35 42 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 : 41.4 37.1 64.3 60.3 27.9 29.5 39.0 40.5
Old : 41.4 37.1 64.3 60.3 27.9 29.5 39.0 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Commitments of Traders - Futures Only, June 12, 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 : 595,310: 7,031 0 1,321 586,958 593,989 595,310 595,310: 0 0
Old : 595,310: 7,031 0 1,321 586,958 593,989 595,310 595,310: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -59,376: -4,968 -3,608 0 -54,408 -55,768 -59,376 -59,376: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.2 98.6 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.2 98.6 99.8 100.0 100.0: 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 : 38: 4 0 1 27 26 31 27:
Old : 38: 4 0 1 27 26 31 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 : 49.4 60.2 73.0 81.9 41.2 50.1 60.1 67.1
Old : 49.4 60.2 73.0 81.9 41.2 50.1 60.1 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012