NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, June 26, 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 : 4,956,523: 770,181 240,517 1,293,411 2,865,454 3,403,599 4,929,046 4,937,527: 27,477 18,996
Old : 4,956,523: 770,181 240,517 1,293,411 2,865,454 3,403,599 4,929,046 4,937,527: 27,477 18,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -46,716: 25,862 -105,503 -6,701 -64,025 76,915 -44,864 -35,289: -1,852 -11,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.9 26.1 57.8 68.7 99.4 99.6: 0.6 0.4
Old : 100.0: 15.5 4.9 26.1 57.8 68.7 99.4 99.6: 0.6 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 33 60 146 139 211 204:
Old : 224: 35 33 60 146 139 211 204:
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 : 23.8 20.7 38.5 34.6 18.7 17.4 27.6 25.5
Old : 23.8 20.7 38.5 34.6 18.7 17.4 27.6 25.5
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 26, 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 : 316,389: 1,879 9,504 6,778 294,432 296,843 303,089 313,125: 13,300 3,264
Old : 316,389: 1,879 9,504 6,778 294,432 296,843 303,089 313,125: 13,300 3,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,926: -1,312 3,896 1,142 3,403 -4,501 3,233 537: -1,307 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.0 2.1 93.1 93.8 95.8 99.0: 4.2 1.0
Old : 100.0: 0.6 3.0 2.1 93.1 93.8 95.8 99.0: 4.2 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 : 57: 4 7 8 38 42 47 52:
Old : 57: 4 7 8 38 42 47 52:
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 54.1 64.4 69.9 44.3 42.3 56.6 54.9
Old : 47.1 54.1 64.4 69.9 44.3 42.3 56.6 54.9
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 26, 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 : 160,310: 475 6,589 3,480 152,611 146,443 156,566 156,512: 3,744 3,798
Old : 160,310: 475 6,589 3,480 152,611 146,443 156,566 156,512: 3,744 3,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -2,780: 475 -1,485 116 -3,413 -1,908 -2,822 -3,277: 42 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.1 2.2 95.2 91.3 97.7 97.6: 2.3 2.4
Old : 100.0: 0.3 4.1 2.2 95.2 91.3 97.7 97.6: 2.3 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 : 39: 1 1 2 30 34 32 37:
Old : 39: 1 1 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 : 62.2 38.6 79.2 56.8 56.1 36.9 64.7 50.4
Old : 62.2 38.6 79.2 56.8 56.1 36.9 64.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, June 26, 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 : 282,798: 4,241 17,866 1,508 272,183 252,493 277,932 271,867: 4,866 10,931
Old : 282,798: 4,241 17,866 1,508 272,183 252,493 277,932 271,867: 4,866 10,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 10,558: -1,116 2,594 448 10,981 11,669 10,313 14,711: 245 -4,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 6.3 0.5 96.2 89.3 98.3 96.1: 1.7 3.9
Old : 100.0: 1.5 6.3 0.5 96.2 89.3 98.3 96.1: 1.7 3.9
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: 1 4 5 36 34 41 39:
Old : 49: 1 4 5 36 34 41 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 : 50.1 43.7 71.9 65.0 45.2 34.3 60.3 49.2
Old : 50.1 43.7 71.9 65.0 45.2 34.3 60.3 49.2
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 26, 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 : 755,127: 482 19,256 21,197 729,903 709,656 751,582 750,109: 3,545 5,018
Old : 755,127: 482 19,256 21,197 729,903 709,656 751,582 750,109: 3,545 5,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 4,050: -834 7,922 -5,117 9,630 345 3,679 3,150: 371 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.6 2.8 96.7 94.0 99.5 99.3: 0.5 0.7
Old : 100.0: 0.1 2.6 2.8 96.7 94.0 99.5 99.3: 0.5 0.7
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 : 68: 2 6 7 58 50 65 58:
Old : 68: 2 6 7 58 50 65 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 : 39.5 36.3 56.6 54.8 25.7 32.5 40.3 41.7
Old : 39.5 36.3 56.6 54.8 25.7 32.5 40.3 41.7
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 26, 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 : 224,589: 13,372 0 1,299 203,739 220,112 218,410 221,411: 6,179 3,178
Old : 224,589: 13,372 0 1,299 203,739 220,112 218,410 221,411: 6,179 3,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 2,556: -771 0 49 3,732 2,541 3,010 2,590: -454 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.6 90.7 98.0 97.2 98.6: 2.8 1.4
Old : 100.0: 6.0 0.0 0.6 90.7 98.0 97.2 98.6: 2.8 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 : 41: 2 0 2 30 28 32 30:
Old : 41: 2 0 2 30 28 32 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 : 46.7 59.3 67.1 78.1 36.0 56.5 52.3 67.6
Old : 46.7 59.3 67.1 78.1 36.0 56.5 52.3 67.6
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 26, 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 : 335,438: 12,327 2,798 34,598 281,243 288,573 328,168 325,969: 7,270 9,469
Old : 335,438: 12,327 2,798 34,598 281,243 288,573 328,168 325,969: 7,270 9,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 309: -402 -163 -398 1,047 -153 247 -714: 62 1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.8 10.3 83.8 86.0 97.8 97.2: 2.2 2.8
Old : 100.0: 3.7 0.8 10.3 83.8 86.0 97.8 97.2: 2.2 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 : 57: 4 4 7 39 43 46 51:
Old : 57: 4 4 7 39 43 46 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 : 40.2 45.7 58.3 60.9 31.6 40.8 46.2 53.1
Old : 40.2 45.7 58.3 60.9 31.6 40.8 46.2 53.1
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 26, 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 : 158,950: 11,542 1,989 6,887 137,642 143,856 156,071 152,732: 2,879 6,218
Old : 158,950: 11,542 1,989 6,887 137,642 143,856 156,071 152,732: 2,879 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 5,879: -1,909 1,005 1,115 6,863 3,353 6,069 5,473: -190 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.3 4.3 86.6 90.5 98.2 96.1: 1.8 3.9
Old : 100.0: 7.3 1.3 4.3 86.6 90.5 98.2 96.1: 1.8 3.9
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: 4 2 2 35 32 40 35:
Old : 48: 4 2 2 35 32 40 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 : 51.6 39.5 65.0 58.4 40.1 33.2 50.2 46.0
Old : 51.6 39.5 65.0 58.4 40.1 33.2 50.2 46.0
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 26, 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 : 179,039: 22,497 1,794 23,269 131,777 152,559 177,543 177,622: 1,496 1,417
Old : 179,039: 22,497 1,794 23,269 131,777 152,559 177,543 177,622: 1,496 1,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -2,396: 264 -1,018 144 -2,879 -1,560 -2,471 -2,434: 75 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 1.0 13.0 73.6 85.2 99.2 99.2: 0.8 0.8
Old : 100.0: 12.6 1.0 13.0 73.6 85.2 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 : 86: 19 4 13 56 56 78 71:
Old : 86: 19 4 13 56 56 78 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 : 27.3 41.5 44.4 62.1 18.6 37.1 30.9 47.4
Old : 27.3 41.5 44.4 62.1 18.6 37.1 30.9 47.4
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 26, 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 : 69,882: 180 143 238 69,438 69,501 69,856 69,882: 26 0
Old : 69,882: 180 143 238 69,438 69,501 69,856 69,882: 26 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,017: 75 76 -76 1,119 1,067 1,118 1,067: -101 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 0.3 99.4 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.2 0.3 99.4 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 : 39: 4 1 1 31 30 36 31:
Old : 39: 4 1 1 31 30 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 : 51.9 49.1 75.2 71.9 40.7 38.1 52.6 52.2
Old : 51.9 49.1 75.2 71.9 40.7 38.1 52.6 52.2
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 26, 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 : 617,887: 3,120 947 3,499 610,949 613,122 617,568 617,568: 319 319
Old : 617,887: 3,120 947 3,499 610,949 613,122 617,568 617,568: 319 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -801: -688 -1,360 25 -113 559 -776 -776: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.2 0.6 98.9 99.2 99.9 99.9: 0.1 0.1
Old : 100.0: 0.5 0.2 0.6 98.9 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 : 37: 3 2 3 29 29 33 33:
Old : 37: 3 2 3 29 29 33 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 : 48.5 56.9 75.2 71.2 35.2 42.2 50.6 48.8
Old : 48.5 56.9 75.2 71.2 35.2 42.2 50.6 48.8
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, June 26, 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 : 1,632,828: 98,044 34,290 66,098 1,468,686 1,532,440 1,632,828 1,632,828: 0 0
Old : 1,632,828: 98,044 34,290 66,098 1,468,686 1,532,440 1,632,828 1,632,828: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 17,139: 8,624 3,879 378 8,151 12,882 17,153 17,139: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.1 4.0 89.9 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.0 2.1 4.0 89.9 93.9 100.0 100.0: 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 : 62: 8 5 8 42 41 52 52:
Old : 62: 8 5 8 42 41 52 52:
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 : 35.4 51.5 53.1 67.2 27.0 45.0 41.5 55.5
Old : 35.4 51.5 53.1 67.2 27.0 45.0 41.5 55.5
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, June 26, 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 : 89,376: 251 589 768 88,203 87,983 89,222 89,340: 154 36
Old : 89,376: 251 589 768 88,203 87,983 89,222 89,340: 154 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,762: -50 105 -53 1,740 1,710 1,637 1,762: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.7 0.9 98.7 98.4 99.8 100.0: 0.2 0.0
Old : 100.0: 0.3 0.7 0.9 98.7 98.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 3 4 35 34 41 39:
Old : 48: 4 3 4 35 34 41 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 : 41.3 38.4 64.1 61.8 28.2 30.7 40.0 42.3
Old : 41.3 38.4 64.1 61.8 28.2 30.7 40.0 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, June 26, 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 : 587,174: 7,047 688 1,321 578,806 585,165 587,174 587,174: 0 0
Old : 587,174: 7,047 688 1,321 578,806 585,165 587,174 587,174: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -80: -1,992 688 344 1,568 -1,112 -80 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.1 0.2 98.6 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.1 0.2 98.6 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 1 1 27 25 31 27:
Old : 39: 4 1 1 27 25 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 : 51.9 59.5 72.8 82.8 44.4 51.2 60.7 68.1
Old : 51.9 59.5 72.8 82.8 44.4 51.2 60.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012