NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,704,853: 553,149 241,037 1,514,228 2,597,655 2,921,770 4,665,032 4,677,035: 39,821 27,818
Old : 4,704,853: 553,149 241,037 1,514,228 2,597,655 2,921,770 4,665,032 4,677,035: 39,821 27,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -51,253: -41,502 13,784 -9,262 -5,506 -57,387 -56,270 -52,865: 5,017 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.1 32.2 55.2 62.1 99.2 99.4: 0.8 0.6
Old : 100.0: 11.8 5.1 32.2 55.2 62.1 99.2 99.4: 0.8 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 : 229: 40 38 66 142 140 212 214:
Old : 229: 40 38 66 142 140 212 214:
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 : 25.2 23.4 38.6 38.2 14.2 18.7 20.2 26.8
Old : 25.2 23.4 38.6 38.2 14.2 18.7 20.2 26.8
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 409,572: 18,075 18,781 27,469 349,178 360,371 394,722 406,621: 14,850 2,951
Old : 409,572: 18,075 18,781 27,469 349,178 360,371 394,722 406,621: 14,850 2,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 8,352: 982 2,509 -3,823 10,058 8,152 7,217 6,838: 1,135 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.6 6.7 85.3 88.0 96.4 99.3: 3.6 0.7
Old : 100.0: 4.4 4.6 6.7 85.3 88.0 96.4 99.3: 3.6 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 : 65: 6 7 11 44 43 57 54:
Old : 65: 6 7 11 44 43 57 54:
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 : 27.8 41.8 44.9 64.1 21.7 33.8 34.7 43.8
Old : 27.8 41.8 44.9 64.1 21.7 33.8 34.7 43.8
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 168,113: 8,790 3,407 4,264 152,094 156,431 165,148 164,102: 2,965 4,011
Old : 168,113: 8,790 3,407 4,264 152,094 156,431 165,148 164,102: 2,965 4,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 4,843: 627 0 -406 4,283 4,453 4,504 4,047: 339 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.0 2.5 90.5 93.1 98.2 97.6: 1.8 2.4
Old : 100.0: 5.2 2.0 2.5 90.5 93.1 98.2 97.6: 1.8 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 : 49: 4 2 4 36 40 41 45:
Old : 49: 4 2 4 36 40 41 45:
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 39.5 69.8 57.6 48.6 36.4 63.5 52.0
Old : 51.9 39.5 69.8 57.6 48.6 36.4 63.5 52.0
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 338,182: 1,228 15,763 13,694 320,980 305,059 335,902 334,516: 2,280 3,666
Old : 338,182: 1,228 15,763 13,694 320,980 305,059 335,902 334,516: 2,280 3,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 742: -841 -1,134 869 933 811 961 546: -219 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.7 4.0 94.9 90.2 99.3 98.9: 0.7 1.1
Old : 100.0: 0.4 4.7 4.0 94.9 90.2 99.3 98.9: 0.7 1.1
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 : 54: 1 8 5 41 35 47 43:
Old : 54: 1 8 5 41 35 47 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 : 44.0 47.5 62.9 70.4 41.4 38.5 57.6 58.1
Old : 44.0 47.5 62.9 70.4 41.4 38.5 57.6 58.1
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 688,247: 15 45,496 21,347 663,438 618,078 684,800 684,921: 3,447 3,326
Old : 688,247: 15 45,496 21,347 663,438 618,078 684,800 684,921: 3,447 3,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -10,438: 0 6,963 -4,771 -4,979 -11,970 -9,750 -9,778: -688 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 3.1 96.4 89.8 99.5 99.5: 0.5 0.5
Old : 100.0: 0.0 6.6 3.1 96.4 89.8 99.5 99.5: 0.5 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 : 71: 1 9 9 57 52 66 62:
Old : 71: 1 9 9 57 52 66 62:
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 : 38.9 37.6 53.2 52.6 28.4 28.1 41.0 38.9
Old : 38.9 37.6 53.2 52.6 28.4 28.1 41.0 38.9
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 200,622: 12,494 10,873 3,762 178,645 178,493 194,901 193,128: 5,721 7,494
Old : 200,622: 12,494 10,873 3,762 178,645 178,493 194,901 193,128: 5,721 7,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 4,863: -2,600 304 1,928 5,975 2,629 5,303 4,861: -440 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.4 1.9 89.0 89.0 97.1 96.3: 2.9 3.7
Old : 100.0: 6.2 5.4 1.9 89.0 89.0 97.1 96.3: 2.9 3.7
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: 3 1 3 31 26 35 29:
Old : 40: 3 1 3 31 26 35 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 : 46.8 61.8 63.0 77.0 43.9 61.2 59.2 71.6
Old : 46.8 61.8 63.0 77.0 43.9 61.2 59.2 71.6
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 334,817: 5,100 33,423 17,302 304,560 277,647 326,962 328,372: 7,855 6,445
Old : 334,817: 5,100 33,423 17,302 304,560 277,647 326,962 328,372: 7,855 6,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 12,192: -492 -410 2,408 10,276 10,750 12,192 12,748: 0 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 10.0 5.2 91.0 82.9 97.7 98.1: 2.3 1.9
Old : 100.0: 1.5 10.0 5.2 91.0 82.9 97.7 98.1: 2.3 1.9
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 : 58: 3 4 5 42 45 48 51:
Old : 58: 3 4 5 42 45 48 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 : 37.5 25.8 56.1 40.8 31.8 19.1 42.4 30.3
Old : 37.5 25.8 56.1 40.8 31.8 19.1 42.4 30.3
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 178,314: 6,106 23,802 6,798 162,587 143,617 175,491 174,217: 2,823 4,097
Old : 178,314: 6,106 23,802 6,798 162,587 143,617 175,491 174,217: 2,823 4,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 8,268: 334 2,397 690 8,071 4,785 9,095 7,872: -827 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.3 3.8 91.2 80.5 98.4 97.7: 1.6 2.3
Old : 100.0: 3.4 13.3 3.8 91.2 80.5 98.4 97.7: 1.6 2.3
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 : 51: 3 4 5 32 40 38 46:
Old : 51: 3 4 5 32 40 38 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 : 43.0 25.4 62.9 46.9 33.9 22.3 50.0 36.5
Old : 43.0 25.4 62.9 46.9 33.9 22.3 50.0 36.5
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 166,414: 34,987 3,983 17,729 112,841 144,317 165,557 166,029: 857 385
Old : 166,414: 34,987 3,983 17,729 112,841 144,317 165,557 166,029: 857 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 1,319: -950 3 83 2,271 1,209 1,404 1,295: -85 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.4 10.7 67.8 86.7 99.5 99.8: 0.5 0.2
Old : 100.0: 21.0 2.4 10.7 67.8 86.7 99.5 99.8: 0.5 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 : 84: 15 6 13 51 52 71 66:
Old : 84: 15 6 13 51 52 71 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 37.9 49.5 56.6 26.7 35.5 40.2 47.2
Old : 32.6 37.9 49.5 56.6 26.7 35.5 40.2 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,492: 626 1,984 1,029 59,837 58,479 61,492 61,492: 0 0
Old : 61,492: 626 1,984 1,029 59,837 58,479 61,492 61,492: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -7,528: 52 28 -22 -7,534 -7,510 -7,504 -7,504: -24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.2 1.7 97.3 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 3.2 1.7 97.3 95.1 100.0 100.0: 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 : 44: 4 4 4 32 30 38 36:
Old : 44: 4 4 4 32 30 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 57.9 70.2 77.4 43.9 42.9 57.9 57.0
Old : 48.1 57.9 70.2 77.4 43.9 42.9 57.9 57.0
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 560,820: 7,176 13,064 344 552,988 547,100 560,508 560,508: 312 312
Old : 560,820: 7,176 13,064 344 552,988 547,100 560,508 560,508: 312 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -38,112: -592 2,528 -608 -37,024 -40,144 -38,224 -38,224: 112 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.3 0.1 98.6 97.6 99.9 99.9: 0.1 0.1
Old : 100.0: 1.3 2.3 0.1 98.6 97.6 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 : 31: 2 2 1 23 23 26 25:
Old : 31: 2 2 1 23 23 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 57.9 81.4 78.1 57.2 42.4 66.1 60.9
Old : 60.7 57.9 81.4 78.1 57.2 42.4 66.1 60.9
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,668,398: 20,458 68,107 109,744 1,538,172 1,490,547 1,668,374 1,668,398: 24 0
Old : 1,668,398: 20,458 68,107 109,744 1,538,172 1,490,547 1,668,374 1,668,398: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 12,591: -6,743 9,281 -7,017 26,351 10,327 12,591 12,591: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.1 6.6 92.2 89.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 4.1 6.6 92.2 89.3 100.0 100.0: 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 : 61: 5 7 7 39 35 48 45:
Old : 61: 5 7 7 39 35 48 45:
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 : 42.7 46.1 63.3 69.1 34.8 42.0 48.9 53.2
Old : 42.7 46.1 63.3 69.1 34.8 42.0 48.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,540: 964 2,863 2,089 122,459 120,545 125,512 125,497: 28 43
Old : 125,540: 964 2,863 2,089 122,459 120,545 125,512 125,497: 28 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -588: -231 -514 -124 -89 48 -444 -590: -144 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.3 1.7 97.5 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 2.3 1.7 97.5 96.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 4 7 34 40 43 48:
Old : 54: 6 4 7 34 40 43 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 : 55.5 41.9 70.6 65.2 33.9 34.0 44.9 45.1
Old : 55.5 41.9 70.6 65.2 33.9 34.0 44.9 45.1
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 527,317: 0 4,974 1,281 526,036 521,062 527,317 527,317: 0 0
Old : 527,317: 0 4,974 1,281 526,036 521,062 527,317 527,317: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,320: -304 632 304 -1,320 -2,256 -1,320 -1,320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.2 99.8 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.9 0.2 99.8 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 : 34: 0 5 2 24 22 26 27:
Old : 34: 0 5 2 24 22 26 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 : 68.4 60.4 89.3 81.9 54.5 50.8 63.5 62.4
Old : 68.4 60.4 89.3 81.9 54.5 50.8 63.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011