NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, July 12, 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 : 4,654,139: 532,563 252,279 1,461,702 2,623,652 2,917,186 4,617,917 4,631,167: 36,222 22,972
Old : 4,654,139: 532,563 252,279 1,461,702 2,623,652 2,917,186 4,617,917 4,631,167: 36,222 22,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -50,714: -20,586 11,242 -52,526 25,997 -4,584 -47,115 -45,868: -3,599 -4,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 5.4 31.4 56.4 62.7 99.2 99.5: 0.8 0.5
Old : 100.0: 11.4 5.4 31.4 56.4 62.7 99.2 99.5: 0.8 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 : 229: 40 37 68 141 138 213 212:
Old : 229: 40 37 68 141 138 213 212:
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 : 25.6 23.3 39.3 38.5 14.6 19.1 21.0 27.3
Old : 25.6 23.3 39.3 38.5 14.6 19.1 21.0 27.3
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 12, 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 : 373,516: 16,762 27,783 17,671 326,562 326,104 360,995 371,558: 12,521 1,958
Old : 373,516: 16,762 27,783 17,671 326,562 326,104 360,995 371,558: 12,521 1,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -36,056: -1,313 9,002 -9,798 -22,616 -34,267 -33,727 -35,063: -2,329 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.4 4.7 87.4 87.3 96.6 99.5: 3.4 0.5
Old : 100.0: 4.5 7.4 4.7 87.4 87.3 96.6 99.5: 3.4 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 : 66: 8 6 11 42 43 55 55:
Old : 66: 8 6 11 42 43 55 55:
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 : 32.9 41.5 48.7 62.9 25.7 32.5 37.8 41.9
Old : 32.9 41.5 48.7 62.9 25.7 32.5 37.8 41.9
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, July 12, 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 : 176,632: 10,497 3,344 3,561 158,577 165,838 172,635 172,743: 3,997 3,889
Old : 176,632: 10,497 3,344 3,561 158,577 165,838 172,635 172,743: 3,997 3,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 8,519: 1,707 -63 -703 6,483 9,407 7,487 8,641: 1,032 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.9 2.0 89.8 93.9 97.7 97.8: 2.3 2.2
Old : 100.0: 5.9 1.9 2.0 89.8 93.9 97.7 97.8: 2.3 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 : 51: 5 2 5 37 40 43 46:
Old : 51: 5 2 5 37 40 43 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 : 45.4 40.5 61.9 61.1 38.0 36.5 48.0 51.6
Old : 45.4 40.5 61.9 61.1 38.0 36.5 48.0 51.6
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 12, 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 : 312,955: 0 17,485 9,378 299,558 282,634 308,936 309,497: 4,019 3,458
Old : 312,955: 0 17,485 9,378 299,558 282,634 308,936 309,497: 4,019 3,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -25,227: -1,228 1,722 -4,316 -21,422 -22,425 -26,966 -25,019: 1,739 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 3.0 95.7 90.3 98.7 98.9: 1.3 1.1
Old : 100.0: 0.0 5.6 3.0 95.7 90.3 98.7 98.9: 1.3 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 : 53: 0 8 4 41 36 45 44:
Old : 53: 0 8 4 41 36 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 46.5 66.1 70.2 44.3 40.3 61.2 58.4
Old : 46.4 46.5 66.1 70.2 44.3 40.3 61.2 58.4
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 12, 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 : 657,843: 24 44,325 19,718 633,576 590,452 653,318 654,495: 4,525 3,348
Old : 657,843: 24 44,325 19,718 633,576 590,452 653,318 654,495: 4,525 3,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -30,404: 9 -1,171 -1,629 -29,862 -27,626 -31,482 -30,426: 1,078 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 3.0 96.3 89.8 99.3 99.5: 0.7 0.5
Old : 100.0: 0.0 6.7 3.0 96.3 89.8 99.3 99.5: 0.7 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 : 72: 2 8 9 59 51 68 61:
Old : 72: 2 8 9 59 51 68 61:
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 : 36.1 39.2 51.3 54.5 24.2 27.4 37.6 38.4
Old : 36.1 39.2 51.3 54.5 24.2 27.4 37.6 38.4
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, July 12, 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 : 195,563: 11,674 12,302 4,350 172,158 169,896 188,182 186,548: 7,381 9,015
Old : 195,563: 11,674 12,302 4,350 172,158 169,896 188,182 186,548: 7,381 9,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -5,059: -820 1,429 588 -6,487 -8,597 -6,719 -6,580: 1,660 1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.3 2.2 88.0 86.9 96.2 95.4: 3.8 4.6
Old : 100.0: 6.0 6.3 2.2 88.0 86.9 96.2 95.4: 3.8 4.6
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 : 38: 2 2 3 29 25 33 28:
Old : 38: 2 2 3 29 25 33 28:
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 61.5 63.9 77.2 45.6 61.3 60.5 72.3
Old : 47.9 61.5 63.9 77.2 45.6 61.3 60.5 72.3
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, July 12, 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 : 313,248: 5,022 36,789 18,017 281,653 251,945 304,692 306,751: 8,556 6,497
Old : 313,248: 5,022 36,789 18,017 281,653 251,945 304,692 306,751: 8,556 6,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -21,569: -78 3,366 715 -22,907 -25,702 -22,270 -21,621: 701 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 11.7 5.8 89.9 80.4 97.3 97.9: 2.7 2.1
Old : 100.0: 1.6 11.7 5.8 89.9 80.4 97.3 97.9: 2.7 2.1
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 : 58: 4 3 5 42 44 48 50:
Old : 58: 4 3 5 42 44 48 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 : 35.2 29.0 54.2 44.9 27.1 20.8 38.9 32.7
Old : 35.2 29.0 54.2 44.9 27.1 20.8 38.9 32.7
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 12, 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 : 151,760: 8,091 15,583 6,818 133,392 124,779 148,301 147,180: 3,459 4,580
Old : 151,760: 8,091 15,583 6,818 133,392 124,779 148,301 147,180: 3,459 4,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -26,554: 1,985 -8,219 20 -29,195 -18,838 -27,190 -27,037: 636 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.3 4.5 87.9 82.2 97.7 97.0: 2.3 3.0
Old : 100.0: 5.3 10.3 4.5 87.9 82.2 97.7 97.0: 2.3 3.0
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 5 28 38 34 44:
Old : 48: 4 3 5 28 38 34 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 26.0 61.2 47.1 38.7 23.9 54.9 39.1
Old : 43.5 26.0 61.2 47.1 38.7 23.9 54.9 39.1
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 12, 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 : 165,497: 35,568 3,774 14,478 114,260 145,859 164,306 164,111: 1,191 1,386
Old : 165,497: 35,568 3,774 14,478 114,260 145,859 164,306 164,111: 1,191 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -917: 581 -209 -3,251 1,419 1,542 -1,251 -1,918: 334 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 2.3 8.7 69.0 88.1 99.3 99.2: 0.7 0.8
Old : 100.0: 21.5 2.3 8.7 69.0 88.1 99.3 99.2: 0.7 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 : 82: 14 7 12 51 49 70 63:
Old : 82: 14 7 12 51 49 70 63:
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 : 34.0 38.2 51.9 56.7 27.0 36.4 40.8 47.2
Old : 34.0 38.2 51.9 56.7 27.0 36.4 40.8 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 12, 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 : 62,884: 469 1,922 1,033 61,382 59,929 62,884 62,884: 0 0
Old : 62,884: 469 1,922 1,033 61,382 59,929 62,884 62,884: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,392: -157 -62 4 1,545 1,450 1,392 1,392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.1 1.6 97.6 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 3.1 1.6 97.6 95.3 100.0 100.0: 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 : 42: 3 4 4 31 31 36 37:
Old : 42: 3 4 4 31 31 36 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 : 48.6 58.3 71.7 77.8 44.9 44.2 58.8 57.3
Old : 48.6 58.3 71.7 77.8 44.9 44.2 58.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, July 12, 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 : 561,714: 7,488 13,376 344 553,882 547,994 561,714 561,714: 0 0
Old : 561,714: 7,488 13,376 344 553,882 547,994 561,714 561,714: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 894: 312 312 0 894 894 1,206 1,206: -312 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.4 0.1 98.6 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 2.4 0.1 98.6 97.6 100.0 100.0: 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 : 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 : 60.4 58.1 80.8 78.1 56.5 42.4 65.8 60.6
Old : 60.4 58.1 80.8 78.1 56.5 42.4 65.8 60.6
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 12, 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 : 1,627,032: 22,822 84,501 82,312 1,521,778 1,460,219 1,626,912 1,627,032: 120 0
Old : 1,627,032: 22,822 84,501 82,312 1,521,778 1,460,219 1,626,912 1,627,032: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -41,366: 2,364 16,394 -27,432 -16,394 -30,328 -41,462 -41,366: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 5.2 5.1 93.5 89.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 5.2 5.1 93.5 89.7 100.0 100.0: 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 : 60: 5 7 7 38 35 47 45:
Old : 60: 5 7 7 38 35 47 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 : 44.2 46.4 63.5 68.9 35.2 43.6 49.8 55.4
Old : 44.2 46.4 63.5 68.9 35.2 43.6 49.8 55.4
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 12, 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 : 120,598: 1,855 2,447 1,695 116,487 115,891 120,037 120,033: 561 565
Old : 120,598: 1,855 2,447 1,695 116,487 115,891 120,037 120,033: 561 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -4,942: 891 -416 -394 -5,972 -4,654 -5,475 -5,464: 533 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.0 1.4 96.6 96.1 99.5 99.5: 0.5 0.5
Old : 100.0: 1.5 2.0 1.4 96.6 96.1 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 : 52: 4 4 7 34 37 41 46:
Old : 52: 4 4 7 34 37 41 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 : 54.3 44.2 70.3 65.9 33.2 35.6 41.7 45.6
Old : 54.3 44.2 70.3 65.9 33.2 35.6 41.7 45.6
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, July 12, 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 : 499,351: 337 2,864 640 498,374 495,847 499,351 499,351: 0 0
Old : 499,351: 337 2,864 640 498,374 495,847 499,351 499,351: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -27,966: 337 -2,110 -641 -27,662 -25,215 -27,966 -27,966: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.6 0.1 99.8 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.6 0.1 99.8 99.3 100.0 100.0: 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 : 30: 1 2 1 23 22 24 25:
Old : 30: 1 2 1 23 22 24 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 : 67.9 61.5 87.8 83.0 54.5 52.4 60.5 60.1
Old : 67.9 61.5 87.8 83.0 54.5 52.4 60.5 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011