NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, July 19, 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 : 4,786,182: 555,621 221,246 1,507,027 2,683,664 3,031,645 4,746,312 4,759,918: 39,870 26,264
Old : 4,786,182: 555,621 221,246 1,507,027 2,683,664 3,031,645 4,746,312 4,759,918: 39,870 26,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 132,043: 23,058 -31,033 45,325 60,012 114,459 128,395 128,751: 3,648 3,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.6 31.5 56.1 63.3 99.2 99.5: 0.8 0.5
Old : 100.0: 11.6 4.6 31.5 56.1 63.3 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 : 232: 47 32 69 142 140 216 215:
Old : 232: 47 32 69 142 140 216 215:
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 : 24.7 22.7 38.2 38.3 14.3 18.9 20.3 27.2
Old : 24.7 22.7 38.2 38.3 14.3 18.9 20.3 27.2
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 19, 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 : 368,356: 12,198 18,325 20,755 321,868 325,619 354,821 364,699: 13,535 3,657
Old : 368,356: 12,198 18,325 20,755 321,868 325,619 354,821 364,699: 13,535 3,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -5,160: -4,564 -9,458 3,084 -4,694 -485 -6,174 -6,859: 1,014 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 5.0 5.6 87.4 88.4 96.3 99.0: 3.7 1.0
Old : 100.0: 3.3 5.0 5.6 87.4 88.4 96.3 99.0: 3.7 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 : 63: 7 5 11 42 44 54 55:
Old : 63: 7 5 11 42 44 54 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 : 35.2 42.2 50.5 60.7 27.7 34.3 39.1 42.1
Old : 35.2 42.2 50.5 60.7 27.7 34.3 39.1 42.1
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 19, 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 : 188,902: 9,583 4,529 4,593 170,697 176,324 184,873 185,446: 4,029 3,456
Old : 188,902: 9,583 4,529 4,593 170,697 176,324 184,873 185,446: 4,029 3,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 12,270: -914 1,185 1,032 12,120 10,486 12,238 12,703: 32 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.4 2.4 90.4 93.3 97.9 98.2: 2.1 1.8
Old : 100.0: 5.1 2.4 2.4 90.4 93.3 97.9 98.2: 2.1 1.8
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 : 51: 5 2 4 40 40 46 45:
Old : 51: 5 2 4 40 40 46 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 : 45.7 42.3 61.2 62.3 36.6 38.9 47.7 53.0
Old : 45.7 42.3 61.2 62.3 36.6 38.9 47.7 53.0
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 19, 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 : 317,418: 0 18,813 10,575 303,517 282,519 314,092 311,907: 3,326 5,511
Old : 317,418: 0 18,813 10,575 303,517 282,519 314,092 311,907: 3,326 5,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 4,463: 0 1,328 1,197 3,959 -115 5,156 2,410: -693 2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 3.3 95.6 89.0 99.0 98.3: 1.0 1.7
Old : 100.0: 0.0 5.9 3.3 95.6 89.0 99.0 98.3: 1.0 1.7
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 : 54: 0 8 4 41 36 45 44:
Old : 54: 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 : 45.9 44.5 65.3 68.1 43.8 38.0 61.1 56.7
Old : 45.9 44.5 65.3 68.1 43.8 38.0 61.1 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, July 19, 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 : 661,151: 149 40,727 23,312 633,007 592,847 656,468 656,886: 4,683 4,265
Old : 661,151: 149 40,727 23,312 633,007 592,847 656,468 656,886: 4,683 4,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 3,308: 125 -3,598 3,594 -569 2,395 3,150 2,391: 158 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 3.5 95.7 89.7 99.3 99.4: 0.7 0.6
Old : 100.0: 0.0 6.2 3.5 95.7 89.7 99.3 99.4: 0.7 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 : 72: 2 9 10 58 50 68 61:
Old : 72: 2 9 10 58 50 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 : 33.4 38.0 48.8 53.4 24.1 27.1 37.0 37.8
Old : 33.4 38.0 48.8 53.4 24.1 27.1 37.0 37.8
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 19, 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 : 197,327: 6,401 11,197 4,423 180,545 174,554 191,369 190,174: 5,958 7,153
Old : 197,327: 6,401 11,197 4,423 180,545 174,554 191,369 190,174: 5,958 7,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,764: -5,273 -1,105 73 8,387 4,658 3,187 3,626: -1,423 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 5.7 2.2 91.5 88.5 97.0 96.4: 3.0 3.6
Old : 100.0: 3.2 5.7 2.2 91.5 88.5 97.0 96.4: 3.0 3.6
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 : 41: 2 2 4 31 26 35 30:
Old : 41: 2 2 4 31 26 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 61.4 63.6 77.3 46.6 61.0 59.3 72.0
Old : 48.9 61.4 63.6 77.3 46.6 61.0 59.3 72.0
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, July 19, 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 : 318,353: 3,623 33,928 18,348 287,398 258,627 309,369 310,903: 8,984 7,450
Old : 318,353: 3,623 33,928 18,348 287,398 258,627 309,369 310,903: 8,984 7,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 5,105: -1,399 -2,861 331 5,745 6,682 4,677 4,152: 428 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 10.7 5.8 90.3 81.2 97.2 97.7: 2.8 2.3
Old : 100.0: 1.1 10.7 5.8 90.3 81.2 97.2 97.7: 2.8 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 : 57: 3 4 5 42 43 48 49:
Old : 57: 3 4 5 42 43 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 : 33.6 28.7 51.9 44.3 22.7 19.0 34.7 30.0
Old : 33.6 28.7 51.9 44.3 22.7 19.0 34.7 30.0
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 19, 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 : 151,545: 9,948 15,850 6,202 130,742 125,097 146,892 147,149: 4,653 4,396
Old : 151,545: 9,948 15,850 6,202 130,742 125,097 146,892 147,149: 4,653 4,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -215: 1,857 267 -616 -2,650 318 -1,409 -31: 1,194 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.5 4.1 86.3 82.5 96.9 97.1: 3.1 2.9
Old : 100.0: 6.6 10.5 4.1 86.3 82.5 96.9 97.1: 3.1 2.9
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: 3 4 5 28 39 34 45:
Old : 48: 3 4 5 28 39 34 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 : 45.0 26.5 62.8 47.7 43.9 24.0 56.0 39.0
Old : 45.0 26.5 62.8 47.7 43.9 24.0 56.0 39.0
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, July 19, 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 : 168,814: 39,299 3,456 14,861 113,402 149,603 167,562 167,920: 1,252 894
Old : 168,814: 39,299 3,456 14,861 113,402 149,603 167,562 167,920: 1,252 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 3,317: 3,731 -318 383 -858 3,744 3,256 3,809: 61 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 2.0 8.8 67.2 88.6 99.3 99.5: 0.7 0.5
Old : 100.0: 23.3 2.0 8.8 67.2 88.6 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 : 85: 16 6 13 52 51 72 66:
Old : 85: 16 6 13 52 51 72 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 : 34.2 38.5 52.0 57.8 26.9 36.7 40.7 47.4
Old : 34.2 38.5 52.0 57.8 26.9 36.7 40.7 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, July 19, 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 : 65,539: 490 1,991 1,010 64,039 62,538 65,539 65,539: 0 0
Old : 65,539: 490 1,991 1,010 64,039 62,538 65,539 65,539: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 2,655: 21 69 -23 2,657 2,609 2,655 2,655: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.0 1.5 97.7 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 3.0 1.5 97.7 95.4 100.0 100.0: 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 30 31 35 37:
Old : 42: 3 4 4 30 31 35 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 : 51.2 57.0 73.0 76.6 47.2 43.4 59.4 56.8
Old : 51.2 57.0 73.0 76.6 47.2 43.4 59.4 56.8
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 19, 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 : 564,896: 8,424 14,624 344 556,128 549,928 564,896 564,896: 0 0
Old : 564,896: 8,424 14,624 344 556,128 549,928 564,896 564,896: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 3,182: 936 1,248 0 2,246 1,934 3,182 3,182: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.6 0.1 98.4 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 2.6 0.1 98.4 97.4 100.0 100.0: 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 : 33: 2 3 1 24 23 27 26:
Old : 33: 2 3 1 24 23 27 26:
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 : 60.1 57.6 80.3 77.6 55.9 42.2 65.2 60.3
Old : 60.1 57.6 80.3 77.6 55.9 42.2 65.2 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, July 19, 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 : 1,667,456: 41,246 73,208 85,860 1,540,326 1,508,388 1,667,432 1,667,456: 24 0
Old : 1,667,456: 41,246 73,208 85,860 1,540,326 1,508,388 1,667,432 1,667,456: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 40,424: 18,424 -11,293 3,548 18,548 48,169 40,520 40,424: -96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.4 5.1 92.4 90.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 4.4 5.1 92.4 90.5 100.0 100.0: 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 : 62: 8 6 7 38 34 49 44:
Old : 62: 8 6 7 38 34 49 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 : 44.1 45.0 62.3 67.4 33.5 42.6 49.3 55.0
Old : 44.1 45.0 62.3 67.4 33.5 42.6 49.3 55.0
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 19, 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 : 126,633: 2,855 2,528 1,748 121,774 122,003 126,377 126,279: 256 354
Old : 126,633: 2,855 2,528 1,748 121,774 122,003 126,377 126,279: 256 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 6,035: 1,000 81 53 5,287 6,112 6,340 6,246: -305 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.0 1.4 96.2 96.3 99.8 99.7: 0.2 0.3
Old : 100.0: 2.3 2.0 1.4 96.2 96.3 99.8 99.7: 0.2 0.3
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: 4 4 6 34 40 41 47:
Old : 51: 4 4 6 34 40 41 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 : 53.4 41.7 71.2 64.8 30.7 34.3 39.2 43.9
Old : 53.4 41.7 71.2 64.8 30.7 34.3 39.2 43.9
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 19, 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 : 491,460: 649 4,424 952 489,859 486,084 491,460 491,460: 0 0
Old : 491,460: 649 4,424 952 489,859 486,084 491,460 491,460: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -7,891: 312 1,560 312 -8,515 -9,763 -7,891 -7,891: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 0.2 99.7 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.9 0.2 99.7 98.9 100.0 100.0: 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 : 31: 2 2 1 23 22 25 25:
Old : 31: 2 2 1 23 22 25 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 : 69.8 61.2 87.9 83.6 56.4 52.3 61.6 59.0
Old : 69.8 61.2 87.9 83.6 56.4 52.3 61.6 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011