NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, July 26, 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 : 4,711,336: 549,026 247,347 1,474,307 2,647,633 2,962,209 4,670,966 4,683,863: 40,370 27,473
Old : 4,711,336: 549,026 247,347 1,474,307 2,647,633 2,962,209 4,670,966 4,683,863: 40,370 27,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -74,846: -6,595 26,101 -32,720 -36,031 -69,436 -75,346 -76,055: 500 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.3 31.3 56.2 62.9 99.1 99.4: 0.9 0.6
Old : 100.0: 11.7 5.3 31.3 56.2 62.9 99.1 99.4: 0.9 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 : 232: 40 39 70 142 141 215 217:
Old : 232: 40 39 70 142 141 215 217:
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 : 23.7 22.0 37.5 37.3 14.4 18.8 20.4 27.1
Old : 23.7 22.0 37.5 37.3 14.4 18.8 20.4 27.1
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 26, 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 : 370,309: 14,698 16,829 22,795 317,463 325,641 354,956 365,265: 15,353 5,044
Old : 370,309: 14,698 16,829 22,795 317,463 325,641 354,956 365,265: 15,353 5,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,953: 2,500 -1,496 2,040 -4,405 22 135 566: 1,818 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.5 6.2 85.7 87.9 95.9 98.6: 4.1 1.4
Old : 100.0: 4.0 4.5 6.2 85.7 87.9 95.9 98.6: 4.1 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 : 64: 7 7 11 43 44 55 57:
Old : 64: 7 7 11 43 44 55 57:
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 : 35.3 41.6 51.4 59.1 27.6 33.4 37.0 41.4
Old : 35.3 41.6 51.4 59.1 27.6 33.4 37.0 41.4
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 26, 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 : 192,434: 11,694 4,302 4,502 172,147 180,143 188,343 188,947: 4,091 3,487
Old : 192,434: 11,694 4,302 4,502 172,147 180,143 188,343 188,947: 4,091 3,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 3,532: 2,111 -227 -91 1,450 3,819 3,470 3,501: 62 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.2 2.3 89.5 93.6 97.9 98.2: 2.1 1.8
Old : 100.0: 6.1 2.2 2.3 89.5 93.6 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 41 40 47 45:
Old : 51: 5 2 4 41 40 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 : 43.2 42.5 59.0 63.3 35.9 37.6 46.4 51.3
Old : 43.2 42.5 59.0 63.3 35.9 37.6 46.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, July 26, 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 : 321,510: 0 23,238 9,531 309,651 282,807 319,182 315,576: 2,328 5,934
Old : 321,510: 0 23,238 9,531 309,651 282,807 319,182 315,576: 2,328 5,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 4,092: 0 4,425 -1,044 6,134 288 5,090 3,669: -998 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 3.0 96.3 88.0 99.3 98.2: 0.7 1.8
Old : 100.0: 0.0 7.2 3.0 96.3 88.0 99.3 98.2: 0.7 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 : 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 : 46.2 42.3 66.2 65.7 43.7 37.8 60.6 54.8
Old : 46.2 42.3 66.2 65.7 43.7 37.8 60.6 54.8
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 26, 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 : 675,868: 239 46,055 21,992 650,206 604,921 672,437 672,968: 3,431 2,900
Old : 675,868: 239 46,055 21,992 650,206 604,921 672,437 672,968: 3,431 2,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 14,717: 90 5,328 -1,320 17,199 12,074 15,969 16,082: -1,252 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 3.3 96.2 89.5 99.5 99.6: 0.5 0.4
Old : 100.0: 0.0 6.8 3.3 96.2 89.5 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 2 10 11 59 51 70 63:
Old : 74: 2 10 11 59 51 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 : 29.4 37.9 45.8 53.6 24.6 27.5 38.1 39.8
Old : 29.4 37.9 45.8 53.6 24.6 27.5 38.1 39.8
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 26, 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 : 201,354: 6,181 8,942 5,750 182,737 178,120 194,668 192,812: 6,686 8,542
Old : 201,354: 6,181 8,942 5,750 182,737 178,120 194,668 192,812: 6,686 8,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 4,027: -220 -2,255 1,327 2,192 3,566 3,299 2,638: 728 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.4 2.9 90.8 88.5 96.7 95.8: 3.3 4.2
Old : 100.0: 3.1 4.4 2.9 90.8 88.5 96.7 95.8: 3.3 4.2
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 : 40: 3 1 4 32 27 36 31:
Old : 40: 3 1 4 32 27 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 : 47.9 61.4 62.2 76.4 44.9 60.0 58.0 70.4
Old : 47.9 61.4 62.2 76.4 44.9 60.0 58.0 70.4
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 26, 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 : 316,624: 4,934 28,628 19,202 285,947 261,152 310,083 308,982: 6,541 7,642
Old : 316,624: 4,934 28,628 19,202 285,947 261,152 310,083 308,982: 6,541 7,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -1,729: 1,311 -5,300 854 -1,451 2,525 714 -1,921: -2,443 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 9.0 6.1 90.3 82.5 97.9 97.6: 2.1 2.4
Old : 100.0: 1.6 9.0 6.1 90.3 82.5 97.9 97.6: 2.1 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 : 60: 3 4 5 45 44 51 50:
Old : 60: 3 4 5 45 44 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 27.8 50.3 44.1 21.3 17.5 33.1 29.1
Old : 31.7 27.8 50.3 44.1 21.3 17.5 33.1 29.1
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, July 26, 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 : 163,478: 7,409 15,384 5,905 147,350 138,793 160,664 160,082: 2,814 3,396
Old : 163,478: 7,409 15,384 5,905 147,350 138,793 160,664 160,082: 2,814 3,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 11,933: -2,539 -466 -297 16,608 13,696 13,772 12,933: -1,839 -1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.4 3.6 90.1 84.9 98.3 97.9: 1.7 2.1
Old : 100.0: 4.5 9.4 3.6 90.1 84.9 98.3 97.9: 1.7 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 : 52: 3 4 5 32 43 38 49:
Old : 52: 3 4 5 32 43 38 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 : 52.6 24.8 68.9 45.4 51.0 22.6 61.5 40.9
Old : 52.6 24.8 68.9 45.4 51.0 22.6 61.5 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, July 26, 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 : 170,612: 42,459 2,681 15,328 111,393 151,874 169,180 169,883: 1,432 729
Old : 170,612: 42,459 2,681 15,328 111,393 151,874 169,180 169,883: 1,432 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,798: 3,160 -775 467 -2,009 2,271 1,618 1,963: 180 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 1.6 9.0 65.3 89.0 99.2 99.6: 0.8 0.4
Old : 100.0: 24.9 1.6 9.0 65.3 89.0 99.2 99.6: 0.8 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 : 85: 13 8 14 53 52 73 67:
Old : 85: 13 8 14 53 52 73 67:
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 : 34.1 37.7 51.8 56.5 27.0 36.1 41.2 46.6
Old : 34.1 37.7 51.8 56.5 27.0 36.1 41.2 46.6
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 26, 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 : 66,669: 675 2,055 1,329 64,588 63,208 66,592 66,592: 77 77
Old : 66,669: 675 2,055 1,329 64,588 63,208 66,592 66,592: 77 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,130: 185 64 319 549 670 1,053 1,053: 77 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.1 2.0 96.9 94.8 99.9 99.9: 0.1 0.1
Old : 100.0: 1.0 3.1 2.0 96.9 94.8 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 : 44: 3 6 6 31 31 39 38:
Old : 44: 3 6 6 31 31 39 38:
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 : 51.5 56.8 73.1 75.1 47.9 43.3 59.8 55.7
Old : 51.5 56.8 73.1 75.1 47.9 43.3 59.8 55.7
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 26, 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 : 567,263: 8,424 13,624 1,656 556,855 551,655 566,935 566,935: 328 328
Old : 567,263: 8,424 13,624 1,656 556,855 551,655 566,935 566,935: 328 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,367: 0 -1,000 1,312 727 1,727 2,039 2,039: 328 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.4 0.3 98.2 97.2 99.9 99.9: 0.1 0.1
Old : 100.0: 1.5 2.4 0.3 98.2 97.2 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 : 34: 3 3 1 24 24 28 27:
Old : 34: 3 3 1 24 24 28 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 : 61.1 57.9 80.0 77.5 56.0 42.2 64.3 59.9
Old : 61.1 57.9 80.0 77.5 56.0 42.2 64.3 59.9
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 26, 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 : 1,676,352: 28,335 60,352 93,636 1,554,357 1,522,364 1,676,328 1,676,352: 24 0
Old : 1,676,352: 28,335 60,352 93,636 1,554,357 1,522,364 1,676,328 1,676,352: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 8,896: -12,911 -12,856 7,776 14,031 13,976 8,896 8,896: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.6 5.6 92.7 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 3.6 5.6 92.7 90.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 6 7 8 38 33 49 43:
Old : 60: 6 7 8 38 33 49 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 : 44.2 44.8 63.0 67.8 34.2 42.7 50.2 54.2
Old : 44.2 44.8 63.0 67.8 34.2 42.7 50.2 54.2
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 26, 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 : 129,243: 2,243 2,397 2,265 124,710 124,460 129,218 129,122: 25 121
Old : 129,243: 2,243 2,397 2,265 124,710 124,460 129,218 129,122: 25 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,610: -612 -131 517 2,936 2,457 2,841 2,843: -231 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.9 1.8 96.5 96.3 100.0 99.9: 0.0 0.1
Old : 100.0: 1.7 1.9 1.8 96.5 96.3 100.0 99.9: 0.0 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 : 52: 5 4 7 34 39 42 47:
Old : 52: 5 4 7 34 39 42 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 : 53.5 41.4 70.6 65.3 30.4 34.2 38.9 42.9
Old : 53.5 41.4 70.6 65.3 30.4 34.2 38.9 42.9
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 26, 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 : 476,561: 624 5,440 952 474,985 470,169 476,561 476,561: 0 0
Old : 476,561: 624 5,440 952 474,985 470,169 476,561 476,561: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -14,899: -25 1,016 0 -14,874 -15,915 -14,899 -14,899: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.1 0.2 99.7 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 1.1 0.2 99.7 98.7 100.0 100.0: 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 : 34: 1 4 2 24 24 27 28:
Old : 34: 1 4 2 24 24 27 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 : 68.3 62.4 86.3 83.1 53.7 50.8 59.6 57.0
Old : 68.3 62.4 86.3 83.1 53.7 50.8 59.6 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011