NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, August 9, 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 : 4,584,415: 449,564 326,634 1,411,442 2,688,787 2,818,852 4,549,793 4,556,928: 34,622 27,487
Old : 4,584,415: 449,564 326,634 1,411,442 2,688,787 2,818,852 4,549,793 4,556,928: 34,622 27,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 78,937: -71,444 39,267 38,249 113,619 -5,769 80,424 71,747: -1,487 7,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.1 30.8 58.7 61.5 99.2 99.4: 0.8 0.6
Old : 100.0: 9.8 7.1 30.8 58.7 61.5 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 : 231: 40 41 68 140 139 216 213:
Old : 231: 40 41 68 140 139 216 213:
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 : 22.3 21.1 36.2 35.2 13.9 17.6 20.0 24.6
Old : 22.3 21.1 36.2 35.2 13.9 17.6 20.0 24.6
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, August 9, 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 : 343,081: 17,049 12,093 20,245 293,504 306,633 330,798 338,971: 12,283 4,110
Old : 343,081: 17,049 12,093 20,245 293,504 306,633 330,798 338,971: 12,283 4,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -23,218: 4,942 -2,986 -1,407 -24,761 -18,732 -21,226 -23,125: -1,992 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.5 5.9 85.5 89.4 96.4 98.8: 3.6 1.2
Old : 100.0: 5.0 3.5 5.9 85.5 89.4 96.4 98.8: 3.6 1.2
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 : 65: 9 4 11 44 45 57 56:
Old : 65: 9 4 11 44 45 57 56:
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 : 36.0 45.9 52.0 62.1 27.9 38.3 38.3 46.7
Old : 36.0 45.9 52.0 62.1 27.9 38.3 38.3 46.7
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, August 9, 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 : 182,010: 9,514 2,082 3,831 164,671 172,847 178,016 178,760: 3,994 3,250
Old : 182,010: 9,514 2,082 3,831 164,671 172,847 178,016 178,760: 3,994 3,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -13,469: -1,178 -1,854 -26 -11,279 -11,377 -12,483 -13,257: -986 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.1 2.1 90.5 95.0 97.8 98.2: 2.2 1.8
Old : 100.0: 5.2 1.1 2.1 90.5 95.0 97.8 98.2: 2.2 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 : 50: 5 2 4 39 37 45 42:
Old : 50: 5 2 4 39 37 45 42:
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 : 44.9 42.9 59.3 63.5 38.6 39.9 48.6 53.6
Old : 44.9 42.9 59.3 63.5 38.6 39.9 48.6 53.6
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, August 9, 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 : 312,896: 3,162 22,880 6,270 297,951 274,535 307,383 303,685: 5,513 9,211
Old : 312,896: 3,162 22,880 6,270 297,951 274,535 307,383 303,685: 5,513 9,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,525: 3,162 2,093 -3,851 -6,410 -5,034 -7,099 -6,792: 2,574 2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.3 2.0 95.2 87.7 98.2 97.1: 1.8 2.9
Old : 100.0: 1.0 7.3 2.0 95.2 87.7 98.2 97.1: 1.8 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 : 50: 1 7 4 38 35 42 43:
Old : 50: 1 7 4 38 35 42 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 : 47.1 42.4 66.6 67.0 44.9 38.3 62.1 58.5
Old : 47.1 42.4 66.6 67.0 44.9 38.3 62.1 58.5
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, August 9, 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 : 630,816: 1,830 42,460 20,397 604,824 564,345 627,051 627,202: 3,765 3,614
Old : 630,816: 1,830 42,460 20,397 604,824 564,345 627,051 627,202: 3,765 3,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -68,940: 123 7,559 -9,090 -61,335 -69,000 -70,302 -70,531: 1,362 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 6.7 3.2 95.9 89.5 99.4 99.4: 0.6 0.6
Old : 100.0: 0.3 6.7 3.2 95.9 89.5 99.4 99.4: 0.6 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 : 73: 3 9 11 59 50 70 62:
Old : 73: 3 9 11 59 50 70 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 : 30.4 38.0 47.4 53.4 25.7 29.2 38.3 39.1
Old : 30.4 38.0 47.4 53.4 25.7 29.2 38.3 39.1
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, August 9, 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 : 198,417: 9,488 14,891 1,898 179,477 173,675 190,863 190,464: 7,554 7,953
Old : 198,417: 9,488 14,891 1,898 179,477 173,675 190,863 190,464: 7,554 7,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -9,171: 1,549 2,883 -3,077 -6,836 -8,234 -8,364 -8,428: -807 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.5 1.0 90.5 87.5 96.2 96.0: 3.8 4.0
Old : 100.0: 4.8 7.5 1.0 90.5 87.5 96.2 96.0: 3.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 2 30 28 32 31:
Old : 39: 2 1 2 30 28 32 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 : 50.3 61.7 65.5 79.0 48.1 61.7 61.6 74.6
Old : 50.3 61.7 65.5 79.0 48.1 61.7 61.6 74.6
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, August 9, 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 : 284,261: 6,879 22,339 26,965 240,160 228,773 274,004 278,077: 10,257 6,184
Old : 284,261: 6,879 22,339 26,965 240,160 228,773 274,004 278,077: 10,257 6,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -30,920: 554 -5,031 9,198 -42,867 -33,026 -33,115 -28,859: 2,195 -2,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 7.9 9.5 84.5 80.5 96.4 97.8: 3.6 2.2
Old : 100.0: 2.4 7.9 9.5 84.5 80.5 96.4 97.8: 3.6 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 : 58: 3 4 5 43 43 49 49:
Old : 58: 3 4 5 43 43 49 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 : 34.5 30.6 53.3 47.0 22.4 18.4 33.2 30.5
Old : 34.5 30.6 53.3 47.0 22.4 18.4 33.2 30.5
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, August 9, 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 : 146,317: 14,376 11,019 3,523 126,040 125,803 143,939 140,345: 2,378 5,972
Old : 146,317: 14,376 11,019 3,523 126,040 125,803 143,939 140,345: 2,378 5,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -19,575: 6,937 -1,011 -2,815 -22,988 -17,834 -18,866 -21,660: -709 2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.5 2.4 86.1 86.0 98.4 95.9: 1.6 4.1
Old : 100.0: 9.8 7.5 2.4 86.1 86.0 98.4 95.9: 1.6 4.1
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 : 45: 2 3 4 27 37 31 42:
Old : 45: 2 3 4 27 37 31 42:
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 : 55.1 26.7 72.6 48.4 54.0 24.8 63.9 44.8
Old : 55.1 26.7 72.6 48.4 54.0 24.8 63.9 44.8
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, August 9, 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 : 158,062: 39,999 1,584 13,597 103,337 141,767 156,933 156,948: 1,129 1,114
Old : 158,062: 39,999 1,584 13,597 103,337 141,767 156,933 156,948: 1,129 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -9,151: -1,261 -366 -1,953 -6,002 -7,495 -9,216 -9,814: 65 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 1.0 8.6 65.4 89.7 99.3 99.3: 0.7 0.7
Old : 100.0: 25.3 1.0 8.6 65.4 89.7 99.3 99.3: 0.7 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 : 84: 17 3 13 54 52 74 66:
Old : 84: 17 3 13 54 52 74 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 : 33.3 36.5 51.8 56.2 25.6 35.7 40.0 47.7
Old : 33.3 36.5 51.8 56.2 25.6 35.7 40.0 47.7
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, August 9, 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 : 63,155: 106 1,623 668 61,897 60,380 62,671 62,671: 484 484
Old : 63,155: 106 1,623 668 61,897 60,380 62,671 62,671: 484 484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 817: -116 -167 13 590 641 487 487: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.6 1.1 98.0 95.6 99.2 99.2: 0.8 0.8
Old : 100.0: 0.2 2.6 1.1 98.0 95.6 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 4 5 30 30 35 37:
Old : 41: 2 4 5 30 30 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 : 49.9 59.3 72.6 77.0 45.7 47.5 59.0 59.5
Old : 49.9 59.3 72.6 77.0 45.7 47.5 59.0 59.5
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, August 9, 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 : 516,965: 7,176 3,745 984 507,525 510,956 515,685 515,685: 1,280 1,280
Old : 516,965: 7,176 3,745 984 507,525 510,956 515,685 515,685: 1,280 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -445: -1,296 311 -656 227 -1,380 -1,725 -1,725: 1,280 1,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.7 0.2 98.2 98.8 99.8 99.8: 0.2 0.2
Old : 100.0: 1.4 0.7 0.2 98.2 98.8 99.8 99.8: 0.2 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 : 30: 2 2 2 25 23 28 26:
Old : 30: 2 2 2 25 23 28 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 : 66.1 68.0 84.7 84.2 61.3 56.6 68.4 69.3
Old : 66.1 68.0 84.7 84.2 61.3 56.6 68.4 69.3
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, August 9, 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 : 1,590,254: 29,865 68,193 84,676 1,463,977 1,437,385 1,578,518 1,590,254: 11,736 0
Old : 1,590,254: 29,865 68,193 84,676 1,463,977 1,437,385 1,578,518 1,590,254: 11,736 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -76,073: -1,960 2,124 -2,651 -83,174 -75,546 -87,785 -76,073: 11,712 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.3 5.3 92.1 90.4 99.3 100.0: 0.7 0.0
Old : 100.0: 1.9 4.3 5.3 92.1 90.4 99.3 100.0: 0.7 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: 8 6 7 37 34 49 43:
Old : 60: 8 6 7 37 34 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 : 44.1 44.9 62.8 68.4 33.4 43.4 50.2 54.9
Old : 44.1 44.9 62.8 68.4 33.4 43.4 50.2 54.9
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, August 9, 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 : 131,068: 1,743 1,646 2,555 126,670 126,853 130,968 131,054: 100 14
Old : 131,068: 1,743 1,646 2,555 126,670 126,853 130,968 131,054: 100 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 708: -525 -598 402 910 905 787 709: -79 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.3 1.9 96.6 96.8 99.9 100.0: 0.1 0.0
Old : 100.0: 1.3 1.3 1.9 96.6 96.8 99.9 100.0: 0.1 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 : 52: 4 6 7 33 38 41 47:
Old : 52: 4 6 7 33 38 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 : 53.3 40.7 70.1 64.2 31.5 34.2 42.0 42.9
Old : 53.3 40.7 70.1 64.2 31.5 34.2 42.0 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, August 9, 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 : 494,604: 2,208 9,601 624 491,772 484,379 494,604 494,604: 0 0
Old : 494,604: 2,208 9,601 624 491,772 484,379 494,604 494,604: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 25,606: 952 3,801 -320 24,974 22,125 25,606 25,606: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.9 0.1 99.4 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 1.9 0.1 99.4 97.9 100.0 100.0: 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 : 34: 1 3 1 24 25 26 28:
Old : 34: 1 3 1 24 25 26 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 : 66.8 62.1 87.0 82.8 47.3 44.5 53.6 49.5
Old : 66.8 62.1 87.0 82.8 47.3 44.5 53.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011