NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, August 16, 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 : 4,532,442: 385,050 298,317 1,447,462 2,650,238 2,746,605 4,482,750 4,492,384: 49,692 40,058
Old : 4,532,442: 385,050 298,317 1,447,462 2,650,238 2,746,605 4,482,750 4,492,384: 49,692 40,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -51,973: -64,514 -28,317 36,020 -38,549 -72,247 -67,043 -64,544: 15,070 12,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 6.6 31.9 58.5 60.6 98.9 99.1: 1.1 0.9
Old : 100.0: 8.5 6.6 31.9 58.5 60.6 98.9 99.1: 1.1 0.9
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 : 230: 38 39 66 142 141 215 212:
Old : 230: 38 39 66 142 141 215 212:
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 : 21.1 21.1 35.9 35.8 12.8 16.9 18.8 24.1
Old : 21.1 21.1 35.9 35.8 12.8 16.9 18.8 24.1
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, August 16, 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 : 344,795: 17,528 6,506 22,124 290,285 308,240 329,937 336,870: 14,858 7,925
Old : 344,795: 17,528 6,506 22,124 290,285 308,240 329,937 336,870: 14,858 7,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,714: 479 -5,587 1,879 -3,219 1,607 -861 -2,101: 2,575 3,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.9 6.4 84.2 89.4 95.7 97.7: 4.3 2.3
Old : 100.0: 5.1 1.9 6.4 84.2 89.4 95.7 97.7: 4.3 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 : 64: 10 2 11 42 45 54 56:
Old : 64: 10 2 11 42 45 54 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 : 33.2 44.6 49.1 61.0 24.9 37.3 36.7 44.6
Old : 33.2 44.6 49.1 61.0 24.9 37.3 36.7 44.6
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 16, 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 : 181,221: 9,418 1,210 3,451 164,076 173,184 176,945 177,845: 4,276 3,376
Old : 181,221: 9,418 1,210 3,451 164,076 173,184 176,945 177,845: 4,276 3,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -789: -96 -872 -380 -595 337 -1,071 -915: 282 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.7 1.9 90.5 95.6 97.6 98.1: 2.4 1.9
Old : 100.0: 5.2 0.7 1.9 90.5 95.6 97.6 98.1: 2.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 2 4 39 36 44 41:
Old : 49: 4 2 4 39 36 44 41:
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 44.3 60.6 62.7 39.3 42.5 50.7 56.9
Old : 45.9 44.3 60.6 62.7 39.3 42.5 50.7 56.9
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 16, 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 : 314,820: 1,688 24,359 7,701 302,525 277,581 311,914 309,641: 2,906 5,179
Old : 314,820: 1,688 24,359 7,701 302,525 277,581 311,914 309,641: 2,906 5,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,924: -1,474 1,479 1,431 4,574 3,046 4,531 5,956: -2,607 -4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.7 2.4 96.1 88.2 99.1 98.4: 0.9 1.6
Old : 100.0: 0.5 7.7 2.4 96.1 88.2 99.1 98.4: 0.9 1.6
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 : 53: 2 7 5 37 36 42 45:
Old : 53: 2 7 5 37 36 42 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 : 47.5 43.0 67.8 66.4 45.9 38.9 63.1 58.1
Old : 47.5 43.0 67.8 66.4 45.9 38.9 63.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, August 16, 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 : 637,286: 3,696 35,550 18,184 610,602 581,408 632,482 635,142: 4,804 2,144
Old : 637,286: 3,696 35,550 18,184 610,602 581,408 632,482 635,142: 4,804 2,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,470: 1,866 -6,910 -2,213 5,778 17,063 5,431 7,940: 1,039 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.6 2.9 95.8 91.2 99.2 99.7: 0.8 0.3
Old : 100.0: 0.6 5.6 2.9 95.8 91.2 99.2 99.7: 0.8 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 : 74: 2 9 10 60 52 70 63:
Old : 74: 2 9 10 60 52 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 : 29.9 38.6 48.1 53.4 28.0 29.9 39.6 40.8
Old : 29.9 38.6 48.1 53.4 28.0 29.9 39.6 40.8
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, August 16, 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 : 205,374: 8,918 13,556 2,317 186,525 182,160 197,760 198,033: 7,614 7,341
Old : 205,374: 8,918 13,556 2,317 186,525 182,160 197,760 198,033: 7,614 7,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,957: -570 -1,335 419 7,048 8,485 6,897 7,569: 60 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 6.6 1.1 90.8 88.7 96.3 96.4: 3.7 3.6
Old : 100.0: 4.3 6.6 1.1 90.8 88.7 96.3 96.4: 3.7 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 : 39: 2 1 3 32 25 35 28:
Old : 39: 2 1 3 32 25 35 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 : 49.3 62.6 64.4 80.9 47.0 60.5 60.7 76.5
Old : 49.3 62.6 64.4 80.9 47.0 60.5 60.7 76.5
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 16, 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 : 293,899: 5,839 22,203 37,002 241,744 229,515 284,585 288,720: 9,314 5,179
Old : 293,899: 5,839 22,203 37,002 241,744 229,515 284,585 288,720: 9,314 5,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 9,638: -1,040 -136 10,037 1,584 742 10,581 10,643: -943 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.6 12.6 82.3 78.1 96.8 98.2: 3.2 1.8
Old : 100.0: 2.0 7.6 12.6 82.3 78.1 96.8 98.2: 3.2 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 : 60: 4 3 5 45 45 51 51:
Old : 60: 4 3 5 45 45 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 32.9 56.2 49.1 24.6 18.4 35.0 31.4
Old : 37.5 32.9 56.2 49.1 24.6 18.4 35.0 31.4
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 16, 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 : 154,438: 6,223 8,511 4,973 140,984 133,913 152,180 147,397: 2,258 7,041
Old : 154,438: 6,223 8,511 4,973 140,984 133,913 152,180 147,397: 2,258 7,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 8,121: -8,153 -2,508 1,450 14,944 8,110 8,241 7,052: -120 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.5 3.2 91.3 86.7 98.5 95.4: 1.5 4.6
Old : 100.0: 4.0 5.5 3.2 91.3 86.7 98.5 95.4: 1.5 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 : 43: 1 2 2 27 39 29 42:
Old : 43: 1 2 2 27 39 29 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 : 61.7 28.7 77.3 48.9 59.0 26.4 68.6 45.2
Old : 61.7 28.7 77.3 48.9 59.0 26.4 68.6 45.2
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 16, 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 : 159,918: 39,907 2,352 14,366 104,633 142,673 158,906 159,391: 1,012 527
Old : 159,918: 39,907 2,352 14,366 104,633 142,673 158,906 159,391: 1,012 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,856: -92 768 769 1,296 906 1,973 2,443: -117 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 1.5 9.0 65.4 89.2 99.4 99.7: 0.6 0.3
Old : 100.0: 25.0 1.5 9.0 65.4 89.2 99.4 99.7: 0.6 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 : 84: 16 5 12 55 51 75 64:
Old : 84: 16 5 12 55 51 75 64:
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 : 32.5 36.5 50.8 57.0 24.6 35.7 38.6 47.2
Old : 32.5 36.5 50.8 57.0 24.6 35.7 38.6 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, August 16, 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 : 63,945: 579 1,399 720 62,262 61,442 63,561 63,561: 384 384
Old : 63,945: 579 1,399 720 62,262 61,442 63,561 63,561: 384 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 790: 473 -224 52 365 1,062 890 890: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.2 1.1 97.4 96.1 99.4 99.4: 0.6 0.6
Old : 100.0: 0.9 2.2 1.1 97.4 96.1 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 : 41: 3 4 4 30 30 34 37:
Old : 41: 3 4 4 30 30 34 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 : 48.8 58.7 72.2 76.6 42.7 47.2 56.2 57.8
Old : 48.8 58.7 72.2 76.6 42.7 47.2 56.2 57.8
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, August 16, 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 : 517,102: 7,520 4,745 984 507,950 510,725 516,454 516,454: 648 648
Old : 517,102: 7,520 4,745 984 507,950 510,725 516,454 516,454: 648 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 137: 344 1,000 0 425 -231 769 769: -632 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.9 0.2 98.2 98.8 99.9 99.9: 0.1 0.1
Old : 100.0: 1.5 0.9 0.2 98.2 98.8 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 : 33: 2 3 2 24 24 27 28:
Old : 33: 2 3 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 : 66.5 67.6 85.6 84.0 61.1 55.6 68.7 68.7
Old : 66.5 67.6 85.6 84.0 61.1 55.6 68.7 68.7
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 16, 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 : 1,596,961: 29,104 55,289 100,771 1,466,287 1,440,126 1,596,162 1,596,186: 799 775
Old : 1,596,961: 29,104 55,289 100,771 1,466,287 1,440,126 1,596,162 1,596,186: 799 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,707: -761 -12,904 16,095 2,310 2,741 17,644 5,932: -10,937 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.5 6.3 91.8 90.2 99.9 100.0: 0.1 0.0
Old : 100.0: 1.8 3.5 6.3 91.8 90.2 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 : 61: 8 6 7 38 36 50 45:
Old : 61: 8 6 7 38 36 50 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 : 43.7 44.9 62.5 68.2 32.6 43.4 48.7 54.7
Old : 43.7 44.9 62.5 68.2 32.6 43.4 48.7 54.7
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 16, 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 : 123,081: 681 2,232 2,549 119,228 117,875 122,458 122,656: 623 425
Old : 123,081: 681 2,232 2,549 119,228 117,875 122,458 122,656: 623 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -7,987: -1,062 586 -6 -7,442 -8,978 -8,510 -8,398: 523 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.8 2.1 96.9 95.8 99.5 99.7: 0.5 0.3
Old : 100.0: 0.6 1.8 2.1 96.9 95.8 99.5 99.7: 0.5 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 : 53: 4 6 7 34 38 42 47:
Old : 53: 4 6 7 34 38 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 : 52.9 42.3 70.3 65.9 30.3 34.6 39.8 40.6
Old : 52.9 42.3 70.3 65.9 30.3 34.6 39.8 40.6
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, August 16, 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 : 468,943: 2,208 7,319 3,857 462,574 457,463 468,639 468,639: 304 304
Old : 468,943: 2,208 7,319 3,857 462,574 457,463 468,639 468,639: 304 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -25,661: 0 -2,282 3,233 -29,198 -26,916 -25,965 -25,965: 304 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.6 0.8 98.6 97.6 99.9 99.9: 0.1 0.1
Old : 100.0: 0.5 1.6 0.8 98.6 97.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 3 3 24 26 28 29:
Old : 35: 1 3 3 24 26 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 64.4 86.8 83.0 44.8 45.1 52.0 49.8
Old : 67.2 64.4 86.8 83.0 44.8 45.1 52.0 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011