NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, August 23, 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 : 4,605,310: 349,504 304,759 1,514,941 2,691,160 2,746,680 4,555,605 4,566,380: 49,705 38,930
Old : 4,605,310: 349,504 304,759 1,514,941 2,691,160 2,746,680 4,555,605 4,566,380: 49,705 38,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 72,868: -35,546 6,442 67,479 40,922 75 72,855 73,996: 13 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.6 32.9 58.4 59.6 98.9 99.2: 1.1 0.8
Old : 100.0: 7.6 6.6 32.9 58.4 59.6 98.9 99.2: 1.1 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 : 228: 45 31 66 144 141 216 211:
Old : 228: 45 31 66 144 141 216 211:
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 : 21.5 21.5 36.1 36.7 12.5 17.0 18.5 24.4
Old : 21.5 21.5 36.1 36.7 12.5 17.0 18.5 24.4
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 23, 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 : 347,534: 11,635 10,336 19,835 302,877 312,341 334,347 342,512: 13,187 5,022
Old : 347,534: 11,635 10,336 19,835 302,877 312,341 334,347 342,512: 13,187 5,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,739: -5,893 3,830 -2,289 12,592 4,101 4,410 5,642: -1,671 -2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.0 5.7 87.2 89.9 96.2 98.6: 3.8 1.4
Old : 100.0: 3.3 3.0 5.7 87.2 89.9 96.2 98.6: 3.8 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 : 63: 8 3 10 43 46 54 56:
Old : 63: 8 3 10 43 46 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 : 35.9 46.9 52.2 61.5 29.0 38.8 40.7 46.8
Old : 35.9 46.9 52.2 61.5 29.0 38.8 40.7 46.8
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 23, 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 : 182,894: 8,932 450 3,927 165,680 175,235 178,539 179,612: 4,355 3,282
Old : 182,894: 8,932 450 3,927 165,680 175,235 178,539 179,612: 4,355 3,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,673: -486 -760 476 1,604 2,051 1,594 1,767: 79 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.2 2.1 90.6 95.8 97.6 98.2: 2.4 1.8
Old : 100.0: 4.9 0.2 2.1 90.6 95.8 97.6 98.2: 2.4 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 : 48: 4 1 3 39 36 43 40:
Old : 48: 4 1 3 39 36 43 40:
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 : 47.8 44.7 62.0 63.1 41.5 43.1 52.4 57.8
Old : 47.8 44.7 62.0 63.1 41.5 43.1 52.4 57.8
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 23, 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 : 315,812: 2,091 24,152 7,979 301,987 277,870 312,057 310,001: 3,755 5,811
Old : 315,812: 2,091 24,152 7,979 301,987 277,870 312,057 310,001: 3,755 5,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 992: 403 -207 278 -538 289 143 360: 849 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.6 2.5 95.6 88.0 98.8 98.2: 1.2 1.8
Old : 100.0: 0.7 7.6 2.5 95.6 88.0 98.8 98.2: 1.2 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 : 51: 1 6 4 39 37 43 44:
Old : 51: 1 6 4 39 37 43 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 : 48.1 41.8 68.6 66.0 46.5 38.3 64.4 58.2
Old : 48.1 41.8 68.6 66.0 46.5 38.3 64.4 58.2
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 23, 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 : 634,776: 6,295 21,310 23,356 601,301 589,210 630,952 633,876: 3,824 900
Old : 634,776: 6,295 21,310 23,356 601,301 589,210 630,952 633,876: 3,824 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -2,510: 2,599 -14,240 5,172 -9,301 7,802 -1,530 -1,266: -980 -1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.4 3.7 94.7 92.8 99.4 99.9: 0.6 0.1
Old : 100.0: 1.0 3.4 3.7 94.7 92.8 99.4 99.9: 0.6 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 : 74: 4 7 9 60 53 70 63:
Old : 74: 4 7 9 60 53 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 : 30.0 39.1 47.6 54.8 27.9 30.4 39.6 42.0
Old : 30.0 39.1 47.6 54.8 27.9 30.4 39.6 42.0
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 23, 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 : 207,070: 8,169 11,945 3,848 186,809 185,010 198,826 200,803: 8,244 6,267
Old : 207,070: 8,169 11,945 3,848 186,809 185,010 198,826 200,803: 8,244 6,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,696: -749 -1,611 1,531 284 2,850 1,066 2,770: 630 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.8 1.9 90.2 89.3 96.0 97.0: 4.0 3.0
Old : 100.0: 3.9 5.8 1.9 90.2 89.3 96.0 97.0: 4.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 3 32 26 35 29:
Old : 39: 1 2 3 32 26 35 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 : 47.8 61.8 63.0 79.5 45.2 59.1 59.7 74.2
Old : 47.8 61.8 63.0 79.5 45.2 59.1 59.7 74.2
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 23, 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 : 298,691: 5,158 11,287 44,104 239,776 237,571 289,038 292,962: 9,653 5,729
Old : 298,691: 5,158 11,287 44,104 239,776 237,571 289,038 292,962: 9,653 5,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 4,792: -681 -10,916 7,102 -1,968 8,056 4,453 4,242: 339 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.8 14.8 80.3 79.5 96.8 98.1: 3.2 1.9
Old : 100.0: 1.7 3.8 14.8 80.3 79.5 96.8 98.1: 3.2 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 : 60: 2 3 4 45 49 50 53:
Old : 60: 2 3 4 45 49 50 53:
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 : 37.7 31.7 56.3 47.5 23.8 16.4 33.7 28.1
Old : 37.7 31.7 56.3 47.5 23.8 16.4 33.7 28.1
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, August 23, 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 : 164,590: 6,364 10,063 5,312 150,566 141,198 162,242 156,573: 2,348 8,017
Old : 164,590: 6,364 10,063 5,312 150,566 141,198 162,242 156,573: 2,348 8,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 10,152: 141 1,552 339 9,582 7,285 10,062 9,176: 90 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 6.1 3.2 91.5 85.8 98.6 95.1: 1.4 4.9
Old : 100.0: 3.9 6.1 3.2 91.5 85.8 98.6 95.1: 1.4 4.9
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 : 43: 2 1 2 27 39 29 42:
Old : 43: 2 1 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 : 61.8 28.4 77.3 48.3 55.0 26.6 66.9 44.9
Old : 61.8 28.4 77.3 48.3 55.0 26.6 66.9 44.9
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, August 23, 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 : 160,595: 35,688 1,328 15,785 107,934 142,731 159,407 159,844: 1,188 751
Old : 160,595: 35,688 1,328 15,785 107,934 142,731 159,407 159,844: 1,188 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 677: -4,219 -1,024 1,419 3,301 58 501 453: 176 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 0.8 9.8 67.2 88.9 99.3 99.5: 0.7 0.5
Old : 100.0: 22.2 0.8 9.8 67.2 88.9 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 : 84: 17 4 13 53 52 74 66:
Old : 84: 17 4 13 53 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 : 30.7 37.8 49.3 57.7 23.2 37.1 36.3 48.0
Old : 30.7 37.8 49.3 57.7 23.2 37.1 36.3 48.0
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 23, 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 : 64,342: 1,187 1,226 414 62,357 62,318 63,958 63,958: 384 384
Old : 64,342: 1,187 1,226 414 62,357 62,318 63,958 63,958: 384 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 397: 608 -173 -306 95 876 397 397: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.9 0.6 96.9 96.9 99.4 99.4: 0.6 0.6
Old : 100.0: 1.8 1.9 0.6 96.9 96.9 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 : 42: 4 4 4 30 29 35 36:
Old : 42: 4 4 4 30 29 35 36:
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 : 49.1 56.0 72.0 74.4 41.9 45.5 55.5 56.1
Old : 49.1 56.0 72.0 74.4 41.9 45.5 55.5 56.1
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 23, 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 : 530,899: 12,320 6,691 984 517,595 523,224 530,899 530,899: 0 0
Old : 530,899: 12,320 6,691 984 517,595 523,224 530,899 530,899: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 13,797: 4,800 1,946 0 9,645 12,499 14,445 14,445: -648 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.3 0.2 97.5 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 1.3 0.2 97.5 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 3 2 26 24 29 28:
Old : 35: 2 3 2 26 24 29 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 : 65.4 64.9 83.6 82.1 58.4 52.5 66.2 67.1
Old : 65.4 64.9 83.6 82.1 58.4 52.5 66.2 67.1
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 23, 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 : 1,610,022: 23,637 47,994 109,406 1,476,955 1,452,622 1,609,998 1,610,022: 24 0
Old : 1,610,022: 23,637 47,994 109,406 1,476,955 1,452,622 1,609,998 1,610,022: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 13,061: -5,467 -7,295 8,635 10,668 12,496 13,836 13,836: -775 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.0 6.8 91.7 90.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 3.0 6.8 91.7 90.2 100.0 100.0: 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 : 61: 7 6 7 38 37 49 46:
Old : 61: 7 6 7 38 37 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 45.8 62.5 68.7 33.5 43.6 48.2 54.6
Old : 43.4 45.8 62.5 68.7 33.5 43.6 48.2 54.6
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 23, 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 : 123,940: 1,153 3,113 2,232 120,394 118,580 123,779 123,925: 161 15
Old : 123,940: 1,153 3,113 2,232 120,394 118,580 123,779 123,925: 161 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 859: 472 881 -317 1,166 705 1,321 1,269: -462 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.5 1.8 97.1 95.7 99.9 100.0: 0.1 0.0
Old : 100.0: 0.9 2.5 1.8 97.1 95.7 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 : 54: 4 7 5 35 38 42 47:
Old : 54: 4 7 5 35 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 : 52.5 41.0 70.0 65.2 29.1 33.3 39.4 39.7
Old : 52.5 41.0 70.0 65.2 29.1 33.3 39.4 39.7
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 23, 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 : 472,598: 2,208 14,374 3,234 467,156 454,990 472,598 472,598: 0 0
Old : 472,598: 2,208 14,374 3,234 467,156 454,990 472,598 472,598: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,655: 0 7,055 -623 4,582 -2,473 3,959 3,959: -304 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.0 0.7 98.8 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 3.0 0.7 98.8 96.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 3 3 25 26 29 29:
Old : 35: 1 3 3 25 26 29 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 : 66.7 62.9 87.2 79.7 45.1 42.7 53.7 48.3
Old : 66.7 62.9 87.2 79.7 45.1 42.7 53.7 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011