NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, August 30, 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 : 4,387,312: 380,748 273,836 1,388,505 2,574,280 2,688,516 4,343,533 4,350,857: 43,779 36,455
Old : 4,387,312: 380,748 273,836 1,388,505 2,574,280 2,688,516 4,343,533 4,350,857: 43,779 36,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -217,998: 31,244 -30,923 -126,436 -116,880 -58,164 -212,072 -215,523: -5,926 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.2 31.6 58.7 61.3 99.0 99.2: 1.0 0.8
Old : 100.0: 8.7 6.2 31.6 58.7 61.3 99.0 99.2: 1.0 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 : 221: 39 32 64 138 136 206 205:
Old : 221: 39 32 64 138 136 206 205:
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 : 22.7 21.9 37.3 37.5 13.4 17.6 20.1 24.9
Old : 22.7 21.9 37.3 37.5 13.4 17.6 20.1 24.9
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 30, 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 : 349,883: 9,261 7,670 21,565 303,977 313,922 334,803 343,157: 15,080 6,726
Old : 349,883: 9,261 7,670 21,565 303,977 313,922 334,803 343,157: 15,080 6,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,349: -2,374 -2,666 1,730 1,100 1,581 456 645: 1,893 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.2 6.2 86.9 89.7 95.7 98.1: 4.3 1.9
Old : 100.0: 2.6 2.2 6.2 86.9 89.7 95.7 98.1: 4.3 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 : 61: 7 3 8 43 44 53 52:
Old : 61: 7 3 8 43 44 53 52:
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 47.1 51.0 62.5 27.4 39.7 39.6 46.1
Old : 34.5 47.1 51.0 62.5 27.4 39.7 39.6 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, August 30, 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 : 186,602: 12,020 450 2,608 167,031 180,670 181,659 183,728: 4,943 2,874
Old : 186,602: 12,020 450 2,608 167,031 180,670 181,659 183,728: 4,943 2,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 3,708: 3,088 0 -1,319 1,351 5,435 3,120 4,116: 588 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.2 1.4 89.5 96.8 97.4 98.5: 2.6 1.5
Old : 100.0: 6.4 0.2 1.4 89.5 96.8 97.4 98.5: 2.6 1.5
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 : 48: 4 1 3 40 37 44 41:
Old : 48: 4 1 3 40 37 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 : 49.5 47.3 64.0 65.6 42.6 45.8 54.9 60.5
Old : 49.5 47.3 64.0 65.6 42.6 45.8 54.9 60.5
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 30, 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 : 323,915: 4,491 29,195 5,313 309,964 284,324 319,768 318,832: 4,147 5,083
Old : 323,915: 4,491 29,195 5,313 309,964 284,324 319,768 318,832: 4,147 5,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 8,103: 2,400 5,043 -2,666 7,977 6,454 7,711 8,831: 392 -728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.0 1.6 95.7 87.8 98.7 98.4: 1.3 1.6
Old : 100.0: 1.4 9.0 1.6 95.7 87.8 98.7 98.4: 1.3 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 : 54: 1 6 3 42 41 45 48:
Old : 54: 1 6 3 42 41 45 48:
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 : 48.2 42.4 69.0 67.2 46.5 37.6 66.7 60.5
Old : 48.2 42.4 69.0 67.2 46.5 37.6 66.7 60.5
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 30, 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 : 617,772: 7,234 9,794 30,509 575,653 575,671 613,396 615,974: 4,376 1,798
Old : 617,772: 7,234 9,794 30,509 575,653 575,671 613,396 615,974: 4,376 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -17,004: 939 -11,516 7,153 -25,648 -13,539 -17,556 -17,902: 552 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.6 4.9 93.2 93.2 99.3 99.7: 0.7 0.3
Old : 100.0: 1.2 1.6 4.9 93.2 93.2 99.3 99.7: 0.7 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 : 72: 3 6 8 59 53 67 62:
Old : 72: 3 6 8 59 53 67 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 37.8 47.1 54.5 28.2 31.2 39.5 41.8
Old : 30.4 37.8 47.1 54.5 28.2 31.2 39.5 41.8
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 30, 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 : 218,203: 3,895 7,295 11,113 195,337 194,091 210,345 212,499: 7,858 5,704
Old : 218,203: 3,895 7,295 11,113 195,337 194,091 210,345 212,499: 7,858 5,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 11,133: -4,274 -4,650 7,265 8,528 9,081 11,519 11,696: -386 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.3 5.1 89.5 88.9 96.4 97.4: 3.6 2.6
Old : 100.0: 1.8 3.3 5.1 89.5 88.9 96.4 97.4: 3.6 2.6
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: 1 2 3 34 30 37 33:
Old : 42: 1 2 3 34 30 37 33:
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 : 48.0 59.0 61.9 75.8 44.3 56.1 55.5 69.0
Old : 48.0 59.0 61.9 75.8 44.3 56.1 55.5 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, August 30, 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 : 290,887: 7,971 19,330 33,067 241,882 232,511 282,920 284,908: 7,967 5,979
Old : 290,887: 7,971 19,330 33,067 241,882 232,511 282,920 284,908: 7,967 5,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -7,804: 2,813 8,043 -11,037 2,106 -5,060 -6,118 -8,054: -1,686 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.6 11.4 83.2 79.9 97.3 97.9: 2.7 2.1
Old : 100.0: 2.7 6.6 11.4 83.2 79.9 97.3 97.9: 2.7 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 : 62: 4 2 4 46 49 52 53:
Old : 62: 4 2 4 46 49 52 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 : 33.6 31.4 53.7 47.7 22.0 18.3 34.5 31.6
Old : 33.6 31.4 53.7 47.7 22.0 18.3 34.5 31.6
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 30, 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 : 167,986: 7,824 8,499 5,626 151,756 144,653 165,206 158,778: 2,780 9,208
Old : 167,986: 7,824 8,499 5,626 151,756 144,653 165,206 158,778: 2,780 9,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 3,396: 1,460 -1,564 314 1,190 3,455 2,964 2,205: 432 1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.1 3.3 90.3 86.1 98.3 94.5: 1.7 5.5
Old : 100.0: 4.7 5.1 3.3 90.3 86.1 98.3 94.5: 1.7 5.5
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 : 41: 2 1 2 27 38 29 41:
Old : 41: 2 1 2 27 38 29 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 : 62.6 28.9 78.6 48.7 56.0 26.9 68.8 45.0
Old : 62.6 28.9 78.6 48.7 56.0 26.9 68.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, August 30, 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 : 164,934: 38,338 756 16,916 108,332 146,456 163,586 164,128: 1,348 806
Old : 164,934: 38,338 756 16,916 108,332 146,456 163,586 164,128: 1,348 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 4,339: 2,650 -572 1,131 398 3,725 4,179 4,284: 160 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 0.5 10.3 65.7 88.8 99.2 99.5: 0.8 0.5
Old : 100.0: 23.2 0.5 10.3 65.7 88.8 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 20 2 14 54 53 75 68:
Old : 84: 20 2 14 54 53 75 68:
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 : 29.3 38.5 48.3 58.7 21.7 37.3 35.4 47.0
Old : 29.3 38.5 48.3 58.7 21.7 37.3 35.4 47.0
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 30, 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 : 64,294: 1,553 938 468 62,273 62,888 64,294 64,294: 0 0
Old : 64,294: 1,553 938 468 62,273 62,888 64,294 64,294: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -48: 366 -288 54 -84 570 336 336: -384 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.5 0.7 96.9 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 1.5 0.7 96.9 97.8 100.0 100.0: 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 : 42: 4 4 4 30 28 35 35:
Old : 42: 4 4 4 30 28 35 35:
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 58.2 73.1 76.2 42.8 47.4 56.8 57.3
Old : 49.1 58.2 73.1 76.2 42.8 47.4 56.8 57.3
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 30, 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 : 551,034: 16,085 7,971 3,929 531,020 539,134 551,034 551,034: 0 0
Old : 551,034: 16,085 7,971 3,929 531,020 539,134 551,034 551,034: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 20,135: 3,765 1,280 2,945 13,425 15,910 20,135 20,135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.4 0.7 96.4 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 1.4 0.7 96.4 97.8 100.0 100.0: 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 : 35: 3 2 3 27 24 31 28:
Old : 35: 3 2 3 27 24 31 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 : 64.8 64.2 82.0 81.3 58.2 52.7 65.9 65.8
Old : 64.8 64.2 82.0 81.3 58.2 52.7 65.9 65.8
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 30, 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 : 1,597,730: 26,774 41,676 101,565 1,469,367 1,454,489 1,597,706 1,597,730: 24 0
Old : 1,597,730: 26,774 41,676 101,565 1,469,367 1,454,489 1,597,706 1,597,730: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -12,292: 3,137 -6,318 -7,841 -7,588 1,867 -12,292 -12,292: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.6 6.4 92.0 91.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 2.6 6.4 92.0 91.0 100.0 100.0: 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 : 63: 8 6 7 39 38 50 48:
Old : 63: 8 6 7 39 38 50 48:
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 : 43.0 47.5 62.2 68.3 33.0 44.4 48.2 55.1
Old : 43.0 47.5 62.2 68.3 33.0 44.4 48.2 55.1
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 30, 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 : 129,497: 1,020 2,956 2,639 124,625 122,805 128,284 128,400: 1,213 1,097
Old : 129,497: 1,020 2,956 2,639 124,625 122,805 128,284 128,400: 1,213 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 5,557: -133 -157 407 4,231 4,225 4,505 4,475: 1,052 1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.3 2.0 96.2 94.8 99.1 99.2: 0.9 0.8
Old : 100.0: 0.8 2.3 2.0 96.2 94.8 99.1 99.2: 0.9 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 : 53: 5 5 6 33 39 41 47:
Old : 53: 5 5 6 33 39 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 : 51.8 40.8 68.6 65.0 29.8 33.9 39.2 39.4
Old : 51.8 40.8 68.6 65.0 29.8 33.9 39.2 39.4
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 30, 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 : 486,414: 4,768 19,248 1,280 480,366 465,886 486,414 486,414: 0 0
Old : 486,414: 4,768 19,248 1,280 480,366 465,886 486,414 486,414: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 13,816: 2,560 4,874 -1,954 13,210 10,896 13,816 13,816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.0 0.3 98.8 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 4.0 0.3 98.8 95.8 100.0 100.0: 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 : 36: 2 3 2 24 26 28 29:
Old : 36: 2 3 2 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 : 66.0 61.1 87.3 78.6 45.9 42.2 54.5 49.2
Old : 66.0 61.1 87.3 78.6 45.9 42.2 54.5 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011