NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,812,619: 795,744 211,544 1,236,791 2,760,089 3,348,280 4,792,624 4,796,615: 19,995 16,004
Old : 4,812,619: 795,744 211,544 1,236,791 2,760,089 3,348,280 4,792,624 4,796,615: 19,995 16,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -143,904: 25,563 -28,973 -56,620 -105,365 -55,319 -136,422 -140,912: -7,482 -2,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.4 25.7 57.4 69.6 99.6 99.7: 0.4 0.3
Old : 100.0: 16.5 4.4 25.7 57.4 69.6 99.6 99.7: 0.4 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 : 220: 37 28 54 145 135 206 195:
Old : 220: 37 28 54 145 135 206 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 20.6 38.7 33.7 16.6 17.6 26.0 25.8
Old : 23.4 20.6 38.7 33.7 16.6 17.6 26.0 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 322,514: 3,594 8,524 6,704 298,946 302,191 309,244 317,419: 13,270 5,095
Old : 322,514: 3,594 8,524 6,704 298,946 302,191 309,244 317,419: 13,270 5,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 6,125: 1,715 -980 -74 4,514 5,348 6,155 4,294: -30 1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.6 2.1 92.7 93.7 95.9 98.4: 4.1 1.6
Old : 100.0: 1.1 2.6 2.1 92.7 93.7 95.9 98.4: 4.1 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: 5 4 8 38 39 47 47:
Old : 53: 5 4 8 38 39 47 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 : 46.6 53.9 64.2 68.5 43.8 42.8 57.5 54.3
Old : 46.6 53.9 64.2 68.5 43.8 42.8 57.5 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 162,904: 436 6,769 3,460 153,924 147,749 157,820 157,978: 5,084 4,926
Old : 162,904: 436 6,769 3,460 153,924 147,749 157,820 157,978: 5,084 4,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,594: -39 180 -20 1,313 1,306 1,254 1,466: 1,340 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.2 2.1 94.5 90.7 96.9 97.0: 3.1 3.0
Old : 100.0: 0.3 4.2 2.1 94.5 90.7 96.9 97.0: 3.1 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 : 38: 1 1 2 30 34 32 37:
Old : 38: 1 1 2 30 34 32 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 : 61.9 38.4 79.0 56.9 55.6 36.5 64.7 50.1
Old : 61.9 38.4 79.0 56.9 55.6 36.5 64.7 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 280,697: 4,241 21,732 1,618 268,764 246,472 274,623 269,822: 6,074 10,875
Old : 280,697: 4,241 21,732 1,618 268,764 246,472 274,623 269,822: 6,074 10,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,101: 0 3,866 110 -3,419 -6,021 -3,309 -2,045: 1,208 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 7.7 0.6 95.7 87.8 97.8 96.1: 2.2 3.9
Old : 100.0: 1.5 7.7 0.6 95.7 87.8 97.8 96.1: 2.2 3.9
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 5 5 36 35 41 41:
Old : 50: 1 5 5 36 35 41 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 : 46.9 38.9 70.1 61.4 44.6 27.5 58.3 44.9
Old : 46.9 38.9 70.1 61.4 44.6 27.5 58.3 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 768,282: 2,407 11,061 28,640 734,663 723,343 765,710 763,044: 2,572 5,238
Old : 768,282: 2,407 11,061 28,640 734,663 723,343 765,710 763,044: 2,572 5,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 13,155: 1,925 -8,195 7,443 4,760 13,687 14,128 12,935: -973 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.4 3.7 95.6 94.2 99.7 99.3: 0.3 0.7
Old : 100.0: 0.3 1.4 3.7 95.6 94.2 99.7 99.3: 0.3 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 : 70: 3 6 7 59 48 67 56:
Old : 70: 3 6 7 59 48 67 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 : 37.1 37.5 55.1 57.0 24.5 32.9 38.6 42.3
Old : 37.1 37.5 55.1 57.0 24.5 32.9 38.6 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,882: 10,395 0 2,277 208,290 222,309 220,962 224,586: 6,920 3,296
Old : 227,882: 10,395 0 2,277 208,290 222,309 220,962 224,586: 6,920 3,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 3,293: -2,977 0 978 4,551 2,197 2,552 3,175: 741 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 1.0 91.4 97.6 97.0 98.6: 3.0 1.4
Old : 100.0: 4.6 0.0 1.0 91.4 97.6 97.0 98.6: 3.0 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 : 41: 2 0 2 30 28 32 30:
Old : 41: 2 0 2 30 28 32 30:
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 : 47.2 58.7 67.5 77.3 35.2 55.9 52.1 66.9
Old : 47.2 58.7 67.5 77.3 35.2 55.9 52.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 338,212: 12,261 2,561 34,948 283,443 287,694 330,652 325,203: 7,560 13,009
Old : 338,212: 12,261 2,561 34,948 283,443 287,694 330,652 325,203: 7,560 13,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,774: -66 -237 350 2,200 -879 2,484 -766: 290 3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.8 10.3 83.8 85.1 97.8 96.2: 2.2 3.8
Old : 100.0: 3.6 0.8 10.3 83.8 85.1 97.8 96.2: 2.2 3.8
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 : 57: 5 3 6 39 44 46 51:
Old : 57: 5 3 6 39 44 46 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 : 40.5 45.4 59.1 61.3 31.9 40.1 46.9 52.6
Old : 40.5 45.4 59.1 61.3 31.9 40.1 46.9 52.6
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 159,368: 12,022 3,275 5,262 139,016 145,097 156,300 153,634: 3,068 5,734
Old : 159,368: 12,022 3,275 5,262 139,016 145,097 156,300 153,634: 3,068 5,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 418: 480 1,286 -1,625 1,374 1,241 229 902: 189 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.1 3.3 87.2 91.0 98.1 96.4: 1.9 3.6
Old : 100.0: 7.5 2.1 3.3 87.2 91.0 98.1 96.4: 1.9 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 : 48: 4 2 2 37 31 42 34:
Old : 48: 4 2 2 37 31 42 34:
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 40.2 64.8 59.5 40.2 34.0 50.4 46.4
Old : 51.8 40.2 64.8 59.5 40.2 34.0 50.4 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 180,249: 19,653 1,775 23,682 134,982 153,528 178,317 178,985: 1,932 1,264
Old : 180,249: 19,653 1,775 23,682 134,982 153,528 178,317 178,985: 1,932 1,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 1,210: -2,844 -19 413 3,205 969 774 1,363: 436 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 1.0 13.1 74.9 85.2 98.9 99.3: 1.1 0.7
Old : 100.0: 10.9 1.0 13.1 74.9 85.2 98.9 99.3: 1.1 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 : 83: 17 4 13 57 54 78 69:
Old : 83: 17 4 13 57 54 78 69:
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 : 25.8 42.6 43.6 62.3 18.2 38.3 29.4 48.2
Old : 25.8 42.6 43.6 62.3 18.2 38.3 29.4 48.2
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,456: 216 0 200 65,014 65,256 65,430 65,456: 26 0
Old : 65,456: 216 0 200 65,014 65,256 65,430 65,456: 26 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -4,426: 36 -143 -38 -4,424 -4,245 -4,426 -4,426: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.3 99.3 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.3 99.3 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 0 1 31 28 36 29:
Old : 38: 5 0 1 31 28 36 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 : 52.7 48.1 75.2 72.8 41.7 38.4 55.7 55.1
Old : 52.7 48.1 75.2 72.8 41.7 38.4 55.7 55.1
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 566,976: 2,064 1,475 2,642 562,270 562,859 566,976 566,976: 0 0
Old : 566,976: 2,064 1,475 2,642 562,270 562,859 566,976 566,976: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -50,911: -1,056 528 -857 -48,679 -50,263 -50,592 -50,592: -319 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 0.5 99.2 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.3 0.5 99.2 99.3 100.0 100.0: 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 : 34: 2 2 1 26 28 29 30:
Old : 34: 2 2 1 26 28 29 30:
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 : 51.6 58.0 77.3 72.4 37.9 47.8 52.9 54.8
Old : 51.6 58.0 77.3 72.4 37.9 47.8 52.9 54.8
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,647,479: 103,140 29,637 84,082 1,460,257 1,533,760 1,647,479 1,647,479: 0 0
Old : 1,647,479: 103,140 29,637 84,082 1,460,257 1,533,760 1,647,479 1,647,479: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 14,651: 5,096 -4,653 17,984 -8,429 1,320 14,651 14,651: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.8 5.1 88.6 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 1.8 5.1 88.6 93.1 100.0 100.0: 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 : 59: 7 4 8 42 40 51 50:
Old : 59: 7 4 8 42 40 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 51.0 52.5 67.9 26.3 44.3 40.5 54.9
Old : 34.7 51.0 52.5 67.9 26.3 44.3 40.5 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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,493: 223 792 592 88,674 88,074 89,489 89,458: 4 35
Old : 89,493: 223 792 592 88,674 88,074 89,489 89,458: 4 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 117: -28 203 -176 471 91 267 118: -150 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.9 0.7 99.1 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.9 0.7 99.1 98.4 100.0 100.0: 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 : 48: 3 4 4 35 34 41 39:
Old : 48: 3 4 4 35 34 41 39:
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 : 41.9 38.4 65.1 62.2 28.8 30.9 40.7 41.6
Old : 41.9 38.4 65.1 62.2 28.8 30.9 40.7 41.6
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, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 594,478: 6,087 688 1,321 587,070 592,469 594,478 594,478: 0 0
Old : 594,478: 6,087 688 1,321 587,070 592,469 594,478 594,478: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 7,304: -960 0 0 8,264 7,304 7,304 7,304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.1 0.2 98.8 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.1 0.2 98.8 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 1 1 26 26 30 28:
Old : 39: 4 1 1 26 26 30 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 : 52.1 59.6 73.0 82.8 44.2 51.2 61.2 68.0
Old : 52.1 59.6 73.0 82.8 44.2 51.2 61.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012