NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, July 17, 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 : 4,889,111: 743,567 208,301 1,317,461 2,810,480 3,352,294 4,871,508 4,878,056: 17,603 11,055
Old : 4,889,111: 743,567 208,301 1,317,461 2,810,480 3,352,294 4,871,508 4,878,056: 17,603 11,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -20,449: -22,707 -5,819 20,979 -15,722 -30,226 -17,450 -15,066: -2,999 -5,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 4.3 26.9 57.5 68.6 99.6 99.8: 0.4 0.2
Old : 100.0: 15.2 4.3 26.9 57.5 68.6 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 40 26 59 146 137 211 198:
Old : 221: 40 26 59 146 137 211 198:
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 : 22.2 21.5 37.6 34.8 15.4 17.8 24.3 26.3
Old : 22.2 21.5 37.6 34.8 15.4 17.8 24.3 26.3
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 17, 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 : 320,589: 1,458 12,755 5,002 300,745 299,520 307,205 317,277: 13,384 3,312
Old : 320,589: 1,458 12,755 5,002 300,745 299,520 307,205 317,277: 13,384 3,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 12,296: -1,700 1,218 342 12,927 10,328 11,569 11,888: 727 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.0 1.6 93.8 93.4 95.8 99.0: 4.2 1.0
Old : 100.0: 0.5 4.0 1.6 93.8 93.4 95.8 99.0: 4.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 5 7 37 39 45 46:
Old : 52: 3 5 7 37 39 45 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 : 46.9 53.2 66.3 68.1 44.3 41.8 56.7 53.4
Old : 46.9 53.2 66.3 68.1 44.3 41.8 56.7 53.4
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 17, 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 : 162,551: 675 6,483 3,297 155,928 149,754 159,900 159,534: 2,651 3,017
Old : 162,551: 675 6,483 3,297 155,928 149,754 159,900 159,534: 2,651 3,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 8,694: 188 -911 228 8,445 9,128 8,861 8,445: -167 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.0 2.0 95.9 92.1 98.4 98.1: 1.6 1.9
Old : 100.0: 0.4 4.0 2.0 95.9 92.1 98.4 98.1: 1.6 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 : 39: 1 3 2 33 33 35 37:
Old : 39: 1 3 2 33 33 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 37.7 82.1 57.9 59.2 35.9 66.3 51.8
Old : 66.3 37.7 82.1 57.9 59.2 35.9 66.3 51.8
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, July 17, 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 : 261,706: 2,062 13,822 1,157 253,156 235,338 256,375 250,317: 5,331 11,389
Old : 261,706: 2,062 13,822 1,157 253,156 235,338 256,375 250,317: 5,331 11,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,505: -1,598 277 -319 5,847 2,476 3,930 2,434: 575 2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.3 0.4 96.7 89.9 98.0 95.6: 2.0 4.4
Old : 100.0: 0.8 5.3 0.4 96.7 89.9 98.0 95.6: 2.0 4.4
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 : 46: 1 3 3 34 33 38 36:
Old : 46: 1 3 3 34 33 38 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 : 47.6 41.1 71.0 63.0 44.3 29.3 59.8 47.4
Old : 47.6 41.1 71.0 63.0 44.3 29.3 59.8 47.4
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 17, 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 : 753,706: 2,068 9,620 29,912 719,400 710,142 751,380 749,674: 2,326 4,032
Old : 753,706: 2,068 9,620 29,912 719,400 710,142 751,380 749,674: 2,326 4,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 10,901: 268 469 10 11,149 10,269 11,427 10,748: -526 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.3 4.0 95.4 94.2 99.7 99.5: 0.3 0.5
Old : 100.0: 0.3 1.3 4.0 95.4 94.2 99.7 99.5: 0.3 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 : 70: 4 4 7 59 50 66 58:
Old : 70: 4 4 7 59 50 66 58:
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 : 38.5 37.2 57.0 57.6 23.4 32.1 37.3 41.9
Old : 38.5 37.2 57.0 57.6 23.4 32.1 37.3 41.9
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 17, 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 : 214,309: 8,238 0 2,076 196,416 209,238 206,730 211,314: 7,579 2,995
Old : 214,309: 8,238 0 2,076 196,416 209,238 206,730 211,314: 7,579 2,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 519: -1,373 0 -182 2,205 673 650 491: -131 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 1.0 91.7 97.6 96.5 98.6: 3.5 1.4
Old : 100.0: 3.8 0.0 1.0 91.7 97.6 96.5 98.6: 3.5 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: 3 0 2 29 29 32 31:
Old : 41: 3 0 2 29 29 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 59.7 69.4 77.3 36.1 56.6 53.4 68.2
Old : 48.2 59.7 69.4 77.3 36.1 56.6 53.4 68.2
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, July 17, 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 : 315,564: 16,416 2,243 27,171 266,080 277,845 309,667 307,259: 5,897 8,305
Old : 315,564: 16,416 2,243 27,171 266,080 277,845 309,667 307,259: 5,897 8,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 589: 5,212 80 -6,442 2,272 7,072 1,042 710: -453 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.7 8.6 84.3 88.0 98.1 97.4: 1.9 2.6
Old : 100.0: 5.2 0.7 8.6 84.3 88.0 98.1 97.4: 1.9 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 : 57: 4 3 6 41 44 47 51:
Old : 57: 4 3 6 41 44 47 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 : 41.1 44.9 58.5 61.1 31.8 40.4 47.3 52.4
Old : 41.1 44.9 58.5 61.1 31.8 40.4 47.3 52.4
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, July 17, 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 : 147,156: 10,184 902 4,931 129,927 135,923 145,042 141,756: 2,114 5,400
Old : 147,156: 10,184 902 4,931 129,927 135,923 145,042 141,756: 2,114 5,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,229: 63 73 743 4,254 3,261 5,060 4,077: -831 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.6 3.4 88.3 92.4 98.6 96.3: 1.4 3.7
Old : 100.0: 6.9 0.6 3.4 88.3 92.4 98.6 96.3: 1.4 3.7
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 : 51: 6 2 4 39 33 46 38:
Old : 51: 6 2 4 39 33 46 38:
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 : 51.7 42.8 63.7 61.1 42.8 38.6 52.7 49.4
Old : 51.7 42.8 63.7 61.1 42.8 38.6 52.7 49.4
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 17, 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 : 174,366: 17,186 1,376 24,149 130,912 148,016 172,247 173,541: 2,119 825
Old : 174,366: 17,186 1,376 24,149 130,912 148,016 172,247 173,541: 2,119 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 777: -2,036 4 2,168 756 -1,410 888 762: -111 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.8 13.8 75.1 84.9 98.8 99.5: 1.2 0.5
Old : 100.0: 9.9 0.8 13.8 75.1 84.9 98.8 99.5: 1.2 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 : 74: 12 4 11 52 51 67 64:
Old : 74: 12 4 11 52 51 67 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 : 26.0 44.0 45.2 63.5 20.3 39.6 31.8 48.7
Old : 26.0 44.0 45.2 63.5 20.3 39.6 31.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, July 17, 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 : 65,857: 151 144 260 65,342 65,399 65,753 65,803: 104 54
Old : 65,857: 151 144 260 65,342 65,399 65,753 65,803: 104 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 1,066: 0 52 76 990 962 1,066 1,090: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 0.4 99.2 99.3 99.8 99.9: 0.2 0.1
Old : 100.0: 0.2 0.2 0.4 99.2 99.3 99.8 99.9: 0.2 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 : 39: 4 2 3 31 27 37 30:
Old : 39: 4 2 3 31 27 37 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 : 53.4 46.5 75.9 71.7 42.7 40.7 57.5 55.3
Old : 53.4 46.5 75.9 71.7 42.7 40.7 57.5 55.3
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, July 17, 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 : 567,151: 4,071 640 2,222 560,858 564,289 567,151 567,151: 0 0
Old : 567,151: 4,071 640 2,222 560,858 564,289 567,151 567,151: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -3,142: 2,007 -835 -420 -4,729 -1,887 -3,142 -3,142: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 0.4 98.9 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.1 0.4 98.9 99.5 100.0 100.0: 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: 3 1 1 28 28 31 30:
Old : 34: 3 1 1 28 28 31 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 : 51.2 57.6 77.4 71.4 37.5 46.9 52.8 53.6
Old : 51.2 57.6 77.4 71.4 37.5 46.9 52.8 53.6
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 17, 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 : 1,619,602: 127,286 34,676 70,004 1,422,312 1,514,922 1,619,602 1,619,602: 0 0
Old : 1,619,602: 127,286 34,676 70,004 1,422,312 1,514,922 1,619,602 1,619,602: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 12,371: 11,747 -4,947 2,775 -2,151 14,543 12,371 12,371: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.1 4.3 87.8 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 2.1 4.3 87.8 93.5 100.0 100.0: 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 : 56: 6 3 8 41 39 50 47:
Old : 56: 6 3 8 41 39 50 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 : 37.1 53.3 54.9 70.0 29.3 47.6 45.0 58.4
Old : 37.1 53.3 54.9 70.0 29.3 47.6 45.0 58.4
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 17, 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 : 82,827: 25 430 714 81,914 81,476 82,653 82,620: 174 207
Old : 82,827: 25 430 714 81,914 81,476 82,653 82,620: 174 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -391: -70 -299 143 -482 -277 -409 -433: 18 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.9 98.9 98.4 99.8 99.8: 0.2 0.2
Old : 100.0: 0.0 0.5 0.9 98.9 98.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 6 4 33 35 38 41:
Old : 47: 1 6 4 33 35 38 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 : 42.1 39.1 65.0 61.7 26.3 29.9 39.3 39.9
Old : 42.1 39.1 65.0 61.7 26.3 29.9 39.3 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Commitments of Traders - Futures Only, July 17, 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 : 547,075: 3,903 688 2,298 540,874 544,089 547,075 547,075: 0 0
Old : 547,075: 3,903 688 2,298 540,874 544,089 547,075 547,075: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,682: -24 0 977 3,729 3,705 4,682 4,682: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 0.4 98.9 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.1 0.4 98.9 99.5 100.0 100.0: 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 : 37: 4 1 1 25 24 29 26:
Old : 37: 4 1 1 25 24 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 62.7 76.3 84.6 47.3 52.9 64.1 70.7
Old : 54.7 62.7 76.3 84.6 47.3 52.9 64.1 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012