NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, July 31, 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 : 4,794,808: 773,046 174,780 1,402,287 2,603,307 3,206,012 4,778,640 4,783,079: 16,168 11,729
Old : 4,794,808: 773,046 174,780 1,402,287 2,603,307 3,206,012 4,778,640 4,783,079: 16,168 11,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -288,629: -9,797 -16,404 -49,513 -227,365 -222,514 -286,675 -288,431: -1,954 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.6 29.2 54.3 66.9 99.7 99.8: 0.3 0.2
Old : 100.0: 16.1 3.6 29.2 54.3 66.9 99.7 99.8: 0.3 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: 49 22 59 141 135 209 198:
Old : 221: 49 22 59 141 135 209 198:
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 : 22.9 21.4 38.8 35.8 15.9 18.5 24.3 27.2
Old : 22.9 21.4 38.8 35.8 15.9 18.5 24.3 27.2
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 31, 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 : 322,386: 7,330 12,392 5,866 295,879 300,966 309,075 319,224: 13,311 3,162
Old : 322,386: 7,330 12,392 5,866 295,879 300,966 309,075 319,224: 13,311 3,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 4,480: 5,215 937 -882 -1,017 4,326 3,316 4,381: 1,164 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.8 1.8 91.8 93.4 95.9 99.0: 4.1 1.0
Old : 100.0: 2.3 3.8 1.8 91.8 93.4 95.9 99.0: 4.1 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 : 55: 6 4 8 38 40 47 49:
Old : 55: 6 4 8 38 40 47 49:
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 : 47.3 55.1 64.1 68.9 42.2 43.9 52.0 54.4
Old : 47.3 55.1 64.1 68.9 42.2 43.9 52.0 54.4
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 31, 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 : 166,198: 561 6,659 3,646 158,336 153,153 162,543 163,458: 3,655 2,740
Old : 166,198: 561 6,659 3,646 158,336 153,153 162,543 163,458: 3,655 2,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 2,798: 217 926 -252 1,630 1,988 1,595 2,662: 1,203 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.0 2.2 95.3 92.2 97.8 98.4: 2.2 1.6
Old : 100.0: 0.3 4.0 2.2 95.3 92.2 97.8 98.4: 2.2 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 : 39: 1 2 2 33 34 35 37:
Old : 39: 1 2 2 33 34 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 39.5 82.1 58.1 58.8 37.6 66.0 52.1
Old : 66.3 39.5 82.1 58.1 58.8 37.6 66.0 52.1
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 31, 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 : 270,371: 1,872 13,911 1,452 261,038 245,324 264,362 260,687: 6,009 9,684
Old : 270,371: 1,872 13,911 1,452 261,038 245,324 264,362 260,687: 6,009 9,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 3,768: 120 -975 -634 3,275 5,311 2,761 3,702: 1,007 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 5.1 0.5 96.5 90.7 97.8 96.4: 2.2 3.6
Old : 100.0: 0.7 5.1 0.5 96.5 90.7 97.8 96.4: 2.2 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: 1 3 4 37 34 41 38:
Old : 48: 1 3 4 37 34 41 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 : 46.4 40.3 70.4 62.7 43.4 26.6 58.4 46.4
Old : 46.4 40.3 70.4 62.7 43.4 26.6 58.4 46.4
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 31, 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 : 748,424: 2,982 5,523 19,780 723,029 718,075 745,791 743,378: 2,633 5,046
Old : 748,424: 2,982 5,523 19,780 723,029 718,075 745,791 743,378: 2,633 5,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -7,883: -598 77 -1,229 -6,622 -7,920 -8,449 -9,072: 566 1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.7 2.6 96.6 95.9 99.6 99.3: 0.4 0.7
Old : 100.0: 0.4 0.7 2.6 96.6 95.9 99.6 99.3: 0.4 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 : 67: 4 3 5 58 48 63 55:
Old : 67: 4 3 5 58 48 63 55:
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 39.4 56.0 58.2 22.9 35.3 38.4 46.9
Old : 37.7 39.4 56.0 58.2 22.9 35.3 38.4 46.9
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 31, 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 : 214,723: 6,865 0 1,097 198,852 209,444 206,814 210,541: 7,909 4,182
Old : 214,723: 6,865 0 1,097 198,852 209,444 206,814 210,541: 7,909 4,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 987: -1,123 0 -614 1,967 506 230 -108: 757 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.5 92.6 97.5 96.3 98.1: 3.7 1.9
Old : 100.0: 3.2 0.0 0.5 92.6 97.5 96.3 98.1: 3.7 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 : 44: 3 0 2 31 32 34 34:
Old : 44: 3 0 2 31 32 34 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 : 46.2 58.9 69.6 76.4 34.6 56.8 54.1 68.6
Old : 46.2 58.9 69.6 76.4 34.6 56.8 54.1 68.6
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 31, 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 : 306,950: 22,529 1,080 18,614 259,787 278,822 300,930 298,516: 6,020 8,434
Old : 306,950: 22,529 1,080 18,614 259,787 278,822 300,930 298,516: 6,020 8,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -3,079: 5,608 -150 -6,495 -2,848 2,602 -3,735 -4,043: 656 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.4 6.1 84.6 90.8 98.0 97.3: 2.0 2.7
Old : 100.0: 7.3 0.4 6.1 84.6 90.8 98.0 97.3: 2.0 2.7
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 : 56: 4 2 6 40 43 46 49:
Old : 56: 4 2 6 40 43 46 49:
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 : 40.8 39.8 58.9 56.3 33.6 37.6 50.4 50.0
Old : 40.8 39.8 58.9 56.3 33.6 37.6 50.4 50.0
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 31, 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 : 148,745: 9,630 0 5,675 131,386 138,760 146,691 144,435: 2,054 4,310
Old : 148,745: 9,630 0 5,675 131,386 138,760 146,691 144,435: 2,054 4,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 1,796: 289 -890 50 1,455 2,449 1,794 1,609: 2 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 3.8 88.3 93.3 98.6 97.1: 1.4 2.9
Old : 100.0: 6.5 0.0 3.8 88.3 93.3 98.6 97.1: 1.4 2.9
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 : 51: 6 0 3 40 35 46 38:
Old : 51: 6 0 3 40 35 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 : 51.9 44.0 64.0 61.8 43.6 40.2 53.4 50.6
Old : 51.9 44.0 64.0 61.8 43.6 40.2 53.4 50.6
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 31, 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 : 175,053: 16,183 1,082 26,011 130,242 147,265 172,436 174,358: 2,617 695
Old : 175,053: 16,183 1,082 26,011 130,242 147,265 172,436 174,358: 2,617 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -1,982: -1,581 24 847 -1,848 -3,143 -2,582 -2,272: 600 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.6 14.9 74.4 84.1 98.5 99.6: 1.5 0.4
Old : 100.0: 9.2 0.6 14.9 74.4 84.1 98.5 99.6: 1.5 0.4
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 : 80: 15 6 11 50 53 69 67:
Old : 80: 15 6 11 50 53 69 67:
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 : 24.9 43.2 43.7 62.7 18.7 37.8 29.6 47.6
Old : 24.9 43.2 43.7 62.7 18.7 37.8 29.6 47.6
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 31, 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 : 66,178: 247 424 289 65,562 65,411 66,098 66,124: 80 54
Old : 66,178: 247 424 289 65,562 65,411 66,098 66,124: 80 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -221: -29 301 57 -249 -579 -221 -221: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 0.4 99.1 98.8 99.9 99.9: 0.1 0.1
Old : 100.0: 0.4 0.6 0.4 99.1 98.8 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 2 3 32 28 39 31:
Old : 41: 5 2 3 32 28 39 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 : 54.1 47.1 76.5 70.9 42.9 40.1 56.8 53.5
Old : 54.1 47.1 76.5 70.9 42.9 40.1 56.8 53.5
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 31, 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 : 582,143: 6,351 0 648 575,144 581,495 582,143 582,143: 0 0
Old : 582,143: 6,351 0 648 575,144 581,495 582,143 582,143: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 3,244: 1,330 0 0 1,914 3,244 3,244 3,244: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.1 98.8 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.0 0.1 98.8 99.9 100.0 100.0: 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: 4 0 2 27 29 31 31:
Old : 35: 4 0 2 27 29 31 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 : 50.5 56.7 77.6 71.0 36.5 46.1 53.1 53.4
Old : 50.5 56.7 77.6 71.0 36.5 46.1 53.1 53.4
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 31, 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 : 1,623,844: 161,216 30,245 66,347 1,396,281 1,527,252 1,623,844 1,623,844: 0 0
Old : 1,623,844: 161,216 30,245 66,347 1,396,281 1,527,252 1,623,844 1,623,844: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 12,664: 11,053 -3,198 -1,617 3,228 17,479 12,664 12,664: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.9 4.1 86.0 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 9.9 1.9 4.1 86.0 94.1 100.0 100.0: 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 : 57: 6 3 8 41 41 50 49:
Old : 57: 6 3 8 41 41 50 49:
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 : 37.2 53.8 55.9 69.7 29.5 48.4 46.5 57.5
Old : 37.2 53.8 55.9 69.7 29.5 48.4 46.5 57.5
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 31, 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 : 82,771: 287 755 1,047 81,283 80,806 82,617 82,608: 154 163
Old : 82,771: 287 755 1,047 81,283 80,806 82,617 82,608: 154 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -515: -52 358 253 -868 -1,278 -667 -667: 152 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.9 1.3 98.2 97.6 99.8 99.8: 0.2 0.2
Old : 100.0: 0.3 0.9 1.3 98.2 97.6 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: 3 4 5 33 34 39 40:
Old : 47: 3 4 5 33 34 39 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 : 43.9 40.6 65.9 61.6 28.2 31.8 41.1 40.8
Old : 43.9 40.6 65.9 61.6 28.2 31.8 41.1 40.8
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 31, 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 : 548,316: 2,878 5,149 3,275 542,163 539,892 548,316 548,316: 0 0
Old : 548,316: 2,878 5,149 3,275 542,163 539,892 548,316 548,316: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 262: -672 2,510 0 934 -2,248 262 262: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.9 0.6 98.9 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.9 0.6 98.9 98.5 100.0 100.0: 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 : 38: 3 3 2 24 22 28 26:
Old : 38: 3 3 2 24 22 28 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 : 54.9 63.3 76.3 85.6 47.8 53.9 65.5 72.4
Old : 54.9 63.3 76.3 85.6 47.8 53.9 65.5 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012