NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, August 21, 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 : 4,702,064: 591,092 242,208 1,405,943 2,688,702 3,043,082 4,685,737 4,691,233: 16,327 10,831
Old : 4,702,064: 591,092 242,208 1,405,943 2,688,702 3,043,082 4,685,737 4,691,233: 16,327 10,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -73,293: -34,762 24,475 -59,269 21,858 -37,967 -72,173 -72,761: -1,120 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.2 29.9 57.2 64.7 99.7 99.8: 0.3 0.2
Old : 100.0: 12.6 5.2 29.9 57.2 64.7 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 : 218: 42 23 58 142 136 206 199:
Old : 218: 42 23 58 142 136 206 199:
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 : 22.6 22.3 37.5 36.5 16.5 18.3 24.4 26.8
Old : 22.6 22.3 37.5 36.5 16.5 18.3 24.4 26.8
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, August 21, 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 : 295,151: 3,168 14,508 5,226 272,600 273,055 280,994 292,789: 14,157 2,362
Old : 295,151: 3,168 14,508 5,226 272,600 273,055 280,994 292,789: 14,157 2,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 3,485: -1,258 1,451 2,019 1,751 184 2,512 3,654: 973 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.9 1.8 92.4 92.5 95.2 99.2: 4.8 0.8
Old : 100.0: 1.1 4.9 1.8 92.4 92.5 95.2 99.2: 4.8 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 : 54: 6 5 6 39 38 48 46:
Old : 54: 6 5 6 39 38 48 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 : 48.1 58.1 65.4 72.7 45.1 47.1 56.4 59.8
Old : 48.1 58.1 65.4 72.7 45.1 47.1 56.4 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, August 21, 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 : 157,052: 1,057 6,707 2,915 150,089 143,880 154,061 153,502: 2,991 3,550
Old : 157,052: 1,057 6,707 2,915 150,089 143,880 154,061 153,502: 2,991 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 7,312: 1,057 489 132 6,934 6,354 8,123 6,975: -811 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.3 1.9 95.6 91.6 98.1 97.7: 1.9 2.3
Old : 100.0: 0.7 4.3 1.9 95.6 91.6 98.1 97.7: 1.9 2.3
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 : 38: 1 3 2 30 33 33 36:
Old : 38: 1 3 2 30 33 33 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 : 64.1 39.1 80.6 56.2 53.5 35.8 61.0 46.8
Old : 64.1 39.1 80.6 56.2 53.5 35.8 61.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, August 21, 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 : 262,934: 2,010 7,380 3,323 251,884 244,784 257,217 255,487: 5,717 7,447
Old : 262,934: 2,010 7,380 3,323 251,884 244,784 257,217 255,487: 5,717 7,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 8,043: -1,392 601 1,473 6,583 7,981 6,664 10,055: 1,379 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.8 1.3 95.8 93.1 97.8 97.2: 2.2 2.8
Old : 100.0: 0.8 2.8 1.3 95.8 93.1 97.8 97.2: 2.2 2.8
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 : 44: 1 2 3 34 34 37 37:
Old : 44: 1 2 3 34 34 37 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 : 50.7 42.4 73.7 64.3 46.1 27.4 60.1 47.7
Old : 50.7 42.4 73.7 64.3 46.1 27.4 60.1 47.7
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 21, 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 : 739,292: 5,316 4,609 20,277 711,845 711,278 737,438 736,164: 1,854 3,128
Old : 739,292: 5,316 4,609 20,277 711,845 711,278 737,438 736,164: 1,854 3,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,171: -320 -374 704 698 872 1,082 1,202: 89 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.6 2.7 96.3 96.2 99.7 99.6: 0.3 0.4
Old : 100.0: 0.7 0.6 2.7 96.3 96.2 99.7 99.6: 0.3 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 : 68: 3 5 8 57 46 65 54:
Old : 68: 3 5 8 57 46 65 54:
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 : 37.3 40.6 55.0 60.4 22.8 35.6 38.0 47.1
Old : 37.3 40.6 55.0 60.4 22.8 35.6 38.0 47.1
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 21, 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 : 216,057: 2,720 0 1,608 206,545 210,780 210,873 212,388: 5,184 3,669
Old : 216,057: 2,720 0 1,608 206,545 210,780 210,873 212,388: 5,184 3,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,392: 396 -393 -196 1,497 1,981 1,697 1,392: -305 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.7 95.6 97.6 97.6 98.3: 2.4 1.7
Old : 100.0: 1.3 0.0 0.7 95.6 97.6 97.6 98.3: 2.4 1.7
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 : 46: 4 0 2 33 32 37 34:
Old : 46: 4 0 2 33 32 37 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 : 47.6 57.2 71.4 74.8 37.8 57.0 58.0 69.3
Old : 47.6 57.2 71.4 74.8 37.8 57.0 58.0 69.3
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 21, 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 : 284,639: 22,383 1,588 13,395 241,819 260,676 277,597 275,659: 7,042 8,980
Old : 284,639: 22,383 1,588 13,395 241,819 260,676 277,597 275,659: 7,042 8,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 5,187: -142 478 -4,583 8,508 9,168 3,783 5,063: 1,404 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.6 4.7 85.0 91.6 97.5 96.8: 2.5 3.2
Old : 100.0: 7.9 0.6 4.7 85.0 91.6 97.5 96.8: 2.5 3.2
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 : 54: 3 3 5 39 42 44 48:
Old : 54: 3 3 5 39 42 44 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 : 39.6 40.4 57.0 56.0 32.7 38.8 48.5 51.3
Old : 39.6 40.4 57.0 56.0 32.7 38.8 48.5 51.3
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 21, 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 : 141,903: 13,397 300 6,197 119,221 129,182 138,815 135,679: 3,088 6,224
Old : 141,903: 13,397 300 6,197 119,221 129,182 138,815 135,679: 3,088 6,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,009: -2,625 300 1,601 2,336 322 1,312 2,223: -303 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.2 4.4 84.0 91.0 97.8 95.6: 2.2 4.4
Old : 100.0: 9.4 0.2 4.4 84.0 91.0 97.8 95.6: 2.2 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 : 49: 7 1 4 35 33 42 38:
Old : 49: 7 1 4 35 33 42 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 : 50.2 46.1 65.3 65.6 42.7 43.1 53.5 51.9
Old : 50.2 46.1 65.3 65.6 42.7 43.1 53.5 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, August 21, 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 : 176,355: 22,254 1,021 25,773 126,869 148,920 174,896 175,714: 1,459 641
Old : 176,355: 22,254 1,021 25,773 126,869 148,920 174,896 175,714: 1,459 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 4,442: 4,986 107 -473 104 4,793 4,617 4,427: -175 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.6 14.6 71.9 84.4 99.2 99.6: 0.8 0.4
Old : 100.0: 12.6 0.6 14.6 71.9 84.4 99.2 99.6: 0.8 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 : 84: 13 7 15 56 54 75 71:
Old : 84: 13 7 15 56 54 75 71:
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 : 27.2 39.3 44.9 59.4 17.9 34.8 29.8 45.2
Old : 27.2 39.3 44.9 59.4 17.9 34.8 29.8 45.2
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, August 21, 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 : 62,612: 667 43 779 61,138 61,790 62,584 62,612: 28 0
Old : 62,612: 667 43 779 61,138 61,790 62,584 62,612: 28 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 794: 314 -129 57 399 866 770 794: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.1 1.2 97.6 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.1 1.2 97.6 98.7 100.0 100.0: 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 : 37: 4 1 2 30 27 35 29:
Old : 37: 4 1 2 30 27 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 44.1 77.8 67.9 47.1 37.4 60.7 54.6
Old : 57.2 44.1 77.8 67.9 47.1 37.4 60.7 54.6
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 21, 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 : 547,258: 3,171 978 4,536 539,551 541,744 547,258 547,258: 0 0
Old : 547,258: 3,171 978 4,536 539,551 541,744 547,258 547,258: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 4,045: -2,591 978 2,912 3,724 155 4,045 4,045: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 0.8 98.6 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.2 0.8 98.6 99.0 100.0 100.0: 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 : 35: 2 2 3 28 30 31 34:
Old : 35: 2 2 3 28 30 31 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 : 52.3 59.2 76.5 73.4 37.3 48.0 52.2 54.7
Old : 52.3 59.2 76.5 73.4 37.3 48.0 52.2 54.7
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 21, 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 : 1,599,610: 152,671 12,103 62,626 1,384,313 1,524,881 1,599,610 1,599,610: 0 0
Old : 1,599,610: 152,671 12,103 62,626 1,384,313 1,524,881 1,599,610 1,599,610: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 33,161: 14,976 -376 -2,842 21,027 36,379 33,161 33,161: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.8 3.9 86.5 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.5 0.8 3.9 86.5 95.3 100.0 100.0: 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 : 57: 7 2 8 40 42 49 50:
Old : 57: 7 2 8 40 42 49 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 : 38.1 55.4 58.1 71.0 31.8 48.8 49.2 58.5
Old : 38.1 55.4 58.1 71.0 31.8 48.8 49.2 58.5
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, August 21, 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 : 75,838: 75 1,046 3,194 72,543 71,566 75,812 75,806: 26 32
Old : 75,838: 75 1,046 3,194 72,543 71,566 75,812 75,806: 26 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -730: -447 597 653 -960 -2,002 -754 -752: 24 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.4 4.2 95.7 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 1.4 4.2 95.7 94.4 100.0 100.0: 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 : 45: 1 5 4 31 33 36 38:
Old : 45: 1 5 4 31 33 36 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 : 40.7 40.6 65.0 62.3 29.0 32.1 41.5 41.5
Old : 40.7 40.6 65.0 62.3 29.0 32.1 41.5 41.5
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 21, 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 : 506,738: 1,566 6,339 3,819 501,353 496,580 506,738 506,738: 0 0
Old : 506,738: 1,566 6,339 3,819 501,353 496,580 506,738 506,738: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 8,153: 688 -18 264 7,201 7,907 8,153 8,153: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.3 0.8 98.9 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 1.3 0.8 98.9 98.0 100.0 100.0: 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 : 35: 1 2 2 24 25 26 28:
Old : 35: 1 2 2 24 25 26 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 : 56.8 66.4 79.6 87.2 51.5 57.5 68.6 73.4
Old : 56.8 66.4 79.6 87.2 51.5 57.5 68.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012