NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, August 28, 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 : 4,694,139: 589,595 277,538 1,371,499 2,714,720 3,034,288 4,675,814 4,683,325: 18,325 10,814
Old : 4,694,139: 589,595 277,538 1,371,499 2,714,720 3,034,288 4,675,814 4,683,325: 18,325 10,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -7,925: -1,497 35,330 -34,444 26,018 -8,794 -9,923 -7,908: 1,998 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.9 29.2 57.8 64.6 99.6 99.8: 0.4 0.2
Old : 100.0: 12.6 5.9 29.2 57.8 64.6 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 : 225: 43 29 61 141 137 210 202:
Old : 225: 43 29 61 141 137 210 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 21.9 36.9 36.5 17.4 17.7 25.4 26.4
Old : 22.7 21.9 36.9 36.5 17.4 17.7 25.4 26.4
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 28, 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 : 293,354: 5,109 16,699 4,165 270,366 270,125 279,640 290,989: 13,714 2,365
Old : 293,354: 5,109 16,699 4,165 270,366 270,125 279,640 290,989: 13,714 2,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,797: 1,941 2,191 -1,061 -2,234 -2,930 -1,354 -1,800: -443 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.7 1.4 92.2 92.1 95.3 99.2: 4.7 0.8
Old : 100.0: 1.7 5.7 1.4 92.2 92.1 95.3 99.2: 4.7 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 5 38 38 46 46:
Old : 54: 6 5 5 38 38 46 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 : 47.2 56.6 64.0 71.7 44.6 46.1 56.3 58.6
Old : 47.2 56.6 64.0 71.7 44.6 46.1 56.3 58.6
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 28, 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 : 155,641: 906 4,773 2,743 148,205 143,673 151,854 151,189: 3,787 4,452
Old : 155,641: 906 4,773 2,743 148,205 143,673 151,854 151,189: 3,787 4,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,411: -151 -1,934 -172 -1,884 -207 -2,207 -2,313: 796 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.1 1.8 95.2 92.3 97.6 97.1: 2.4 2.9
Old : 100.0: 0.6 3.1 1.8 95.2 92.3 97.6 97.1: 2.4 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 : 38: 1 4 1 31 32 33 36:
Old : 38: 1 4 1 31 32 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 : 63.9 39.1 80.4 56.9 51.2 34.2 59.1 43.7
Old : 63.9 39.1 80.4 56.9 51.2 34.2 59.1 43.7
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 28, 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 : 269,987: 1,650 8,701 2,214 260,192 251,379 264,056 262,294: 5,931 7,693
Old : 269,987: 1,650 8,701 2,214 260,192 251,379 264,056 262,294: 5,931 7,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 7,053: -360 1,321 -1,109 8,308 6,595 6,839 6,807: 214 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.2 0.8 96.4 93.1 97.8 97.2: 2.2 2.8
Old : 100.0: 0.6 3.2 0.8 96.4 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 : 46: 1 1 2 38 37 40 39:
Old : 46: 1 1 2 38 37 40 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 : 50.1 43.2 73.4 64.6 45.5 27.3 59.7 46.4
Old : 50.1 43.2 73.4 64.6 45.5 27.3 59.7 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, August 28, 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 : 744,141: 6,232 4,278 20,425 715,324 716,285 741,981 740,988: 2,160 3,153
Old : 744,141: 6,232 4,278 20,425 715,324 716,285 741,981 740,988: 2,160 3,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,849: 916 -331 148 3,479 5,007 4,543 4,824: 306 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.6 2.7 96.1 96.3 99.7 99.6: 0.3 0.4
Old : 100.0: 0.8 0.6 2.7 96.1 96.3 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 : 69: 5 3 8 58 47 66 55:
Old : 69: 5 3 8 58 47 66 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 : 37.0 40.7 54.8 60.7 22.1 35.5 37.4 46.8
Old : 37.0 40.7 54.8 60.7 22.1 35.5 37.4 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, August 28, 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 : 218,700: 3,513 0 1,015 207,903 213,763 212,431 214,778: 6,269 3,922
Old : 218,700: 3,513 0 1,015 207,903 213,763 212,431 214,778: 6,269 3,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 2,643: 793 0 -593 1,358 2,983 1,558 2,390: 1,085 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.5 95.1 97.7 97.1 98.2: 2.9 1.8
Old : 100.0: 1.6 0.0 0.5 95.1 97.7 97.1 98.2: 2.9 1.8
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 : 43: 3 0 1 31 32 34 33:
Old : 43: 3 0 1 31 32 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 56.6 72.2 74.0 38.1 56.5 57.9 68.7
Old : 49.2 56.6 72.2 74.0 38.1 56.5 57.9 68.7
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 28, 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 : 293,777: 20,901 1,547 13,213 252,812 275,006 286,926 289,766: 6,851 4,011
Old : 293,777: 20,901 1,547 13,213 252,812 275,006 286,926 289,766: 6,851 4,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 9,138: -1,482 -41 -182 10,993 14,330 9,329 14,107: -191 -4,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.5 4.5 86.1 93.6 97.7 98.6: 2.3 1.4
Old : 100.0: 7.1 0.5 4.5 86.1 93.6 97.7 98.6: 2.3 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 : 56: 4 2 5 42 43 47 49:
Old : 56: 4 2 5 42 43 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 : 37.5 41.2 55.8 56.7 30.1 39.9 48.0 52.8
Old : 37.5 41.2 55.8 56.7 30.1 39.9 48.0 52.8
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 28, 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 : 147,283: 10,699 480 8,448 124,554 131,823 143,701 140,751: 3,582 6,532
Old : 147,283: 10,699 480 8,448 124,554 131,823 143,701 140,751: 3,582 6,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 5,380: -2,698 180 2,251 5,333 2,641 4,886 5,072: 494 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.3 5.7 84.6 89.5 97.6 95.6: 2.4 4.4
Old : 100.0: 7.3 0.3 5.7 84.6 89.5 97.6 95.6: 2.4 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 : 51: 6 1 3 39 35 45 39:
Old : 51: 6 1 3 39 35 45 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 : 52.5 45.1 66.3 66.1 45.9 41.9 55.8 54.0
Old : 52.5 45.1 66.3 66.1 45.9 41.9 55.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, August 28, 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 : 182,525: 21,627 1,704 26,701 132,631 153,584 180,959 181,989: 1,566 536
Old : 182,525: 21,627 1,704 26,701 132,631 153,584 180,959 181,989: 1,566 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 6,170: -627 683 928 5,762 4,664 6,063 6,275: 107 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.9 14.6 72.7 84.1 99.1 99.7: 0.9 0.3
Old : 100.0: 11.8 0.9 14.6 72.7 84.1 99.1 99.7: 0.9 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 : 83: 12 8 14 55 55 72 72:
Old : 83: 12 8 14 55 55 72 72:
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 : 27.1 38.4 45.2 59.2 18.3 33.8 29.9 43.2
Old : 27.1 38.4 45.2 59.2 18.3 33.8 29.9 43.2
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 28, 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 : 63,244: 563 42 908 61,745 62,270 63,216 63,220: 28 24
Old : 63,244: 563 42 908 61,745 62,270 63,216 63,220: 28 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 632: -104 -1 129 607 480 632 608: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.1 1.4 97.6 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.1 1.4 97.6 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: 5 1 2 30 27 36 29:
Old : 38: 5 1 2 30 27 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 : 56.0 44.3 77.3 68.7 47.0 36.8 59.7 53.8
Old : 56.0 44.3 77.3 68.7 47.0 36.8 59.7 53.8
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 28, 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 : 556,463: 3,537 1,955 3,257 549,669 551,251 556,463 556,463: 0 0
Old : 556,463: 3,537 1,955 3,257 549,669 551,251 556,463 556,463: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 9,205: 366 977 -1,279 10,118 9,507 9,205 9,205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 0.6 98.8 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.4 0.6 98.8 99.1 100.0 100.0: 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 : 35: 2 2 3 27 30 30 34:
Old : 35: 2 2 3 27 30 30 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 : 50.5 58.1 75.8 73.1 36.3 48.7 51.8 55.2
Old : 50.5 58.1 75.8 73.1 36.3 48.7 51.8 55.2
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 28, 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 : 1,660,860: 162,432 9,335 72,506 1,425,922 1,579,019 1,660,860 1,660,860: 0 0
Old : 1,660,860: 162,432 9,335 72,506 1,425,922 1,579,019 1,660,860 1,660,860: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 61,250: 9,761 -2,768 9,880 41,609 54,138 61,250 61,250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.6 4.4 85.9 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 9.8 0.6 4.4 85.9 95.1 100.0 100.0: 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: 6 3 8 40 44 49 52:
Old : 59: 6 3 8 40 44 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 53.9 57.5 68.7 31.3 47.7 48.1 58.2
Old : 36.8 53.9 57.5 68.7 31.3 47.7 48.1 58.2
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 28, 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 : 76,523: 75 1,202 2,968 73,478 72,321 76,521 76,491: 2 32
Old : 76,523: 75 1,202 2,968 73,478 72,321 76,521 76,491: 2 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 685: 0 156 -226 935 755 709 685: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.6 3.9 96.0 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 1.6 3.9 96.0 94.5 100.0 100.0: 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 : 46: 1 4 3 33 33 37 37:
Old : 46: 1 4 3 33 33 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 : 40.5 40.3 64.3 63.0 29.6 30.7 42.5 41.7
Old : 40.5 40.3 64.3 63.0 29.6 30.7 42.5 41.7
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 28, 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 : 521,087: 5,114 624 7,967 508,006 512,496 521,087 521,087: 0 0
Old : 521,087: 5,114 624 7,967 508,006 512,496 521,087 521,087: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 14,349: 3,548 -5,715 4,148 6,653 15,916 14,349 14,349: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.1 1.5 97.5 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.1 1.5 97.5 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 : 36: 2 1 2 24 25 26 28:
Old : 36: 2 1 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 : 56.6 65.6 78.1 86.9 50.8 57.0 66.5 73.0
Old : 56.6 65.6 78.1 86.9 50.8 57.0 66.5 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012