NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,505,478: 521,008 287,367 1,373,193 2,575,168 2,824,621 4,469,369 4,485,181: 36,109 20,297
Old : 4,505,478: 521,008 287,367 1,373,193 2,575,168 2,824,621 4,469,369 4,485,181: 36,109 20,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -205,858: -28,018 40,020 -101,114 -72,465 -137,588 -201,597 -198,682: -4,261 -7,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.4 30.5 57.2 62.7 99.2 99.5: 0.8 0.5
Old : 100.0: 11.6 6.4 30.5 57.2 62.7 99.2 99.5: 0.8 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 : 226: 39 37 68 139 139 210 212:
Old : 226: 39 37 68 139 139 210 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 22.4 37.8 37.2 15.0 19.0 21.7 26.7
Old : 23.9 22.4 37.8 37.2 15.0 19.0 21.7 26.7
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 366,299: 12,107 15,079 21,652 318,265 325,365 352,024 362,096: 14,275 4,203
Old : 366,299: 12,107 15,079 21,652 318,265 325,365 352,024 362,096: 14,275 4,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -4,010: -2,591 -1,750 -1,143 802 -276 -2,932 -3,169: -1,078 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.1 5.9 86.9 88.8 96.1 98.9: 3.9 1.1
Old : 100.0: 3.3 4.1 5.9 86.9 88.8 96.1 98.9: 3.9 1.1
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 : 64: 8 6 12 43 44 56 57:
Old : 64: 8 6 12 43 44 56 57:
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 : 35.3 41.9 52.5 59.4 27.7 34.0 37.6 41.8
Old : 35.3 41.9 52.5 59.4 27.7 34.0 37.6 41.8
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 195,479: 10,692 3,936 3,857 175,950 184,224 190,499 192,017: 4,980 3,462
Old : 195,479: 10,692 3,936 3,857 175,950 184,224 190,499 192,017: 4,980 3,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 3,045: -1,002 -366 -645 3,803 4,081 2,156 3,070: 889 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.0 2.0 90.0 94.2 97.5 98.2: 2.5 1.8
Old : 100.0: 5.5 2.0 2.0 90.0 94.2 97.5 98.2: 2.5 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 : 51: 5 2 4 41 40 47 45:
Old : 51: 5 2 4 41 40 47 45:
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 : 42.6 42.2 56.9 62.7 35.9 37.4 45.8 51.2
Old : 42.6 42.2 56.9 62.7 35.9 37.4 45.8 51.2
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 317,421: 0 20,787 10,121 304,361 279,569 314,482 310,477: 2,939 6,944
Old : 317,421: 0 20,787 10,121 304,361 279,569 314,482 310,477: 2,939 6,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -4,089: 0 -2,451 590 -5,290 -3,238 -4,700 -5,099: 611 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 3.2 95.9 88.1 99.1 97.8: 0.9 2.2
Old : 100.0: 0.0 6.5 3.2 95.9 88.1 99.1 97.8: 0.9 2.2
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 : 53: 0 8 4 40 36 44 44:
Old : 53: 0 8 4 40 36 44 44:
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 : 47.1 43.2 65.1 65.8 44.9 37.4 62.5 57.9
Old : 47.1 43.2 65.1 65.8 44.9 37.4 62.5 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 699,756: 1,707 34,901 29,487 666,159 633,345 697,353 697,733: 2,403 2,023
Old : 699,756: 1,707 34,901 29,487 666,159 633,345 697,353 697,733: 2,403 2,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 23,888: 1,468 -11,154 7,495 15,953 28,424 24,916 24,765: -1,028 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.0 4.2 95.2 90.5 99.7 99.7: 0.3 0.3
Old : 100.0: 0.2 5.0 4.2 95.2 90.5 99.7 99.7: 0.3 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 : 75: 3 9 11 60 52 71 64:
Old : 75: 3 9 11 60 52 71 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 : 26.2 38.8 43.6 53.1 24.9 30.7 38.1 40.9
Old : 26.2 38.8 43.6 53.1 24.9 30.7 38.1 40.9
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, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 207,588: 7,939 12,008 4,975 186,313 181,909 199,227 198,892: 8,361 8,696
Old : 207,588: 7,939 12,008 4,975 186,313 181,909 199,227 198,892: 8,361 8,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 6,234: 1,758 3,066 -775 3,576 3,789 4,559 6,080: 1,675 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 5.8 2.4 89.8 87.6 96.0 95.8: 4.0 4.2
Old : 100.0: 3.8 5.8 2.4 89.8 87.6 96.0 95.8: 4.0 4.2
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 : 39: 3 1 4 32 26 36 30:
Old : 39: 3 1 4 32 26 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 61.7 61.5 77.4 44.7 60.3 57.5 71.1
Old : 47.7 61.7 61.5 77.4 44.7 60.3 57.5 71.1
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 315,181: 6,325 27,370 17,767 283,027 261,799 307,119 306,936: 8,062 8,245
Old : 315,181: 6,325 27,370 17,767 283,027 261,799 307,119 306,936: 8,062 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -1,443: 1,391 -1,258 -1,435 -2,920 647 -2,964 -2,046: 1,521 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.7 5.6 89.8 83.1 97.4 97.4: 2.6 2.6
Old : 100.0: 2.0 8.7 5.6 89.8 83.1 97.4 97.4: 2.6 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 : 60: 4 3 5 45 44 51 50:
Old : 60: 4 3 5 45 44 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 28.2 49.7 44.6 21.3 17.9 32.9 30.0
Old : 31.6 28.2 49.7 44.6 21.3 17.9 32.9 30.0
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, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 165,892: 7,439 12,030 6,338 149,028 143,637 162,805 162,005: 3,087 3,887
Old : 165,892: 7,439 12,030 6,338 149,028 143,637 162,805 162,005: 3,087 3,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 2,414: 30 -3,354 433 1,678 4,844 2,141 1,923: 273 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.3 3.8 89.8 86.6 98.1 97.7: 1.9 2.3
Old : 100.0: 4.5 7.3 3.8 89.8 86.6 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 : 51: 3 3 4 32 43 37 48:
Old : 51: 3 3 4 32 43 37 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 : 55.3 23.8 71.4 43.5 53.6 22.2 62.2 40.8
Old : 55.3 23.8 71.4 43.5 53.6 22.2 62.2 40.8
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,213: 41,260 1,950 15,550 109,339 149,262 166,149 166,762: 1,064 451
Old : 167,213: 41,260 1,950 15,550 109,339 149,262 166,149 166,762: 1,064 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -3,399: -1,199 -731 222 -2,054 -2,612 -3,031 -3,121: -368 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 1.2 9.3 65.4 89.3 99.4 99.7: 0.6 0.3
Old : 100.0: 24.7 1.2 9.3 65.4 89.3 99.4 99.7: 0.6 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 : 86: 16 5 16 55 53 76 70:
Old : 86: 16 5 16 55 53 76 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 36.8 51.8 56.1 27.0 35.2 41.8 46.5
Old : 34.0 36.8 51.8 56.1 27.0 35.2 41.8 46.5
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,338: 222 1,790 655 61,307 59,739 62,184 62,184: 154 154
Old : 62,338: 222 1,790 655 61,307 59,739 62,184 62,184: 154 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -4,331: -453 -265 -674 -3,281 -3,469 -4,408 -4,408: 77 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.9 1.1 98.3 95.8 99.8 99.8: 0.2 0.2
Old : 100.0: 0.4 2.9 1.1 98.3 95.8 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 : 42: 2 5 4 30 29 35 36:
Old : 42: 2 5 4 30 29 35 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 : 51.2 59.4 74.5 76.3 47.5 46.1 60.8 58.2
Old : 51.2 59.4 74.5 76.3 47.5 46.1 60.8 58.2
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 517,410: 8,472 3,434 1,640 507,298 512,336 517,410 517,410: 0 0
Old : 517,410: 8,472 3,434 1,640 507,298 512,336 517,410 517,410: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -49,853: 48 -10,190 -16 -49,557 -39,319 -49,525 -49,525: -328 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.7 0.3 98.0 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.7 0.3 98.0 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 : 31: 2 3 1 23 23 26 26:
Old : 31: 2 3 1 23 23 26 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 : 65.8 67.5 85.3 84.1 61.4 56.7 69.8 70.0
Old : 65.8 67.5 85.3 84.1 61.4 56.7 69.8 70.0
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,666,327: 31,825 66,069 87,327 1,547,151 1,512,931 1,666,303 1,666,327: 24 0
Old : 1,666,327: 31,825 66,069 87,327 1,547,151 1,512,931 1,666,303 1,666,327: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -10,025: 3,490 5,717 -6,309 -7,206 -9,433 -10,025 -10,025: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.0 5.2 92.8 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 4.0 5.2 92.8 90.8 100.0 100.0: 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 : 60: 6 7 7 38 35 48 45:
Old : 60: 6 7 7 38 35 48 45:
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 : 44.0 45.0 63.2 68.0 34.7 42.5 50.4 54.0
Old : 44.0 45.0 63.2 68.0 34.7 42.5 50.4 54.0
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 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,360: 2,268 2,244 2,153 125,760 125,948 130,181 130,345: 179 15
Old : 130,360: 2,268 2,244 2,153 125,760 125,948 130,181 130,345: 179 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 1,117: 25 -153 -112 1,050 1,488 963 1,223: 154 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.7 1.7 96.5 96.6 99.9 100.0: 0.1 0.0
Old : 100.0: 1.7 1.7 1.7 96.5 96.6 99.9 100.0: 0.1 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 : 53: 6 4 7 34 39 43 47:
Old : 53: 6 4 7 34 39 43 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 : 52.5 41.2 68.9 64.4 30.6 34.1 40.0 42.9
Old : 52.5 41.2 68.9 64.4 30.6 34.1 40.0 42.9
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, August 2, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 468,998: 1,256 5,800 944 466,798 462,254 468,998 468,998: 0 0
Old : 468,998: 1,256 5,800 944 466,798 462,254 468,998 468,998: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -7,563: 632 360 -8 -8,187 -7,915 -7,563 -7,563: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 0.2 99.5 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 1.2 0.2 99.5 98.6 100.0 100.0: 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 : 33: 2 2 2 24 24 27 27:
Old : 33: 2 2 2 24 24 27 27:
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 : 67.8 62.1 86.4 84.5 49.8 48.3 55.8 52.7
Old : 67.8 62.1 86.4 84.5 49.8 48.3 55.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011