NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, August 7, 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 : 4,811,266: 680,362 167,769 1,443,877 2,669,100 3,187,061 4,793,339 4,798,707: 17,927 12,559
Old : 4,811,266: 680,362 167,769 1,443,877 2,669,100 3,187,061 4,793,339 4,798,707: 17,927 12,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 16,458: -92,684 -7,011 41,590 65,793 -18,951 14,699 15,628: 1,759 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.5 30.0 55.5 66.2 99.6 99.7: 0.4 0.3
Old : 100.0: 14.1 3.5 30.0 55.5 66.2 99.6 99.7: 0.4 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 : 220: 41 26 58 144 135 210 196:
Old : 220: 41 26 58 144 135 210 196:
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 : 23.3 22.2 39.1 37.4 16.7 19.3 24.6 28.0
Old : 23.3 22.2 39.1 37.4 16.7 19.3 24.6 28.0
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 7, 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 : 293,171: 5,469 11,070 3,809 270,546 274,638 279,824 289,517: 13,347 3,654
Old : 293,171: 5,469 11,070 3,809 270,546 274,638 279,824 289,517: 13,347 3,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -29,215: -1,861 -1,322 -2,057 -25,333 -26,328 -29,251 -29,707: 36 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.8 1.3 92.3 93.7 95.4 98.8: 4.6 1.2
Old : 100.0: 1.9 3.8 1.3 92.3 93.7 95.4 98.8: 4.6 1.2
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: 5 4 5 37 39 44 46:
Old : 53: 5 4 5 37 39 44 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 : 48.0 60.6 64.1 73.2 45.5 49.9 56.0 61.2
Old : 48.0 60.6 64.1 73.2 45.5 49.9 56.0 61.2
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 7, 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 : 151,339: 0 5,496 3,018 144,307 138,818 147,325 147,332: 4,014 4,007
Old : 151,339: 0 5,496 3,018 144,307 138,818 147,325 147,332: 4,014 4,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -14,859: -561 -1,163 -628 -14,029 -14,335 -15,218 -16,126: 359 1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 2.0 95.4 91.7 97.3 97.4: 2.7 2.6
Old : 100.0: 0.0 3.6 2.0 95.4 91.7 97.3 97.4: 2.7 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 : 37: 0 3 2 29 31 31 34:
Old : 37: 0 3 2 29 31 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 : 67.1 41.5 83.2 59.4 57.8 39.6 65.2 51.8
Old : 67.1 41.5 83.2 59.4 57.8 39.6 65.2 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, August 7, 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 : 246,373: 3,162 6,727 1,893 236,088 228,188 241,143 236,808: 5,230 9,565
Old : 246,373: 3,162 6,727 1,893 236,088 228,188 241,143 236,808: 5,230 9,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -23,998: 1,290 -7,184 441 -24,950 -17,136 -23,219 -23,879: -779 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.7 0.8 95.8 92.6 97.9 96.1: 2.1 3.9
Old : 100.0: 1.3 2.7 0.8 95.8 92.6 97.9 96.1: 2.1 3.9
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 : 46: 1 3 3 32 34 36 37:
Old : 46: 1 3 3 32 34 36 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 : 49.3 40.3 73.8 63.2 45.7 25.8 60.3 45.5
Old : 49.3 40.3 73.8 63.2 45.7 25.8 60.3 45.5
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 7, 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 : 727,472: 4,793 5,962 18,988 701,533 699,269 725,314 724,219: 2,158 3,253
Old : 727,472: 4,793 5,962 18,988 701,533 699,269 725,314 724,219: 2,158 3,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -20,952: 1,811 439 -792 -21,496 -18,806 -20,477 -19,159: -475 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.8 2.6 96.4 96.1 99.7 99.6: 0.3 0.4
Old : 100.0: 0.7 0.8 2.6 96.4 96.1 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 : 67: 5 3 7 56 47 63 55:
Old : 67: 5 3 7 56 47 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 : 38.0 39.2 55.7 58.5 22.5 34.9 38.5 46.6
Old : 38.0 39.2 55.7 58.5 22.5 34.9 38.5 46.6
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 7, 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 : 206,532: 4,071 0 1,217 194,479 200,912 199,767 202,129: 6,765 4,403
Old : 206,532: 4,071 0 1,217 194,479 200,912 199,767 202,129: 6,765 4,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -8,191: -2,794 0 120 -4,373 -8,532 -7,047 -8,412: -1,144 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.6 94.2 97.3 96.7 97.9: 3.3 2.1
Old : 100.0: 2.0 0.0 0.6 94.2 97.3 96.7 97.9: 3.3 2.1
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 : 43: 3 0 2 30 30 33 32:
Old : 43: 3 0 2 30 30 33 32:
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 : 47.9 57.9 71.2 75.9 37.4 57.6 57.2 69.4
Old : 47.9 57.9 71.2 75.9 37.4 57.6 57.2 69.4
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 7, 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 : 276,620: 26,584 960 15,981 228,640 251,454 271,205 268,395: 5,415 8,225
Old : 276,620: 26,584 960 15,981 228,640 251,454 271,205 268,395: 5,415 8,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -30,330: 4,055 -120 -2,633 -31,147 -27,368 -29,725 -30,121: -605 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.3 5.8 82.7 90.9 98.0 97.0: 2.0 3.0
Old : 100.0: 9.6 0.3 5.8 82.7 90.9 98.0 97.0: 2.0 3.0
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: 4 2 6 40 42 46 48:
Old : 55: 4 2 6 40 42 46 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 : 40.7 40.1 58.7 57.9 33.3 38.4 49.8 52.1
Old : 40.7 40.1 58.7 57.9 33.3 38.4 49.8 52.1
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 7, 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 : 138,479: 11,360 0 5,946 117,821 125,918 135,127 131,864: 3,352 6,615
Old : 138,479: 11,360 0 5,946 117,821 125,918 135,127 131,864: 3,352 6,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -10,266: 1,730 0 271 -13,565 -12,842 -11,564 -12,571: 1,298 2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 4.3 85.1 90.9 97.6 95.2: 2.4 4.8
Old : 100.0: 8.2 0.0 4.3 85.1 90.9 97.6 95.2: 2.4 4.8
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 : 45: 6 0 3 32 32 38 35:
Old : 45: 6 0 3 32 32 38 35:
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 : 52.1 46.5 66.7 65.0 44.1 43.4 55.1 52.2
Old : 52.1 46.5 66.7 65.0 44.1 43.4 55.1 52.2
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 7, 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 : 167,403: 17,493 1,279 24,386 123,720 141,288 165,599 166,953: 1,804 450
Old : 167,403: 17,493 1,279 24,386 123,720 141,288 165,599 166,953: 1,804 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -7,650: 1,310 197 -1,625 -6,522 -5,977 -6,837 -7,405: -813 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.8 14.6 73.9 84.4 98.9 99.7: 1.1 0.3
Old : 100.0: 10.4 0.8 14.6 73.9 84.4 98.9 99.7: 1.1 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 : 80: 13 8 11 51 54 69 69:
Old : 80: 13 8 11 51 54 69 69:
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 : 26.3 41.8 45.4 62.0 19.3 37.1 30.5 48.4
Old : 26.3 41.8 45.4 62.0 19.3 37.1 30.5 48.4
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 7, 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 : 61,634: 286 74 511 60,809 61,049 61,606 61,634: 28 0
Old : 61,634: 286 74 511 60,809 61,049 61,606 61,634: 28 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -4,544: 39 -350 222 -4,753 -4,362 -4,492 -4,490: -52 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.1 0.8 98.7 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.1 0.8 98.7 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 : 38: 3 2 3 31 26 36 29:
Old : 38: 3 2 3 31 26 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 : 56.5 48.2 78.5 72.4 46.2 41.6 60.7 56.6
Old : 56.5 48.2 78.5 72.4 46.2 41.6 60.7 56.6
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 7, 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 : 538,404: 6,142 0 648 531,614 537,756 538,404 538,404: 0 0
Old : 538,404: 6,142 0 648 531,614 537,756 538,404 538,404: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -43,739: -209 0 0 -43,530 -43,739 -43,739 -43,739: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.1 98.7 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.0 0.1 98.7 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 : 33: 3 0 2 27 29 30 31:
Old : 33: 3 0 2 27 29 30 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 : 54.7 60.1 77.8 73.3 38.6 48.0 53.3 55.0
Old : 54.7 60.1 77.8 73.3 38.6 48.0 53.3 55.0
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 7, 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 : 1,566,771: 133,246 14,936 65,958 1,366,824 1,485,134 1,566,028 1,566,028: 743 743
Old : 1,566,771: 133,246 14,936 65,958 1,366,824 1,485,134 1,566,028 1,566,028: 743 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -57,073: -27,970 -15,309 -389 -29,457 -42,118 -57,816 -57,816: 743 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 1.0 4.2 87.2 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 8.5 1.0 4.2 87.2 94.8 100.0 100.0: 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 : 58: 8 2 8 40 40 50 48:
Old : 58: 8 2 8 40 40 50 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 : 36.8 54.5 55.7 69.7 29.2 47.4 44.7 56.3
Old : 36.8 54.5 55.7 69.7 29.2 47.4 44.7 56.3
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 7, 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 : 82,713: 26 675 940 81,745 81,085 82,711 82,700: 2 13
Old : 82,713: 26 675 940 81,745 81,085 82,711 82,700: 2 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -58: -261 -80 -107 462 279 94 92: -152 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 1.1 98.8 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.8 1.1 98.8 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 : 48: 2 6 5 33 34 39 41:
Old : 48: 2 6 5 33 34 39 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 41.5 66.9 62.7 28.7 32.4 41.3 40.7
Old : 44.1 41.5 66.9 62.7 28.7 32.4 41.3 40.7
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 7, 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 : 552,246: 2,878 8,021 3,275 546,093 540,950 552,246 552,246: 0 0
Old : 552,246: 2,878 8,021 3,275 546,093 540,950 552,246 552,246: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 3,930: 0 2,872 0 3,930 1,058 3,930 3,930: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.5 0.6 98.9 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 1.5 0.6 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 : 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 : 55.2 63.9 77.0 86.4 48.2 55.1 66.3 73.4
Old : 55.2 63.9 77.0 86.4 48.2 55.1 66.3 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012