NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, July 10, 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 : 4,909,560: 766,274 214,120 1,296,482 2,826,202 3,382,520 4,888,958 4,893,122: 20,602 16,438
Old : 4,909,560: 766,274 214,120 1,296,482 2,826,202 3,382,520 4,888,958 4,893,122: 20,602 16,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 96,941: -29,470 2,576 59,691 66,113 34,240 96,334 96,507: 607 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 4.4 26.4 57.6 68.9 99.6 99.7: 0.4 0.3
Old : 100.0: 15.6 4.4 26.4 57.6 68.9 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 : 219: 36 30 57 143 135 206 196:
Old : 219: 36 30 57 143 135 206 196:
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 : 22.6 21.0 38.0 34.3 16.0 17.7 25.4 25.7
Old : 22.6 21.0 38.0 34.3 16.0 17.7 25.4 25.7
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, July 10, 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 : 308,293: 3,158 11,537 4,660 287,818 289,192 295,636 305,389: 12,657 2,904
Old : 308,293: 3,158 11,537 4,660 287,818 289,192 295,636 305,389: 12,657 2,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -14,221: -436 3,013 -2,044 -11,128 -12,999 -13,608 -12,030: -613 -2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.7 1.5 93.4 93.8 95.9 99.1: 4.1 0.9
Old : 100.0: 1.0 3.7 1.5 93.4 93.8 95.9 99.1: 4.1 0.9
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 : 52: 4 5 8 36 38 45 46:
Old : 52: 4 5 8 36 38 45 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 : 49.4 55.4 66.8 70.1 47.4 45.2 60.3 57.9
Old : 49.4 55.4 66.8 70.1 47.4 45.2 60.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, July 10, 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 : 153,857: 487 7,394 3,069 147,483 140,626 151,039 151,089: 2,818 2,768
Old : 153,857: 487 7,394 3,069 147,483 140,626 151,039 151,089: 2,818 2,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -9,047: 51 625 -391 -6,441 -7,123 -6,781 -6,889: -2,266 -2,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.8 2.0 95.9 91.4 98.2 98.2: 1.8 1.8
Old : 100.0: 0.3 4.8 2.0 95.9 91.4 98.2 98.2: 1.8 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 : 40: 1 3 2 32 35 34 39:
Old : 40: 1 3 2 32 35 34 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 : 63.4 39.0 81.9 58.5 57.0 36.9 66.7 50.8
Old : 63.4 39.0 81.9 58.5 57.0 36.9 66.7 50.8
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, July 10, 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 : 257,201: 3,660 13,545 1,476 247,309 232,862 252,445 247,883: 4,756 9,318
Old : 257,201: 3,660 13,545 1,476 247,309 232,862 252,445 247,883: 4,756 9,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -23,496: -581 -8,187 -142 -21,455 -13,610 -22,178 -21,939: -1,318 -1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 5.3 0.6 96.2 90.5 98.2 96.4: 1.8 3.6
Old : 100.0: 1.4 5.3 0.6 96.2 90.5 98.2 96.4: 1.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 4 3 35 36 39 40:
Old : 48: 1 4 3 35 36 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 41.2 71.1 62.9 44.2 29.6 59.5 46.4
Old : 47.2 41.2 71.1 62.9 44.2 29.6 59.5 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, July 10, 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 : 742,805: 1,800 9,151 29,902 708,251 699,873 739,953 738,926: 2,852 3,879
Old : 742,805: 1,800 9,151 29,902 708,251 699,873 739,953 738,926: 2,852 3,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -25,477: -607 -1,910 1,262 -26,412 -23,470 -25,757 -24,118: 280 -1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.2 4.0 95.3 94.2 99.6 99.5: 0.4 0.5
Old : 100.0: 0.2 1.2 4.0 95.3 94.2 99.6 99.5: 0.4 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 : 69: 4 4 7 58 50 65 58:
Old : 69: 4 4 7 58 50 65 58:
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 36.9 55.8 57.5 22.8 31.8 36.6 41.8
Old : 37.5 36.9 55.8 57.5 22.8 31.8 36.6 41.8
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, July 10, 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 : 213,790: 9,611 0 2,258 194,211 208,565 206,080 210,823: 7,710 2,967
Old : 213,790: 9,611 0 2,258 194,211 208,565 206,080 210,823: 7,710 2,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -14,092: -784 0 -19 -14,079 -13,744 -14,882 -13,763: 790 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 1.1 90.8 97.6 96.4 98.6: 3.6 1.4
Old : 100.0: 4.5 0.0 1.1 90.8 97.6 96.4 98.6: 3.6 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 : 39: 2 0 2 28 28 30 30:
Old : 39: 2 0 2 28 28 30 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 : 47.9 59.0 69.5 77.1 36.8 56.8 54.2 68.5
Old : 47.9 59.0 69.5 77.1 36.8 56.8 54.2 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, July 10, 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 : 314,975: 11,204 2,163 33,613 263,808 270,773 308,625 306,549: 6,350 8,426
Old : 314,975: 11,204 2,163 33,613 263,808 270,773 308,625 306,549: 6,350 8,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -23,237: -1,057 -398 -1,335 -19,635 -16,921 -22,027 -18,654: -1,210 -4,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.7 10.7 83.8 86.0 98.0 97.3: 2.0 2.7
Old : 100.0: 3.6 0.7 10.7 83.8 86.0 98.0 97.3: 2.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 4 5 38 41 43 47:
Old : 54: 2 4 5 38 41 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 : 40.0 46.5 58.4 62.5 30.7 40.6 45.7 52.6
Old : 40.0 46.5 58.4 62.5 30.7 40.6 45.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, July 10, 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 : 142,927: 10,121 829 4,188 125,673 132,662 139,982 137,679: 2,945 5,248
Old : 142,927: 10,121 829 4,188 125,673 132,662 139,982 137,679: 2,945 5,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -16,441: -1,901 -2,446 -1,074 -13,343 -12,435 -16,318 -15,955: -123 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.6 2.9 87.9 92.8 97.9 96.3: 2.1 3.7
Old : 100.0: 7.1 0.6 2.9 87.9 92.8 97.9 96.3: 2.1 3.7
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 : 47: 6 1 2 35 30 41 33:
Old : 47: 6 1 2 35 30 41 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 : 52.8 42.5 65.6 61.7 43.1 37.3 52.8 49.8
Old : 52.8 42.5 65.6 61.7 43.1 37.3 52.8 49.8
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, July 10, 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 : 173,589: 19,222 1,372 21,981 130,156 149,426 171,359 172,779: 2,230 810
Old : 173,589: 19,222 1,372 21,981 130,156 149,426 171,359 172,779: 2,230 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -6,660: -431 -403 -1,701 -4,826 -4,102 -6,958 -6,206: 298 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.8 12.7 75.0 86.1 98.7 99.5: 1.3 0.5
Old : 100.0: 11.1 0.8 12.7 75.0 86.1 98.7 99.5: 1.3 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 : 75: 13 3 9 53 52 68 63:
Old : 75: 13 3 9 53 52 68 63:
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 : 26.7 43.6 45.8 64.1 20.6 39.6 32.3 49.6
Old : 26.7 43.6 45.8 64.1 20.6 39.6 32.3 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, July 10, 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 : 64,791: 151 92 184 64,352 64,437 64,687 64,713: 104 78
Old : 64,791: 151 92 184 64,352 64,437 64,687 64,713: 104 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -665: -65 92 -16 -662 -819 -743 -743: 78 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 0.3 99.3 99.5 99.8 99.9: 0.2 0.1
Old : 100.0: 0.2 0.1 0.3 99.3 99.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 1 31 28 36 30:
Old : 39: 4 2 1 31 28 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 : 52.7 46.7 74.4 72.1 41.7 39.4 57.5 55.6
Old : 52.7 46.7 74.4 72.1 41.7 39.4 57.5 55.6
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, July 10, 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 : 570,293: 2,064 1,475 2,642 565,587 566,176 570,293 570,293: 0 0
Old : 570,293: 2,064 1,475 2,642 565,587 566,176 570,293 570,293: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 3,317: 0 0 0 3,317 3,317 3,317 3,317: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 0.5 99.2 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.3 0.5 99.2 99.3 100.0 100.0: 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 : 34: 2 2 1 26 28 29 30:
Old : 34: 2 2 1 26 28 29 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 : 51.3 57.7 77.1 71.8 37.6 47.5 53.0 54.6
Old : 51.3 57.7 77.1 71.8 37.6 47.5 53.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, July 10, 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 : 1,607,231: 115,539 39,623 67,229 1,424,463 1,500,379 1,607,231 1,607,231: 0 0
Old : 1,607,231: 115,539 39,623 67,229 1,424,463 1,500,379 1,607,231 1,607,231: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -40,248: 12,399 9,986 -16,853 -35,794 -33,381 -40,248 -40,248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.5 4.2 88.6 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 2.5 4.2 88.6 93.4 100.0 100.0: 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 : 57: 6 3 7 42 39 50 47:
Old : 57: 6 3 7 42 39 50 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 : 35.6 51.9 53.1 68.4 27.4 45.6 42.1 56.4
Old : 35.6 51.9 53.1 68.4 27.4 45.6 42.1 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, July 10, 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 : 83,218: 95 729 571 82,396 81,753 83,062 83,053: 156 165
Old : 83,218: 95 729 571 82,396 81,753 83,062 83,053: 156 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -6,275: -128 -63 -21 -6,278 -6,321 -6,427 -6,405: 152 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 0.7 99.0 98.2 99.8 99.8: 0.2 0.2
Old : 100.0: 0.1 0.9 0.7 99.0 98.2 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 : 46: 2 6 4 32 34 37 41:
Old : 46: 2 6 4 32 34 37 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 : 40.7 39.0 65.1 62.7 26.5 29.3 39.0 41.3
Old : 40.7 39.0 65.1 62.7 26.5 29.3 39.0 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Commitments of Traders - Futures Only, July 10, 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 : 542,393: 3,927 688 1,321 537,145 540,384 542,393 542,393: 0 0
Old : 542,393: 3,927 688 1,321 537,145 540,384 542,393 542,393: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -52,085: -2,160 0 0 -49,925 -52,085 -52,085 -52,085: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 0.2 99.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.1 0.2 99.0 99.6 100.0 100.0: 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 : 36: 3 1 1 25 24 28 26:
Old : 36: 3 1 1 25 24 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 62.7 75.8 84.3 46.4 52.8 62.8 70.1
Old : 54.2 62.7 75.8 84.3 46.4 52.8 62.8 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012