NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, September 4, 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 : 4,504,757: 613,446 298,478 1,270,435 2,603,765 2,925,429 4,487,646 4,494,342: 17,111 10,415
Old : 4,504,757: 613,446 298,478 1,270,435 2,603,765 2,925,429 4,487,646 4,494,342: 17,111 10,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -189,382: 23,851 20,940 -101,064 -110,955 -108,859 -188,168 -188,983: -1,214 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.6 28.2 57.8 64.9 99.6 99.8: 0.4 0.2
Old : 100.0: 13.6 6.6 28.2 57.8 64.9 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 : 218: 37 30 56 141 134 203 197:
Old : 218: 37 30 56 141 134 203 197:
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 : 23.1 22.2 37.4 36.8 17.8 18.2 26.0 26.9
Old : 23.1 22.2 37.4 36.8 17.8 18.2 26.0 26.9
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, September 4, 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 : 297,998: 7,218 16,363 4,621 272,947 274,503 284,786 295,487: 13,212 2,511
Old : 297,998: 7,218 16,363 4,621 272,947 274,503 284,786 295,487: 13,212 2,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 4,644: 2,109 -336 456 2,581 4,378 5,146 4,498: -502 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.5 1.6 91.6 92.1 95.6 99.2: 4.4 0.8
Old : 100.0: 2.4 5.5 1.6 91.6 92.1 95.6 99.2: 4.4 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 : 53: 6 4 6 38 38 47 45:
Old : 53: 6 4 6 38 38 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 : 46.9 55.7 63.3 71.7 44.2 44.8 55.7 57.3
Old : 46.9 55.7 63.3 71.7 44.2 44.8 55.7 57.3
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, September 4, 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 : 159,408: 1,268 5,132 4,074 149,951 145,807 155,293 155,013: 4,115 4,395
Old : 159,408: 1,268 5,132 4,074 149,951 145,807 155,293 155,013: 4,115 4,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,767: 362 359 1,331 1,746 2,134 3,439 3,824: 328 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.2 2.6 94.1 91.5 97.4 97.2: 2.6 2.8
Old : 100.0: 0.8 3.2 2.6 94.1 91.5 97.4 97.2: 2.6 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 : 40: 1 5 3 32 32 35 38:
Old : 40: 1 5 3 32 32 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 40.0 81.0 57.9 50.5 32.7 57.7 42.6
Old : 63.9 40.0 81.0 57.9 50.5 32.7 57.7 42.6
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, September 4, 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 : 269,472: 1,952 10,877 2,710 259,094 248,948 263,756 262,535: 5,716 6,937
Old : 269,472: 1,952 10,877 2,710 259,094 248,948 263,756 262,535: 5,716 6,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -515: 302 2,176 496 -1,098 -2,431 -300 241: -215 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.0 1.0 96.1 92.4 97.9 97.4: 2.1 2.6
Old : 100.0: 0.7 4.0 1.0 96.1 92.4 97.9 97.4: 2.1 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 : 49: 1 3 3 40 36 43 40:
Old : 49: 1 3 3 40 36 43 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 : 49.6 40.8 72.5 62.6 43.9 24.5 58.0 43.3
Old : 49.6 40.8 72.5 62.6 43.9 24.5 58.0 43.3
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, September 4, 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 : 766,288: 5,573 4,231 20,310 737,490 738,498 763,373 763,039: 2,915 3,249
Old : 766,288: 5,573 4,231 20,310 737,490 738,498 763,373 763,039: 2,915 3,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 22,147: -659 -47 -115 22,166 22,213 21,392 22,051: 755 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.6 2.7 96.2 96.4 99.6 99.6: 0.4 0.4
Old : 100.0: 0.7 0.6 2.7 96.2 96.4 99.6 99.6: 0.4 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: 4 4 8 57 47 65 55:
Old : 69: 4 4 8 57 47 65 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 : 36.8 40.2 55.8 60.7 22.0 34.6 36.7 45.6
Old : 36.8 40.2 55.8 60.7 22.0 34.6 36.7 45.6
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, September 4, 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 : 218,864: 3,299 0 1,324 208,036 213,645 212,659 214,969: 6,205 3,895
Old : 218,864: 3,299 0 1,324 208,036 213,645 212,659 214,969: 6,205 3,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 164: -214 0 309 133 -118 228 191: -64 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.6 95.1 97.6 97.2 98.2: 2.8 1.8
Old : 100.0: 1.5 0.0 0.6 95.1 97.6 97.2 98.2: 2.8 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 : 43: 3 0 2 31 32 34 34:
Old : 43: 3 0 2 31 32 34 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 : 49.5 56.9 71.8 74.1 39.0 56.9 57.6 69.0
Old : 49.5 56.9 71.8 74.1 39.0 56.9 57.6 69.0
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, September 4, 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 : 296,701: 18,947 1,547 14,428 256,510 276,835 289,885 292,810: 6,816 3,891
Old : 296,701: 18,947 1,547 14,428 256,510 276,835 289,885 292,810: 6,816 3,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 2,924: -1,954 0 1,215 3,698 1,829 2,959 3,044: -35 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.5 4.9 86.5 93.3 97.7 98.7: 2.3 1.3
Old : 100.0: 6.4 0.5 4.9 86.5 93.3 97.7 98.7: 2.3 1.3
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 : 56: 4 2 5 42 44 47 50:
Old : 56: 4 2 5 42 44 47 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 : 37.1 41.3 56.4 56.6 29.7 40.1 48.5 52.9
Old : 37.1 41.3 56.4 56.6 29.7 40.1 48.5 52.9
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, September 4, 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 : 148,061: 11,571 600 8,444 124,770 132,485 144,785 141,529: 3,276 6,532
Old : 148,061: 11,571 600 8,444 124,770 132,485 144,785 141,529: 3,276 6,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 778: 872 120 -4 216 662 1,084 778: -306 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.4 5.7 84.3 89.5 97.8 95.6: 2.2 4.4
Old : 100.0: 7.8 0.4 5.7 84.3 89.5 97.8 95.6: 2.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.3 43.8 68.3 65.7 47.1 40.6 57.4 54.0
Old : 53.3 43.8 68.3 65.7 47.1 40.6 57.4 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, September 4, 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 : 179,508: 22,885 1,615 25,689 128,997 151,675 177,571 178,979: 1,937 529
Old : 179,508: 22,885 1,615 25,689 128,997 151,675 177,571 178,979: 1,937 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -3,017: 1,258 -89 -1,012 -3,634 -1,909 -3,388 -3,010: 371 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.9 14.3 71.9 84.5 98.9 99.7: 1.1 0.3
Old : 100.0: 12.7 0.9 14.3 71.9 84.5 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 : 82: 12 9 14 54 55 72 72:
Old : 82: 12 9 14 54 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 : 27.4 40.4 45.3 60.0 18.3 35.3 30.3 45.0
Old : 27.4 40.4 45.3 60.0 18.3 35.3 30.3 45.0
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, September 4, 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 : 60,762: 252 0 1,072 59,366 59,690 60,690 60,762: 72 0
Old : 60,762: 252 0 1,072 59,366 59,690 60,690 60,762: 72 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -2,482: -311 -42 164 -2,379 -2,580 -2,526 -2,458: 44 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.8 97.7 98.2 99.9 100.0: 0.1 0.0
Old : 100.0: 0.4 0.0 1.8 97.7 98.2 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 : 34: 3 0 2 28 26 31 28:
Old : 34: 3 0 2 28 26 31 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 : 57.4 45.4 79.2 69.1 48.1 39.1 62.1 54.8
Old : 57.4 45.4 79.2 69.1 48.1 39.1 62.1 54.8
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, September 4, 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 : 515,792: 5,193 2,932 2,273 508,326 510,587 515,792 515,792: 0 0
Old : 515,792: 5,193 2,932 2,273 508,326 510,587 515,792 515,792: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -40,671: 1,656 977 -984 -41,343 -40,664 -40,671 -40,671: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.6 0.4 98.6 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.6 0.4 98.6 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 1 26 28 29 30:
Old : 36: 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 : 54.6 59.6 77.5 77.0 40.6 53.3 55.5 58.5
Old : 54.6 59.6 77.5 77.0 40.6 53.3 55.5 58.5
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, September 4, 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 : 1,703,695: 181,217 11,031 73,248 1,449,230 1,619,416 1,703,695 1,703,695: 0 0
Old : 1,703,695: 181,217 11,031 73,248 1,449,230 1,619,416 1,703,695 1,703,695: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 42,835: 18,785 1,696 742 23,308 40,397 42,835 42,835: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.6 4.3 85.1 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 10.6 0.6 4.3 85.1 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 : 60: 6 3 8 42 46 51 54:
Old : 60: 6 3 8 42 46 51 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 53.4 58.8 67.4 34.2 47.0 48.8 57.0
Old : 39.0 53.4 58.8 67.4 34.2 47.0 48.8 57.0
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 75,693: 51 1,549 2,709 72,905 71,405 75,665 75,663: 28 30
Old : 75,693: 51 1,549 2,709 72,905 71,405 75,665 75,663: 28 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -830: -24 347 -259 -573 -916 -856 -828: 26 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.0 3.6 96.3 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 2.0 3.6 96.3 94.3 100.0 100.0: 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 : 45: 1 4 3 31 34 35 38:
Old : 45: 1 4 3 31 34 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 40.9 63.9 63.6 29.5 31.0 41.6 41.3
Old : 40.3 40.9 63.9 63.6 29.5 31.0 41.6 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, September 4, 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 : 522,398: 5,779 624 7,646 508,973 514,128 522,398 522,398: 0 0
Old : 522,398: 5,779 624 7,646 508,973 514,128 522,398 522,398: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,311: 665 0 -321 967 1,632 1,311 1,311: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.1 1.5 97.4 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.1 1.5 97.4 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 : 35: 2 1 2 24 25 26 28:
Old : 35: 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 : 55.9 65.1 77.5 86.4 50.1 55.8 65.8 71.9
Old : 55.9 65.1 77.5 86.4 50.1 55.8 65.8 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012