NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, September 25, 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 : 4,589,794: 568,720 257,291 1,317,220 2,686,506 3,003,579 4,572,446 4,578,090: 17,348 11,704
Old : 4,589,794: 568,720 257,291 1,317,220 2,686,506 3,003,579 4,572,446 4,578,090: 17,348 11,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 10,151: 43,367 -2,789 8,855 -40,235 2,327 11,987 8,393: -1,836 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.6 28.7 58.5 65.4 99.6 99.7: 0.4 0.3
Old : 100.0: 12.4 5.6 28.7 58.5 65.4 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: 43 27 59 143 137 210 200:
Old : 219: 43 27 59 143 137 210 200:
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 : 21.2 21.1 34.9 34.4 15.1 17.5 22.1 24.9
Old : 21.2 21.1 34.9 34.4 15.1 17.5 22.1 24.9
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 25, 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 : 289,999: 4,619 13,141 6,925 265,227 267,632 276,771 287,698: 13,228 2,301
Old : 289,999: 4,619 13,141 6,925 265,227 267,632 276,771 287,698: 13,228 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 4,951: -1,101 51 1,592 4,386 3,283 4,877 4,926: 74 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.5 2.4 91.5 92.3 95.4 99.2: 4.6 0.8
Old : 100.0: 1.6 4.5 2.4 91.5 92.3 95.4 99.2: 4.6 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 : 51: 5 4 6 37 38 44 46:
Old : 51: 5 4 6 37 38 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 : 49.0 56.4 64.6 70.3 42.7 41.0 51.9 53.1
Old : 49.0 56.4 64.6 70.3 42.7 41.0 51.9 53.1
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 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 155,797: 4,710 3,772 3,611 145,183 144,885 153,504 152,268: 2,293 3,529
Old : 155,797: 4,710 3,772 3,611 145,183 144,885 153,504 152,268: 2,293 3,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -1,615: 1,885 466 -169 -2,921 -1,204 -1,205 -907: -410 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.4 2.3 93.2 93.0 98.5 97.7: 1.5 2.3
Old : 100.0: 3.0 2.4 2.3 93.2 93.0 98.5 97.7: 1.5 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 : 39: 4 2 5 31 32 37 37:
Old : 39: 4 2 5 31 32 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 41.7 78.0 60.8 44.9 33.4 53.3 43.8
Old : 60.1 41.7 78.0 60.8 44.9 33.4 53.3 43.8
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, September 25, 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 : 258,139: 1,032 11,149 3,877 250,211 238,201 255,120 253,227: 3,019 4,912
Old : 258,139: 1,032 11,149 3,877 250,211 238,201 255,120 253,227: 3,019 4,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 7,706: 1,032 1,395 1,914 7,239 6,569 10,185 9,878: -2,479 -2,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.3 1.5 96.9 92.3 98.8 98.1: 1.2 1.9
Old : 100.0: 0.4 4.3 1.5 96.9 92.3 98.8 98.1: 1.2 1.9
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 : 51: 2 4 4 40 40 44 46:
Old : 51: 2 4 4 40 40 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 : 51.8 40.5 73.1 60.6 44.0 26.5 52.7 40.9
Old : 51.8 40.5 73.1 60.6 44.0 26.5 52.7 40.9
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, September 25, 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 : 718,346: 1,769 3,121 17,857 695,155 694,924 714,781 715,902: 3,565 2,444
Old : 718,346: 1,769 3,121 17,857 695,155 694,924 714,781 715,902: 3,565 2,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 3,109: -3,029 -640 -1,377 7,648 5,016 3,242 2,999: -133 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.4 2.5 96.8 96.7 99.5 99.7: 0.5 0.3
Old : 100.0: 0.2 0.4 2.5 96.8 96.7 99.5 99.7: 0.5 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 : 66: 2 4 6 56 46 63 52:
Old : 66: 2 4 6 56 46 63 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 42.2 55.4 63.9 23.7 36.8 39.2 48.8
Old : 34.9 42.2 55.4 63.9 23.7 36.8 39.2 48.8
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, September 25, 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 : 211,999: 596 74 1,309 202,512 206,984 204,417 208,367: 7,582 3,632
Old : 211,999: 596 74 1,309 202,512 206,984 204,417 208,367: 7,582 3,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,337: -395 74 111 -235 1,367 -519 1,552: 1,856 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.6 95.5 97.6 96.4 98.3: 3.6 1.7
Old : 100.0: 0.3 0.0 0.6 95.5 97.6 96.4 98.3: 3.6 1.7
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 : 43: 1 1 2 31 33 33 35:
Old : 43: 1 1 2 31 33 33 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 : 51.9 57.0 71.4 76.7 43.8 56.9 58.9 68.8
Old : 51.9 57.0 71.4 76.7 43.8 56.9 58.9 68.8
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 25, 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 : 280,801: 14,238 797 8,866 251,838 267,924 274,942 277,587: 5,859 3,214
Old : 280,801: 14,238 797 8,866 251,838 267,924 274,942 277,587: 5,859 3,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -780: -6,667 5 -3,008 8,438 2,432 -1,237 -571: 457 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.3 3.2 89.7 95.4 97.9 98.9: 2.1 1.1
Old : 100.0: 5.1 0.3 3.2 89.7 95.4 97.9 98.9: 2.1 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 : 55: 2 2 4 42 45 46 49:
Old : 55: 2 2 4 42 45 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 43.2 52.1 59.5 29.1 42.8 46.6 56.4
Old : 33.3 43.2 52.1 59.5 29.1 42.8 46.6 56.4
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 25, 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 : 128,564: 6,803 775 7,746 111,274 113,464 125,823 121,985: 2,741 6,579
Old : 128,564: 6,803 775 7,746 111,274 113,464 125,823 121,985: 2,741 6,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,963: -4,183 775 3,365 -1,837 -6,315 -2,655 -2,175: -308 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.6 6.0 86.6 88.3 97.9 94.9: 2.1 5.1
Old : 100.0: 5.3 0.6 6.0 86.6 88.3 97.9 94.9: 2.1 5.1
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 : 45: 4 1 2 36 30 40 33:
Old : 45: 4 1 2 36 30 40 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 : 60.1 44.9 74.5 67.3 57.4 41.3 66.1 53.8
Old : 60.1 44.9 74.5 67.3 57.4 41.3 66.1 53.8
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, September 25, 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 : 170,738: 27,706 934 21,524 120,391 147,878 169,621 170,336: 1,117 402
Old : 170,738: 27,706 934 21,524 120,391 147,878 169,621 170,336: 1,117 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 258: 1,836 -564 -277 -988 1,434 571 593: -313 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 0.5 12.6 70.5 86.6 99.3 99.8: 0.7 0.2
Old : 100.0: 16.2 0.5 12.6 70.5 86.6 99.3 99.8: 0.7 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 : 79: 15 5 14 53 53 72 68:
Old : 79: 15 5 14 53 53 72 68:
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 : 28.2 41.3 45.9 61.3 18.5 37.7 32.0 49.2
Old : 28.2 41.3 45.9 61.3 18.5 37.7 32.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, September 25, 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 : 65,090: 581 77 1,379 63,082 63,634 65,042 65,090: 48 0
Old : 65,090: 581 77 1,379 63,082 63,634 65,042 65,090: 48 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,447: 399 -34 8 1,141 1,550 1,548 1,524: -101 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.1 2.1 96.9 97.8 99.9 100.0: 0.1 0.0
Old : 100.0: 0.9 0.1 2.1 96.9 97.8 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 : 37: 2 1 2 30 29 32 32:
Old : 37: 2 1 2 30 29 32 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 : 55.1 45.5 75.3 67.1 44.8 39.3 59.3 53.8
Old : 55.1 45.5 75.3 67.1 44.8 39.3 59.3 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, September 25, 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 : 550,193: 6,347 10,327 2,292 541,554 537,574 550,193 550,193: 0 0
Old : 550,193: 6,347 10,327 2,292 541,554 537,574 550,193 550,193: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 12,526: 1,819 2,925 1,283 9,424 8,318 12,526 12,526: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.9 0.4 98.4 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 1.9 0.4 98.4 97.7 100.0 100.0: 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: 2 2 2 28 29 32 31:
Old : 38: 2 2 2 28 29 32 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 : 52.2 55.5 76.3 74.7 40.0 49.5 54.8 55.3
Old : 52.2 55.5 76.3 74.7 40.0 49.5 54.8 55.3
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 25, 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 : 1,758,160: 249,809 20,746 63,516 1,444,835 1,673,898 1,758,160 1,758,160: 0 0
Old : 1,758,160: 249,809 20,746 63,516 1,444,835 1,673,898 1,758,160 1,758,160: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 33,747: 38,656 4,687 -2,641 -1,675 31,701 34,340 33,747: -593 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.2 3.6 82.2 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 14.2 1.2 3.6 82.2 95.2 100.0 100.0: 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: 5 4 6 40 44 48 51:
Old : 58: 5 4 6 40 44 48 51:
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 : 44.4 57.4 63.3 70.0 40.2 52.4 55.3 62.3
Old : 44.4 57.4 63.3 70.0 40.2 52.4 55.3 62.3
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, September 25, 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 : 73,954: 367 115 3,699 69,812 70,065 73,878 73,879: 76 75
Old : 73,954: 367 115 3,699 69,812 70,065 73,878 73,879: 76 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,580: -176 -77 -27 1,786 1,662 1,583 1,558: -3 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.2 5.0 94.4 94.7 99.9 99.9: 0.1 0.1
Old : 100.0: 0.5 0.2 5.0 94.4 94.7 99.9 99.9: 0.1 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 : 44: 4 1 4 33 35 38 39:
Old : 44: 4 1 4 33 35 38 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 : 39.3 38.0 61.5 62.0 26.1 27.3 37.0 39.4
Old : 39.3 38.0 61.5 62.0 26.1 27.3 37.0 39.4
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 25, 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 : 494,669: 7,909 0 6,316 480,444 488,353 494,669 494,669: 0 0
Old : 494,669: 7,909 0 6,316 480,444 488,353 494,669 494,669: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 14,733: -251 0 2,511 12,473 12,222 14,733 14,733: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 1.3 97.1 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.0 1.3 97.1 98.7 100.0 100.0: 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 0 2 24 22 26 24:
Old : 34: 2 0 2 24 22 26 24:
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 : 56.3 66.9 78.7 88.0 51.3 58.3 67.0 74.2
Old : 56.3 66.9 78.7 88.0 51.3 58.3 67.0 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012