NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,140,707: 626,643 114,482 1,610,311 2,887,813 3,399,435 5,124,767 5,124,228: 15,940 16,479
Old : 5,140,707: 626,643 114,482 1,610,311 2,887,813 3,399,435 5,124,767 5,124,228: 15,940 16,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -223,215: -35,023 -1,879 -86,629 -99,561 -132,185 -221,213 -220,693: -2,002 -2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 2.2 31.3 56.2 66.1 99.7 99.7: 0.3 0.3
Old : 100.0: 12.2 2.2 31.3 56.2 66.1 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 44 27 61 137 135 205 202:
Old : 221: 44 27 61 137 135 205 202:
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 : 24.1 23.3 41.0 39.3 16.4 19.3 22.6 27.6
Old : 24.1 23.3 41.0 39.3 16.4 19.3 22.6 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders - Futures Only, October 30, 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 : 272,338: 6,405 3,321 2,569 248,181 262,473 257,155 268,363: 15,183 3,975
Old : 272,338: 6,405 3,321 2,569 248,181 262,473 257,155 268,363: 15,183 3,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,172: -1,010 -203 404 2,810 1,741 2,204 1,942: -1,032 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.2 0.9 91.1 96.4 94.4 98.5: 5.6 1.5
Old : 100.0: 2.4 1.2 0.9 91.1 96.4 94.4 98.5: 5.6 1.5
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 : 49: 4 4 6 35 38 41 46:
Old : 49: 4 4 6 35 38 41 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 : 45.7 59.0 64.1 72.5 40.6 42.2 49.6 52.7
Old : 45.7 59.0 64.1 72.5 40.6 42.2 49.6 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders - Futures Only, October 30, 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 : 153,452: 4,035 3,561 3,902 143,240 143,442 151,177 150,905: 2,275 2,547
Old : 153,452: 4,035 3,561 3,902 143,240 143,442 151,177 150,905: 2,275 2,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -1,795: 1,597 -38 -322 -3,312 -1,563 -2,037 -1,923: 242 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.3 2.5 93.3 93.5 98.5 98.3: 1.5 1.7
Old : 100.0: 2.6 2.3 2.5 93.3 93.5 98.5 98.3: 1.5 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 : 42: 6 1 3 34 34 41 37:
Old : 42: 6 1 3 34 34 41 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 : 57.1 39.3 74.1 60.9 40.1 33.0 49.9 43.6
Old : 57.1 39.3 74.1 60.9 40.1 33.0 49.9 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders - Futures Only, October 30, 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 : 241,812: 7,753 5,907 3,348 225,177 228,362 236,278 237,617: 5,534 4,195
Old : 241,812: 7,753 5,907 3,348 225,177 228,362 236,278 237,617: 5,534 4,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,535: 3,923 -3,118 98 -7,169 211 -3,148 -2,809: 613 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.4 1.4 93.1 94.4 97.7 98.3: 2.3 1.7
Old : 100.0: 3.2 2.4 1.4 93.1 94.4 97.7 98.3: 2.3 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: 3 2 1 31 36 35 38:
Old : 43: 3 2 1 31 36 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 : 50.3 43.2 72.8 62.9 45.8 31.8 57.2 45.0
Old : 50.3 43.2 72.8 62.9 45.8 31.8 57.2 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders - Futures Only, October 30, 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 : 720,137: 0 3,368 14,405 697,557 698,047 711,962 715,820: 8,175 4,317
Old : 720,137: 0 3,368 14,405 697,557 698,047 711,962 715,820: 8,175 4,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 13,892: 0 -331 -216 14,049 13,643 13,833 13,096: 59 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 2.0 96.9 96.9 98.9 99.4: 1.1 0.6
Old : 100.0: 0.0 0.5 2.0 96.9 96.9 98.9 99.4: 1.1 0.6
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 : 62: 0 3 5 54 45 59 50:
Old : 62: 0 3 5 54 45 59 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 : 34.0 42.1 56.3 64.0 26.2 37.9 40.2 51.1
Old : 34.0 42.1 56.3 64.0 26.2 37.9 40.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders - Futures Only, October 30, 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 : 209,148: 5,487 0 722 195,456 202,614 201,665 203,336: 7,483 5,812
Old : 209,148: 5,487 0 722 195,456 202,614 201,665 203,336: 7,483 5,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 5,110: 1,044 0 -950 6,794 5,815 6,888 4,865: -1,778 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.3 93.5 96.9 96.4 97.2: 3.6 2.8
Old : 100.0: 2.6 0.0 0.3 93.5 96.9 96.4 97.2: 3.6 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 : 42: 1 0 1 32 33 33 34:
Old : 42: 1 0 1 32 33 33 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 : 52.0 56.9 69.0 74.8 43.9 56.9 57.4 66.9
Old : 52.0 56.9 69.0 74.8 43.9 56.9 57.4 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders - Futures Only, October 30, 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 : 278,806: 6,010 0 7,712 258,402 267,687 272,124 275,399: 6,682 3,407
Old : 278,806: 6,010 0 7,712 258,402 267,687 272,124 275,399: 6,682 3,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 2,104: -480 -59 -317 2,721 2,758 1,924 2,382: 180 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 2.8 92.7 96.0 97.6 98.8: 2.4 1.2
Old : 100.0: 2.2 0.0 2.8 92.7 96.0 97.6 98.8: 2.4 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: 3 0 3 40 42 43 45:
Old : 53: 3 0 3 40 42 43 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 : 39.3 39.8 57.0 57.5 36.6 38.5 53.3 54.7
Old : 39.3 39.8 57.0 57.5 36.6 38.5 53.3 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders - Futures Only, October 30, 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 : 122,050: 5,532 0 3,572 109,625 111,620 118,729 115,192: 3,321 6,858
Old : 122,050: 5,532 0 3,572 109,625 111,620 118,729 115,192: 3,321 6,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -471: -183 0 -152 -46 -1,929 -381 -2,081: -90 1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 2.9 89.8 91.5 97.3 94.4: 2.7 5.6
Old : 100.0: 4.5 0.0 2.9 89.8 91.5 97.3 94.4: 2.7 5.6
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 : 39: 1 0 1 29 29 30 30:
Old : 39: 1 0 1 29 29 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 : 61.4 42.8 79.7 64.5 57.4 34.4 67.2 51.2
Old : 61.4 42.8 79.7 64.5 57.4 34.4 67.2 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders - Futures Only, October 30, 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 : 168,209: 24,294 1,041 23,465 119,277 143,039 167,036 167,545: 1,173 664
Old : 168,209: 24,294 1,041 23,465 119,277 143,039 167,036 167,545: 1,173 664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -124: -2,737 -41 245 2,515 -453 23 -249: -147 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 0.6 13.9 70.9 85.0 99.3 99.6: 0.7 0.4
Old : 100.0: 14.4 0.6 13.9 70.9 85.0 99.3 99.6: 0.7 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 : 78: 15 2 12 55 53 72 66:
Old : 78: 15 2 12 55 53 72 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 40.8 44.1 59.3 19.4 36.6 32.7 46.6
Old : 26.2 40.8 44.1 59.3 19.4 36.6 32.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders - Futures Only, October 30, 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 : 63,212: 295 25 1,972 60,945 61,215 63,212 63,212: 0 0
Old : 63,212: 295 25 1,972 60,945 61,215 63,212 63,212: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,483: -633 -25 559 1,557 949 1,483 1,483: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 3.1 96.4 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 3.1 96.4 96.8 100.0 100.0: 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 : 37: 2 1 2 27 30 29 33:
Old : 37: 2 1 2 27 30 29 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 : 54.4 46.1 74.6 67.8 46.0 40.8 59.7 53.5
Old : 54.4 46.1 74.6 67.8 46.0 40.8 59.7 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders - Futures Only, October 30, 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 : 525,371: 2,496 9,984 3,225 519,650 512,162 525,371 525,371: 0 0
Old : 525,371: 2,496 9,984 3,225 519,650 512,162 525,371 525,371: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 5,630: 0 1,241 -943 6,573 5,332 5,630 5,630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.9 0.6 98.9 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 1.9 0.6 98.9 97.5 100.0 100.0: 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 : 37: 1 3 1 27 29 29 32:
Old : 37: 1 3 1 27 29 29 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 : 53.3 57.0 74.6 73.6 43.0 48.2 57.4 53.2
Old : 53.3 57.0 74.6 73.6 43.0 48.2 57.4 53.2
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 FUTURES ENERGY DIV Code-064394
Commitments of Traders - Futures Only, October 30, 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 : 1,772,302: 287,503 23,104 43,154 1,441,260 1,706,044 1,771,917 1,772,302: 385 0
Old : 1,772,302: 287,503 23,104 43,154 1,441,260 1,706,044 1,771,917 1,772,302: 385 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -16,321: -5,040 2,400 -2,330 -9,336 -16,391 -16,706 -16,321: 385 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.3 2.4 81.3 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 16.2 1.3 2.4 81.3 96.3 100.0 100.0: 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 : 60: 8 4 6 38 44 49 51:
Old : 60: 8 4 6 38 44 49 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 : 42.8 59.6 62.9 74.1 40.4 55.3 58.2 67.0
Old : 42.8 59.6 62.9 74.1 40.4 55.3 58.2 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders - Futures Only, October 30, 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 : 72,035: 764 131 3,329 67,938 68,575 72,031 72,035: 4 0
Old : 72,035: 764 131 3,329 67,938 68,575 72,031 72,035: 4 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,009: 433 27 -48 647 1,030 1,032 1,009: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.2 4.6 94.3 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.2 4.6 94.3 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 : 46: 4 2 2 32 35 36 39:
Old : 46: 4 2 2 32 35 36 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 : 41.5 36.4 64.6 58.0 26.3 26.6 38.6 37.8
Old : 41.5 36.4 64.6 58.0 26.3 26.6 38.6 37.8
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 FUTURES ENERGY DIV Code-064396
Commitments of Traders - Futures Only, October 30, 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 : 457,320: 7,271 0 5,027 445,022 452,293 457,320 457,320: 0 0
Old : 457,320: 7,271 0 5,027 445,022 452,293 457,320 457,320: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 4,816: 622 0 -943 5,137 5,759 4,816 4,816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 1.1 97.3 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.0 1.1 97.3 98.9 100.0 100.0: 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 22 23 25 25:
Old : 33: 3 0 2 22 23 25 25:
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 : 58.8 63.2 80.6 86.1 53.5 55.3 69.3 74.2
Old : 58.8 63.2 80.6 86.1 53.5 55.3 69.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012