NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,943,671: 720,827 112,823 1,560,771 2,648,737 3,255,663 4,930,335 4,929,257: 13,336 14,414
Old : 4,943,671: 720,827 112,823 1,560,771 2,648,737 3,255,663 4,930,335 4,929,257: 13,336 14,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -367,629: -33,903 8,117 -69,565 -264,143 -306,713 -367,611 -368,161: -18 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 2.3 31.6 53.6 65.9 99.7 99.7: 0.3 0.3
Old : 100.0: 14.6 2.3 31.6 53.6 65.9 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 : 220: 39 26 58 137 134 203 196:
Old : 220: 39 26 58 137 134 203 196:
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 : 24.0 23.1 40.7 39.6 15.7 19.7 23.0 28.5
Old : 24.0 23.1 40.7 39.6 15.7 19.7 23.0 28.5
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, December 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 : 250,126: 4,384 2,825 3,338 225,083 238,860 232,805 245,023: 17,321 5,103
Old : 250,126: 4,384 2,825 3,338 225,083 238,860 232,805 245,023: 17,321 5,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 3,428: -533 2,286 -136 4,700 2,560 4,031 4,710: -603 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.1 1.3 90.0 95.5 93.1 98.0: 6.9 2.0
Old : 100.0: 1.8 1.1 1.3 90.0 95.5 93.1 98.0: 6.9 2.0
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 : 47: 4 3 2 34 38 39 42:
Old : 47: 4 3 2 34 38 39 42:
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 : 42.5 59.1 62.8 72.8 38.2 47.2 51.2 58.4
Old : 42.5 59.1 62.8 72.8 38.2 47.2 51.2 58.4
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, December 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 : 148,238: 3,156 0 3,266 136,912 139,963 143,334 143,229: 4,904 5,009
Old : 148,238: 3,156 0 3,266 136,912 139,963 143,334 143,229: 4,904 5,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 5,176: 1,653 -7 -620 1,564 3,893 2,597 3,266: 2,579 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 2.2 92.4 94.4 96.7 96.6: 3.3 3.4
Old : 100.0: 2.1 0.0 2.2 92.4 94.4 96.7 96.6: 3.3 3.4
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 : 38: 4 0 3 29 32 33 35:
Old : 38: 4 0 3 29 32 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 : 51.0 41.9 74.1 61.2 41.1 36.8 52.4 45.0
Old : 51.0 41.9 74.1 61.2 41.1 36.8 52.4 45.0
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, December 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 : 225,502: 6,004 12,262 582 210,760 206,088 217,346 218,932: 8,156 6,570
Old : 225,502: 6,004 12,262 582 210,760 206,088 217,346 218,932: 8,156 6,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,834: 973 -217 268 -3,405 -3,594 -2,164 -3,543: 330 1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.4 0.3 93.5 91.4 96.4 97.1: 3.6 2.9
Old : 100.0: 2.7 5.4 0.3 93.5 91.4 96.4 97.1: 3.6 2.9
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 : 42: 4 1 2 30 35 35 37:
Old : 42: 4 1 2 30 35 35 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 : 53.7 38.1 73.8 59.8 49.8 29.1 61.3 47.8
Old : 53.7 38.1 73.8 59.8 49.8 29.1 61.3 47.8
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, December 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 : 699,355: 1,564 54 9,631 680,796 685,308 691,991 694,993: 7,364 4,362
Old : 699,355: 1,564 54 9,631 680,796 685,308 691,991 694,993: 7,364 4,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -14,816: -1,311 54 -1,498 -11,615 -12,650 -14,424 -14,094: -392 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 1.4 97.3 98.0 98.9 99.4: 1.1 0.6
Old : 100.0: 0.2 0.0 1.4 97.3 98.0 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 : 60: 2 1 5 51 42 56 47:
Old : 60: 2 1 5 51 42 56 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 : 34.5 44.0 55.7 66.7 24.9 38.3 39.2 52.6
Old : 34.5 44.0 55.7 66.7 24.9 38.3 39.2 52.6
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, December 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 : 197,910: 5,665 2,318 2,246 181,433 187,206 189,344 191,770: 8,566 6,140
Old : 197,910: 5,665 2,318 2,246 181,433 187,206 189,344 191,770: 8,566 6,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -2,869: 2,161 -803 -50 -5,626 -2,477 -3,515 -3,330: 646 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.2 1.1 91.7 94.6 95.7 96.9: 4.3 3.1
Old : 100.0: 2.9 1.2 1.1 91.7 94.6 95.7 96.9: 4.3 3.1
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 : 47: 4 2 1 29 31 34 33:
Old : 47: 4 2 1 29 31 34 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 : 51.6 55.6 67.6 72.7 47.1 55.3 60.2 66.3
Old : 51.6 55.6 67.6 72.7 47.1 55.3 60.2 66.3
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, December 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 : 255,418: 9,922 1,184 4,439 234,979 244,292 249,340 249,915: 6,078 5,503
Old : 255,418: 9,922 1,184 4,439 234,979 244,292 249,340 249,915: 6,078 5,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -4,893: 2,929 142 -731 -6,948 -6,867 -4,750 -7,456: -143 2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.5 1.7 92.0 95.6 97.6 97.8: 2.4 2.2
Old : 100.0: 3.9 0.5 1.7 92.0 95.6 97.6 97.8: 2.4 2.2
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 : 56: 3 1 3 36 42 39 46:
Old : 56: 3 1 3 36 42 39 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 : 39.2 30.0 55.2 51.0 36.2 28.0 50.5 46.9
Old : 39.2 30.0 55.2 51.0 36.2 28.0 50.5 46.9
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, December 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 : 97,044: 3,365 1,703 3,461 86,998 85,031 93,824 90,195: 3,220 6,849
Old : 97,044: 3,365 1,703 3,461 86,998 85,031 93,824 90,195: 3,220 6,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -5,173: 2,349 -248 -1,276 -4,662 -2,562 -3,589 -4,086: -1,584 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.8 3.6 89.6 87.6 96.7 92.9: 3.3 7.1
Old : 100.0: 3.5 1.8 3.6 89.6 87.6 96.7 92.9: 3.3 7.1
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 : 37: 1 1 2 26 28 28 30:
Old : 37: 1 1 2 26 28 28 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 : 52.6 41.7 77.3 60.5 47.7 39.9 65.8 53.2
Old : 52.6 41.7 77.3 60.5 47.7 39.9 65.8 53.2
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, December 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 : 165,785: 25,356 2,693 19,536 119,900 143,155 164,792 165,384: 993 401
Old : 165,785: 25,356 2,693 19,536 119,900 143,155 164,792 165,384: 993 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 1,319: -875 698 -676 3,051 1,278 1,500 1,300: -181 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.6 11.8 72.3 86.3 99.4 99.8: 0.6 0.2
Old : 100.0: 15.3 1.6 11.8 72.3 86.3 99.4 99.8: 0.6 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 : 82: 18 3 13 54 50 75 64:
Old : 82: 18 3 13 54 50 75 64:
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 : 26.8 39.2 44.5 57.1 21.4 33.1 32.5 42.9
Old : 26.8 39.2 44.5 57.1 21.4 33.1 32.5 42.9
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, December 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 : 61,825: 256 952 1,773 59,796 59,100 61,825 61,825: 0 0
Old : 61,825: 256 952 1,773 59,796 59,100 61,825 61,825: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,096: 256 228 -230 -1,122 -1,094 -1,096 -1,096: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.5 2.9 96.7 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 1.5 2.9 96.7 95.6 100.0 100.0: 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 : 34: 2 2 3 25 27 29 30:
Old : 34: 2 2 3 25 27 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 : 56.3 49.2 76.7 69.2 54.3 45.6 64.9 57.5
Old : 56.3 49.2 76.7 69.2 54.3 45.6 64.9 57.5
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, December 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 : 507,213: 0 9,850 2,576 504,637 494,787 507,213 507,213: 0 0
Old : 507,213: 0 9,850 2,576 504,637 494,787 507,213 507,213: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -18,535: -16 -1,008 -683 -17,836 -16,844 -18,535 -18,535: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.5 99.5 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.9 0.5 99.5 97.6 100.0 100.0: 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 : 35: 0 3 3 24 29 27 32:
Old : 35: 0 3 3 24 29 27 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 : 58.6 56.1 83.9 73.6 49.1 50.4 61.6 58.7
Old : 58.6 56.1 83.9 73.6 49.1 50.4 61.6 58.7
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, December 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 : 1,695,992: 283,070 45,546 48,057 1,364,865 1,602,389 1,695,992 1,695,992: 0 0
Old : 1,695,992: 283,070 45,546 48,057 1,364,865 1,602,389 1,695,992 1,695,992: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -18,500: -33,931 25,289 5,761 9,670 -49,550 -18,500 -18,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 2.7 2.8 80.5 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 16.7 2.7 2.8 80.5 94.5 100.0 100.0: 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 : 61: 7 4 7 42 45 53 52:
Old : 61: 7 4 7 42 45 53 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 : 41.9 55.9 59.8 68.7 39.7 50.7 56.1 61.1
Old : 41.9 55.9 59.8 68.7 39.7 50.7 56.1 61.1
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, December 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 : 71,870: 179 384 3,515 68,176 67,971 71,870 71,870: 0 0
Old : 71,870: 179 384 3,515 68,176 67,971 71,870 71,870: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 603: -54 184 -22 679 441 603 603: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.5 4.9 94.9 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.5 4.9 94.9 94.6 100.0 100.0: 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 : 46: 1 4 2 35 36 37 41:
Old : 46: 1 4 2 35 36 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 : 36.9 39.9 58.2 61.8 23.2 29.4 36.0 37.8
Old : 36.9 39.9 58.2 61.8 23.2 29.4 36.0 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, December 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 : 460,551: 18,806 0 981 440,764 459,570 460,551 460,551: 0 0
Old : 460,551: 18,806 0 981 440,764 459,570 460,551 460,551: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 2,479: 2,751 0 981 -1,253 1,498 2,479 2,479: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.2 95.7 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.1 0.0 0.2 95.7 99.8 100.0 100.0: 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 : 31: 2 0 1 19 22 21 23:
Old : 31: 2 0 1 19 22 21 23:
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 : 56.2 68.3 79.2 88.9 51.1 62.6 70.7 79.4
Old : 56.2 68.3 79.2 88.9 51.1 62.6 70.7 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012