NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,974,546: 621,697 175,458 1,560,102 2,775,567 3,218,113 4,957,366 4,953,673: 17,180 20,873
Old : 4,974,546: 621,697 175,458 1,560,102 2,775,567 3,218,113 4,957,366 4,953,673: 17,180 20,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -2,521: -37,782 45,297 -42,934 74,580 -8,635 -6,136 -6,272: 3,615 3,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.5 31.4 55.8 64.7 99.7 99.6: 0.3 0.4
Old : 100.0: 12.5 3.5 31.4 55.8 64.7 99.7 99.6: 0.3 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 : 226: 39 32 60 142 138 210 203:
Old : 226: 39 32 60 142 138 210 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 23.1 39.8 40.2 16.3 19.2 23.2 27.3
Old : 22.7 23.1 39.8 40.2 16.3 19.2 23.2 27.3
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 18, 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 : 242,273: 3,664 0 4,727 218,752 226,611 227,143 231,338: 15,130 10,935
Old : 242,273: 3,664 0 4,727 218,752 226,611 227,143 231,338: 15,130 10,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 5,577: -66 -2,959 1,284 3,911 2,841 5,129 1,166: 448 4,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 2.0 90.3 93.5 93.8 95.5: 6.2 4.5
Old : 100.0: 1.5 0.0 2.0 90.3 93.5 93.8 95.5: 6.2 4.5
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 : 43: 5 0 3 33 33 38 36:
Old : 43: 5 0 3 33 33 38 36:
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 : 43.4 62.6 61.5 75.9 38.9 51.3 50.8 62.0
Old : 43.4 62.6 61.5 75.9 38.9 51.3 50.8 62.0
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 18, 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 : 155,560: 5,325 0 3,743 143,147 148,877 152,215 152,620: 3,345 2,940
Old : 155,560: 5,325 0 3,743 143,147 148,877 152,215 152,620: 3,345 2,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 4,625: -590 0 1,007 4,365 3,437 4,782 4,444: -157 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 2.4 92.0 95.7 97.8 98.1: 2.2 1.9
Old : 100.0: 3.4 0.0 2.4 92.0 95.7 97.8 98.1: 2.2 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 : 37: 4 0 3 28 31 32 34:
Old : 37: 4 0 3 28 31 32 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 : 57.1 48.9 76.5 67.5 52.5 44.9 62.4 57.6
Old : 57.1 48.9 76.5 67.5 52.5 44.9 62.4 57.6
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, December 18, 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 : 214,956: 6,404 10,747 1,783 198,897 198,779 207,084 211,309: 7,872 3,647
Old : 214,956: 6,404 10,747 1,783 198,897 198,779 207,084 211,309: 7,872 3,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 3,531: 620 -875 1,050 2,104 5,426 3,774 5,601: -243 -2,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.0 0.8 92.5 92.5 96.3 98.3: 3.7 1.7
Old : 100.0: 3.0 5.0 0.8 92.5 92.5 96.3 98.3: 3.7 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: 2 4 3 29 34 33 39:
Old : 43: 2 4 3 29 34 33 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 : 59.7 40.2 76.7 62.0 55.9 31.7 67.7 51.5
Old : 59.7 40.2 76.7 62.0 55.9 31.7 67.7 51.5
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 18, 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 : 691,503: 3,015 1,002 10,218 667,975 677,060 681,208 688,280: 10,295 3,223
Old : 691,503: 3,015 1,002 10,218 667,975 677,060 681,208 688,280: 10,295 3,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -20,384: 292 140 306 -20,752 -19,469 -20,154 -19,023: -230 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.1 1.5 96.6 97.9 98.5 99.5: 1.5 0.5
Old : 100.0: 0.4 0.1 1.5 96.6 97.9 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 3 2 6 51 44 58 50:
Old : 62: 3 2 6 51 44 58 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 : 34.2 45.2 55.7 64.4 26.6 41.5 42.4 54.8
Old : 34.2 45.2 55.7 64.4 26.6 41.5 42.4 54.8
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 18, 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 : 192,581: 4,070 3,754 929 178,124 180,522 183,123 185,205: 9,458 7,376
Old : 192,581: 4,070 3,754 929 178,124 180,522 183,123 185,205: 9,458 7,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 8,837: -683 192 -1,161 9,329 9,394 7,485 8,425: 1,352 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.9 0.5 92.5 93.7 95.1 96.2: 4.9 3.8
Old : 100.0: 2.1 1.9 0.5 92.5 93.7 95.1 96.2: 4.9 3.8
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 : 41: 3 2 1 25 28 29 30:
Old : 41: 3 2 1 25 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 : 53.4 58.3 70.7 76.7 49.1 58.3 62.4 70.3
Old : 53.4 58.3 70.7 76.7 49.1 58.3 62.4 70.3
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 18, 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 : 232,817: 7,236 1,005 5,657 214,131 223,351 227,024 230,013: 5,793 2,804
Old : 232,817: 7,236 1,005 5,657 214,131 223,351 227,024 230,013: 5,793 2,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 690: 3,540 553 -2,592 -289 2,729 659 690: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.4 2.4 92.0 95.9 97.5 98.8: 2.5 1.2
Old : 100.0: 3.1 0.4 2.4 92.0 95.9 97.5 98.8: 2.5 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 1 4 31 39 35 43:
Old : 53: 3 1 4 31 39 35 43:
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 : 41.2 30.3 59.1 51.5 37.8 28.7 51.3 46.4
Old : 41.2 30.3 59.1 51.5 37.8 28.7 51.3 46.4
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 18, 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 : 80,798: 5,813 0 1,319 68,104 71,206 75,236 72,525: 5,562 8,273
Old : 80,798: 5,813 0 1,319 68,104 71,206 75,236 72,525: 5,562 8,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 1,766: 59 -70 -373 776 -140 462 -583: 1,304 2,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 1.6 84.3 88.1 93.1 89.8: 6.9 10.2
Old : 100.0: 7.2 0.0 1.6 84.3 88.1 93.1 89.8: 6.9 10.2
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 : 30: 2 0 1 19 21 21 22:
Old : 30: 2 0 1 19 21 21 22:
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 : 49.1 50.4 74.7 68.5 47.4 47.8 69.9 62.7
Old : 49.1 50.4 74.7 68.5 47.4 47.8 69.9 62.7
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 18, 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 : 163,735: 25,887 1,033 18,424 118,252 143,894 162,563 163,351: 1,172 384
Old : 163,735: 25,887 1,033 18,424 118,252 143,894 162,563 163,351: 1,172 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 4,866: 1,357 -684 229 3,226 5,327 4,812 4,872: 54 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.6 11.3 72.2 87.9 99.3 99.8: 0.7 0.2
Old : 100.0: 15.8 0.6 11.3 72.2 87.9 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 : 83: 18 5 18 54 49 77 68:
Old : 83: 18 5 18 54 49 77 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 : 28.6 40.3 45.5 60.3 22.5 34.4 33.5 43.9
Old : 28.6 40.3 45.5 60.3 22.5 34.4 33.5 43.9
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 18, 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 : 62,937: 360 1,286 1,186 61,367 60,465 62,913 62,937: 24 0
Old : 62,937: 360 1,286 1,186 61,367 60,465 62,913 62,937: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 1,203: 52 -79 78 1,073 1,204 1,203 1,203: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.0 1.9 97.5 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 2.0 1.9 97.5 96.1 100.0 100.0: 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 : 36: 2 2 2 27 27 31 29:
Old : 36: 2 2 2 27 27 31 29:
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 : 55.6 51.0 76.3 69.9 53.2 45.8 64.6 57.8
Old : 55.6 51.0 76.3 69.9 53.2 45.8 64.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders - Futures Only, December 18, 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 : 556,758: 2,296 15,050 2,512 551,950 539,196 556,758 556,758: 0 0
Old : 556,758: 2,296 15,050 2,512 551,950 539,196 556,758 556,758: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 22,435: 1,312 1,952 952 20,171 19,531 22,435 22,435: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.7 0.5 99.1 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.7 0.5 99.1 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 : 34: 1 2 2 25 28 28 30:
Old : 34: 1 2 2 25 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 : 55.5 57.2 81.9 74.8 47.3 54.9 61.7 63.4
Old : 55.5 57.2 81.9 74.8 47.3 54.9 61.7 63.4
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 18, 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 : 1,670,594: 286,863 54,924 38,410 1,340,641 1,577,260 1,665,914 1,670,594: 4,680 0
Old : 1,670,594: 286,863 54,924 38,410 1,340,641 1,577,260 1,665,914 1,670,594: 4,680 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 18,230: 4,980 10,862 -2,255 10,825 9,623 13,550 18,230: 4,680 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.3 2.3 80.2 94.4 99.7 100.0: 0.3 0.0
Old : 100.0: 17.2 3.3 2.3 80.2 94.4 99.7 100.0: 0.3 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 43 44 54 51:
Old : 61: 7 4 7 43 44 54 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 : 43.4 56.7 61.3 69.3 40.4 52.0 55.8 63.1
Old : 43.4 56.7 61.3 69.3 40.4 52.0 55.8 63.1
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 18, 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 : 64,636: 987 334 3,351 60,298 60,927 64,636 64,612: 0 24
Old : 64,636: 987 334 3,351 60,298 60,927 64,636 64,612: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -1,077: 853 -174 -267 -1,663 -660 -1,077 -1,101: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.5 5.2 93.3 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.5 5.2 93.3 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 : 44: 2 2 2 35 31 37 35:
Old : 44: 2 2 2 35 31 37 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 : 39.7 43.5 63.8 65.5 27.2 31.7 38.0 39.3
Old : 39.7 43.5 63.8 65.5 27.2 31.7 38.0 39.3
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 FUTURES ENERGY DIV Code-064396
Commitments of Traders - Futures Only, December 18, 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 : 423,424: 15,914 0 1,606 405,904 421,818 423,424 423,424: 0 0
Old : 423,424: 15,914 0 1,606 405,904 421,818 423,424 423,424: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -11,743: -9 0 625 -12,359 -12,368 -11,743 -11,743: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.4 95.9 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 0.0 0.4 95.9 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 20 18 22 19:
Old : 28: 2 0 1 20 18 22 19:
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 : 58.3 68.9 80.0 88.3 53.0 63.1 72.1 78.7
Old : 58.3 68.9 80.0 88.3 53.0 63.1 72.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012