NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,974,500: 632,784 136,776 1,555,290 2,761,454 3,252,639 4,949,528 4,944,705: 24,972 29,795
Old : 4,974,500: 632,784 136,776 1,555,290 2,761,454 3,252,639 4,949,528 4,944,705: 24,972 29,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -46: 11,087 -38,682 -4,812 -14,113 34,526 -7,838 -8,968: 7,792 8,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 2.7 31.3 55.5 65.4 99.5 99.4: 0.5 0.6
Old : 100.0: 12.7 2.7 31.3 55.5 65.4 99.5 99.4: 0.5 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 : 225: 37 33 55 141 139 205 200:
Old : 225: 37 33 55 141 139 205 200:
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 : 22.9 23.3 39.7 40.5 16.5 19.2 23.0 27.5
Old : 22.9 23.3 39.7 40.5 16.5 19.2 23.0 27.5
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 24, 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 : 239,508: 1,658 1,345 5,203 217,837 222,920 224,698 229,468: 14,810 10,040
Old : 239,508: 1,658 1,345 5,203 217,837 222,920 224,698 229,468: 14,810 10,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -2,765: -2,006 1,345 476 -915 -3,691 -2,445 -1,870: -320 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.6 2.2 91.0 93.1 93.8 95.8: 6.2 4.2
Old : 100.0: 0.7 0.6 2.2 91.0 93.1 93.8 95.8: 6.2 4.2
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 : 43: 4 1 4 32 33 37 37:
Old : 43: 4 1 4 32 33 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 : 44.1 62.0 62.5 75.7 38.7 49.3 50.6 60.6
Old : 44.1 62.0 62.5 75.7 38.7 49.3 50.6 60.6
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 24, 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 : 152,080: 5,550 0 3,031 139,538 145,336 148,119 148,367: 3,961 3,713
Old : 152,080: 5,550 0 3,031 139,538 145,336 148,119 148,367: 3,961 3,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -3,480: 225 0 -712 -3,609 -3,541 -4,096 -4,253: 616 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 2.0 91.8 95.6 97.4 97.6: 2.6 2.4
Old : 100.0: 3.6 0.0 2.0 91.8 95.6 97.4 97.6: 2.6 2.4
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 : 35: 3 0 2 27 30 30 32:
Old : 35: 3 0 2 27 30 30 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 : 56.8 48.9 76.9 68.0 51.9 45.1 62.1 57.3
Old : 56.8 48.9 76.9 68.0 51.9 45.1 62.1 57.3
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 24, 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 : 216,728: 7,174 11,564 1,339 199,791 198,644 208,304 211,547: 8,424 5,181
Old : 216,728: 7,174 11,564 1,339 199,791 198,644 208,304 211,547: 8,424 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,772: 770 817 -444 894 -135 1,220 238: 552 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 5.3 0.6 92.2 91.7 96.1 97.6: 3.9 2.4
Old : 100.0: 3.3 5.3 0.6 92.2 91.7 96.1 97.6: 3.9 2.4
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 : 41: 1 3 3 30 33 34 36:
Old : 41: 1 3 3 30 33 34 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 : 59.1 40.8 76.4 62.7 55.3 32.3 67.5 52.3
Old : 59.1 40.8 76.4 62.7 55.3 32.3 67.5 52.3
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 24, 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 : 701,161: 3,749 671 10,093 677,205 687,203 691,047 697,967: 10,114 3,194
Old : 701,161: 3,749 671 10,093 677,205 687,203 691,047 697,967: 10,114 3,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 9,658: 734 -331 -125 9,230 10,143 9,839 9,687: -181 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.1 1.4 96.6 98.0 98.6 99.5: 1.4 0.5
Old : 100.0: 0.5 0.1 1.4 96.6 98.0 98.6 99.5: 1.4 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 : 63: 4 1 6 52 45 59 51:
Old : 63: 4 1 6 52 45 59 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 : 34.9 44.7 56.2 64.3 25.8 41.4 41.4 54.7
Old : 34.9 44.7 56.2 64.3 25.8 41.4 41.4 54.7
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 24, 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 : 197,531: 4,070 2,834 1,375 182,482 186,238 187,927 190,447: 9,604 7,084
Old : 197,531: 4,070 2,834 1,375 182,482 186,238 187,927 190,447: 9,604 7,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 4,950: 0 -920 446 4,358 5,716 4,804 5,242: 146 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.4 0.7 92.4 94.3 95.1 96.4: 4.9 3.6
Old : 100.0: 2.1 1.4 0.7 92.4 94.3 95.1 96.4: 4.9 3.6
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 : 43: 3 2 1 26 30 30 32:
Old : 43: 3 2 1 26 30 30 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 : 52.4 56.6 70.7 75.9 47.3 56.6 60.0 67.3
Old : 52.4 56.6 70.7 75.9 47.3 56.6 60.0 67.3
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 24, 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 : 234,001: 7,916 1,005 5,293 214,689 225,439 227,898 231,737: 6,103 2,264
Old : 234,001: 7,916 1,005 5,293 214,689 225,439 227,898 231,737: 6,103 2,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,184: 680 0 -364 558 2,088 874 1,724: 310 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.4 2.3 91.7 96.3 97.4 99.0: 2.6 1.0
Old : 100.0: 3.4 0.4 2.3 91.7 96.3 97.4 99.0: 2.6 1.0
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 : 53: 3 1 4 32 40 36 44:
Old : 53: 3 1 4 32 40 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 30.3 58.2 50.8 36.5 28.8 50.3 46.2
Old : 40.2 30.3 58.2 50.8 36.5 28.8 50.3 46.2
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 24, 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 : 83,736: 6,982 0 999 72,121 74,173 80,102 75,172: 3,634 8,564
Old : 83,736: 6,982 0 999 72,121 74,173 80,102 75,172: 3,634 8,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 2,938: 1,169 0 -320 4,017 2,967 4,866 2,647: -1,928 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 1.2 86.1 88.6 95.7 89.8: 4.3 10.2
Old : 100.0: 8.3 0.0 1.2 86.1 88.6 95.7 89.8: 4.3 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 : 34: 2 0 1 22 23 24 24:
Old : 34: 2 0 1 22 23 24 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 : 50.8 50.7 73.8 68.6 48.5 48.2 68.6 62.6
Old : 50.8 50.7 73.8 68.6 48.5 48.2 68.6 62.6
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 24, 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 : 167,119: 25,619 1,639 19,450 121,119 145,602 166,188 166,691: 931 428
Old : 167,119: 25,619 1,639 19,450 121,119 145,602 166,188 166,691: 931 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 3,384: -268 606 1,026 2,867 1,708 3,625 3,340: -241 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.0 11.6 72.5 87.1 99.4 99.7: 0.6 0.3
Old : 100.0: 15.3 1.0 11.6 72.5 87.1 99.4 99.7: 0.6 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 : 85: 19 5 18 56 48 80 68:
Old : 85: 19 5 18 56 48 80 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 : 27.8 40.4 44.6 59.9 21.5 34.3 32.8 43.7
Old : 27.8 40.4 44.6 59.9 21.5 34.3 32.8 43.7
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 24, 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 : 62,532: 308 1,160 1,364 60,524 59,488 62,196 62,012: 336 520
Old : 62,532: 308 1,160 1,364 60,524 59,488 62,196 62,012: 336 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -405: -52 -126 178 -843 -977 -717 -925: 312 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.9 2.2 96.8 95.1 99.5 99.2: 0.5 0.8
Old : 100.0: 0.5 1.9 2.2 96.8 95.1 99.5 99.2: 0.5 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 : 36: 1 3 3 27 27 31 30:
Old : 36: 1 3 3 27 27 31 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 : 55.2 50.6 76.2 68.8 52.8 46.0 64.8 57.3
Old : 55.2 50.6 76.2 68.8 52.8 46.0 64.8 57.3
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 24, 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 : 565,038: 2,400 15,291 3,376 559,262 546,371 565,038 565,038: 0 0
Old : 565,038: 2,400 15,291 3,376 559,262 546,371 565,038 565,038: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 8,280: 104 241 864 7,312 7,175 8,280 8,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.7 0.6 99.0 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.7 0.6 99.0 96.7 100.0 100.0: 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 : 35: 1 2 3 26 28 29 31:
Old : 35: 1 2 3 26 28 29 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 : 54.3 57.4 81.5 75.0 46.8 55.1 62.0 63.5
Old : 54.3 57.4 81.5 75.0 46.8 55.1 62.0 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders - Futures Only, December 24, 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 : 1,665,990: 291,467 56,804 40,826 1,333,697 1,568,360 1,665,990 1,665,990: 0 0
Old : 1,665,990: 291,467 56,804 40,826 1,333,697 1,568,360 1,665,990 1,665,990: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -4,604: 4,604 1,880 2,416 -6,944 -8,900 76 -4,604: -4,680 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 3.4 2.5 80.1 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 17.5 3.4 2.5 80.1 94.1 100.0 100.0: 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 : 63: 7 4 7 43 45 54 52:
Old : 63: 7 4 7 43 45 54 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 : 43.9 55.3 61.5 69.1 40.5 51.0 56.1 62.5
Old : 43.9 55.3 61.5 69.1 40.5 51.0 56.1 62.5
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 24, 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 : 65,861: 1,044 334 3,145 61,490 62,150 65,679 65,629: 182 232
Old : 65,861: 1,044 334 3,145 61,490 62,150 65,679 65,629: 182 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,225: 57 0 -206 1,192 1,223 1,043 1,017: 182 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.5 4.8 93.4 94.4 99.7 99.6: 0.3 0.4
Old : 100.0: 1.6 0.5 4.8 93.4 94.4 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 : 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 : 37.6 44.4 61.2 66.4 27.5 32.2 37.7 40.7
Old : 37.6 44.4 61.2 66.4 27.5 32.2 37.7 40.7
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 24, 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 : 426,582: 14,036 0 2,564 409,982 424,018 426,582 426,582: 0 0
Old : 426,582: 14,036 0 2,564 409,982 424,018 426,582 426,582: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 3,158: -1,878 0 958 4,078 2,200 3,158 3,158: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.6 96.1 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 0.0 0.6 96.1 99.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 20 18 22 20:
Old : 28: 2 0 2 20 18 22 20:
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 : 58.7 68.8 80.3 88.2 53.5 63.0 72.5 78.4
Old : 58.7 68.8 80.3 88.2 53.5 63.0 72.5 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012