NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,804,738: 614,486 111,284 1,482,356 2,690,415 3,191,044 4,787,257 4,784,684: 17,481 20,054
Old : 4,804,738: 614,486 111,284 1,482,356 2,690,415 3,191,044 4,787,257 4,784,684: 17,481 20,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 37,429: -52,526 11,359 3,940 88,728 26,544 40,142 41,843: -2,713 -4,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.3 30.9 56.0 66.4 99.6 99.6: 0.4 0.4
Old : 100.0: 12.8 2.3 30.9 56.0 66.4 99.6 99.6: 0.4 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 : 222: 45 24 61 139 133 209 197:
Old : 222: 45 24 61 139 133 209 197:
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 : 22.8 22.5 39.8 39.9 16.6 19.5 22.6 27.8
Old : 22.8 22.5 39.8 39.9 16.6 19.5 22.6 27.8
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 245,258: 4,662 93 6,363 214,674 228,258 225,699 234,714: 19,559 10,544
Old : 245,258: 4,662 93 6,363 214,674 228,258 225,699 234,714: 19,559 10,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -766: 1,987 -80 1,226 -7,200 -4,451 -3,987 -3,305: 3,221 2,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.6 87.5 93.1 92.0 95.7: 8.0 4.3
Old : 100.0: 1.9 0.0 2.6 87.5 93.1 92.0 95.7: 8.0 4.3
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 : 45: 8 1 7 31 29 40 36:
Old : 45: 8 1 7 31 29 40 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 : 44.1 64.0 61.4 78.0 35.9 49.3 45.8 58.7
Old : 44.1 64.0 61.4 78.0 35.9 49.3 45.8 58.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 145,739: 3,389 0 3,450 138,697 141,116 145,536 144,566: 203 1,173
Old : 145,739: 3,389 0 3,450 138,697 141,116 145,536 144,566: 203 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -12,260: -3,328 0 429 -6,449 -10,431 -9,348 -10,002: -2,912 -2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 2.4 95.2 96.8 99.9 99.2: 0.1 0.8
Old : 100.0: 2.3 0.0 2.4 95.2 96.8 99.9 99.2: 0.1 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 : 37: 3 0 2 27 31 30 33:
Old : 37: 3 0 2 27 31 30 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 : 51.0 45.5 75.5 67.6 42.8 40.0 58.1 53.4
Old : 51.0 45.5 75.5 67.6 42.8 40.0 58.1 53.4
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,168: 8,914 10,308 1,352 201,730 201,129 211,996 212,789: 6,172 5,379
Old : 218,168: 8,914 10,308 1,352 201,730 201,129 211,996 212,789: 6,172 5,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,421: 884 -843 -31 -1,239 -1,779 -386 -2,653: -2,035 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 4.7 0.6 92.5 92.2 97.2 97.5: 2.8 2.5
Old : 100.0: 4.1 4.7 0.6 92.5 92.2 97.2 97.5: 2.8 2.5
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 : 40: 1 2 2 30 32 33 34:
Old : 40: 1 2 2 30 32 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 : 59.1 44.3 77.5 65.7 56.2 36.2 69.3 56.4
Old : 59.1 44.3 77.5 65.7 56.2 36.2 69.3 56.4
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 678,684: 2,616 672 10,281 656,845 665,167 669,742 676,120: 8,942 2,564
Old : 678,684: 2,616 672 10,281 656,845 665,167 669,742 676,120: 8,942 2,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -33,228: -1,896 1 -69 -29,904 -32,529 -31,869 -32,597: -1,359 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.1 1.5 96.8 98.0 98.7 99.6: 1.3 0.4
Old : 100.0: 0.4 0.1 1.5 96.8 98.0 98.7 99.6: 1.3 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 : 61: 4 1 6 50 44 57 50:
Old : 61: 4 1 6 50 44 57 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 : 35.8 44.7 56.3 64.0 23.7 41.7 40.2 55.5
Old : 35.8 44.7 56.3 64.0 23.7 41.7 40.2 55.5
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,657: 3,202 1,795 1,280 170,797 174,052 175,279 177,127: 8,378 6,530
Old : 183,657: 3,202 1,795 1,280 170,797 174,052 175,279 177,127: 8,378 6,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -15,456: -1,038 83 -388 -12,925 -14,730 -14,351 -15,035: -1,105 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.0 0.7 93.0 94.8 95.4 96.4: 4.6 3.6
Old : 100.0: 1.7 1.0 0.7 93.0 94.8 95.4 96.4: 4.6 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 : 41: 2 2 1 26 27 29 29:
Old : 41: 2 2 1 26 27 29 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 : 54.3 56.9 71.8 77.2 51.4 56.9 63.3 70.2
Old : 54.3 56.9 71.8 77.2 51.4 56.9 63.3 70.2
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 209,708: 7,118 862 4,879 192,080 200,968 204,077 206,709: 5,631 2,999
Old : 209,708: 7,118 862 4,879 192,080 200,968 204,077 206,709: 5,631 2,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -24,554: -421 -77 -403 -23,017 -24,654 -23,841 -25,134: -713 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.4 2.3 91.6 95.8 97.3 98.6: 2.7 1.4
Old : 100.0: 3.4 0.4 2.3 91.6 95.8 97.3 98.6: 2.7 1.4
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 : 52: 3 1 4 32 39 36 43:
Old : 52: 3 1 4 32 39 36 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 : 40.6 29.7 59.5 51.5 37.0 28.4 51.6 46.8
Old : 40.6 29.7 59.5 51.5 37.0 28.4 51.6 46.8
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 79,690: 6,839 0 807 68,362 71,644 76,008 72,451: 3,682 7,239
Old : 79,690: 6,839 0 807 68,362 71,644 76,008 72,451: 3,682 7,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -4,281: 333 0 -891 -3,706 -1,910 -4,264 -2,801: -17 -1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 1.0 85.8 89.9 95.4 90.9: 4.6 9.1
Old : 100.0: 8.6 0.0 1.0 85.8 89.9 95.4 90.9: 4.6 9.1
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 : 33: 2 0 2 21 24 23 26:
Old : 33: 2 0 2 21 24 23 26:
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 : 56.9 54.3 80.0 69.2 53.6 51.6 74.3 64.7
Old : 56.9 54.3 80.0 69.2 53.6 51.6 74.3 64.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,436: 26,521 2,009 16,692 117,103 142,204 160,316 160,905: 1,120 531
Old : 161,436: 26,521 2,009 16,692 117,103 142,204 160,316 160,905: 1,120 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -5,669: -612 275 -1,931 -3,672 -4,160 -6,215 -5,816: 546 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 1.2 10.3 72.5 88.1 99.3 99.7: 0.7 0.3
Old : 100.0: 16.4 1.2 10.3 72.5 88.1 99.3 99.7: 0.7 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 : 82: 15 9 15 53 48 73 67:
Old : 82: 15 9 15 53 48 73 67:
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 : 29.9 39.9 45.8 59.7 23.2 35.0 35.6 45.1
Old : 29.9 39.9 45.8 59.7 23.2 35.0 35.6 45.1
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,778: 490 597 1,289 57,975 57,892 59,754 59,778: 24 0
Old : 59,778: 490 597 1,289 57,975 57,892 59,754 59,778: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,409: 182 -388 -73 -2,518 -1,748 -2,409 -2,209: 0 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.0 2.2 97.0 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 1.0 2.2 97.0 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: 2 1 1 24 26 27 27:
Old : 34: 2 1 1 24 26 27 27:
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 : 57.8 49.6 78.0 69.6 56.3 47.0 66.7 57.2
Old : 57.8 49.6 78.0 69.6 56.3 47.0 66.7 57.2
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 551,127: 5,554 13,270 3,533 542,040 534,324 551,127 551,127: 0 0
Old : 551,127: 5,554 13,270 3,533 542,040 534,324 551,127 551,127: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -13,748: 1,636 -1,772 1,021 -14,341 -12,997 -11,684 -13,748: -2,064 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.4 0.6 98.4 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 2.4 0.6 98.4 97.0 100.0 100.0: 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 21 28 24 30:
Old : 34: 1 2 2 21 28 24 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 : 54.8 59.8 81.7 74.3 49.7 58.4 64.8 67.7
Old : 54.8 59.8 81.7 74.3 49.7 58.4 64.8 67.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,588,593: 295,138 61,795 37,618 1,255,837 1,489,180 1,588,593 1,588,593: 0 0
Old : 1,588,593: 295,138 61,795 37,618 1,255,837 1,489,180 1,588,593 1,588,593: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -85,971: -5,289 -936 -1,248 -79,434 -83,787 -85,971 -85,971: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.9 2.4 79.1 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 18.6 3.9 2.4 79.1 93.7 100.0 100.0: 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 : 62: 7 4 7 39 42 50 49:
Old : 62: 7 4 7 39 42 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 54.9 61.5 71.2 41.2 51.1 58.8 64.7
Old : 43.2 54.9 61.5 71.2 41.2 51.1 58.8 64.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,391: 955 312 3,167 63,269 63,888 67,391 67,367: 0 24
Old : 67,391: 955 312 3,167 63,269 63,888 67,391 67,367: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 1,772: 321 -22 -157 1,608 1,951 1,772 1,772: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.5 4.7 93.9 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 0.5 4.7 93.9 94.8 100.0 100.0: 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 : 43: 2 2 3 35 31 38 35:
Old : 43: 2 2 3 35 31 38 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 : 36.2 44.6 59.5 65.2 25.1 32.6 37.5 40.0
Old : 36.2 44.6 59.5 65.2 25.1 32.6 37.5 40.0
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 429,863: 14,347 0 2,237 413,279 427,626 429,863 429,863: 0 0
Old : 429,863: 14,347 0 2,237 413,279 427,626 429,863 429,863: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,624: 311 0 -327 2,640 2,951 2,624 2,624: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.5 96.1 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 0.0 0.5 96.1 99.5 100.0 100.0: 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 : 28: 2 0 2 20 21 22 23:
Old : 28: 2 0 2 20 21 22 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 : 59.1 65.0 81.0 87.6 53.0 59.3 72.3 77.3
Old : 59.1 65.0 81.0 87.6 53.0 59.3 72.3 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013