NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, September 11, 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 : 4,540,418: 630,236 308,796 1,252,822 2,637,432 2,951,774 4,520,490 4,513,392: 19,928 27,026
Old : 4,540,418: 630,236 308,796 1,252,822 2,637,432 2,951,774 4,520,490 4,513,392: 19,928 27,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 35,661: 16,790 10,318 -17,613 33,667 26,345 32,844 19,050: 2,817 16,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.8 27.6 58.1 65.0 99.6 99.4: 0.4 0.6
Old : 100.0: 13.9 6.8 27.6 58.1 65.0 99.6 99.4: 0.4 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 : 214: 34 32 54 139 133 200 193:
Old : 214: 34 32 54 139 133 200 193:
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 : 23.0 22.0 36.5 36.2 17.6 18.1 25.8 26.8
Old : 23.0 22.0 36.5 36.2 17.6 18.1 25.8 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, September 11, 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 : 281,211: 5,337 12,835 4,908 257,330 260,259 267,575 278,002: 13,636 3,209
Old : 281,211: 5,337 12,835 4,908 257,330 260,259 267,575 278,002: 13,636 3,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -16,787: -1,881 -3,528 287 -15,617 -14,244 -17,211 -17,485: 424 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.6 1.7 91.5 92.5 95.2 98.9: 4.8 1.1
Old : 100.0: 1.9 4.6 1.7 91.5 92.5 95.2 98.9: 4.8 1.1
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 : 48: 4 4 3 36 36 42 41:
Old : 48: 4 4 3 36 36 42 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 : 49.3 58.1 66.6 72.8 44.4 44.6 55.6 57.0
Old : 49.3 58.1 66.6 72.8 44.4 44.6 55.6 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, September 11, 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 : 150,655: 2,433 3,643 3,372 141,589 137,565 147,394 144,580: 3,261 6,075
Old : 150,655: 2,433 3,643 3,372 141,589 137,565 147,394 144,580: 3,261 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -8,753: 1,165 -1,489 -702 -8,362 -8,242 -7,899 -10,433: -854 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.4 2.2 94.0 91.3 97.8 96.0: 2.2 4.0
Old : 100.0: 1.6 2.4 2.2 94.0 91.3 97.8 96.0: 2.2 4.0
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: 3 2 2 29 29 32 33:
Old : 35: 3 2 2 29 29 32 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 : 64.7 40.8 82.6 60.9 48.7 32.8 57.0 42.9
Old : 64.7 40.8 82.6 60.9 48.7 32.8 57.0 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, September 11, 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 : 248,847: 0 8,171 2,851 239,048 229,639 241,899 240,661: 6,948 8,186
Old : 248,847: 0 8,171 2,851 239,048 229,639 241,899 240,661: 6,948 8,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -20,625: -1,952 -2,706 141 -20,046 -19,309 -21,857 -21,874: 1,232 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.1 96.1 92.3 97.2 96.7: 2.8 3.3
Old : 100.0: 0.0 3.3 1.1 96.1 92.3 97.2 96.7: 2.8 3.3
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 : 44: 0 2 1 36 37 37 39:
Old : 44: 0 2 1 36 37 37 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 : 52.0 41.5 73.9 61.8 45.5 25.5 55.5 41.3
Old : 52.0 41.5 73.9 61.8 45.5 25.5 55.5 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, September 11, 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 : 715,837: 2,700 4,269 18,751 686,012 679,845 707,463 702,865: 8,374 12,972
Old : 715,837: 2,700 4,269 18,751 686,012 679,845 707,463 702,865: 8,374 12,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -50,451: -2,873 38 -1,559 -51,478 -58,653 -55,910 -60,174: 5,459 9,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 2.6 95.8 95.0 98.8 98.2: 1.2 1.8
Old : 100.0: 0.4 0.6 2.6 95.8 95.0 98.8 98.2: 1.2 1.8
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 : 66: 4 3 6 52 45 59 52:
Old : 66: 4 3 6 52 45 59 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 : 36.8 41.5 55.6 62.8 21.3 36.1 36.7 47.9
Old : 36.8 41.5 55.6 62.8 21.3 36.1 36.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, September 11, 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 : 204,112: 1,354 0 835 195,838 196,155 198,027 196,990: 6,085 7,122
Old : 204,112: 1,354 0 835 195,838 196,155 198,027 196,990: 6,085 7,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -14,752: -1,945 0 -489 -12,198 -17,490 -14,632 -17,979: -120 3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.4 95.9 96.1 97.0 96.5: 3.0 3.5
Old : 100.0: 0.7 0.0 0.4 95.9 96.1 97.0 96.5: 3.0 3.5
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 : 41: 2 0 1 30 31 32 32:
Old : 41: 2 0 1 30 31 32 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 : 51.2 58.3 73.4 74.3 42.5 58.1 60.8 68.7
Old : 51.2 58.3 73.4 74.3 42.5 58.1 60.8 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, September 11, 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 : 275,221: 19,240 1,058 12,026 237,619 256,104 268,885 269,188: 6,336 6,033
Old : 275,221: 19,240 1,058 12,026 237,619 256,104 268,885 269,188: 6,336 6,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -21,480: 293 -489 -2,402 -18,891 -20,731 -21,000 -23,622: -480 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.4 4.4 86.3 93.1 97.7 97.8: 2.3 2.2
Old : 100.0: 7.0 0.4 4.4 86.3 93.1 97.7 97.8: 2.3 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 : 55: 3 2 5 40 44 45 49:
Old : 55: 3 2 5 40 44 45 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 : 37.8 42.6 56.1 58.5 30.8 41.2 48.5 55.6
Old : 37.8 42.6 56.1 58.5 30.8 41.2 48.5 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, September 11, 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 : 129,887: 10,570 0 4,177 111,691 117,077 126,438 121,254: 3,449 8,633
Old : 129,887: 10,570 0 4,177 111,691 117,077 126,438 121,254: 3,449 8,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -18,174: -1,001 -600 -4,267 -13,079 -15,408 -18,347 -20,275: 173 2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.0 3.2 86.0 90.1 97.3 93.4: 2.7 6.6
Old : 100.0: 8.1 0.0 3.2 86.0 90.1 97.3 93.4: 2.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 0 2 30 27 34 29:
Old : 39: 4 0 2 30 27 34 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 : 58.2 48.3 73.1 67.4 52.8 44.6 64.5 56.0
Old : 58.2 48.3 73.1 67.4 52.8 44.6 64.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, September 11, 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 : 170,305: 26,396 1,207 20,941 121,138 146,723 168,475 168,871: 1,830 1,434
Old : 170,305: 26,396 1,207 20,941 121,138 146,723 168,475 168,871: 1,830 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -9,203: 3,511 -408 -4,748 -7,859 -4,952 -9,096 -10,108: -107 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.7 12.3 71.1 86.2 98.9 99.2: 1.1 0.8
Old : 100.0: 15.5 0.7 12.3 71.1 86.2 98.9 99.2: 1.1 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 : 77: 13 6 13 53 53 70 68:
Old : 77: 13 6 13 53 53 70 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 : 28.5 41.5 47.1 61.3 19.6 37.7 32.1 48.0
Old : 28.5 41.5 47.1 61.3 19.6 37.7 32.1 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, September 11, 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 : 62,699: 145 0 1,176 61,204 60,942 62,525 62,118: 174 581
Old : 62,699: 145 0 1,176 61,204 60,942 62,525 62,118: 174 581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,937: -107 0 104 1,838 1,252 1,835 1,356: 102 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 1.9 97.6 97.2 99.7 99.1: 0.3 0.9
Old : 100.0: 0.2 0.0 1.9 97.6 97.2 99.7 99.1: 0.3 0.9
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 : 33: 3 0 2 27 26 30 28:
Old : 33: 3 0 2 27 26 30 28:
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 : 55.7 44.7 77.3 67.8 46.4 38.8 59.8 52.9
Old : 55.7 44.7 77.3 67.8 46.4 38.8 59.8 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, September 11, 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 : 524,400: 3,863 4,851 2,961 517,240 510,173 524,064 517,985: 336 6,415
Old : 524,400: 3,863 4,851 2,961 517,240 510,173 524,064 517,985: 336 6,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 8,608: -1,330 1,919 688 8,914 -414 8,272 2,193: 336 6,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.9 0.6 98.6 97.3 99.9 98.8: 0.1 1.2
Old : 100.0: 0.7 0.9 0.6 98.6 97.3 99.9 98.8: 0.1 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 : 35: 2 2 2 25 27 28 30:
Old : 35: 2 2 2 25 27 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 : 53.4 58.6 77.0 76.3 39.9 53.2 55.0 58.2
Old : 53.4 58.6 77.0 76.3 39.9 53.2 55.0 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, September 11, 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 : 1,671,070: 201,441 8,803 69,908 1,393,808 1,590,831 1,665,157 1,669,542: 5,913 1,528
Old : 1,671,070: 201,441 8,803 69,908 1,393,808 1,590,831 1,665,157 1,669,542: 5,913 1,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -32,625: 20,224 -2,228 -3,340 -55,422 -28,585 -38,538 -34,153: 5,913 1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.5 4.2 83.4 95.2 99.6 99.9: 0.4 0.1
Old : 100.0: 12.1 0.5 4.2 83.4 95.2 99.6 99.9: 0.4 0.1
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 : 56: 6 2 6 39 43 47 49:
Old : 56: 6 2 6 39 43 47 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 : 40.9 54.5 61.0 67.8 36.3 48.6 50.3 58.1
Old : 40.9 54.5 61.0 67.8 36.3 48.6 50.3 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, September 11, 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 : 71,747: 242 811 3,031 67,833 67,879 71,106 71,721: 641 26
Old : 71,747: 242 811 3,031 67,833 67,879 71,106 71,721: 641 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -3,946: 191 -738 322 -5,072 -3,526 -4,559 -3,942: 613 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.1 4.2 94.5 94.6 99.1 100.0: 0.9 0.0
Old : 100.0: 0.3 1.1 4.2 94.5 94.6 99.1 100.0: 0.9 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: 4 2 4 30 32 35 37:
Old : 43: 4 2 4 30 32 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 : 41.4 39.9 62.7 63.6 27.1 30.2 40.2 42.3
Old : 41.4 39.9 62.7 63.6 27.1 30.2 40.2 42.3
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 OTC Code-064396
Commitments of Traders - Futures Only, September 11, 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 : 473,998: 11,289 0 633 462,076 473,365 473,998 473,998: 0 0
Old : 473,998: 11,289 0 633 462,076 473,365 473,998 473,998: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -48,400: 5,510 -624 -7,013 -46,897 -40,763 -48,400 -48,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.1 97.5 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 0.0 0.1 97.5 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 1 24 22 26 23:
Old : 33: 2 0 1 24 22 26 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 : 56.7 68.4 79.6 89.9 51.7 59.4 67.4 75.6
Old : 56.7 68.4 79.6 89.9 51.7 59.4 67.4 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012