NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, September 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 : 4,579,643: 525,353 260,080 1,308,365 2,726,741 3,001,252 4,560,459 4,569,697: 19,184 9,946
Old : 4,579,643: 525,353 260,080 1,308,365 2,726,741 3,001,252 4,560,459 4,569,697: 19,184 9,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 39,225: -104,883 -48,716 55,543 89,309 49,478 39,969 56,305: -744 -17,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.7 28.6 59.5 65.5 99.6 99.8: 0.4 0.2
Old : 100.0: 11.5 5.7 28.6 59.5 65.5 99.6 99.8: 0.4 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 : 220: 41 27 57 141 135 205 198:
Old : 220: 41 27 57 141 135 205 198:
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 : 21.5 21.4 34.7 34.8 16.0 17.6 24.0 25.4
Old : 21.5 21.4 34.7 34.8 16.0 17.6 24.0 25.4
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 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 : 285,048: 5,720 13,090 5,333 260,841 264,349 271,894 282,772: 13,154 2,276
Old : 285,048: 5,720 13,090 5,333 260,841 264,349 271,894 282,772: 13,154 2,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 3,837: 383 255 425 3,511 4,090 4,319 4,770: -482 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.6 1.9 91.5 92.7 95.4 99.2: 4.6 0.8
Old : 100.0: 2.0 4.6 1.9 91.5 92.7 95.4 99.2: 4.6 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 : 50: 5 4 4 37 38 44 44:
Old : 50: 5 4 4 37 38 44 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 : 47.2 57.0 64.3 71.9 42.1 42.9 52.3 56.1
Old : 47.2 57.0 64.3 71.9 42.1 42.9 52.3 56.1
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 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 : 157,412: 2,825 3,306 3,780 148,104 146,089 154,709 153,175: 2,703 4,237
Old : 157,412: 2,825 3,306 3,780 148,104 146,089 154,709 153,175: 2,703 4,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,757: 392 -337 408 6,515 8,524 7,315 8,595: -558 -1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.1 2.4 94.1 92.8 98.3 97.3: 1.7 2.7
Old : 100.0: 1.8 2.1 2.4 94.1 92.8 98.3 97.3: 1.7 2.7
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 : 37: 3 2 3 30 32 34 36:
Old : 37: 3 2 3 30 32 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 : 62.5 41.7 80.3 60.5 47.2 33.4 55.1 43.4
Old : 62.5 41.7 80.3 60.5 47.2 33.4 55.1 43.4
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 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 : 250,433: 0 9,754 1,963 242,972 231,632 244,935 243,349: 5,498 7,084
Old : 250,433: 0 9,754 1,963 242,972 231,632 244,935 243,349: 5,498 7,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,586: 0 1,583 -888 3,924 1,993 3,036 2,688: -1,450 -1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.8 97.0 92.5 97.8 97.2: 2.2 2.8
Old : 100.0: 0.0 3.9 0.8 97.0 92.5 97.8 97.2: 2.2 2.8
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 : 45: 0 2 1 37 37 38 39:
Old : 45: 0 2 1 37 37 38 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 : 51.3 41.3 73.1 61.8 45.0 26.1 55.1 41.1
Old : 51.3 41.3 73.1 61.8 45.0 26.1 55.1 41.1
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 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 : 715,237: 4,798 3,761 19,234 687,507 689,908 711,539 712,903: 3,698 2,334
Old : 715,237: 4,798 3,761 19,234 687,507 689,908 711,539 712,903: 3,698 2,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -600: 2,098 -508 483 1,495 10,063 4,076 10,038: -4,676 -10,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.5 2.7 96.1 96.5 99.5 99.7: 0.5 0.3
Old : 100.0: 0.7 0.5 2.7 96.1 96.5 99.5 99.7: 0.5 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 : 67: 4 3 6 53 45 60 52:
Old : 67: 4 3 6 53 45 60 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 : 34.8 42.6 55.4 63.5 23.2 36.6 39.6 48.3
Old : 34.8 42.6 55.4 63.5 23.2 36.6 39.6 48.3
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 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 : 210,662: 991 0 1,198 202,747 205,617 204,936 206,815: 5,726 3,847
Old : 210,662: 991 0 1,198 202,747 205,617 204,936 206,815: 5,726 3,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,550: -363 0 363 6,909 9,462 6,909 9,825: -359 -3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.6 96.2 97.6 97.3 98.2: 2.7 1.8
Old : 100.0: 0.5 0.0 0.6 96.2 97.6 97.3 98.2: 2.7 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 : 41: 2 0 1 31 30 33 31:
Old : 41: 2 0 1 31 30 33 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 : 51.8 57.2 71.9 75.8 43.4 57.2 58.0 69.1
Old : 51.8 57.2 71.9 75.8 43.4 57.2 58.0 69.1
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 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 : 281,581: 20,905 792 11,874 243,400 265,492 276,179 278,158: 5,402 3,423
Old : 281,581: 20,905 792 11,874 243,400 265,492 276,179 278,158: 5,402 3,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,360: 1,665 -266 -152 5,781 9,388 7,294 8,970: -934 -2,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.3 4.2 86.4 94.3 98.1 98.8: 1.9 1.2
Old : 100.0: 7.4 0.3 4.2 86.4 94.3 98.1 98.8: 1.9 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 : 55: 3 1 4 42 45 46 49:
Old : 55: 3 1 4 42 45 46 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 : 37.0 43.9 55.5 59.9 30.6 43.6 48.7 57.0
Old : 37.0 43.9 55.5 59.9 30.6 43.6 48.7 57.0
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 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 : 131,527: 10,986 0 4,381 113,111 119,779 128,478 124,160: 3,049 7,367
Old : 131,527: 10,986 0 4,381 113,111 119,779 128,478 124,160: 3,049 7,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,640: 416 0 204 1,420 2,702 2,040 2,906: -400 -1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 3.3 86.0 91.1 97.7 94.4: 2.3 5.6
Old : 100.0: 8.4 0.0 3.3 86.0 91.1 97.7 94.4: 2.3 5.6
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 : 42: 5 0 2 33 29 38 31:
Old : 42: 5 0 2 33 29 38 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 : 58.9 47.6 72.9 66.8 53.3 44.0 64.0 55.8
Old : 58.9 47.6 72.9 66.8 53.3 44.0 64.0 55.8
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 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 : 170,480: 25,870 1,498 21,801 121,379 146,444 169,050 169,743: 1,430 737
Old : 170,480: 25,870 1,498 21,801 121,379 146,444 169,050 169,743: 1,430 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 175: -526 291 860 241 -279 575 872: -400 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.9 12.8 71.2 85.9 99.2 99.6: 0.8 0.4
Old : 100.0: 15.2 0.9 12.8 71.2 85.9 99.2 99.6: 0.8 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 : 78: 12 8 14 52 52 70 68:
Old : 78: 12 8 14 52 52 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 : 28.6 41.6 46.5 61.4 19.0 37.8 32.6 48.6
Old : 28.6 41.6 46.5 61.4 19.0 37.8 32.6 48.6
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 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 : 63,643: 182 111 1,371 61,941 62,084 63,494 63,566: 149 77
Old : 63,643: 182 111 1,371 61,941 62,084 63,494 63,566: 149 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 944: 37 111 195 737 1,142 969 1,448: -25 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 2.2 97.3 97.6 99.8 99.9: 0.2 0.1
Old : 100.0: 0.3 0.2 2.2 97.3 97.6 99.8 99.9: 0.2 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 : 35: 1 2 2 28 28 30 31:
Old : 35: 1 2 2 28 28 30 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 : 54.9 44.2 75.4 66.5 45.0 37.6 58.4 52.3
Old : 54.9 44.2 75.4 66.5 45.0 37.6 58.4 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, September 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 : 537,667: 4,528 7,402 1,009 532,130 529,256 537,667 537,667: 0 0
Old : 537,667: 4,528 7,402 1,009 532,130 529,256 537,667 537,667: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 13,267: 665 2,551 -1,952 14,890 19,083 13,603 19,682: -336 -6,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.4 0.2 99.0 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 1.4 0.2 99.0 98.4 100.0 100.0: 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 : 37: 2 1 2 28 30 31 32:
Old : 37: 2 1 2 28 30 31 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 : 53.1 56.4 76.4 76.2 40.4 51.2 55.1 56.5
Old : 53.1 56.4 76.4 76.2 40.4 51.2 55.1 56.5
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 OTC Code-064394
Commitments of Traders - Futures Only, September 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 : 1,724,413: 211,153 16,059 66,157 1,446,510 1,642,197 1,723,820 1,724,413: 593 0
Old : 1,724,413: 211,153 16,059 66,157 1,446,510 1,642,197 1,723,820 1,724,413: 593 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 53,343: 9,712 7,256 -3,751 52,702 51,366 58,663 54,871: -5,320 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.9 3.8 83.9 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 12.2 0.9 3.8 83.9 95.2 100.0 100.0: 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 : 58: 6 3 6 40 43 49 49:
Old : 58: 6 3 6 40 43 49 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 : 42.2 55.2 61.3 68.3 37.8 49.1 51.4 58.9
Old : 42.2 55.2 61.3 68.3 37.8 49.1 51.4 58.9
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 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 : 72,374: 543 192 3,726 68,026 68,403 72,295 72,321: 79 53
Old : 72,374: 543 192 3,726 68,026 68,403 72,295 72,321: 79 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 627: 301 -619 695 193 524 1,189 600: -562 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 5.1 94.0 94.5 99.9 99.9: 0.1 0.1
Old : 100.0: 0.8 0.3 5.1 94.0 94.5 99.9 99.9: 0.1 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 : 43: 5 1 4 31 33 36 38:
Old : 43: 5 1 4 31 33 36 38:
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 : 40.1 38.6 61.8 62.4 25.6 28.2 38.3 41.2
Old : 40.1 38.6 61.8 62.4 25.6 28.2 38.3 41.2
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 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 : 479,936: 8,160 0 3,805 467,971 476,131 479,936 479,936: 0 0
Old : 479,936: 8,160 0 3,805 467,971 476,131 479,936 479,936: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 5,938: -3,129 0 3,172 5,895 2,766 5,938 5,938: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.8 97.5 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.0 0.8 97.5 99.2 100.0 100.0: 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 0 1 25 22 27 23:
Old : 34: 2 0 1 25 22 27 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 : 57.0 67.6 79.6 88.8 52.0 58.4 67.4 74.4
Old : 57.0 67.6 79.6 88.8 52.0 58.4 67.4 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012