NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, October 2, 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 : 4,834,722: 570,386 156,246 1,480,975 2,762,684 3,182,892 4,814,045 4,820,113: 20,677 14,609
Old : 4,834,722: 570,386 156,246 1,480,975 2,762,684 3,182,892 4,814,045 4,820,113: 20,677 14,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 244,928: 1,666 -101,045 163,755 76,178 179,313 241,599 242,023: 3,329 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.2 30.6 57.1 65.8 99.6 99.7: 0.4 0.3
Old : 100.0: 11.8 3.2 30.6 57.1 65.8 99.6 99.7: 0.4 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 : 221: 48 26 62 137 133 206 200:
Old : 221: 48 26 62 137 133 206 200:
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 : 23.1 21.5 38.5 35.8 16.3 18.4 22.9 25.5
Old : 23.1 21.5 38.5 35.8 16.3 18.4 22.9 25.5
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, October 2, 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 : 293,681: 6,213 15,329 6,031 268,452 269,959 280,696 291,319: 12,985 2,362
Old : 293,681: 6,213 15,329 6,031 268,452 269,959 280,696 291,319: 12,985 2,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,682: 1,594 2,188 -894 3,225 2,327 3,925 3,621: -243 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.2 2.1 91.4 91.9 95.6 99.2: 4.4 0.8
Old : 100.0: 2.1 5.2 2.1 91.4 91.9 95.6 99.2: 4.4 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 : 53: 4 5 6 38 40 45 48:
Old : 53: 4 5 6 38 40 45 48:
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 : 48.8 55.9 64.4 70.4 42.3 39.2 50.9 52.4
Old : 48.8 55.9 64.4 70.4 42.3 39.2 50.9 52.4
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, October 2, 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 : 163,977: 4,583 4,689 4,104 153,320 151,925 162,007 160,718: 1,970 3,259
Old : 163,977: 4,583 4,689 4,104 153,320 151,925 162,007 160,718: 1,970 3,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 8,180: -127 917 493 8,137 7,040 8,503 8,450: -323 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.9 2.5 93.5 92.7 98.8 98.0: 1.2 2.0
Old : 100.0: 2.8 2.9 2.5 93.5 92.7 98.8 98.0: 1.2 2.0
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: 3 3 5 35 34 41 39:
Old : 43: 3 3 5 35 34 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 41.6 76.9 60.5 44.1 31.8 51.3 42.3
Old : 59.9 41.6 76.9 60.5 44.1 31.8 51.3 42.3
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, October 2, 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 : 262,503: 2,438 11,621 2,797 253,283 243,506 258,518 257,924: 3,985 4,579
Old : 262,503: 2,438 11,621 2,797 253,283 243,506 258,518 257,924: 3,985 4,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,364: 1,406 472 -1,080 3,072 5,305 3,398 4,697: 966 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.4 1.1 96.5 92.8 98.5 98.3: 1.5 1.7
Old : 100.0: 0.9 4.4 1.1 96.5 92.8 98.5 98.3: 1.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 4 3 41 40 45 45:
Old : 53: 2 4 3 41 40 45 45:
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 : 50.2 41.1 71.4 61.2 43.3 28.4 52.1 43.1
Old : 50.2 41.1 71.4 61.2 43.3 28.4 52.1 43.1
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, October 2, 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 : 685,223: 1,645 4,913 13,511 665,542 664,906 680,698 683,330: 4,525 1,893
Old : 685,223: 1,645 4,913 13,511 665,542 664,906 680,698 683,330: 4,525 1,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -33,123: -124 1,792 -4,346 -29,613 -30,018 -34,083 -32,572: 960 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 2.0 97.1 97.0 99.3 99.7: 0.7 0.3
Old : 100.0: 0.2 0.7 2.0 97.1 97.0 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 : 61: 1 3 5 51 44 56 50:
Old : 61: 1 3 5 51 44 56 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 : 35.7 42.6 57.2 65.0 24.9 37.3 39.8 50.0
Old : 35.7 42.6 57.2 65.0 24.9 37.3 39.8 50.0
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, October 2, 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 : 216,250: 2,407 0 1,029 205,094 211,740 208,530 212,769: 7,720 3,481
Old : 216,250: 2,407 0 1,029 205,094 211,740 208,530 212,769: 7,720 3,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,251: 1,811 -74 -280 2,582 4,756 4,113 4,402: 138 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.5 94.8 97.9 96.4 98.4: 3.6 1.6
Old : 100.0: 1.1 0.0 0.5 94.8 97.9 96.4 98.4: 3.6 1.6
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 : 44: 2 0 2 32 34 34 36:
Old : 44: 2 0 2 32 34 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 : 53.0 55.6 71.1 75.4 44.7 55.6 59.3 67.3
Old : 53.0 55.6 71.1 75.4 44.7 55.6 59.3 67.3
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, October 2, 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 : 298,789: 16,793 98 9,592 266,314 286,074 292,699 295,764: 6,090 3,025
Old : 298,789: 16,793 98 9,592 266,314 286,074 292,699 295,764: 6,090 3,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 17,988: 2,555 -699 726 14,476 18,150 17,757 18,177: 231 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 3.2 89.1 95.7 98.0 99.0: 2.0 1.0
Old : 100.0: 5.6 0.0 3.2 89.1 95.7 98.0 99.0: 2.0 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 : 54: 2 1 3 41 47 44 50:
Old : 54: 2 1 3 41 47 44 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 : 33.7 45.5 54.5 61.5 30.0 45.5 48.7 58.8
Old : 33.7 45.5 54.5 61.5 30.0 45.5 48.7 58.8
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, October 2, 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 : 132,043: 5,703 1,674 7,898 114,957 115,986 128,558 125,558: 3,485 6,485
Old : 132,043: 5,703 1,674 7,898 114,957 115,986 128,558 125,558: 3,485 6,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,479: -1,100 899 152 3,683 2,522 2,735 3,573: 744 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.3 6.0 87.1 87.8 97.4 95.1: 2.6 4.9
Old : 100.0: 4.3 1.3 6.0 87.1 87.8 97.4 95.1: 2.6 4.9
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 : 44: 4 1 2 35 30 39 33:
Old : 44: 4 1 2 35 30 39 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 : 58.8 44.5 73.1 67.5 57.0 40.1 65.6 53.8
Old : 58.8 44.5 73.1 67.5 57.0 40.1 65.6 53.8
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, October 2, 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 : 173,532: 27,531 772 22,437 122,547 149,619 172,515 172,828: 1,017 704
Old : 173,532: 27,531 772 22,437 122,547 149,619 172,515 172,828: 1,017 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,794: -175 -162 913 2,156 1,741 2,894 2,492: -100 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.4 12.9 70.6 86.2 99.4 99.6: 0.6 0.4
Old : 100.0: 15.9 0.4 12.9 70.6 86.2 99.4 99.6: 0.6 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 : 82: 18 4 13 54 53 75 67:
Old : 82: 18 4 13 54 53 75 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 : 25.8 41.2 42.8 60.9 18.3 37.3 32.0 49.1
Old : 25.8 41.2 42.8 60.9 18.3 37.3 32.0 49.1
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, October 2, 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 : 60,540: 363 202 1,792 58,385 58,546 60,540 60,540: 0 0
Old : 60,540: 363 202 1,792 58,385 58,546 60,540 60,540: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -4,550: -218 125 413 -4,697 -5,088 -4,502 -4,550: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.3 3.0 96.4 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.3 3.0 96.4 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 : 38: 3 2 3 27 29 31 33:
Old : 38: 3 2 3 27 29 31 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 : 56.6 46.7 77.9 68.0 47.5 43.1 62.8 55.4
Old : 56.6 46.7 77.9 68.0 47.5 43.1 62.8 55.4
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, October 2, 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 : 495,157: 3,459 11,606 1,284 490,414 482,267 495,157 495,157: 0 0
Old : 495,157: 3,459 11,606 1,284 490,414 482,267 495,157 495,157: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -55,036: -2,888 1,279 -1,008 -51,140 -55,307 -55,036 -55,036: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.3 0.3 99.0 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 2.3 0.3 99.0 97.4 100.0 100.0: 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 : 36: 1 2 2 27 27 30 29:
Old : 36: 1 2 2 27 27 30 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 : 56.4 58.7 77.8 75.5 42.5 49.9 57.4 56.3
Old : 56.4 58.7 77.8 75.5 42.5 49.9 57.4 56.3
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, October 2, 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 : 1,809,064: 261,121 24,994 48,708 1,488,154 1,734,930 1,797,983 1,808,632: 11,081 432
Old : 1,809,064: 261,121 24,994 48,708 1,488,154 1,734,930 1,797,983 1,808,632: 11,081 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 50,904: 11,312 4,248 -14,808 43,319 61,032 39,823 50,472: 11,081 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.4 2.7 82.3 95.9 99.4 100.0: 0.6 0.0
Old : 100.0: 14.4 1.4 2.7 82.3 95.9 99.4 100.0: 0.6 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: 5 4 6 40 44 48 51:
Old : 58: 5 4 6 40 44 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 57.6 62.8 70.1 39.4 52.9 54.3 63.4
Old : 43.2 57.6 62.8 70.1 39.4 52.9 54.3 63.4
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, October 2, 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 : 76,079: 194 205 3,692 72,193 72,161 76,079 76,058: 0 21
Old : 76,079: 194 205 3,692 72,193 72,161 76,079 76,058: 0 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,125: -173 90 -7 2,381 2,096 2,201 2,179: -76 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 4.9 94.9 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.3 4.9 94.9 94.9 100.0 100.0: 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 : 47: 3 4 6 32 36 38 43:
Old : 47: 3 4 6 32 36 38 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 : 39.7 36.5 61.5 59.0 24.4 26.0 36.6 38.0
Old : 39.7 36.5 61.5 59.0 24.4 26.0 36.6 38.0
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 OTC Code-064396
Commitments of Traders - Futures Only, October 2, 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 : 498,239: 7,579 0 6,004 484,656 492,235 498,239 498,239: 0 0
Old : 498,239: 7,579 0 6,004 484,656 492,235 498,239 498,239: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,570: -330 0 -312 4,212 3,882 3,570 3,570: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 1.2 97.3 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.0 1.2 97.3 98.8 100.0 100.0: 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 : 35: 2 0 2 25 23 27 25:
Old : 35: 2 0 2 25 23 27 25:
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 : 56.0 65.1 78.2 86.7 50.8 56.5 66.7 72.8
Old : 56.0 65.1 78.2 86.7 50.8 56.5 66.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012