NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, October 9, 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 : 4,969,699: 574,276 142,528 1,495,694 2,870,302 3,306,139 4,940,272 4,944,361: 29,427 25,338
Old : 4,969,699: 574,276 142,528 1,495,694 2,870,302 3,306,139 4,940,272 4,944,361: 29,427 25,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 134,977: 3,890 -13,718 14,719 107,618 123,247 126,227 124,248: 8,750 10,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.9 30.1 57.8 66.5 99.4 99.5: 0.6 0.5
Old : 100.0: 11.6 2.9 30.1 57.8 66.5 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 50 24 62 139 135 210 200:
Old : 223: 50 24 62 139 135 210 200:
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 : 23.5 21.9 39.1 36.3 16.4 18.4 22.4 25.0
Old : 23.5 21.9 39.1 36.3 16.4 18.4 22.4 25.0
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 9, 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 : 267,586: 3,202 9,497 3,411 247,986 251,506 254,599 264,414: 12,987 3,172
Old : 267,586: 3,202 9,497 3,411 247,986 251,506 254,599 264,414: 12,987 3,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -26,095: -3,011 -5,832 -2,620 -20,466 -18,453 -26,097 -26,905: 2 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.5 1.3 92.7 94.0 95.1 98.8: 4.9 1.2
Old : 100.0: 1.2 3.5 1.3 92.7 94.0 95.1 98.8: 4.9 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 : 47: 2 5 4 35 35 39 42:
Old : 47: 2 5 4 35 35 39 42:
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 : 48.5 59.6 65.1 72.1 41.2 41.3 49.3 51.6
Old : 48.5 59.6 65.1 72.1 41.2 41.3 49.3 51.6
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 9, 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 : 150,880: 3,361 3,510 3,261 141,934 141,777 148,556 148,548: 2,324 2,332
Old : 150,880: 3,361 3,510 3,261 141,934 141,777 148,556 148,548: 2,324 2,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -13,097: -1,222 -1,179 -843 -11,386 -10,148 -13,451 -12,170: 354 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.3 2.2 94.1 94.0 98.5 98.5: 1.5 1.5
Old : 100.0: 2.2 2.3 2.2 94.1 94.0 98.5 98.5: 1.5 1.5
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: 5 1 3 32 33 37 37:
Old : 40: 5 1 3 32 33 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 39.4 77.7 59.6 46.0 32.2 53.5 43.8
Old : 59.5 39.4 77.7 59.6 46.0 32.2 53.5 43.8
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 9, 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 : 242,913: 3,343 6,167 3,871 231,098 227,298 238,312 237,336: 4,601 5,577
Old : 242,913: 3,343 6,167 3,871 231,098 227,298 238,312 237,336: 4,601 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -19,590: 905 -5,454 1,074 -22,185 -16,208 -20,206 -20,588: 616 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.5 1.6 95.1 93.6 98.1 97.7: 1.9 2.3
Old : 100.0: 1.4 2.5 1.6 95.1 93.6 98.1 97.7: 1.9 2.3
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 : 42: 2 2 1 30 33 33 35:
Old : 42: 2 2 1 30 33 33 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 : 52.7 43.6 75.2 63.4 46.9 30.2 55.7 44.6
Old : 52.7 43.6 75.2 63.4 46.9 30.2 55.7 44.6
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 9, 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 : 680,964: 1,678 2,282 13,915 662,671 663,397 678,264 679,594: 2,700 1,370
Old : 680,964: 1,678 2,282 13,915 662,671 663,397 678,264 679,594: 2,700 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,259: 33 -2,631 404 -2,871 -1,509 -2,434 -3,736: -1,825 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 2.0 97.3 97.4 99.6 99.8: 0.4 0.2
Old : 100.0: 0.2 0.3 2.0 97.3 97.4 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 : 64: 2 2 5 53 44 58 50:
Old : 64: 2 2 5 53 44 58 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 : 35.6 42.9 56.5 64.6 24.5 38.2 39.8 50.8
Old : 35.6 42.9 56.5 64.6 24.5 38.2 39.8 50.8
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 9, 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 : 198,572: 817 0 1,056 187,959 194,481 189,832 195,537: 8,740 3,035
Old : 198,572: 817 0 1,056 187,959 194,481 189,832 195,537: 8,740 3,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -17,678: -1,590 0 27 -17,135 -17,259 -18,698 -17,232: 1,020 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.5 94.7 97.9 95.6 98.5: 4.4 1.5
Old : 100.0: 0.4 0.0 0.5 94.7 97.9 95.6 98.5: 4.4 1.5
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 : 39: 1 0 1 27 30 28 31:
Old : 39: 1 0 1 27 30 28 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 : 54.5 56.8 72.9 77.2 46.7 56.8 61.9 68.8
Old : 54.5 56.8 72.9 77.2 46.7 56.8 61.9 68.8
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 9, 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 : 264,870: 14,676 94 5,616 238,954 256,674 259,246 262,384: 5,624 2,486
Old : 264,870: 14,676 94 5,616 238,954 256,674 259,246 262,384: 5,624 2,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -33,919: -2,117 -4 -3,976 -27,360 -29,400 -33,453 -33,380: -466 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 2.1 90.2 96.9 97.9 99.1: 2.1 0.9
Old : 100.0: 5.5 0.0 2.1 90.2 96.9 97.9 99.1: 2.1 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 : 52: 2 1 3 38 40 41 43:
Old : 52: 2 1 3 38 40 41 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 : 36.2 44.6 56.9 61.9 33.3 44.6 52.4 59.1
Old : 36.2 44.6 56.9 61.9 33.3 44.6 52.4 59.1
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 9, 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 : 109,926: 5,860 0 2,371 98,572 100,703 106,803 103,074: 3,123 6,852
Old : 109,926: 5,860 0 2,371 98,572 100,703 106,803 103,074: 3,123 6,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -22,117: 157 -1,674 -5,527 -16,385 -15,283 -21,755 -22,484: -362 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 2.2 89.7 91.6 97.2 93.8: 2.8 6.2
Old : 100.0: 5.3 0.0 2.2 89.7 91.6 97.2 93.8: 2.8 6.2
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 0 1 25 26 27 27:
Old : 35: 2 0 1 25 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 : 65.4 48.3 81.2 71.6 64.6 43.7 74.0 60.3
Old : 65.4 48.3 81.2 71.6 64.6 43.7 74.0 60.3
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 9, 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 : 169,735: 28,675 1,081 22,972 116,292 145,209 167,939 169,262: 1,796 473
Old : 169,735: 28,675 1,081 22,972 116,292 145,209 167,939 169,262: 1,796 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -3,797: 1,144 309 535 -6,255 -4,410 -4,576 -3,566: 779 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.6 13.5 68.5 85.6 98.9 99.7: 1.1 0.3
Old : 100.0: 16.9 0.6 13.5 68.5 85.6 98.9 99.7: 1.1 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 : 79: 17 3 12 54 50 73 63:
Old : 79: 17 3 12 54 50 73 63:
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 : 26.3 40.4 43.0 61.0 18.3 37.1 32.4 47.5
Old : 26.3 40.4 43.0 61.0 18.3 37.1 32.4 47.5
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 9, 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 : 60,254: 487 229 1,767 58,000 58,234 60,254 60,230: 0 24
Old : 60,254: 487 229 1,767 58,000 58,234 60,254 60,230: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -286: 124 27 -25 -385 -312 -286 -310: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.4 2.9 96.3 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.4 2.9 96.3 96.6 100.0 100.0: 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 26 29 30 33:
Old : 38: 3 2 3 26 29 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 : 56.8 46.4 76.3 68.6 47.4 42.5 61.7 55.1
Old : 56.8 46.4 76.3 68.6 47.4 42.5 61.7 55.1
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 9, 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 : 507,729: 3,780 9,053 3,170 500,779 495,506 507,729 507,729: 0 0
Old : 507,729: 3,780 9,053 3,170 500,779 495,506 507,729 507,729: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 12,572: 321 -2,553 1,886 10,365 13,239 12,572 12,572: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.8 0.6 98.6 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 1.8 0.6 98.6 97.6 100.0 100.0: 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: 1 3 2 27 27 30 30:
Old : 37: 1 3 2 27 27 30 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 : 54.7 58.3 77.2 74.8 42.3 49.4 57.6 56.6
Old : 54.7 58.3 77.2 74.8 42.3 49.4 57.6 56.6
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 9, 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 : 1,743,195: 278,269 23,008 47,953 1,416,958 1,672,234 1,743,180 1,743,195: 15 0
Old : 1,743,195: 278,269 23,008 47,953 1,416,958 1,672,234 1,743,180 1,743,195: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -65,869: 17,148 -1,986 -755 -71,196 -62,696 -54,803 -65,437: -11,066 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.3 2.8 81.3 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 16.0 1.3 2.8 81.3 95.9 100.0 100.0: 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 : 57: 7 3 6 37 42 46 49:
Old : 57: 7 3 6 37 42 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 : 44.1 58.3 63.9 70.6 40.8 54.0 56.2 64.7
Old : 44.1 58.3 63.9 70.6 40.8 54.0 56.2 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 OTC Code-064395
Commitments of Traders - Futures Only, October 9, 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 : 77,941: 269 481 3,593 74,079 73,844 77,941 77,918: 0 23
Old : 77,941: 269 481 3,593 74,079 73,844 77,941 77,918: 0 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 1,862: 75 276 -99 1,886 1,683 1,862 1,860: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.6 4.6 95.0 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.6 4.6 95.0 94.7 100.0 100.0: 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 : 47: 3 4 5 32 36 38 42:
Old : 47: 3 4 5 32 36 38 42:
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 : 39.5 37.2 61.4 58.1 24.0 26.6 35.3 36.6
Old : 39.5 37.2 61.4 58.1 24.0 26.6 35.3 36.6
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 9, 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 : 500,824: 7,627 0 5,970 487,227 494,854 500,824 500,824: 0 0
Old : 500,824: 7,627 0 5,970 487,227 494,854 500,824 500,824: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 2,585: 48 0 -34 2,571 2,619 2,585 2,585: 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 : 36: 3 0 2 25 23 28 25:
Old : 36: 3 0 2 25 23 28 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 : 55.9 63.5 78.2 86.5 50.7 55.0 66.8 73.1
Old : 55.9 63.5 78.2 86.5 50.7 55.0 66.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012