NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, November 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,311,300: 754,730 104,706 1,630,336 2,912,880 3,562,376 5,297,946 5,297,418: 13,354 13,882
Old : 5,311,300: 754,730 104,706 1,630,336 2,912,880 3,562,376 5,297,946 5,297,418: 13,354 13,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 99,131: 90,775 -2,504 39,926 -35,162 57,798 95,539 95,220: 3,592 3,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.0 30.7 54.8 67.1 99.7 99.7: 0.3 0.3
Old : 100.0: 14.2 2.0 30.7 54.8 67.1 99.7 99.7: 0.3 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 : 226: 48 27 64 140 136 214 203:
Old : 226: 48 27 64 140 136 214 203:
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 : 23.8 23.1 40.9 38.7 15.4 19.3 22.6 28.1
Old : 23.8 23.1 40.9 38.7 15.4 19.3 22.6 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders - Futures Only, November 27, 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 : 246,698: 4,917 539 3,474 220,383 236,300 228,774 240,313: 17,924 6,385
Old : 246,698: 4,917 539 3,474 220,383 236,300 228,774 240,313: 17,924 6,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 621: 2,410 -347 -248 -3,880 -552 -1,718 -1,147: 2,339 1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.2 1.4 89.3 95.8 92.7 97.4: 7.3 2.6
Old : 100.0: 2.0 0.2 1.4 89.3 95.8 92.7 97.4: 7.3 2.6
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 : 45: 3 2 2 33 38 37 41:
Old : 45: 3 2 2 33 38 37 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 : 44.5 59.1 62.5 72.6 40.6 47.4 50.1 58.4
Old : 44.5 59.1 62.5 72.6 40.6 47.4 50.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders - Futures Only, November 27, 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 : 143,062: 1,503 7 3,886 135,348 136,070 140,737 139,963: 2,325 3,099
Old : 143,062: 1,503 7 3,886 135,348 136,070 140,737 139,963: 2,325 3,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 64: 80 -516 522 -1,140 27 -538 33: 602 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 2.7 94.6 95.1 98.4 97.8: 1.6 2.2
Old : 100.0: 1.1 0.0 2.7 94.6 95.1 98.4 97.8: 1.6 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 : 39: 3 1 3 30 32 34 35:
Old : 39: 3 1 3 30 32 34 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 : 54.9 42.0 78.4 62.2 43.1 37.2 56.0 46.1
Old : 54.9 42.0 78.4 62.2 43.1 37.2 56.0 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders - Futures Only, November 27, 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 : 227,336: 5,031 12,479 314 214,165 209,682 219,510 222,475: 7,826 4,861
Old : 227,336: 5,031 12,479 314 214,165 209,682 219,510 222,475: 7,826 4,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 581: -788 -1,392 -350 1,338 3,224 200 1,482: 381 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.5 0.1 94.2 92.2 96.6 97.9: 3.4 2.1
Old : 100.0: 2.2 5.5 0.1 94.2 92.2 96.6 97.9: 3.4 2.1
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 : 38: 1 1 1 28 34 30 35:
Old : 38: 1 1 1 28 34 30 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 : 53.6 42.7 75.7 63.4 47.9 32.0 58.1 46.3
Old : 53.6 42.7 75.7 63.4 47.9 32.0 58.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders - Futures Only, November 27, 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 : 714,171: 2,875 0 11,129 692,411 697,958 706,415 709,087: 7,756 5,084
Old : 714,171: 2,875 0 11,129 692,411 697,958 706,415 709,087: 7,756 5,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 6,408: 926 -22 -253 5,617 5,465 6,290 5,190: 118 1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.6 97.0 97.7 98.9 99.3: 1.1 0.7
Old : 100.0: 0.4 0.0 1.6 97.0 97.7 98.9 99.3: 1.1 0.7
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 : 60: 3 0 5 51 43 56 48:
Old : 60: 3 0 5 51 43 56 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 : 33.6 43.7 55.7 65.1 25.9 40.1 39.9 53.4
Old : 33.6 43.7 55.7 65.1 25.9 40.1 39.9 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders - Futures Only, November 27, 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 : 200,779: 3,504 3,121 2,296 187,059 189,683 192,859 195,100: 7,920 5,679
Old : 200,779: 3,504 3,121 2,296 187,059 189,683 192,859 195,100: 7,920 5,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -318: 205 -356 694 -2,849 2,877 -1,950 3,215: 1,632 -3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.6 1.1 93.2 94.5 96.1 97.2: 3.9 2.8
Old : 100.0: 1.7 1.6 1.1 93.2 94.5 96.1 97.2: 3.9 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 : 46: 3 2 1 29 32 33 34:
Old : 46: 3 2 1 29 32 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 56.4 70.7 73.1 49.1 56.3 61.7 66.1
Old : 54.0 56.4 70.7 73.1 49.1 56.3 61.7 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders - Futures Only, November 27, 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 : 260,311: 6,993 1,042 5,170 241,927 251,159 254,090 257,371: 6,221 2,940
Old : 260,311: 6,993 1,042 5,170 241,927 251,159 254,090 257,371: 6,221 2,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 719: 56 11 -131 1,250 870 1,175 750: -456 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.4 2.0 92.9 96.5 97.6 98.9: 2.4 1.1
Old : 100.0: 2.7 0.4 2.0 92.9 96.5 97.6 98.9: 2.4 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 : 56: 3 1 3 36 41 39 45:
Old : 56: 3 1 3 36 41 39 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 : 38.5 32.8 56.0 53.2 35.6 31.5 51.8 49.4
Old : 38.5 32.8 56.0 53.2 35.6 31.5 51.8 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders - Futures Only, November 27, 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 : 102,217: 1,016 1,951 4,737 91,660 87,593 97,413 94,281: 4,804 7,936
Old : 102,217: 1,016 1,951 4,737 91,660 87,593 97,413 94,281: 4,804 7,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 745: 152 -31 350 -988 -1,374 -486 -1,055: 1,231 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.9 4.6 89.7 85.7 95.3 92.2: 4.7 7.8
Old : 100.0: 1.0 1.9 4.6 89.7 85.7 95.3 92.2: 4.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 2 25 28 27 30:
Old : 37: 1 1 2 25 28 27 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 : 56.9 39.0 78.0 59.3 50.4 37.6 63.3 50.1
Old : 56.9 39.0 78.0 59.3 50.4 37.6 63.3 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders - Futures Only, November 27, 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 : 164,466: 26,231 1,995 20,212 116,849 141,877 163,292 164,084: 1,174 382
Old : 164,466: 26,231 1,995 20,212 116,849 141,877 163,292 164,084: 1,174 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 194: 711 428 -66 -283 -173 362 189: -168 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.2 12.3 71.0 86.3 99.3 99.8: 0.7 0.2
Old : 100.0: 15.9 1.2 12.3 71.0 86.3 99.3 99.8: 0.7 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 : 78: 15 3 13 52 50 70 64:
Old : 78: 15 3 13 52 50 70 64:
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 : 26.0 39.9 43.2 58.0 21.0 34.1 33.0 43.5
Old : 26.0 39.9 43.2 58.0 21.0 34.1 33.0 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders - Futures Only, November 27, 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 : 62,921: 0 724 2,003 60,918 60,194 62,921 62,921: 0 0
Old : 62,921: 0 724 2,003 60,918 60,194 62,921 62,921: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -189: -152 176 -101 64 -264 -189 -189: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 3.2 96.8 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.2 3.2 96.8 95.7 100.0 100.0: 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 : 36: 0 4 3 27 29 30 33:
Old : 36: 0 4 3 27 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 : 54.6 47.6 76.5 67.3 51.6 43.3 62.5 55.0
Old : 54.6 47.6 76.5 67.3 51.6 43.3 62.5 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders - Futures Only, November 27, 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 : 525,748: 16 10,858 3,259 522,473 511,631 525,748 525,748: 0 0
Old : 525,748: 16 10,858 3,259 522,473 511,631 525,748 525,748: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 8,909: -344 3,840 -1,601 10,854 6,670 8,909 8,909: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.6 99.4 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.1 0.6 99.4 97.3 100.0 100.0: 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 3 25 28 28 31:
Old : 36: 1 2 3 25 28 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 : 55.9 54.8 79.8 72.7 45.8 48.7 57.5 55.7
Old : 55.9 54.8 79.8 72.7 45.8 48.7 57.5 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders - Futures Only, November 27, 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 : 1,714,492: 317,001 20,257 42,296 1,355,195 1,651,939 1,714,492 1,714,492: 0 0
Old : 1,714,492: 317,001 20,257 42,296 1,355,195 1,651,939 1,714,492 1,714,492: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -20,728: 9,178 -1,168 1,583 -31,065 -21,143 -20,304 -20,728: -424 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.2 2.5 79.0 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 18.5 1.2 2.5 79.0 96.4 100.0 100.0: 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 : 61: 7 4 7 41 44 53 51:
Old : 61: 7 4 7 41 44 53 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 : 42.9 55.7 60.6 71.4 40.7 51.1 57.0 63.9
Old : 42.9 55.7 60.6 71.4 40.7 51.1 57.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders - Futures Only, November 27, 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 : 71,267: 233 200 3,537 67,497 67,530 71,267 71,267: 0 0
Old : 71,267: 233 200 3,537 67,497 67,530 71,267 71,267: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 485: 1 78 -51 560 458 510 485: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 5.0 94.7 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.3 5.0 94.7 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 2 33 34 36 37:
Old : 45: 2 2 2 33 34 36 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 : 38.2 39.3 60.3 61.7 23.2 28.8 35.4 37.0
Old : 38.2 39.3 60.3 61.7 23.2 28.8 35.4 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders - Futures Only, November 27, 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 : 458,072: 16,055 0 0 442,017 458,072 458,072 458,072: 0 0
Old : 458,072: 16,055 0 0 442,017 458,072 458,072 458,072: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 2,491: 952 0 0 1,539 2,491 2,491 2,491: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 96.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.0 0.0 96.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 0 19 22 21 22:
Old : 31: 2 0 0 19 22 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 68.0 79.7 88.8 51.3 62.3 71.2 79.1
Old : 56.9 68.0 79.7 88.8 51.3 62.3 71.2 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012