NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,170,129: 879,049 138,054 1,469,643 2,793,618 3,519,843 5,142,310 5,127,540: 27,819 42,589
Old : 5,170,129: 879,049 138,054 1,469,643 2,793,618 3,519,843 5,142,310 5,127,540: 27,819 42,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 105,710: 93,520 22,268 -4,872 5,177 64,522 93,825 81,918: 11,885 23,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.7 28.4 54.0 68.1 99.5 99.2: 0.5 0.8
Old : 100.0: 17.0 2.7 28.4 54.0 68.1 99.5 99.2: 0.5 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 : 233: 41 30 61 151 144 222 208:
Old : 233: 41 30 61 151 144 222 208:
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 : 21.9 24.2 38.3 40.0 15.8 20.7 22.7 29.3
Old : 21.9 24.2 38.3 40.0 15.8 20.7 22.7 29.3
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 275,439: 2,324 3,047 8,182 243,998 251,696 254,504 262,925: 20,935 12,514
Old : 275,439: 2,324 3,047 8,182 243,998 251,696 254,504 262,925: 20,935 12,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 7,171: -1,099 -3,694 1,902 4,967 7,506 5,770 5,714: 1,401 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.1 3.0 88.6 91.4 92.4 95.5: 7.6 4.5
Old : 100.0: 0.8 1.1 3.0 88.6 91.4 92.4 95.5: 7.6 4.5
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 : 43: 4 4 8 31 28 39 36:
Old : 43: 4 4 8 31 28 39 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 : 37.7 60.3 56.3 76.3 28.5 42.6 39.7 52.1
Old : 37.7 60.3 56.3 76.3 28.5 42.6 39.7 52.1
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,700: 11,345 0 1,432 145,207 158,408 157,984 159,840: 3,716 1,860
Old : 161,700: 11,345 0 1,432 145,207 158,408 157,984 159,840: 3,716 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 3,365: 5,232 0 -1,600 -1,641 4,391 1,991 2,791: 1,374 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.9 89.8 98.0 97.7 98.8: 2.3 1.2
Old : 100.0: 7.0 0.0 0.9 89.8 98.0 97.7 98.8: 2.3 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 : 42: 4 0 2 31 34 35 36:
Old : 42: 4 0 2 31 34 35 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 : 48.3 43.6 68.9 63.4 41.6 39.1 55.7 51.0
Old : 48.3 43.6 68.9 63.4 41.6 39.1 55.7 51.0
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 222,685: 10,211 7,933 1,736 203,560 205,611 215,507 215,280: 7,178 7,405
Old : 222,685: 10,211 7,933 1,736 203,560 205,611 215,507 215,280: 7,178 7,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -5,182: 339 975 27 -6,392 -6,664 -6,026 -5,662: 844 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.6 0.8 91.4 92.3 96.8 96.7: 3.2 3.3
Old : 100.0: 4.6 3.6 0.8 91.4 92.3 96.8 96.7: 3.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 3 29 32 33 35:
Old : 41: 2 2 3 29 32 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 : 55.3 46.5 74.7 65.2 51.9 38.4 65.8 55.2
Old : 55.3 46.5 74.7 65.2 51.9 38.4 65.8 55.2
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 749,413: 0 2,837 11,487 724,842 731,165 736,329 745,489: 13,084 3,924
Old : 749,413: 0 2,837 11,487 724,842 731,165 736,329 745,489: 13,084 3,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 23,414: -885 1,190 280 20,739 20,799 20,134 22,269: 3,280 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.5 96.7 97.6 98.3 99.5: 1.7 0.5
Old : 100.0: 0.0 0.4 1.5 96.7 97.6 98.3 99.5: 1.7 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 : 59: 0 3 5 50 39 55 44:
Old : 59: 0 3 5 50 39 55 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 : 36.1 44.4 56.9 62.0 27.4 39.1 42.9 53.0
Old : 36.1 44.4 56.9 62.0 27.4 39.1 42.9 53.0
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 201,982: 3,874 3,050 1,732 188,136 190,503 193,742 195,285: 8,240 6,697
Old : 201,982: 3,874 3,050 1,732 188,136 190,503 193,742 195,285: 8,240 6,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 8,041: -184 304 242 8,136 8,005 8,194 8,551: -153 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.5 0.9 93.1 94.3 95.9 96.7: 4.1 3.3
Old : 100.0: 1.9 1.5 0.9 93.1 94.3 95.9 96.7: 4.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 2 2 27 35 31 38:
Old : 46: 3 2 2 27 35 31 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 : 54.1 52.9 69.2 74.5 50.5 50.1 63.1 66.0
Old : 54.1 52.9 69.2 74.5 50.5 50.1 63.1 66.0
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 214,555: 5,783 0 4,981 197,628 205,761 208,392 210,742: 6,163 3,813
Old : 214,555: 5,783 0 4,981 197,628 205,761 208,392 210,742: 6,163 3,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 2,609: -2,140 0 138 3,991 1,898 1,989 2,036: 620 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 2.3 92.1 95.9 97.1 98.2: 2.9 1.8
Old : 100.0: 2.7 0.0 2.3 92.1 95.9 97.1 98.2: 2.9 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 : 51: 3 0 3 32 40 35 43:
Old : 51: 3 0 3 32 40 35 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 : 38.8 26.7 58.0 48.0 35.1 25.5 50.8 43.3
Old : 38.8 26.7 58.0 48.0 35.1 25.5 50.8 43.3
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,698: 552 549 5,016 81,347 80,196 86,915 85,761: 5,783 6,937
Old : 92,698: 552 549 5,016 81,347 80,196 86,915 85,761: 5,783 6,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 4,146: -2,485 549 1,383 4,090 2,018 2,988 3,950: 1,158 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 5.4 87.8 86.5 93.8 92.5: 6.2 7.5
Old : 100.0: 0.6 0.6 5.4 87.8 86.5 93.8 92.5: 6.2 7.5
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 : 37: 1 1 2 27 28 29 30:
Old : 37: 1 1 2 27 28 29 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 : 54.5 48.9 72.9 67.6 51.1 45.5 62.6 58.1
Old : 54.5 48.9 72.9 67.6 51.1 45.5 62.6 58.1
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 169,620: 27,216 5,324 16,291 125,391 147,641 168,898 169,256: 722 364
Old : 169,620: 27,216 5,324 16,291 125,391 147,641 168,898 169,256: 722 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 2,586: -633 2,258 -839 4,247 1,292 2,775 2,711: -189 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 3.1 9.6 73.9 87.0 99.6 99.8: 0.4 0.2
Old : 100.0: 16.0 3.1 9.6 73.9 87.0 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 : 89: 16 12 18 54 51 78 73:
Old : 89: 16 12 18 54 51 78 73:
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 : 32.6 39.2 48.3 58.8 25.0 34.4 37.4 44.2
Old : 32.6 39.2 48.3 58.8 25.0 34.4 37.4 44.2
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,451: 1,157 0 1,319 59,951 61,132 62,427 62,451: 24 0
Old : 62,451: 1,157 0 1,319 59,951 61,132 62,427 62,451: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -977: 1,080 -118 -771 -1,284 -62 -975 -951: -2 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.1 96.0 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 2.1 96.0 97.9 100.0 100.0: 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 : 39: 4 0 4 26 29 31 33:
Old : 39: 4 0 4 26 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 : 56.7 43.7 76.1 67.2 54.9 38.7 66.3 56.2
Old : 56.7 43.7 76.1 67.2 54.9 38.7 66.3 56.2
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 575,295: 8,899 8,118 8,429 557,967 558,748 575,295 575,295: 0 0
Old : 575,295: 8,899 8,118 8,429 557,967 558,748 575,295 575,295: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 4,128: 776 -304 632 2,720 3,800 4,128 4,128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.4 1.5 97.0 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 1.4 1.5 97.0 97.1 100.0 100.0: 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: 2 2 3 22 28 26 31:
Old : 36: 2 2 3 22 28 26 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 : 53.3 56.3 77.1 71.9 47.2 55.6 61.9 63.7
Old : 53.3 56.3 77.1 71.9 47.2 55.6 61.9 63.7
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,631,473: 309,363 66,393 40,698 1,281,412 1,524,382 1,631,473 1,631,473: 0 0
Old : 1,631,473: 309,363 66,393 40,698 1,281,412 1,524,382 1,631,473 1,631,473: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 22,123: 14,091 3,968 -3,920 11,952 22,075 22,123 22,123: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.1 2.5 78.5 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 19.0 4.1 2.5 78.5 93.4 100.0 100.0: 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 : 64: 7 4 7 43 46 53 54:
Old : 64: 7 4 7 43 46 53 54:
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 : 40.6 53.2 61.4 70.2 37.9 48.2 57.6 61.8
Old : 40.6 53.2 61.4 70.2 37.9 48.2 57.6 61.8
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,148: 491 324 3,795 57,862 58,005 62,148 62,124: 0 24
Old : 62,148: 491 324 3,795 57,862 58,005 62,148 62,124: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -785: -605 -14 362 -542 -1,133 -785 -785: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.5 6.1 93.1 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.5 6.1 93.1 93.3 100.0 100.0: 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 : 40: 3 2 3 27 29 31 33:
Old : 40: 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 : 37.8 46.6 61.0 68.2 24.6 35.2 37.7 41.4
Old : 37.8 46.6 61.0 68.2 24.6 35.2 37.7 41.4
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 397,004: 17,451 0 2,800 376,753 394,204 397,004 397,004: 0 0
Old : 397,004: 17,451 0 2,800 376,753 394,204 397,004 397,004: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 1,708: -927 0 896 1,739 812 1,708 1,708: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.7 94.9 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 0.0 0.7 94.9 99.3 100.0 100.0: 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 : 28: 3 0 3 19 18 22 21:
Old : 28: 3 0 3 19 18 22 21:
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 : 57.4 72.2 80.2 90.0 54.1 67.2 72.6 78.0
Old : 57.4 72.2 80.2 90.0 54.1 67.2 72.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013