NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,091,335: 564,128 114,386 1,634,514 2,884,935 3,334,994 5,083,577 5,083,894: 7,758 7,441
Old : 5,091,335: 564,128 114,386 1,634,514 2,884,935 3,334,994 5,083,577 5,083,894: 7,758 7,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 8,914: -19,986 -13,583 30,663 -923 -7,001 9,754 10,079: -840 -1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.2 32.1 56.7 65.5 99.8 99.9: 0.2 0.1
Old : 100.0: 11.1 2.2 32.1 56.7 65.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 44 28 61 137 136 206 201:
Old : 220: 44 28 61 137 136 206 201:
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 22.7 40.5 38.7 17.1 19.1 23.6 27.8
Old : 23.5 22.7 40.5 38.7 17.1 19.1 23.6 27.8
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 13, 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 : 245,172: 3,390 1,496 2,614 223,182 236,544 229,186 240,654: 15,986 4,518
Old : 245,172: 3,390 1,496 2,614 223,182 236,544 229,186 240,654: 15,986 4,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -1,178: 586 670 -100 -2,427 -3,505 -1,941 -2,935: 763 1,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.6 1.1 91.0 96.5 93.5 98.2: 6.5 1.8
Old : 100.0: 1.4 0.6 1.1 91.0 96.5 93.5 98.2: 6.5 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 : 46: 3 3 4 33 37 38 42:
Old : 46: 3 3 4 33 37 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 : 46.3 62.1 65.6 74.8 42.5 49.9 53.6 60.4
Old : 46.3 62.1 65.6 74.8 42.5 49.9 53.6 60.4
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 13, 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 : 129,065: 1,476 693 3,007 122,361 120,926 126,844 124,626: 2,221 4,439
Old : 129,065: 1,476 693 3,007 122,361 120,926 126,844 124,626: 2,221 4,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -3,009: -386 693 -111 -2,021 -4,454 -2,518 -3,872: -491 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 2.3 94.8 93.7 98.3 96.6: 1.7 3.4
Old : 100.0: 1.1 0.5 2.3 94.8 93.7 98.3 96.6: 1.7 3.4
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 : 36: 3 1 3 28 29 32 32:
Old : 36: 3 1 3 28 29 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 42.4 78.6 61.9 40.8 32.2 52.6 42.2
Old : 58.5 42.4 78.6 61.9 40.8 32.2 52.6 42.2
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 13, 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 : 222,497: 5,608 8,116 2,273 207,890 207,034 215,771 217,423: 6,726 5,074
Old : 222,497: 5,608 8,116 2,273 207,890 207,034 215,771 217,423: 6,726 5,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,014: 87 4,152 -783 2,749 -1,493 2,053 1,876: 961 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.6 1.0 93.4 93.1 97.0 97.7: 3.0 2.3
Old : 100.0: 2.5 3.6 1.0 93.4 93.1 97.0 97.7: 3.0 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 : 40: 2 1 2 28 34 31 36:
Old : 40: 2 1 2 28 34 31 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 : 52.8 45.3 74.8 62.4 48.5 32.8 57.2 44.2
Old : 52.8 45.3 74.8 62.4 48.5 32.8 57.2 44.2
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, November 13, 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 : 696,413: 1,530 423 10,397 675,833 680,132 687,760 690,952: 8,653 5,461
Old : 696,413: 1,530 423 10,397 675,833 680,132 687,760 690,952: 8,653 5,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 4,617: -166 45 -719 6,609 5,964 5,724 5,290: -1,107 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 1.5 97.0 97.7 98.8 99.2: 1.2 0.8
Old : 100.0: 0.2 0.1 1.5 97.0 97.7 98.8 99.2: 1.2 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 : 61: 1 2 5 52 44 57 49:
Old : 61: 1 2 5 52 44 57 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 : 34.4 43.3 56.9 65.5 26.2 39.2 41.1 52.6
Old : 34.4 43.3 56.9 65.5 26.2 39.2 41.1 52.6
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 13, 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 : 200,377: 880 1,801 1,999 190,291 187,220 193,170 191,020: 7,207 9,357
Old : 200,377: 880 1,801 1,999 190,291 187,220 193,170 191,020: 7,207 9,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,813: -2,541 1,801 1,646 7,268 -1,770 6,373 1,677: -2,560 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 1.0 95.0 93.4 96.4 95.3: 3.6 4.7
Old : 100.0: 0.4 0.9 1.0 95.0 93.4 96.4 95.3: 3.6 4.7
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 : 41: 1 2 1 27 29 29 31:
Old : 41: 1 2 1 27 29 29 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 58.2 70.9 74.8 48.6 58.2 63.0 68.9
Old : 54.5 58.2 70.9 74.8 48.6 58.2 63.0 68.9
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 13, 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 : 263,425: 6,961 1,091 5,450 245,009 254,006 257,420 260,547: 6,005 2,878
Old : 263,425: 6,961 1,091 5,450 245,009 254,006 257,420 260,547: 6,005 2,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 13,449: -368 298 -1,031 14,848 14,182 13,449 13,449: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.4 2.1 93.0 96.4 97.7 98.9: 2.3 1.1
Old : 100.0: 2.6 0.4 2.1 93.0 96.4 97.7 98.9: 2.3 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 : 54: 2 2 3 38 39 41 43:
Old : 54: 2 2 3 38 39 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 : 39.7 34.3 56.5 54.1 36.8 32.8 52.3 49.1
Old : 39.7 34.3 56.5 54.1 36.8 32.8 52.3 49.1
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 13, 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 : 98,137: 5,464 871 1,369 86,641 88,293 93,474 90,533: 4,663 7,604
Old : 98,137: 5,464 871 1,369 86,641 88,293 93,474 90,533: 4,663 7,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -11,205: -626 400 -1,723 -8,840 -9,398 -11,189 -10,721: -16 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.9 1.4 88.3 90.0 95.2 92.3: 4.8 7.7
Old : 100.0: 5.6 0.9 1.4 88.3 90.0 95.2 92.3: 4.8 7.7
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 : 36: 1 1 2 24 27 26 29:
Old : 36: 1 1 2 24 27 26 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 : 53.0 42.7 78.6 63.1 47.3 40.9 65.6 53.7
Old : 53.0 42.7 78.6 63.1 47.3 40.9 65.6 53.7
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 13, 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 : 161,140: 24,196 1,348 19,946 115,774 139,467 159,916 160,761: 1,224 379
Old : 161,140: 24,196 1,348 19,946 115,774 139,467 159,916 160,761: 1,224 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,153: 1,575 -1,112 -1,014 2,742 5,299 3,303 3,173: -150 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.8 12.4 71.8 86.6 99.2 99.8: 0.8 0.2
Old : 100.0: 15.0 0.8 12.4 71.8 86.6 99.2 99.8: 0.8 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 : 77: 15 2 12 53 49 70 62:
Old : 77: 15 2 12 53 49 70 62:
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 : 26.6 40.6 45.3 59.1 20.3 35.5 33.3 48.0
Old : 26.6 40.6 45.3 59.1 20.3 35.5 33.3 48.0
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 13, 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 : 61,081: 173 321 2,051 58,857 58,709 61,081 61,081: 0 0
Old : 61,081: 173 321 2,051 58,857 58,709 61,081 61,081: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 2,206: -701 296 472 2,435 1,438 2,206 2,206: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 3.4 96.4 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.5 3.4 96.4 96.1 100.0 100.0: 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 : 37: 2 2 3 28 28 31 32:
Old : 37: 2 2 3 28 28 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 44.5 76.5 66.5 48.1 39.8 59.5 52.5
Old : 55.2 44.5 76.5 66.5 48.1 39.8 59.5 52.5
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 13, 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 : 497,964: 0 9,027 3,555 494,409 485,382 497,964 497,964: 0 0
Old : 497,964: 0 9,027 3,555 494,409 485,382 497,964 497,964: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 16,140: 0 -1,265 2,257 13,883 15,148 16,140 16,140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.7 99.3 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.8 0.7 99.3 97.5 100.0 100.0: 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 3 1 26 29 27 32:
Old : 36: 0 3 1 26 29 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 55.5 79.0 73.2 45.6 49.8 61.1 57.1
Old : 54.8 55.5 79.0 73.2 45.6 49.8 61.1 57.1
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 13, 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 : 1,715,893: 299,015 19,835 43,040 1,373,838 1,653,018 1,715,893 1,715,893: 0 0
Old : 1,715,893: 299,015 19,835 43,040 1,373,838 1,653,018 1,715,893 1,715,893: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -14,182: -7,356 -3,703 464 -7,290 -10,943 -14,182 -14,182: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 1.2 2.5 80.1 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 17.4 1.2 2.5 80.1 96.3 100.0 100.0: 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 : 61: 8 5 6 39 43 50 51:
Old : 61: 8 5 6 39 43 50 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 : 43.4 57.3 61.2 73.8 41.4 53.4 57.2 67.6
Old : 43.4 57.3 61.2 73.8 41.4 53.4 57.2 67.6
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 13, 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 : 69,672: 577 50 3,402 65,689 66,220 69,668 69,672: 4 0
Old : 69,672: 577 50 3,402 65,689 66,220 69,668 69,672: 4 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -3,199: 351 -81 -364 -3,186 -2,754 -3,199 -3,199: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.1 4.9 94.3 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.1 4.9 94.3 95.0 100.0 100.0: 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 : 45: 4 1 1 32 35 36 37:
Old : 45: 4 1 1 32 35 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 : 39.0 39.0 61.6 61.8 22.4 28.6 35.0 37.1
Old : 39.0 39.0 61.6 61.8 22.4 28.6 35.0 37.1
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 13, 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 : 450,434: 12,553 0 0 437,881 450,434 450,434 450,434: 0 0
Old : 450,434: 12,553 0 0 437,881 450,434 450,434 450,434: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -8,871: 1,510 0 -1,255 -9,126 -7,616 -8,871 -8,871: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 97.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.0 0.0 97.2 100.0 100.0 100.0: 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 : 59.1 67.8 80.3 88.5 53.9 61.9 72.7 79.7
Old : 59.1 67.8 80.3 88.5 53.9 61.9 72.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012