NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 3,964,474: 1,647,545 1,013,625 173,341 900,567 571,771 242,204 171,795 966,728 52,516 37,065 282,042: 28,327 20,881 Old : 3,964,474: 1,647,545 1,013,625 173,341 900,567 571,771 242,204 171,795 966,728 52,516 37,065 282,042: 28,327 20,881 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 84,388: 69,915 -12,683 -20,476 33,977 6,851 -32,482 -22,345 50,517 -12,634 4,480 21,783: 914 1,808 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 25.6 4.4 22.7 14.4 6.1 4.3 24.4 1.3 0.9 7.1: 0.7 0.5 Old : 100.0: 41.6 25.6 4.4 22.7 14.4 6.1 4.3 24.4 1.3 0.9 7.1: 0.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 219: 101 94 14 20 31 23 14 35 16 17 34: Old : 219: 101 94 14 20 31 23 14 35 16 17 34: Other: 0: 0 0 0 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 : 20.4 26.7 34.3 40.2 10.4 18.1 15.6 24.0 Old : 20.4 26.7 34.3 40.2 10.4 18.1 15.6 24.0 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 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 321,489: 166,343 214,541 54,202 18,771 61,004 16,363 11,006 10,786 1,998 0 586: 10,207 4,795 Old : 321,489: 166,343 214,541 54,202 18,771 61,004 16,363 11,006 10,786 1,998 0 586: 10,207 4,795 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -23,012: -12,445 -9,488 -3,709 -5,954 -2,282 3,260 1,743 -6,856 -1,253 0 156: 117 -331 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 66.7 16.9 5.8 19.0 5.1 3.4 3.4 0.6 0.0 0.2: 3.2 1.5 Old : 100.0: 51.7 66.7 16.9 5.8 19.0 5.1 3.4 3.4 0.6 0.0 0.2: 3.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 29 26 8 6 11 5 4 7 . 0 .: Old : 57: 29 26 8 6 11 5 4 7 . 0 .: Other: 0: 0 0 0 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 50.8 54.2 67.4 20.3 32.0 32.5 39.1 Old : 39.0 50.8 54.2 67.4 20.3 32.0 32.5 39.1 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 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 183,942: 141,908 106,593 17,612 47,702 14,864 3,751 5,870 4,037 0 0 0: 1,770 4,876 Old : 183,942: 141,908 106,593 17,612 47,702 14,864 3,751 5,870 4,037 0 0 0: 1,770 4,876 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -9,861: -2,663 -5,277 1,069 2,859 -3,572 -3,124 2,196 -1,617 0 0 0: 46 -4,450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 57.9 9.6 25.9 8.1 2.0 3.2 2.2 0.0 0.0 0.0: 1.0 2.7 Old : 100.0: 77.1 57.9 9.6 25.9 8.1 2.0 3.2 2.2 0.0 0.0 0.0: 1.0 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 20 23 . 8 11 . 4 4 0 0 0: Old : 45: 20 23 . 8 11 . 4 4 0 0 0: Other: 0: 0 0 0 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 : 63.0 35.8 78.9 57.9 62.1 33.8 73.9 54.9 Old : 63.0 35.8 78.9 57.9 62.1 33.8 73.9 54.9 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 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 363,157: 209,459 170,404 41,871 81,991 67,267 7,941 6,295 31,586 0 2,216 186: 4,847 3,212 Old : 363,157: 209,459 170,404 41,871 81,991 67,267 7,941 6,295 31,586 0 2,216 186: 4,847 3,212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -3,095: 9,920 -2,478 -1,487 8,172 -12,466 -848 4,903 1,031 0 -1,014 31: 724 -1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 46.9 11.5 22.6 18.5 2.2 1.7 8.7 0.0 0.6 0.1: 1.3 0.9 Old : 100.0: 57.7 46.9 11.5 22.6 18.5 2.2 1.7 8.7 0.0 0.6 0.1: 1.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 21 20 . 11 14 . 4 4 0 . .: Old : 48: 21 20 . 11 14 . 4 4 0 . .: Other: 0: 0 0 0 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 47.7 59.8 70.1 38.1 38.0 51.0 49.9 Old : 40.6 47.7 59.8 70.1 38.1 38.0 51.0 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE OTC Code-023396 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 662,931: 442,198 217,533 85,607 304,104 72,329 653 15,961 44,860 9,991 0 1,002: 6,291 7,142 Old : 662,931: 442,198 217,533 85,607 304,104 72,329 653 15,961 44,860 9,991 0 1,002: 6,291 7,142 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 21,256: 10,687 -3,770 77 16,009 3,389 -479 -278 5,416 1 0 -93: 2,258 583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 32.8 12.9 45.9 10.9 0.1 2.4 6.8 1.5 0.0 0.2: 0.9 1.1 Old : 100.0: 66.7 32.8 12.9 45.9 10.9 0.1 2.4 6.8 1.5 0.0 0.2: 0.9 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 68: 36 25 8 13 20 . 6 6 . 0 .: Old : 68: 36 25 8 13 20 . 6 6 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 42.0 52.8 57.1 23.9 31.0 36.3 41.2 Old : 35.7 42.0 52.8 57.1 23.9 31.0 36.3 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE OTC Code-023397 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 188,656: 142,584 124,279 10,349 49,392 1,441 21,166 1,139 3,944 0 0 0: 9,172 8,461 Old : 188,656: 142,584 124,279 10,349 49,392 1,441 21,166 1,139 3,944 0 0 0: 9,172 8,461 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -16,214: -10,388 -5,772 -3,734 -5,314 -241 -340 674 -3,966 0 0 0: 2,455 -1,595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 65.9 5.5 26.2 0.8 11.2 0.6 2.1 0.0 0.0 0.0: 4.9 4.5 Old : 100.0: 75.6 65.9 5.5 26.2 0.8 11.2 0.6 2.1 0.0 0.0 0.0: 4.9 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 24 23 . 4 4 . . 4 0 0 0: Old : 41: 24 23 . 4 4 . . 4 0 0 0: Other: 0: 0 0 0 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 : 48.4 61.1 69.0 75.4 45.8 60.1 64.2 72.9 Old : 48.4 61.1 69.0 75.4 45.8 60.1 64.2 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE OTC Code-023398 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 342,580: 228,391 153,078 27,301 90,066 32,659 23,556 41,489 19,315 0 0 0: 11,358 5,973 Old : 342,580: 228,391 153,078 27,301 90,066 32,659 23,556 41,489 19,315 0 0 0: 11,358 5,973 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -18,112: -14,832 -6,611 1,666 -5,745 -5,317 -3,038 -4,439 1,799 0 0 0: 1,610 2,201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 44.7 8.0 26.3 9.5 6.9 12.1 5.6 0.0 0.0 0.0: 3.3 1.7 Old : 100.0: 66.7 44.7 8.0 26.3 9.5 6.9 12.1 5.6 0.0 0.0 0.0: 3.3 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 28 26 4 13 14 4 . 5 0 0 0: Old : 58: 28 26 4 13 14 4 . 5 0 0 0: Other: 0: 0 0 0 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 : 29.5 34.7 48.3 53.9 24.9 30.2 40.4 44.8 Old : 29.5 34.7 48.3 53.9 24.9 30.2 40.4 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE OTC Code-023399 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 122,119: 70,177 19,639 7,111 52,234 17,136 10,711 16,926 6,949 0 0 0: 10,035 9,235 Old : 122,119: 70,177 19,639 7,111 52,234 17,136 10,711 16,926 6,949 0 0 0: 10,035 9,235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -14,458: -12,429 -5,709 -2,485 -1,891 -174 -1,981 -10,210 2,559 0 0 0: 52 967 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 16.1 5.8 42.8 14.0 8.8 13.9 5.7 0.0 0.0 0.0: 8.2 7.6 Old : 100.0: 57.5 16.1 5.8 42.8 14.0 8.8 13.9 5.7 0.0 0.0 0.0: 8.2 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 16 14 . 10 6 4 . 5 0 0 0: Old : 40: 16 14 . 10 6 4 . 5 0 0 0: Other: 0: 0 0 0 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 : 36.6 39.2 54.9 60.7 31.8 38.2 44.4 54.1 Old : 36.6 39.2 54.9 60.7 31.8 38.2 44.4 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 815,270: 96,390 120,908 186,422 34,035 100,961 96,141 194,871 181,068 14,655 79,207 64,611: 75,022 39,609 Old : 815,270: 96,390 120,908 186,422 34,035 100,961 96,141 194,871 181,068 14,655 79,207 64,611: 75,022 39,609 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 18,553: -5,329 -1,908 3,749 832 8,381 5,597 1,922 1,749 418 8,759 2,125: 1,863 -3,307 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 14.8 22.9 4.2 12.4 11.8 23.9 22.2 1.8 9.7 7.9: 9.2 4.9 Old : 100.0: 11.8 14.8 22.9 4.2 12.4 11.8 23.9 22.2 1.8 9.7 7.9: 9.2 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 286: 51 42 25 12 29 47 68 70 25 40 51: Old : 286: 51 42 25 12 29 47 68 70 25 40 51: Other: 0: 0 0 0 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 : 16.8 22.7 29.2 33.1 15.1 12.7 21.9 20.6 Old : 16.8 22.7 29.2 33.1 15.1 12.7 21.9 20.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 45,094: 26,182 21,792 6,402 13,376 2,605 0 1,495 88 0 0 0: 9,817 5,738 Old : 45,094: 26,182 21,792 6,402 13,376 2,605 0 1,495 88 0 0 0: 9,817 5,738 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 304: 304 304 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 48.3 14.2 29.7 5.8 0.0 3.3 0.2 0.0 0.0 0.0: 21.8 12.7 Old : 100.0: 58.1 48.3 14.2 29.7 5.8 0.0 3.3 0.2 0.0 0.0 0.0: 21.8 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 11 . . . 0 . . 0 0 0: Old : 20: 12 11 . . . 0 . . 0 0 0: Other: 0: 0 0 0 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 : 49.9 51.8 67.1 74.6 40.8 47.9 52.7 62.5 Old : 49.9 51.8 67.1 74.6 40.8 47.9 52.7 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 52,079: 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0: 6,719 10,450 Old : 52,079: 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0: 6,719 10,450 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 52.7 12.4 19.7 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.1 Old : 100.0: 67.2 52.7 12.4 19.7 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 10 . 5 5 0 0 0 0 0 0: Old : 23: 13 10 . 5 5 0 0 0 0 0 0: Other: 0: 0 0 0 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 : 38.3 54.7 63.3 70.9 36.5 52.1 60.0 62.5 Old : 38.3 54.7 63.3 70.9 36.5 52.1 60.0 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 61,304: 33,954 29,470 11,608 23,011 4,792 0 0 0 0 0 0: 10,950 4,031 Old : 61,304: 33,954 29,470 11,608 23,011 4,792 0 0 0 0 0 0: 10,950 4,031 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 48.1 18.9 37.5 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 17.9 6.6 Old : 100.0: 55.4 48.1 18.9 37.5 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 17.9 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 10 . 5 . 0 0 0 0 0 0: Old : 21: 11 10 . 5 . 0 0 0 0 0 0: Other: 0: 0 0 0 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 : 47.1 51.9 66.9 74.0 43.9 46.7 58.2 67.0 Old : 47.1 51.9 66.9 74.0 43.9 46.7 58.2 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 59,888: 30,552 38,821 9,130 3,957 158 3,643 2,521 5,323 0 0 0: 11,082 9,108 Old : 59,888: 30,552 38,821 9,130 3,957 158 3,643 2,521 5,323 0 0 0: 11,082 9,108 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -127: -712 -3,249 0 0 0 -236 1,424 784 0 0 0: 37 914 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 64.8 15.2 6.6 0.3 6.1 4.2 8.9 0.0 0.0 0.0: 18.5 15.2 Old : 100.0: 51.0 64.8 15.2 6.6 0.3 6.1 4.2 8.9 0.0 0.0 0.0: 18.5 15.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 12 . . . . . . 0 0 0: Old : 23: 11 12 . . . . . . 0 0 0: Other: 0: 0 0 0 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 : 47.6 50.4 65.2 69.3 46.5 47.9 56.2 60.2 Old : 47.6 50.4 65.2 69.3 46.5 47.9 56.2 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 66,257: 33,450 16,758 10,261 35,360 3,201 4,267 1,338 3,298 0 0 0: 11,780 6,302 Old : 66,257: 33,450 16,758 10,261 35,360 3,201 4,267 1,338 3,298 0 0 0: 11,780 6,302 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 968: 856 0 0 0 0 482 1,338 -370 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 25.3 15.5 53.4 4.8 6.4 2.0 5.0 0.0 0.0 0.0: 17.8 9.5 Old : 100.0: 50.5 25.3 15.5 53.4 4.8 6.4 2.0 5.0 0.0 0.0 0.0: 17.8 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 9 . 6 4 . . . 0 0 0: Old : 25: 13 9 . 6 4 . . . 0 0 0: Other: 0: 0 0 0 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 : 41.4 61.8 61.6 78.3 38.3 60.2 57.8 72.4 Old : 41.4 61.8 61.6 78.3 38.3 60.2 57.8 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 43,898: 25,118 41,310 17,742 1,304 428 0 0 0 0 0 0: 610 856 Old : 43,898: 25,118 41,310 17,742 1,304 428 0 0 0 0 0 0: 610 856 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 94.1 40.4 3.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 1.9 Old : 100.0: 57.2 94.1 40.4 3.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 13 . . . 0 0 0 0 0 0: Old : 20: 11 13 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 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 : 79.9 70.5 93.7 91.3 73.6 66.2 80.5 79.7 Old : 79.9 70.5 93.7 91.3 73.6 66.2 80.5 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 119,079: 66,652 58,043 32,926 31,581 10,401 0 11,707 2,861 0 0 0: 6,239 4,486 Old : 119,079: 66,652 58,043 32,926 31,581 10,401 0 11,707 2,861 0 0 0: 6,239 4,486 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 1,238: 1,400 -418 -1,002 -360 840 0 1,052 0 0 0 0: 0 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 48.7 27.7 26.5 8.7 0.0 9.8 2.4 0.0 0.0 0.0: 5.2 3.8 Old : 100.0: 56.0 48.7 27.7 26.5 8.7 0.0 9.8 2.4 0.0 0.0 0.0: 5.2 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 19 6 5 9 0 . . 0 0 0: Old : 38: 18 19 6 5 9 0 . . 0 0 0: Other: 0: 0 0 0 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 : 42.1 36.3 64.2 58.7 40.9 33.9 52.9 51.5 Old : 42.1 36.3 64.2 58.7 40.9 33.9 52.9 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 98,324: 53,453 59,422 25,690 20,487 10,675 0 1,103 1,367 0 0 0: 7,139 5,270 Old : 98,324: 53,453 59,422 25,690 20,487 10,675 0 1,103 1,367 0 0 0: 7,139 5,270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 62: 0 0 0 0 0 0 -62 62 0 0 0: 0 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 60.4 26.1 20.8 10.9 0.0 1.1 1.4 0.0 0.0 0.0: 7.3 5.4 Old : 100.0: 54.4 60.4 26.1 20.8 10.9 0.0 1.1 1.4 0.0 0.0 0.0: 7.3 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 11 10 9 4 9 0 . . 0 0 0: Old : 28: 11 10 9 4 9 0 . . 0 0 0: Other: 0: 0 0 0 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 : 57.7 54.4 74.5 72.9 50.1 53.8 61.9 69.5 Old : 57.7 54.4 74.5 72.9 50.1 53.8 61.9 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 163,619: 84,167 67,413 29,506 61,007 21,858 5,890 0 7,247 0 0 0: 14,951 6,094 Old : 163,619: 84,167 67,413 29,506 61,007 21,858 5,890 0 7,247 0 0 0: 14,951 6,094 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 473: -39 433 0 0 0 422 0 28 0 0 0: 62 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 41.2 18.0 37.3 13.4 3.6 0.0 4.4 0.0 0.0 0.0: 9.1 3.7 Old : 100.0: 51.4 41.2 18.0 37.3 13.4 3.6 0.0 4.4 0.0 0.0 0.0: 9.1 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 19 6 8 9 . 0 . 0 0 0: Old : 39: 20 19 6 8 9 . 0 . 0 0 0: Other: 0: 0 0 0 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 : 31.5 33.7 53.4 57.1 26.2 26.7 38.2 45.0 Old : 31.5 33.7 53.4 57.1 26.2 26.7 38.2 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 2,641,392: 820,353 484,837 100,652 812,337 388,751 391,512 34,628 591,543 100,815 82,813 226,958: 20,808 19,525 Old : 2,641,392: 820,353 484,837 100,652 812,337 388,751 391,512 34,628 591,543 100,815 82,813 226,958: 20,808 19,525 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 27,878: 8,912 7,954 -914 19,439 1,336 -3,053 2,032 5,022 3,757 -18,138 11,390: 1,428 -1,157 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 18.4 3.8 30.8 14.7 14.8 1.3 22.4 3.8 3.1 8.6: 0.8 0.7 Old : 100.0: 31.1 18.4 3.8 30.8 14.7 14.8 1.3 22.4 3.8 3.1 8.6: 0.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 178: 76 65 11 19 28 21 13 33 16 14 26: Old : 178: 76 65 11 19 28 21 13 33 16 14 26: Other: 0: 0 0 0 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 26.5 36.9 41.6 15.5 21.6 21.1 28.4 Old : 26.3 26.5 36.9 41.6 15.5 21.6 21.1 28.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 945,079: 206,731 269,036 197,685 129,498 256,771 49,813 65,113 92,237 46,766 37,325 91,657: 3,419 3,442 Old : 945,079: 206,731 269,036 197,685 129,498 256,771 49,813 65,113 92,237 46,766 37,325 91,657: 3,419 3,442 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 28,125: -2,173 6,524 -4,374 3,959 4,420 20,468 -9,824 10,683 -4,475 9,132 3,491: 85 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 28.5 20.9 13.7 27.2 5.3 6.9 9.8 4.9 3.9 9.7: 0.4 0.4 Old : 100.0: 21.9 28.5 20.9 13.7 27.2 5.3 6.9 9.8 4.9 3.9 9.7: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 93: 21 19 10 11 18 9 14 17 14 12 22: Old : 93: 21 19 10 11 18 9 14 17 14 12 22: Other: 0: 0 0 0 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 : 28.4 33.5 44.9 51.4 17.6 25.9 27.8 33.1 Old : 28.4 33.5 44.9 51.4 17.6 25.9 27.8 33.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 26,238: 22,179 15,243 225 8,046 1,970 60 126 500 45 0 0: 1,259 353 Old : 26,238: 22,179 15,243 225 8,046 1,970 60 126 500 45 0 0: 1,259 353 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -1,999: -1,690 -1,815 -35 -51 -150 0 126 0 -35 0 -126: 37 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 58.1 0.9 30.7 7.5 0.2 0.5 1.9 0.2 0.0 0.0: 4.8 1.3 Old : 100.0: 84.5 58.1 0.9 30.7 7.5 0.2 0.5 1.9 0.2 0.0 0.0: 4.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 28 25 . 6 7 . . . . 0 0: Old : 43: 28 25 . 6 7 . . . . 0 0: Other: 0: 0 0 0 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 46.3 55.5 67.0 23.0 38.7 38.6 50.2 Old : 35.6 46.3 55.5 67.0 23.0 38.7 38.6 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 16,308: 15,041 8,082 205 7,422 148 35 0 25 620 0 0: 234 631 Old : 16,308: 15,041 8,082 205 7,422 148 35 0 25 620 0 0: 234 631 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 1,040: 970 990 -30 90 -75 35 0 25 145 0 0: -30 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 49.6 1.3 45.5 0.9 0.2 0.0 0.2 3.8 0.0 0.0: 1.4 3.9 Old : 100.0: 92.2 49.6 1.3 45.5 0.9 0.2 0.0 0.2 3.8 0.0 0.0: 1.4 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 10 . 4 . . 0 . . 0 0: Old : 24: 15 10 . 4 . . 0 . . 0 0: Other: 0: 0 0 0 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 : 63.2 62.5 84.1 87.9 51.0 55.4 71.2 74.6 Old : 63.2 62.5 84.1 87.9 51.0 55.4 71.2 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 9,208: 7,077 5,628 177 1,562 1,250 0 0 0 0 0 0: 704 768 Old : 9,208: 7,077 5,628 177 1,562 1,250 0 0 0 0 0 0: 704 768 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -28: -221 35 67 87 64 0 0 0 0 0 0: 62 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 61.1 1.9 17.0 13.6 0.0 0.0 0.0 0.0 0.0 0.0: 7.6 8.3 Old : 100.0: 76.9 61.1 1.9 17.0 13.6 0.0 0.0 0.0 0.0 0.0 0.0: 7.6 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 14 . 6 6 0 0 0 0 0 0: Old : 29: 19 14 . 6 6 0 0 0 0 0 0: Other: 0: 0 0 0 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 : 59.7 49.6 73.5 71.1 56.7 36.8 61.7 53.0 Old : 59.7 49.6 73.5 71.1 56.7 36.8 61.7 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, November 9, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 9,856: 8,737 6,706 531 2,371 157 0 0 0 0 0 0: 431 622 Old : 9,856: 8,737 6,706 531 2,371 157 0 0 0 0 0 0: 431 622 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -202: -201 -106 0 35 -86 0 0 0 0 0 0: 85 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 68.0 5.4 24.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.3 Old : 100.0: 88.6 68.0 5.4 24.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 16 . 4 . 0 0 0 0 0 0: Old : 26: 16 16 . 4 . 0 0 0 0 0 0: Other: 0: 0 0 0 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 : 61.3 61.8 79.3 78.0 58.7 60.2 71.5 75.9 Old : 61.3 61.8 79.3 78.0 58.7 60.2 71.5 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2010