NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, November 16, 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 : 3,938,806: 1,687,509 1,012,743 178,194 930,762 582,407 222,994 102,655 914,950 15,503 65,534 292,211: 45,038 37,544 Old : 3,938,806: 1,687,509 1,012,743 178,194 930,762 582,407 222,994 102,655 914,950 15,503 65,534 292,211: 45,038 37,544 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : -25,668: 39,964 -882 4,853 30,195 10,636 -19,210 -69,140 -51,778 -37,013 28,469 10,169: 16,711 16,663 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.8 25.7 4.5 23.6 14.8 5.7 2.6 23.2 0.4 1.7 7.4: 1.1 1.0 Old : 100.0: 42.8 25.7 4.5 23.6 14.8 5.7 2.6 23.2 0.4 1.7 7.4: 1.1 1.0 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 : 224: 104 97 14 20 31 22 16 33 13 22 34: Old : 224: 104 97 14 20 31 22 16 33 13 22 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 : 20.2 24.1 32.8 38.5 10.8 17.5 15.9 22.8 Old : 20.2 24.1 32.8 38.5 10.8 17.5 15.9 22.8 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 16, 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 : 329,817: 170,936 221,959 56,634 20,619 58,187 16,785 10,940 11,420 2,152 0 709: 12,994 5,983 Old : 329,817: 170,936 221,959 56,634 20,619 58,187 16,785 10,940 11,420 2,152 0 709: 12,994 5,983 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 8,328: 4,593 7,418 2,432 1,848 -2,817 422 -66 634 154 0 123: 2,787 1,188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 67.3 17.2 6.3 17.6 5.1 3.3 3.5 0.7 0.0 0.2: 3.9 1.8 Old : 100.0: 51.8 67.3 17.2 6.3 17.6 5.1 3.3 3.5 0.7 0.0 0.2: 3.9 1.8 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 : 56: 29 26 7 6 10 5 4 7 . 0 .: Old : 56: 29 26 7 6 10 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 : 38.5 50.3 54.0 66.8 20.3 31.0 31.9 38.2 Old : 38.5 50.3 54.0 66.8 20.3 31.0 31.9 38.2 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 16, 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 : 189,542: 144,785 112,196 17,007 46,970 15,768 4,249 4,410 5,382 0 0 0: 2,351 4,816 Old : 189,542: 144,785 112,196 17,007 46,970 15,768 4,249 4,410 5,382 0 0 0: 2,351 4,816 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 5,600: 2,877 5,603 -605 -732 904 498 -1,460 1,345 0 0 0: 581 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 59.2 9.0 24.8 8.3 2.2 2.3 2.8 0.0 0.0 0.0: 1.2 2.5 Old : 100.0: 76.4 59.2 9.0 24.8 8.3 2.2 2.3 2.8 0.0 0.0 0.0: 1.2 2.5 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 : 45: 20 24 . 8 11 4 . 5 0 0 0: Old : 45: 20 24 . 8 11 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 : 63.4 37.2 79.0 58.7 62.3 35.7 73.7 55.8 Old : 63.4 37.2 79.0 58.7 62.3 35.7 73.7 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 Disaggregated Commitments of Traders - Futures Only, November 16, 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 : 361,204: 208,904 162,996 41,192 90,451 64,907 7,962 3,969 31,549 0 1,766 155: 6,535 5,411 Old : 361,204: 208,904 162,996 41,192 90,451 64,907 7,962 3,969 31,549 0 1,766 155: 6,535 5,411 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : -1,953: -555 -7,408 -679 8,460 -2,360 21 -2,326 -37 0 -450 -31: 1,688 2,199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 45.1 11.4 25.0 18.0 2.2 1.1 8.7 0.0 0.5 0.0: 1.8 1.5 Old : 100.0: 57.8 45.1 11.4 25.0 18.0 2.2 1.1 8.7 0.0 0.5 0.0: 1.8 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 : 49: 21 20 4 11 15 . 4 5 0 . .: Old : 49: 21 20 4 11 15 . 4 5 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 : 40.7 45.7 60.7 68.8 38.2 37.0 50.1 49.9 Old : 40.7 45.7 60.7 68.8 38.2 37.0 50.1 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 16, 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 : 687,942: 475,855 229,092 85,874 314,853 74,800 930 18,387 45,379 0 0 0: 5,104 5,431 Old : 687,942: 475,855 229,092 85,874 314,853 74,800 930 18,387 45,379 0 0 0: 5,104 5,431 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 25,011: 33,657 11,559 267 10,749 2,471 277 2,426 519 -9,991 0 -1,002: -1,187 -1,711 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 33.3 12.5 45.8 10.9 0.1 2.7 6.6 0.0 0.0 0.0: 0.7 0.8 Old : 100.0: 69.2 33.3 12.5 45.8 10.9 0.1 2.7 6.6 0.0 0.0 0.0: 0.7 0.8 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 : 69: 38 27 8 13 20 . 6 6 0 0 0: Old : 69: 38 27 8 13 20 . 6 6 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 : 36.2 42.5 53.0 57.5 23.2 31.2 35.8 41.3 Old : 36.2 42.5 53.0 57.5 23.2 31.2 35.8 41.3 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 16, 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 : 192,713: 148,084 124,885 9,270 51,064 2,601 20,478 2,751 3,805 0 0 0: 8,475 7,607 Old : 192,713: 148,084 124,885 9,270 51,064 2,601 20,478 2,751 3,805 0 0 0: 8,475 7,607 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 4,057: 5,500 606 -1,079 1,672 1,160 -688 1,612 -139 0 0 0: -697 -854 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 64.8 4.8 26.5 1.3 10.6 1.4 2.0 0.0 0.0 0.0: 4.4 3.9 Old : 100.0: 76.8 64.8 4.8 26.5 1.3 10.6 1.4 2.0 0.0 0.0 0.0: 4.4 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 : 43: 24 22 . 5 6 4 . 5 0 0 0: Old : 43: 24 22 . 5 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 : 47.9 61.8 67.5 75.5 45.2 60.7 62.7 73.2 Old : 47.9 61.8 67.5 75.5 45.2 60.7 62.7 73.2 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 16, 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 : 344,554: 229,522 157,583 24,243 92,327 34,129 23,531 35,001 21,225 0 0 0: 11,904 4,289 Old : 344,554: 229,522 157,583 24,243 92,327 34,129 23,531 35,001 21,225 0 0 0: 11,904 4,289 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 1,974: 1,131 4,505 -3,058 2,261 1,470 -25 -6,488 1,910 0 0 0: 546 -1,684 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 45.7 7.0 26.8 9.9 6.8 10.2 6.2 0.0 0.0 0.0: 3.5 1.2 Old : 100.0: 66.6 45.7 7.0 26.8 9.9 6.8 10.2 6.2 0.0 0.0 0.0: 3.5 1.2 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 : 61: 30 27 4 14 15 5 . 5 0 0 0: Old : 61: 30 27 4 14 15 5 . 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 : 29.4 32.5 47.2 51.6 25.6 27.2 39.2 41.6 Old : 29.4 32.5 47.2 51.6 25.6 27.2 39.2 41.6 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 16, 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 : 124,681: 74,287 21,174 7,478 50,813 17,068 10,117 16,201 8,267 0 0 0: 7,464 11,158 Old : 124,681: 74,287 21,174 7,478 50,813 17,068 10,117 16,201 8,267 0 0 0: 7,464 11,158 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 2,562: 4,110 1,535 367 -1,421 -68 -594 -725 1,318 0 0 0: -2,571 1,923 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 17.0 6.0 40.8 13.7 8.1 13.0 6.6 0.0 0.0 0.0: 6.0 8.9 Old : 100.0: 59.6 17.0 6.0 40.8 13.7 8.1 13.0 6.6 0.0 0.0 0.0: 6.0 8.9 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 : 40: 17 15 . 10 6 4 . 5 0 0 0: Old : 40: 17 15 . 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 : 35.6 38.7 53.9 59.7 31.5 37.6 43.9 52.0 Old : 35.6 38.7 53.9 59.7 31.5 37.6 43.9 52.0 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 16, 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 : 781,273: 96,052 118,934 186,985 32,891 82,968 93,403 201,274 156,868 21,578 81,457 64,066: 79,353 42,815 Old : 781,273: 96,052 118,934 186,985 32,891 82,968 93,403 201,274 156,868 21,578 81,457 64,066: 79,353 42,815 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : -33,997: -338 -1,974 563 -1,144 -17,993 -2,738 6,403 -24,200 6,923 2,250 -545: 4,331 3,206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 15.2 23.9 4.2 10.6 12.0 25.8 20.1 2.8 10.4 8.2: 10.2 5.5 Old : 100.0: 12.3 15.2 23.9 4.2 10.6 12.0 25.8 20.1 2.8 10.4 8.2: 10.2 5.5 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 : 281: 54 43 26 10 30 43 67 72 25 40 52: Old : 281: 54 43 26 10 30 43 67 72 25 40 52: 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 : 16.0 21.6 27.5 33.8 15.1 15.5 22.2 22.7 Old : 16.0 21.6 27.5 33.8 15.1 15.5 22.2 22.7 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 16, 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 : 45,092: 26,180 21,678 6,402 13,376 2,605 0 1,495 88 0 0 0: 9,817 5,850 Old : 45,092: 26,180 21,678 6,402 13,376 2,605 0 1,495 88 0 0 0: 9,817 5,850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : -2: -2 -114 0 0 0 0 0 0 0 0 0: 0 112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 48.1 14.2 29.7 5.8 0.0 3.3 0.2 0.0 0.0 0.0: 21.8 13.0 Old : 100.0: 58.1 48.1 14.2 29.7 5.8 0.0 3.3 0.2 0.0 0.0 0.0: 21.8 13.0 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: 13 11 . . . 0 . . 0 0 0: Old : 20: 13 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 52.6 67.1 75.3 40.8 48.7 52.7 62.6 Old : 49.9 52.6 67.1 75.3 40.8 48.7 52.7 62.6 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 16, 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 : 53,539: 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0: 8,179 11,910 Old : 53,539: 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0: 8,179 11,910 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 1,460: 0 0 0 0 0 0 0 0 0 0 0: 1,460 1,460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 51.3 12.0 19.1 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 22.2 Old : 100.0: 65.3 51.3 12.0 19.1 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 22.2 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: 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 : 37.3 53.2 61.6 68.9 35.5 50.7 58.4 60.7 Old : 37.3 53.2 61.6 68.9 35.5 50.7 58.4 60.7 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 16, 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 : 62,420: 35,070 30,586 11,608 23,011 4,792 0 0 0 0 0 0: 10,950 4,031 Old : 62,420: 35,070 30,586 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 9, 2010 : : 1,116: 1,116 1,116 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.2 49.0 18.6 36.9 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 17.5 6.5 Old : 100.0: 56.2 49.0 18.6 36.9 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 17.5 6.5 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 : 21: 12 11 . 5 . 0 0 0 0 0 0: Old : 21: 12 11 . 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 : 46.3 51.0 65.9 72.9 43.1 45.8 57.2 64.4 Old : 46.3 51.0 65.9 72.9 43.1 45.8 57.2 64.4 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 16, 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 : 61,032: 32,687 39,807 9,130 3,957 158 2,482 2,707 6,312 0 0 0: 10,263 8,091 Old : 61,032: 32,687 39,807 9,130 3,957 158 2,482 2,707 6,312 0 0 0: 10,263 8,091 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 1,144: 2,135 986 0 0 0 -1,161 186 989 0 0 0: -819 -1,017 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 65.2 15.0 6.5 0.3 4.1 4.4 10.3 0.0 0.0 0.0: 16.8 13.3 Old : 100.0: 53.6 65.2 15.0 6.5 0.3 4.1 4.4 10.3 0.0 0.0 0.0: 16.8 13.3 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 : 25: 13 13 . . . . . . 0 0 0: Old : 25: 13 13 . . . . . . 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 : 46.2 49.5 63.5 69.9 45.1 47.0 55.9 59.7 Old : 46.2 49.5 63.5 69.9 45.1 47.0 55.9 59.7 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 16, 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 : 67,237: 33,866 16,820 10,261 35,360 3,601 3,913 1,859 3,816 0 0 0: 11,780 5,781 Old : 67,237: 33,866 16,820 10,261 35,360 3,601 3,913 1,859 3,816 0 0 0: 11,780 5,781 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 980: 416 62 0 0 400 -354 521 518 0 0 0: 0 -521 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 25.0 15.3 52.6 5.4 5.8 2.8 5.7 0.0 0.0 0.0: 17.5 8.6 Old : 100.0: 50.4 25.0 15.3 52.6 5.4 5.8 2.8 5.7 0.0 0.0 0.0: 17.5 8.6 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 : 26: 13 9 . 6 5 . . . 0 0 0: Old : 26: 13 9 . 6 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 : 41.0 60.9 61.0 77.2 38.3 59.3 57.1 71.4 Old : 41.0 60.9 61.0 77.2 38.3 59.3 57.1 71.4 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 16, 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 : 45,870: 26,234 42,302 17,742 2,160 428 0 0 0 0 0 0: 1,466 980 Old : 45,870: 26,234 42,302 17,742 2,160 428 0 0 0 0 0 0: 1,466 980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 1,972: 1,116 992 0 856 0 0 0 0 0 0 0: 856 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 92.2 38.7 4.7 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 2.1 Old : 100.0: 57.2 92.2 38.7 4.7 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 2.1 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 : 21: 12 13 . . . 0 0 0 0 0 0: Old : 21: 12 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 : 76.5 68.3 89.8 90.1 70.5 64.2 77.8 80.3 Old : 76.5 68.3 89.8 90.1 70.5 64.2 77.8 80.3 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 16, 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 : 119,994: 67,508 59,755 32,926 31,581 10,401 0 10,941 2,830 0 0 0: 6,329 4,486 Old : 119,994: 67,508 59,755 32,926 31,581 10,401 0 10,941 2,830 0 0 0: 6,329 4,486 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 915: 856 1,712 0 0 0 0 -766 -31 0 0 0: 90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 49.8 27.4 26.3 8.7 0.0 9.1 2.4 0.0 0.0 0.0: 5.3 3.7 Old : 100.0: 56.3 49.8 27.4 26.3 8.7 0.0 9.1 2.4 0.0 0.0 0.0: 5.3 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 : 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 : 42.5 36.0 64.4 58.3 40.6 33.7 52.5 51.2 Old : 42.5 36.0 64.4 58.3 40.6 33.7 52.5 51.2 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 16, 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 : 100,156: 56,121 59,422 23,788 21,681 11,297 0 699 1,787 0 0 0: 7,163 5,270 Old : 100,156: 56,121 59,422 23,788 21,681 11,297 0 699 1,787 0 0 0: 7,163 5,270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 1,832: 2,668 0 -1,902 1,194 622 0 -404 420 0 0 0: 24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 59.3 23.8 21.6 11.3 0.0 0.7 1.8 0.0 0.0 0.0: 7.2 5.3 Old : 100.0: 56.0 59.3 23.8 21.6 11.3 0.0 0.7 1.8 0.0 0.0 0.0: 7.2 5.3 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 : 28: 11 10 8 5 9 0 . . 0 0 0: Old : 28: 11 10 8 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 : 59.4 53.4 74.9 72.2 51.8 52.8 63.4 68.2 Old : 59.4 53.4 74.9 72.2 51.8 52.8 63.4 68.2 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 16, 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 : 162,541: 84,475 65,849 29,506 61,007 21,858 4,818 0 7,733 0 0 0: 14,151 6,094 Old : 162,541: 84,475 65,849 29,506 61,007 21,858 4,818 0 7,733 0 0 0: 14,151 6,094 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : -1,078: 308 -1,564 0 0 0 -1,072 0 486 0 0 0: -800 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.0 40.5 18.2 37.5 13.4 3.0 0.0 4.8 0.0 0.0 0.0: 8.7 3.7 Old : 100.0: 52.0 40.5 18.2 37.5 13.4 3.0 0.0 4.8 0.0 0.0 0.0: 8.7 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 : 31.7 33.9 53.8 57.5 26.4 26.8 38.6 45.0 Old : 31.7 33.9 53.8 57.5 26.4 26.8 38.6 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 16, 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 : 2,644,314: 821,674 482,896 99,367 815,247 399,224 394,156 31,954 578,959 104,249 90,995 225,467: 21,218 19,572 Old : 2,644,314: 821,674 482,896 99,367 815,247 399,224 394,156 31,954 578,959 104,249 90,995 225,467: 21,218 19,572 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 2,922: 1,321 -1,941 -1,285 2,910 10,473 2,644 -2,674 -12,584 3,434 8,182 -1,491: 410 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 18.3 3.8 30.8 15.1 14.9 1.2 21.9 3.9 3.4 8.5: 0.8 0.7 Old : 100.0: 31.1 18.3 3.8 30.8 15.1 14.9 1.2 21.9 3.9 3.4 8.5: 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 : 183: 79 66 10 20 28 22 14 34 16 14 26: Old : 183: 79 66 10 20 28 22 14 34 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 : 26.2 26.7 36.7 41.8 15.7 21.5 21.5 28.5 Old : 26.2 26.7 36.7 41.8 15.7 21.5 21.5 28.5 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 16, 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 : 986,859: 200,261 275,264 174,445 129,489 283,967 77,935 68,709 93,076 53,572 33,236 99,515: 4,088 3,603 Old : 986,859: 200,261 275,264 174,445 129,489 283,967 77,935 68,709 93,076 53,572 33,236 99,515: 4,088 3,603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 41,780: -6,470 6,228 -23,240 -9 27,196 28,122 3,596 839 6,806 -4,089 7,858: 669 161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 27.9 17.7 13.1 28.8 7.9 7.0 9.4 5.4 3.4 10.1: 0.4 0.4 Old : 100.0: 20.3 27.9 17.7 13.1 28.8 7.9 7.0 9.4 5.4 3.4 10.1: 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 : 94: 22 20 10 11 18 9 14 17 16 10 21: Old : 94: 22 20 10 11 18 9 14 17 16 10 21: 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 : 27.4 33.1 44.0 51.1 14.8 26.3 24.6 33.3 Old : 27.4 33.1 44.0 51.1 14.8 26.3 24.6 33.3 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 16, 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 : 26,087: 22,153 15,191 290 8,097 2,020 0 126 300 45 0 0: 1,279 353 Old : 26,087: 22,153 15,191 290 8,097 2,020 0 126 300 45 0 0: 1,279 353 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : -151: -26 -52 65 51 50 -60 0 -200 0 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 58.2 1.1 31.0 7.7 0.0 0.5 1.1 0.2 0.0 0.0: 4.9 1.4 Old : 100.0: 84.9 58.2 1.1 31.0 7.7 0.0 0.5 1.1 0.2 0.0 0.0: 4.9 1.4 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 : 41: 28 25 . 6 7 0 . . . 0 0: Old : 41: 28 25 . 6 7 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 : 37.7 45.5 56.7 67.1 23.6 38.2 37.4 50.5 Old : 37.7 45.5 56.7 67.1 23.6 38.2 37.4 50.5 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 16, 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 : 16,628: 15,386 8,562 205 7,212 208 35 0 25 595 0 0: 174 621 Old : 16,628: 15,386 8,562 205 7,212 208 35 0 25 595 0 0: 174 621 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 320: 345 480 0 -210 60 0 0 0 -25 0 0: -60 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.5 51.5 1.2 43.4 1.3 0.2 0.0 0.2 3.6 0.0 0.0: 1.0 3.7 Old : 100.0: 92.5 51.5 1.2 43.4 1.3 0.2 0.0 0.2 3.6 0.0 0.0: 1.0 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 : 24: 15 11 . 4 . . 0 . . 0 0: Old : 24: 15 11 . 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 : 62.6 63.2 83.8 87.5 50.8 55.4 70.0 73.2 Old : 62.6 63.2 83.8 87.5 50.8 55.4 70.0 73.2 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 16, 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 : 9,403: 7,233 5,889 227 1,577 1,204 0 0 0 0 0 0: 739 733 Old : 9,403: 7,233 5,889 227 1,577 1,204 0 0 0 0 0 0: 739 733 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 195: 156 261 50 15 -46 0 0 0 0 0 0: 35 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 62.6 2.4 16.8 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.9 7.8 Old : 100.0: 76.9 62.6 2.4 16.8 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.9 7.8 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 : 30: 20 15 . 6 6 0 0 0 0 0 0: Old : 30: 20 15 . 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 : 58.0 48.8 71.8 69.8 55.5 36.2 60.8 52.3 Old : 58.0 48.8 71.8 69.8 55.5 36.2 60.8 52.3 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 16, 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 : 10,036: 8,997 6,761 531 2,421 157 0 0 0 0 0 0: 351 697 Old : 10,036: 8,997 6,761 531 2,421 157 0 0 0 0 0 0: 351 697 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2010 : : 180: 260 55 0 50 0 0 0 0 0 0 0: -80 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 67.4 5.3 24.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 6.9 Old : 100.0: 89.6 67.4 5.3 24.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 6.9 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 : 26: 16 15 . 4 . 0 0 0 0 0 0: Old : 26: 16 15 . 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 : 60.3 60.4 79.9 77.9 57.7 59.0 74.6 74.5 Old : 60.3 60.4 79.9 77.9 57.7 59.0 74.6 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010