NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, November 23, 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 : 3,985,927: 1,712,053 1,033,567 161,703 995,709 587,395 218,392 97,294 921,184 66,096 38,865 292,440: 26,664 19,473
Old : 3,985,927: 1,712,053 1,033,567 161,703 995,709 587,395 218,392 97,294 921,184 66,096 38,865 292,440: 26,664 19,473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 47,121: 24,544 20,824 -16,491 64,947 4,988 -4,602 -5,361 6,234 50,593 -26,669 229: -18,374 -18,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 25.9 4.1 25.0 14.7 5.5 2.4 23.1 1.7 1.0 7.3: 0.7 0.5
Old : 100.0: 43.0 25.9 4.1 25.0 14.7 5.5 2.4 23.1 1.7 1.0 7.3: 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 : 224: 107 101 13 21 31 24 13 34 21 15 33:
Old : 224: 107 101 13 21 31 24 13 34 21 15 33:
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 : 20.3 23.0 33.1 37.3 10.8 18.2 16.0 23.7
Old : 20.3 23.0 33.1 37.3 10.8 18.2 16.0 23.7
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 23, 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 : 341,208: 173,277 234,464 57,337 20,519 60,662 22,151 10,745 8,922 5,436 0 340: 13,083 5,556
Old : 341,208: 173,277 234,464 57,337 20,519 60,662 22,151 10,745 8,922 5,436 0 340: 13,083 5,556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 11,391: 2,341 12,505 703 -100 2,475 5,366 -195 -2,498 3,284 0 -369: 89 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 68.7 16.8 6.0 17.8 6.5 3.1 2.6 1.6 0.0 0.1: 3.8 1.6
Old : 100.0: 50.8 68.7 16.8 6.0 17.8 6.5 3.1 2.6 1.6 0.0 0.1: 3.8 1.6
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 : 55: 30 26 6 7 11 4 4 7 . 0 .:
Old : 55: 30 26 6 7 11 4 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 : 37.6 50.1 53.1 66.4 20.4 31.6 31.6 38.8
Old : 37.6 50.1 53.1 66.4 20.4 31.6 31.6 38.8
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 23, 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 : 193,282: 148,947 117,181 13,231 46,051 16,384 7,965 4,508 4,249 0 0 0: 2,506 4,909
Old : 193,282: 148,947 117,181 13,231 46,051 16,384 7,965 4,508 4,249 0 0 0: 2,506 4,909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,740: 4,162 4,985 -3,776 -919 616 3,716 98 -1,133 0 0 0: 155 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 60.6 6.8 23.8 8.5 4.1 2.3 2.2 0.0 0.0 0.0: 1.3 2.5
Old : 100.0: 77.1 60.6 6.8 23.8 8.5 4.1 2.3 2.2 0.0 0.0 0.0: 1.3 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 . 4 0 0 0:
Old : 45: 20 24 . 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 : 60.7 37.3 75.1 58.6 59.6 35.7 70.8 55.3
Old : 60.7 37.3 75.1 58.6 59.6 35.7 70.8 55.3
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 23, 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 : 372,526: 221,067 165,548 41,976 93,858 65,027 6,224 6,419 31,839 0 3,626 186: 6,207 6,023
Old : 372,526: 221,067 165,548 41,976 93,858 65,027 6,224 6,419 31,839 0 3,626 186: 6,207 6,023
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 11,322: 12,163 2,552 784 3,407 120 -1,738 2,450 290 0 1,860 31: -328 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 44.4 11.3 25.2 17.5 1.7 1.7 8.5 0.0 1.0 0.0: 1.7 1.6
Old : 100.0: 59.3 44.4 11.3 25.2 17.5 1.7 1.7 8.5 0.0 1.0 0.0: 1.7 1.6
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 : 46: 20 19 4 10 14 . . 4 0 . .:
Old : 46: 20 19 4 10 14 . . 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 : 42.4 46.0 61.2 69.0 40.2 38.1 52.6 51.5
Old : 42.4 46.0 61.2 69.0 40.2 38.1 52.6 51.5
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 23, 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 : 691,719: 478,778 227,069 85,018 328,095 73,470 1,162 8,855 49,842 0 0 0: 3,449 4,388
Old : 691,719: 478,778 227,069 85,018 328,095 73,470 1,162 8,855 49,842 0 0 0: 3,449 4,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,777: 2,923 -2,023 -856 13,242 -1,330 232 -9,532 4,463 0 0 0: -1,655 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 32.8 12.3 47.4 10.6 0.2 1.3 7.2 0.0 0.0 0.0: 0.5 0.6
Old : 100.0: 69.2 32.8 12.3 47.4 10.6 0.2 1.3 7.2 0.0 0.0 0.0: 0.5 0.6
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 : 69: 38 26 8 13 20 . 6 7 0 0 0:
Old : 69: 38 26 8 13 20 . 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 : 36.0 42.9 52.9 58.0 22.8 32.4 35.2 43.4
Old : 36.0 42.9 52.9 58.0 22.8 32.4 35.2 43.4
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 23, 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 : 193,338: 150,195 127,079 7,629 49,323 3,718 21,043 2,002 3,550 0 0 0: 7,203 7,666
Old : 193,338: 150,195 127,079 7,629 49,323 3,718 21,043 2,002 3,550 0 0 0: 7,203 7,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 625: 2,111 2,194 -1,641 -1,741 1,117 565 -749 -255 0 0 0: -1,272 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 65.7 3.9 25.5 1.9 10.9 1.0 1.8 0.0 0.0 0.0: 3.7 4.0
Old : 100.0: 77.7 65.7 3.9 25.5 1.9 10.9 1.0 1.8 0.0 0.0 0.0: 3.7 4.0
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 : 44: 25 24 . 5 5 4 . 5 0 0 0:
Old : 44: 25 24 . 5 5 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 : 47.4 61.6 66.7 75.1 44.5 60.4 61.9 72.6
Old : 47.4 61.6 66.7 75.1 44.5 60.4 61.9 72.6
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 23, 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 : 356,536: 241,121 167,441 23,050 93,612 34,893 25,485 33,300 21,804 0 0 0: 10,183 5,486
Old : 356,536: 241,121 167,441 23,050 93,612 34,893 25,485 33,300 21,804 0 0 0: 10,183 5,486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 11,982: 11,599 9,858 -1,193 1,285 764 1,954 -1,701 579 0 0 0: -1,721 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 47.0 6.5 26.3 9.8 7.1 9.3 6.1 0.0 0.0 0.0: 2.9 1.5
Old : 100.0: 67.6 47.0 6.5 26.3 9.8 7.1 9.3 6.1 0.0 0.0 0.0: 2.9 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 : 60: 29 27 . 15 15 4 . 6 0 0 0:
Old : 60: 29 27 . 15 15 4 . 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 : 30.5 31.8 48.3 50.8 26.1 26.6 40.3 40.5
Old : 30.5 31.8 48.3 50.8 26.1 26.6 40.3 40.5
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 23, 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 : 124,590: 75,695 21,481 6,958 50,748 16,820 8,824 15,705 8,891 0 0 0: 7,402 10,945
Old : 124,590: 75,695 21,481 6,958 50,748 16,820 8,824 15,705 8,891 0 0 0: 7,402 10,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -91: 1,408 307 -520 -65 -248 -1,293 -496 624 0 0 0: -62 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 17.2 5.6 40.7 13.5 7.1 12.6 7.1 0.0 0.0 0.0: 5.9 8.8
Old : 100.0: 60.8 17.2 5.6 40.7 13.5 7.1 12.6 7.1 0.0 0.0 0.0: 5.9 8.8
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 : 39: 17 15 . 10 6 4 . 5 0 0 0:
Old : 39: 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 : 34.3 38.4 53.5 59.8 30.6 37.5 43.4 52.0
Old : 34.3 38.4 53.5 59.8 30.6 37.5 43.4 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 23, 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 : 749,109: 88,304 116,097 190,249 34,850 75,024 100,880 190,526 148,596 14,427 91,789 54,759: 76,870 37,468
Old : 749,109: 88,304 116,097 190,249 34,850 75,024 100,880 190,526 148,596 14,427 91,789 54,759: 76,870 37,468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -32,164: -7,748 -2,837 3,264 1,959 -7,944 7,477 -10,748 -8,272 -7,151 10,332 -9,307: -2,483 -5,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 15.5 25.4 4.7 10.0 13.5 25.4 19.8 1.9 12.3 7.3: 10.3 5.0
Old : 100.0: 11.8 15.5 25.4 4.7 10.0 13.5 25.4 19.8 1.9 12.3 7.3: 10.3 5.0
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 : 281: 51 41 24 13 28 51 57 70 28 40 51:
Old : 281: 51 41 24 13 28 51 57 70 28 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 : 16.9 25.4 28.4 36.4 15.6 19.2 23.5 25.7
Old : 16.9 25.4 28.4 36.4 15.6 19.2 23.5 25.7
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 23, 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 : 45,564: 26,180 22,186 6,402 13,376 2,605 0 1,415 92 0 0 0: 10,285 5,890
Old : 45,564: 26,180 22,186 6,402 13,376 2,605 0 1,415 92 0 0 0: 10,285 5,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 472: 0 508 0 0 0 0 -80 4 0 0 0: 468 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 48.7 14.1 29.4 5.7 0.0 3.1 0.2 0.0 0.0 0.0: 22.6 12.9
Old : 100.0: 57.5 48.7 14.1 29.4 5.7 0.0 3.1 0.2 0.0 0.0 0.0: 22.6 12.9
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: 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 : 49.4 52.0 66.4 74.3 40.4 48.1 52.2 61.7
Old : 49.4 52.0 66.4 74.3 40.4 48.1 52.2 61.7
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 23, 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 : 53,507: 34,955 27,418 6,443 10,249 3,930 0 0 0 0 0 0: 8,179 11,910
Old : 53,507: 34,955 27,418 6,443 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 16, 2010 :
: -32: -28 -32 -4 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 51.2 12.0 19.2 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 22.3
Old : 100.0: 65.3 51.2 12.0 19.2 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 22.3
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 : 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 : 37.2 53.1 61.6 68.8 35.5 50.6 58.3 60.6
Old : 37.2 53.1 61.6 68.8 35.5 50.6 58.3 60.6
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 23, 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 16, 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: 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 23, 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 : 61,363: 33,015 39,432 9,130 3,957 158 2,177 3,074 6,651 0 0 0: 10,232 8,091
Old : 61,363: 33,015 39,432 9,130 3,957 158 2,177 3,074 6,651 0 0 0: 10,232 8,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 331: 328 -375 0 0 0 -305 367 339 0 0 0: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 64.3 14.9 6.4 0.3 3.5 5.0 10.8 0.0 0.0 0.0: 16.7 13.2
Old : 100.0: 53.8 64.3 14.9 6.4 0.3 3.5 5.0 10.8 0.0 0.0 0.0: 16.7 13.2
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 : 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 : 46.0 49.2 63.1 70.6 44.8 46.7 55.6 58.9
Old : 46.0 49.2 63.1 70.6 44.8 46.7 55.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Futures Only, November 23, 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 : 53,378: 44,748 23,056 0 10,586 0 0 4,042 1,080 0 0 0: 7,550 14,614
Old : 53,378: 44,748 23,056 0 10,586 0 0 4,042 1,080 0 0 0: 7,550 14,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 43.2 0.0 19.8 0.0 0.0 7.6 2.0 0.0 0.0 0.0: 14.1 27.4
Old : 100.0: 83.8 43.2 0.0 19.8 0.0 0.0 7.6 2.0 0.0 0.0 0.0: 14.1 27.4
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 : 20: 10 11 0 4 0 0 . . 0 0 0:
Old : 20: 10 11 0 4 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 : 69.5 45.4 83.3 61.6 65.2 44.5 71.2 54.2
Old : 69.5 45.4 83.3 61.6 65.2 44.5 71.2 54.2
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 23, 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 : 67,252: 33,866 16,820 10,358 35,029 3,504 3,525 1,859 4,205 0 0 0: 11,794 5,835
Old : 67,252: 33,866 16,820 10,358 35,029 3,504 3,525 1,859 4,205 0 0 0: 11,794 5,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 15: 0 0 97 -331 -97 -388 0 389 0 0 0: 14 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 25.0 15.4 52.1 5.2 5.2 2.8 6.3 0.0 0.0 0.0: 17.5 8.7
Old : 100.0: 50.4 25.0 15.4 52.1 5.2 5.2 2.8 6.3 0.0 0.0 0.0: 17.5 8.7
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 : 26: 13 9 . 5 5 . . . 0 0 0:
Old : 26: 13 9 . 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 : 41.0 60.9 60.9 76.7 38.3 59.3 56.5 71.3
Old : 41.0 60.9 60.9 76.7 38.3 59.3 56.5 71.3
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 23, 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 : 46,552: 26,234 42,922 17,742 2,160 428 620 0 0 0 0 0: 1,528 1,042
Old : 46,552: 26,234 42,922 17,742 2,160 428 620 0 0 0 0 0: 1,528 1,042
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 682: 0 620 0 0 0 620 0 0 0 0 0: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 92.2 38.1 4.6 0.9 1.3 0.0 0.0 0.0 0.0 0.0: 3.3 2.2
Old : 100.0: 56.4 92.2 38.1 4.6 0.9 1.3 0.0 0.0 0.0 0.0 0.0: 3.3 2.2
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: 12 14 . . . . 0 0 0 0 0:
Old : 23: 12 14 . . . . 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 : 75.3 67.3 88.4 88.8 69.4 63.2 76.9 79.8
Old : 75.3 67.3 88.4 88.8 69.4 63.2 76.9 79.8
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 23, 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 : 120,337: 68,279 59,164 32,926 31,581 10,401 0 12,157 2,346 0 0 0: 6,385 4,688
Old : 120,337: 68,279 59,164 32,926 31,581 10,401 0 12,157 2,346 0 0 0: 6,385 4,688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 343: 771 -591 0 0 0 0 1,216 -484 0 0 0: 56 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 49.2 27.4 26.2 8.6 0.0 10.1 1.9 0.0 0.0 0.0: 5.3 3.9
Old : 100.0: 56.7 49.2 27.4 26.2 8.6 0.0 10.1 1.9 0.0 0.0 0.0: 5.3 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 : 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 : 42.4 35.4 64.2 57.7 40.5 32.6 52.2 50.0
Old : 42.4 35.4 64.2 57.7 40.5 32.6 52.2 50.0
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 23, 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 : 100,218: 55,999 59,422 23,910 21,681 11,297 0 575 1,911 0 0 0: 7,101 5,332
Old : 100,218: 55,999 59,422 23,910 21,681 11,297 0 575 1,911 0 0 0: 7,101 5,332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 62: -122 0 122 0 0 0 -124 124 0 0 0: -62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 59.3 23.9 21.6 11.3 0.0 0.6 1.9 0.0 0.0 0.0: 7.1 5.3
Old : 100.0: 55.9 59.3 23.9 21.6 11.3 0.0 0.6 1.9 0.0 0.0 0.0: 7.1 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 : 59.2 53.4 74.7 72.2 51.7 52.8 63.3 68.2
Old : 59.2 53.4 74.7 72.2 51.7 52.8 63.3 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 23, 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 : 163,866: 85,058 67,381 28,778 61,007 22,449 7,686 0 6,904 0 0 0: 12,991 6,125
Old : 163,866: 85,058 67,381 28,778 61,007 22,449 7,686 0 6,904 0 0 0: 12,991 6,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,325: 583 1,532 -728 0 591 2,868 0 -829 0 0 0: -1,160 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 41.1 17.6 37.2 13.7 4.7 0.0 4.2 0.0 0.0 0.0: 7.9 3.7
Old : 100.0: 51.9 41.1 17.6 37.2 13.7 4.7 0.0 4.2 0.0 0.0 0.0: 7.9 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 : 40: 20 19 6 8 9 . 0 . 0 0 0:
Old : 40: 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 : 31.6 33.6 53.1 57.0 26.2 26.5 37.4 44.6
Old : 31.6 33.6 53.1 57.0 26.2 26.5 37.4 44.6
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 23, 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 : 2,667,401: 836,039 480,489 107,074 833,532 398,322 359,552 22,313 607,118 111,610 79,083 226,985: 20,701 19,559
Old : 2,667,401: 836,039 480,489 107,074 833,532 398,322 359,552 22,313 607,118 111,610 79,083 226,985: 20,701 19,559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 23,087: 14,365 -2,407 7,707 18,285 -902 -34,604 -9,641 28,159 7,361 -11,912 1,518: -517 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 18.0 4.0 31.2 14.9 13.5 0.8 22.8 4.2 3.0 8.5: 0.8 0.7
Old : 100.0: 31.3 18.0 4.0 31.2 14.9 13.5 0.8 22.8 4.2 3.0 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 : 192: 85 70 12 19 28 23 14 35 16 15 26:
Old : 192: 85 70 12 19 28 23 14 35 16 15 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 : 25.7 28.5 35.9 43.7 14.0 22.3 19.7 29.2
Old : 25.7 28.5 35.9 43.7 14.0 22.3 19.7 29.2
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 23, 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 : 1,048,886: 198,759 293,287 162,552 139,258 296,974 125,787 70,987 91,966 63,798 47,727 104,847: 4,203 3,840
Old : 1,048,886: 198,759 293,287 162,552 139,258 296,974 125,787 70,987 91,966 63,798 47,727 104,847: 4,203 3,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 62,027: -1,502 18,023 -11,893 9,769 13,007 47,852 2,278 -1,110 10,226 14,491 5,332: 115 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.0 15.5 13.3 28.3 12.0 6.8 8.8 6.1 4.6 10.0: 0.4 0.4
Old : 100.0: 18.9 28.0 15.5 13.3 28.3 12.0 6.8 8.8 6.1 4.6 10.0: 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 : 100: 21 22 11 11 18 10 15 17 20 9 25:
Old : 100: 21 22 11 11 18 10 15 17 20 9 25:
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 : 25.5 32.8 43.6 52.5 14.2 26.2 23.2 33.7
Old : 25.5 32.8 43.6 52.5 14.2 26.2 23.2 33.7
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 23, 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 : 26,172: 22,356 14,969 290 8,575 1,867 75 0 300 45 0 0: 1,239 461
Old : 26,172: 22,356 14,969 290 8,575 1,867 75 0 300 45 0 0: 1,239 461
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 85: 203 -222 0 478 -153 75 -126 0 0 0 0: -40 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 57.2 1.1 32.8 7.1 0.3 0.0 1.1 0.2 0.0 0.0: 4.7 1.8
Old : 100.0: 85.4 57.2 1.1 32.8 7.1 0.3 0.0 1.1 0.2 0.0 0.0: 4.7 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 : 42: 28 24 . 6 7 . 0 . . 0 0:
Old : 42: 28 24 . 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 : 38.3 46.1 57.4 68.0 23.8 39.9 37.9 52.1
Old : 38.3 46.1 57.4 68.0 23.8 39.9 37.9 52.1
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 23, 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 : 16,667: 15,410 8,531 205 7,262 238 0 0 0 535 0 0: 279 636
Old : 16,667: 15,410 8,531 205 7,262 238 0 0 0 535 0 0: 279 636
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 39: 24 -31 0 50 30 -35 0 -25 -60 0 0: 105 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 51.2 1.2 43.6 1.4 0.0 0.0 0.0 3.2 0.0 0.0: 1.7 3.8
Old : 100.0: 92.5 51.2 1.2 43.6 1.4 0.0 0.0 0.0 3.2 0.0 0.0: 1.7 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 : 22: 13 11 . 4 . 0 0 0 . 0 0:
Old : 22: 13 11 . 4 . 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 : 63.3 64.0 84.4 88.2 51.4 56.1 70.7 73.4
Old : 63.3 64.0 84.4 88.2 51.4 56.1 70.7 73.4
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 23, 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 : 9,580: 7,446 6,012 167 1,487 1,228 0 0 0 0 0 0: 739 853
Old : 9,580: 7,446 6,012 167 1,487 1,228 0 0 0 0 0 0: 739 853
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 177: 213 123 -60 -90 24 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 62.8 1.7 15.5 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 8.9
Old : 100.0: 77.7 62.8 1.7 15.5 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 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 : 30: 20 14 . 6 6 0 0 0 0 0 0:
Old : 30: 20 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 : 56.8 49.7 71.5 68.8 55.3 39.0 62.0 54.0
Old : 56.8 49.7 71.5 68.8 55.3 39.0 62.0 54.0
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 23, 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 : 10,557: 9,143 7,062 456 2,471 312 0 0 0 0 0 0: 646 712
Old : 10,557: 9,143 7,062 456 2,471 312 0 0 0 0 0 0: 646 712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 521: 146 301 -75 50 155 0 0 0 0 0 0: 295 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 66.9 4.3 23.4 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.1 6.7
Old : 100.0: 86.6 66.9 4.3 23.4 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.1 6.7
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 : 26: 16 15 . 5 4 0 0 0 0 0 0:
Old : 26: 16 15 . 5 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 : 58.5 59.2 78.7 76.9 55.6 56.9 70.0 72.0
Old : 58.5 59.2 78.7 76.9 55.6 56.9 70.0 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010