NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, November 30, 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 : 3,847,005: 1,624,499 966,958 159,624 958,663 589,357 214,767 55,855 914,309 32,438 57,057 283,182: 28,829 21,624
Old : 3,847,005: 1,624,499 966,958 159,624 958,663 589,357 214,767 55,855 914,309 32,438 57,057 283,182: 28,829 21,624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -138,922: -87,554 -66,609 -2,079 -37,046 1,962 -3,625 -41,439 -6,875 -33,658 18,192 -9,258: 2,165 2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 25.1 4.1 24.9 15.3 5.6 1.5 23.8 0.8 1.5 7.4: 0.7 0.6
Old : 100.0: 42.2 25.1 4.1 24.9 15.3 5.6 1.5 23.8 0.8 1.5 7.4: 0.7 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 : 217: 102 93 13 21 32 22 13 33 12 24 33:
Old : 217: 102 93 13 21 32 22 13 33 12 24 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 : 21.3 24.3 33.7 38.5 11.0 18.3 16.4 23.7
Old : 21.3 24.3 33.7 38.5 11.0 18.3 16.4 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 30, 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 : 341,787: 169,874 233,247 55,825 19,027 62,683 24,846 8,331 10,812 3,037 0 831: 13,879 6,856
Old : 341,787: 169,874 233,247 55,825 19,027 62,683 24,846 8,331 10,812 3,037 0 831: 13,879 6,856
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 579: -3,403 -1,217 -1,512 -1,492 2,021 2,695 -2,414 1,890 -2,399 0 491: 796 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 68.2 16.3 5.6 18.3 7.3 2.4 3.2 0.9 0.0 0.2: 4.1 2.0
Old : 100.0: 49.7 68.2 16.3 5.6 18.3 7.3 2.4 3.2 0.9 0.0 0.2: 4.1 2.0
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 : 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 : 36.2 49.2 52.8 65.6 20.6 31.7 32.4 37.9
Old : 36.2 49.2 52.8 65.6 20.6 31.7 32.4 37.9
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 30, 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 : 196,205: 151,926 118,563 13,027 47,218 16,329 8,145 5,032 4,216 0 0 0: 2,562 4,847
Old : 196,205: 151,926 118,563 13,027 47,218 16,329 8,145 5,032 4,216 0 0 0: 2,562 4,847
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 2,923: 2,979 1,382 -204 1,167 -55 180 524 -33 0 0 0: 56 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 60.4 6.6 24.1 8.3 4.2 2.6 2.1 0.0 0.0 0.0: 1.3 2.5
Old : 100.0: 77.4 60.4 6.6 24.1 8.3 4.2 2.6 2.1 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 : 46: 21 25 4 7 11 4 . 4 0 0 0:
Old : 46: 21 25 4 7 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 : 59.9 36.9 74.7 58.0 59.1 35.3 70.1 54.9
Old : 59.9 36.9 74.7 58.0 59.1 35.3 70.1 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, November 30, 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 : 366,107: 219,737 166,681 42,016 92,431 62,712 4,266 4,796 31,975 0 3,119 306: 5,095 4,087
Old : 366,107: 219,737 166,681 42,016 92,431 62,712 4,266 4,796 31,975 0 3,119 306: 5,095 4,087
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -6,419: -1,330 1,133 40 -1,427 -2,315 -1,958 -1,623 136 0 -507 120: -1,112 -1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 45.5 11.5 25.2 17.1 1.2 1.3 8.7 0.0 0.9 0.1: 1.4 1.1
Old : 100.0: 60.0 45.5 11.5 25.2 17.1 1.2 1.3 8.7 0.0 0.9 0.1: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 21 4 9 13 . . 4 0 . .:
Old : 47: 22 21 4 9 13 . . 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 : 43.0 46.3 61.0 69.9 40.7 39.2 53.7 53.4
Old : 43.0 46.3 61.0 69.9 40.7 39.2 53.7 53.4
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 30, 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 : 703,177: 492,905 223,709 83,143 342,231 75,962 288 10,316 47,426 0 0 0: 3,453 3,533
Old : 703,177: 492,905 223,709 83,143 342,231 75,962 288 10,316 47,426 0 0 0: 3,453 3,533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 11,458: 14,127 -3,360 -1,875 14,136 2,492 -874 1,461 -2,416 0 0 0: 4 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 31.8 11.8 48.7 10.8 0.0 1.5 6.7 0.0 0.0 0.0: 0.5 0.5
Old : 100.0: 70.1 31.8 11.8 48.7 10.8 0.0 1.5 6.7 0.0 0.0 0.0: 0.5 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 : 68: 38 28 8 13 19 . 6 7 0 0 0:
Old : 68: 38 28 8 13 19 . 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 : 36.4 42.8 53.0 58.7 24.8 34.0 37.4 44.7
Old : 36.4 42.8 53.0 58.7 24.8 34.0 37.4 44.7
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 30, 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 : 199,948: 154,048 129,734 7,433 50,749 3,743 21,251 2,276 5,656 0 0 0: 7,817 7,790
Old : 199,948: 154,048 129,734 7,433 50,749 3,743 21,251 2,276 5,656 0 0 0: 7,817 7,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 6,610: 3,853 2,655 -196 1,426 25 208 274 2,106 0 0 0: 614 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 64.9 3.7 25.4 1.9 10.6 1.1 2.8 0.0 0.0 0.0: 3.9 3.9
Old : 100.0: 77.0 64.9 3.7 25.4 1.9 10.6 1.1 2.8 0.0 0.0 0.0: 3.9 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 : 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 : 47.2 61.4 65.9 74.8 43.5 60.7 60.0 70.8
Old : 47.2 61.4 65.9 74.8 43.5 60.7 60.0 70.8
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 30, 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 : 369,742: 248,934 184,843 25,898 94,704 32,554 24,850 24,044 27,846 0 0 0: 9,660 5,751
Old : 369,742: 248,934 184,843 25,898 94,704 32,554 24,850 24,044 27,846 0 0 0: 9,660 5,751
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 13,206: 7,813 17,402 2,848 1,092 -2,339 -635 -9,256 6,042 0 0 0: -523 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 50.0 7.0 25.6 8.8 6.7 6.5 7.5 0.0 0.0 0.0: 2.6 1.6
Old : 100.0: 67.3 50.0 7.0 25.6 8.8 6.7 6.5 7.5 0.0 0.0 0.0: 2.6 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 : 61: 30 27 4 14 15 5 . 6 0 0 0:
Old : 61: 30 27 4 14 15 5 . 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 : 30.8 33.3 49.1 51.8 26.6 26.9 40.5 40.4
Old : 30.8 33.3 49.1 51.8 26.6 26.9 40.5 40.4
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 30, 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 : 125,929: 79,073 20,789 5,445 51,021 17,794 7,294 16,400 10,254 0 0 0: 6,069 9,671
Old : 125,929: 79,073 20,789 5,445 51,021 17,794 7,294 16,400 10,254 0 0 0: 6,069 9,671
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,339: 3,378 -692 -1,513 273 974 -1,530 695 1,363 0 0 0: -1,333 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 16.5 4.3 40.5 14.1 5.8 13.0 8.1 0.0 0.0 0.0: 4.8 7.7
Old : 100.0: 62.8 16.5 4.3 40.5 14.1 5.8 13.0 8.1 0.0 0.0 0.0: 4.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 17 . 10 6 4 . 5 0 0 0:
Old : 41: 20 17 . 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 : 34.2 38.3 52.7 61.1 30.1 37.4 42.2 51.1
Old : 34.2 38.3 52.7 61.1 30.1 37.4 42.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, November 30, 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 : 758,702: 87,988 110,750 190,707 35,989 71,729 96,861 207,328 151,395 25,549 85,161 57,177: 77,296 39,173
Old : 758,702: 87,988 110,750 190,707 35,989 71,729 96,861 207,328 151,395 25,549 85,161 57,177: 77,296 39,173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 9,593: -316 -5,347 458 1,139 -3,295 -4,019 16,802 2,799 11,122 -6,628 2,418: 426 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.6 25.1 4.7 9.5 12.8 27.3 20.0 3.4 11.2 7.5: 10.2 5.2
Old : 100.0: 11.6 14.6 25.1 4.7 9.5 12.8 27.3 20.0 3.4 11.2 7.5: 10.2 5.2
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 : 281: 51 39 26 10 31 45 62 66 34 34 54:
Old : 281: 51 39 26 10 31 45 62 66 34 34 54:
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 : 16.3 25.1 28.0 36.1 14.9 19.4 22.7 26.1
Old : 16.3 25.1 28.0 36.1 14.9 19.4 22.7 26.1
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 30, 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 23, 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: 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 30, 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 : 56,795: 38,243 27,418 4,011 10,801 6,362 0 0 0 0 0 0: 8,179 12,214
Old : 56,795: 38,243 27,418 4,011 10,801 6,362 0 0 0 0 0 0: 8,179 12,214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 3,288: 3,288 0 -2,432 552 2,432 0 0 0 0 0 0: 0 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 48.3 7.1 19.0 11.2 0.0 0.0 0.0 0.0 0.0 0.0: 14.4 21.5
Old : 100.0: 67.3 48.3 7.1 19.0 11.2 0.0 0.0 0.0 0.0 0.0 0.0: 14.4 21.5
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 : 24: 14 11 . 5 5 0 0 0 0 0 0:
Old : 24: 14 11 . 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 : 34.9 50.0 58.3 68.7 30.4 41.8 50.4 51.1
Old : 34.9 50.0 58.3 68.7 30.4 41.8 50.4 51.1
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 30, 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 23, 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 30, 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 : 61,071: 33,065 39,633 9,130 3,957 158 2,177 2,782 6,651 0 0 0: 9,890 7,890
Old : 61,071: 33,065 39,633 9,130 3,957 158 2,177 2,782 6,651 0 0 0: 9,890 7,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -292: 50 201 0 0 0 0 -292 0 0 0 0: -342 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 64.9 14.9 6.5 0.3 3.6 4.6 10.9 0.0 0.0 0.0: 16.2 12.9
Old : 100.0: 54.1 64.9 14.9 6.5 0.3 3.6 4.6 10.9 0.0 0.0 0.0: 16.2 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 : 26: 14 14 . . . . . . 0 0 0:
Old : 26: 14 14 . . . . . . 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 48.9 63.0 70.5 45.0 46.9 55.7 58.5
Old : 46.2 48.9 63.0 70.5 45.0 46.9 55.7 58.5
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 30, 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 4,110 1,012 0 0 0: 7,618 14,614
Old : 53,378: 44,748 23,056 0 10,586 0 0 4,110 1,012 0 0 0: 7,618 14,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 0: 0 0 0 0 0 0 68 -68 0 0 0: 68 0
: : :
: : 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 7.7 1.9 0.0 0.0 0.0: 14.3 27.4
Old : 100.0: 83.8 43.2 0.0 19.8 0.0 0.0 7.7 1.9 0.0 0.0 0.0: 14.3 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 83.1 61.6 65.2 44.5 71.2 54.3
Old : 69.5 45.4 83.1 61.6 65.2 44.5 71.2 54.3
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 30, 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 : 68,025: 34,266 17,282 10,358 35,029 3,904 3,479 1,859 4,205 0 0 0: 11,813 5,746
Old : 68,025: 34,266 17,282 10,358 35,029 3,904 3,479 1,859 4,205 0 0 0: 11,813 5,746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 773: 400 462 0 0 400 -46 0 0 0 0 0: 19 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 25.4 15.2 51.5 5.7 5.1 2.7 6.2 0.0 0.0 0.0: 17.4 8.4
Old : 100.0: 50.4 25.4 15.2 51.5 5.7 5.1 2.7 6.2 0.0 0.0 0.0: 17.4 8.4
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 : 27: 14 10 . 5 5 . . . 0 0 0:
Old : 27: 14 10 . 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 : 40.5 60.2 60.7 76.4 37.9 58.6 55.8 70.5
Old : 40.5 60.2 60.7 76.4 37.9 58.6 55.8 70.5
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 30, 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 : 48,040: 27,350 43,914 18,238 2,160 428 620 372 0 0 0 0: 1,404 1,166
Old : 48,040: 27,350 43,914 18,238 2,160 428 620 372 0 0 0 0: 1,404 1,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,488: 1,116 992 496 0 0 0 372 0 0 0 0: -124 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 91.4 38.0 4.5 0.9 1.3 0.8 0.0 0.0 0.0 0.0: 2.9 2.4
Old : 100.0: 56.9 91.4 38.0 4.5 0.9 1.3 0.8 0.0 0.0 0.0 0.0: 2.9 2.4
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 : 27: 13 15 . . . . . 0 0 0 0:
Old : 27: 13 15 . . . . . 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 : 73.0 65.2 85.7 86.0 67.3 61.3 75.5 78.1
Old : 73.0 65.2 85.7 86.0 67.3 61.3 75.5 78.1
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 30, 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 : 123,335: 71,007 62,162 32,926 31,581 10,401 0 11,887 2,616 0 0 0: 6,385 4,688
Old : 123,335: 71,007 62,162 32,926 31,581 10,401 0 11,887 2,616 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 23, 2010 :
: 2,998: 2,728 2,998 0 0 0 0 -270 270 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 50.4 26.7 25.6 8.4 0.0 9.6 2.1 0.0 0.0 0.0: 5.2 3.8
Old : 100.0: 57.6 50.4 26.7 25.6 8.4 0.0 9.6 2.1 0.0 0.0 0.0: 5.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 19 6 5 9 0 . . 0 0 0:
Old : 38: 18 19 6 5 9 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 34.1 62.7 57.4 39.5 31.3 51.0 48.9
Old : 41.3 34.1 62.7 57.4 39.5 31.3 51.0 48.9
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 30, 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: 55,695 59,422 24,214 21,681 11,297 0 575 1,911 0 0 0: 7,101 5,332
Old : 100,218: 55,695 59,422 24,214 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 23, 2010 :
: 0: -304 0 304 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 59.3 24.2 21.6 11.3 0.0 0.6 1.9 0.0 0.0 0.0: 7.1 5.3
Old : 100.0: 55.6 59.3 24.2 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 : 58.9 53.4 74.4 72.2 51.4 52.8 63.3 68.2
Old : 58.9 53.4 74.4 72.2 51.4 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 30, 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 : 163,867: 85,451 66,980 28,778 61,737 21,719 7,616 0 7,312 0 0 0: 12,991 6,119
Old : 163,867: 85,451 66,980 28,778 61,737 21,719 7,616 0 7,312 0 0 0: 12,991 6,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1: 393 -401 0 730 -730 -70 0 408 0 0 0: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 40.9 17.6 37.7 13.3 4.6 0.0 4.5 0.0 0.0 0.0: 7.9 3.7
Old : 100.0: 52.1 40.9 17.6 37.7 13.3 4.6 0.0 4.5 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 : 31.1 33.6 53.1 57.0 26.7 26.5 37.9 44.6
Old : 31.1 33.6 53.1 57.0 26.7 26.5 37.9 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 30, 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 : 2,571,930: 766,322 453,828 107,442 799,469 387,604 376,532 15,238 590,946 105,615 88,658 216,523: 20,946 19,664
Old : 2,571,930: 766,322 453,828 107,442 799,469 387,604 376,532 15,238 590,946 105,615 88,658 216,523: 20,946 19,664
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -95,471: -69,717 -26,661 368 -34,063 -10,718 16,980 -7,075 -16,172 -5,995 9,575 -10,462: 245 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 17.6 4.2 31.1 15.1 14.6 0.6 23.0 4.1 3.4 8.4: 0.8 0.8
Old : 100.0: 29.8 17.6 4.2 31.1 15.1 14.6 0.6 23.0 4.1 3.4 8.4: 0.8 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 : 177: 76 63 13 17 27 23 13 33 12 17 26:
Old : 177: 76 63 13 17 27 23 13 33 12 17 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 28.5 36.8 43.7 14.7 22.5 20.8 29.0
Old : 26.2 28.5 36.8 43.7 14.7 22.5 20.8 29.0
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 30, 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 : 955,427: 185,599 267,799 175,682 139,730 260,040 96,392 54,838 90,143 51,032 46,684 92,269: 4,270 3,924
Old : 955,427: 185,599 267,799 175,682 139,730 260,040 96,392 54,838 90,143 51,032 46,684 92,269: 4,270 3,924
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -93,459: -13,160 -25,488 13,130 472 -36,934 -29,395 -16,149 -1,823 -12,766 -1,043 -12,578: 67 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 28.0 18.4 14.6 27.2 10.1 5.7 9.4 5.3 4.9 9.7: 0.4 0.4
Old : 100.0: 19.4 28.0 18.4 14.6 27.2 10.1 5.7 9.4 5.3 4.9 9.7: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 92: 19 18 12 10 17 9 13 17 13 14 20:
Old : 92: 19 18 12 10 17 9 13 17 13 14 20:
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 : 26.5 35.5 45.4 54.9 18.7 28.3 29.3 36.3
Old : 26.5 35.5 45.4 54.9 18.7 28.3 29.3 36.3
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 30, 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 : 26,515: 22,911 15,300 265 8,474 1,927 90 0 300 45 0 0: 977 514
Old : 26,515: 22,911 15,300 265 8,474 1,927 90 0 300 45 0 0: 977 514
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 343: 555 331 -25 -101 60 15 0 0 0 0 0: -262 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 57.7 1.0 32.0 7.3 0.3 0.0 1.1 0.2 0.0 0.0: 3.7 1.9
Old : 100.0: 86.4 57.7 1.0 32.0 7.3 0.3 0.0 1.1 0.2 0.0 0.0: 3.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 26 . 6 7 . 0 . . 0 0:
Old : 44: 30 26 . 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 : 38.4 44.6 57.5 66.5 23.0 38.7 37.8 51.5
Old : 38.4 44.6 57.5 66.5 23.0 38.7 37.8 51.5
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 30, 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 : 16,948: 15,716 8,522 205 7,537 238 0 0 0 510 0 0: 279 651
Old : 16,948: 15,716 8,522 205 7,537 238 0 0 0 510 0 0: 279 651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 281: 306 -9 0 275 0 0 0 0 -25 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 50.3 1.2 44.5 1.4 0.0 0.0 0.0 3.0 0.0 0.0: 1.6 3.8
Old : 100.0: 92.7 50.3 1.2 44.5 1.4 0.0 0.0 0.0 3.0 0.0 0.0: 1.6 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 : 23: 15 10 . 4 . 0 0 0 . 0 0:
Old : 23: 15 10 . 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 : 62.5 64.3 83.8 88.3 50.9 57.3 70.3 73.8
Old : 62.5 64.3 83.8 88.3 50.9 57.3 70.3 73.8
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 30, 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 : 9,668: 7,543 5,997 147 1,598 1,196 0 0 0 0 0 0: 782 877
Old : 9,668: 7,543 5,997 147 1,598 1,196 0 0 0 0 0 0: 782 877
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 88: 97 -15 -20 111 -32 0 0 0 0 0 0: 43 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 62.0 1.5 16.5 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 9.1
Old : 100.0: 78.0 62.0 1.5 16.5 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 9.1
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 : 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 : 56.3 48.3 70.4 67.1 54.3 37.9 60.9 51.9
Old : 56.3 48.3 70.4 67.1 54.3 37.9 60.9 51.9
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 30, 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 : 10,852: 9,388 7,257 456 2,521 312 0 0 0 0 0 0: 696 762
Old : 10,852: 9,388 7,257 456 2,521 312 0 0 0 0 0 0: 696 762
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 295: 245 195 0 50 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 66.9 4.2 23.2 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 7.0
Old : 100.0: 86.5 66.9 4.2 23.2 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 7.0
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 : 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 : 58.9 58.9 78.5 76.5 56.0 56.5 70.8 71.7
Old : 58.9 58.9 78.5 76.5 56.0 56.5 70.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010