NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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 : 3,880,086: 1,577,630 1,026,308 193,817 866,590 564,920 274,686 194,140 916,211 65,150 32,585 260,259: 27,413 19,073
Old : 3,880,086: 1,577,630 1,026,308 193,817 866,590 564,920 274,686 194,140 916,211 65,150 32,585 260,259: 27,413 19,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -107,427: -77,914 -32,271 17,581 -19,312 -9,496 -25,511 21,355 -6,157 37,371 -18,563 -39,514: -3,787 -3,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 26.5 5.0 22.3 14.6 7.1 5.0 23.6 1.7 0.8 6.7: 0.7 0.5
Old : 100.0: 40.7 26.5 5.0 22.3 14.6 7.1 5.0 23.6 1.7 0.8 6.7: 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 : 220: 100 95 13 22 31 21 15 34 18 15 34:
Old : 220: 100 95 13 22 31 21 15 34 18 15 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 26.9 34.2 40.1 10.6 17.8 15.9 24.0
Old : 20.4 26.9 34.2 40.1 10.6 17.8 15.9 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 344,501: 178,788 224,029 57,911 24,725 63,286 13,103 9,263 17,642 3,251 0 430: 10,090 5,126
Old : 344,501: 178,788 224,029 57,911 24,725 63,286 13,103 9,263 17,642 3,251 0 430: 10,090 5,126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -8,860: -2,430 -7,814 -5,609 1,055 919 1,637 -1,988 -617 122 0 214: -3,096 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 65.0 16.8 7.2 18.4 3.8 2.7 5.1 0.9 0.0 0.1: 2.9 1.5
Old : 100.0: 51.9 65.0 16.8 7.2 18.4 3.8 2.7 5.1 0.9 0.0 0.1: 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 : 59: 31 27 7 8 10 4 . 7 . 0 .:
Old : 59: 31 27 7 8 10 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 : 37.5 49.8 53.7 66.5 20.3 32.5 31.8 39.9
Old : 37.5 49.8 53.7 66.5 20.3 32.5 31.8 39.9
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 - Options and Futures Combined, November 2, 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 : 193,803: 144,571 111,870 16,543 44,843 18,436 6,875 3,674 5,654 0 0 0: 1,724 9,326
Old : 193,803: 144,571 111,870 16,543 44,843 18,436 6,875 3,674 5,654 0 0 0: 1,724 9,326
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 6,873: 5,301 -633 2,382 384 354 -628 3,344 -231 0 0 0: -305 3,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 57.7 8.5 23.1 9.5 3.5 1.9 2.9 0.0 0.0 0.0: 0.9 4.8
Old : 100.0: 74.6 57.7 8.5 23.1 9.5 3.5 1.9 2.9 0.0 0.0 0.0: 0.9 4.8
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 : 47: 20 25 4 7 11 5 . 7 0 0 0:
Old : 47: 20 25 4 7 11 5 . 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 : 59.2 34.6 75.3 54.9 56.8 33.7 69.3 53.2
Old : 59.2 34.6 75.3 54.9 56.8 33.7 69.3 53.2
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 - Options and Futures Combined, November 2, 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 : 366,252: 199,539 172,882 43,358 73,819 79,733 8,789 1,392 30,555 0 3,230 155: 4,123 4,486
Old : 366,252: 199,539 172,882 43,358 73,819 79,733 8,789 1,392 30,555 0 3,230 155: 4,123 4,486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 885: -5,199 5,190 2,512 -12,461 6,198 -1,625 0 -268 0 459 62: -795 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 47.2 11.8 20.2 21.8 2.4 0.4 8.3 0.0 0.9 0.0: 1.1 1.2
Old : 100.0: 54.5 47.2 11.8 20.2 21.8 2.4 0.4 8.3 0.0 0.9 0.0: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 22 22 5 10 14 5 . 5 0 . .:
Old : 52: 22 22 5 10 14 5 . 5 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 48.5 56.7 71.2 35.2 38.5 48.8 50.3
Old : 38.5 48.5 56.7 71.2 35.2 38.5 48.8 50.3
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 - Options and Futures Combined, November 2, 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 : 641,675: 431,511 221,303 85,530 288,095 68,940 1,132 16,239 39,444 9,990 0 1,095: 4,033 6,559
Old : 641,675: 431,511 221,303 85,530 288,095 68,940 1,132 16,239 39,444 9,990 0 1,095: 4,033 6,559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -20,990: -8,888 -16,519 -5,197 4,201 -6,029 -225 -245 -1,409 -120 0 -64: 942 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 34.5 13.3 44.9 10.7 0.2 2.5 6.1 1.6 0.0 0.2: 0.6 1.0
Old : 100.0: 67.2 34.5 13.3 44.9 10.7 0.2 2.5 6.1 1.6 0.0 0.2: 0.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 35 27 8 13 20 . 5 6 . 0 .:
Old : 67: 35 27 8 13 20 . 5 6 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 42.6 51.6 57.9 24.3 31.2 36.4 41.5
Old : 35.8 42.6 51.6 57.9 24.3 31.2 36.4 41.5
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 - Options and Futures Combined, November 2, 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 : 204,870: 152,972 130,051 14,083 54,706 1,682 21,506 465 7,910 0 0 0: 6,717 10,056
Old : 204,870: 152,972 130,051 14,083 54,706 1,682 21,506 465 7,910 0 0 0: 6,717 10,056
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 3,827: 3,789 2,029 397 72 0 -977 0 802 0 0 0: -184 924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 63.5 6.9 26.7 0.8 10.5 0.2 3.9 0.0 0.0 0.0: 3.3 4.9
Old : 100.0: 74.7 63.5 6.9 26.7 0.8 10.5 0.2 3.9 0.0 0.0 0.0: 3.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 22 . 4 5 4 . 4 0 0 0:
Old : 42: 24 22 . 4 5 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 : 45.3 58.2 65.8 74.3 42.1 56.3 60.0 69.5
Old : 45.3 58.2 65.8 74.3 42.1 56.3 60.0 69.5
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 - Options and Futures Combined, November 2, 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 : 360,692: 243,223 159,689 25,635 95,811 37,976 26,594 45,928 17,516 0 0 0: 9,748 3,772
Old : 360,692: 243,223 159,689 25,635 95,811 37,976 26,594 45,928 17,516 0 0 0: 9,748 3,772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,428: 465 1,092 -968 742 1,748 -681 -818 -1,940 0 0 0: -52 -2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 44.3 7.1 26.6 10.5 7.4 12.7 4.9 0.0 0.0 0.0: 2.7 1.0
Old : 100.0: 67.4 44.3 7.1 26.6 10.5 7.4 12.7 4.9 0.0 0.0 0.0: 2.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 32 25 4 13 14 5 . 6 0 0 0:
Old : 60: 32 25 4 13 14 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 : 29.8 34.7 48.9 54.4 25.2 30.9 39.6 46.0
Old : 29.8 34.7 48.9 54.4 25.2 30.9 39.6 46.0
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 - Options and Futures Combined, November 2, 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 : 136,577: 82,606 25,348 9,596 54,125 17,310 12,692 27,136 4,390 0 0 0: 9,983 8,268
Old : 136,577: 82,606 25,348 9,596 54,125 17,310 12,692 27,136 4,390 0 0 0: 9,983 8,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -441: -4,314 -3,254 -2,234 -269 2,083 179 1,501 -123 0 0 0: 3,968 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 18.6 7.0 39.6 12.7 9.3 19.9 3.2 0.0 0.0 0.0: 7.3 6.1
Old : 100.0: 60.5 18.6 7.0 39.6 12.7 9.3 19.9 3.2 0.0 0.0 0.0: 7.3 6.1
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 : 45: 23 17 . 10 7 . 4 . 0 0 0:
Old : 45: 23 17 . 10 7 . 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 : 36.4 40.8 55.0 62.5 31.9 39.8 45.4 55.8
Old : 36.4 40.8 55.0 62.5 31.9 39.8 45.4 55.8
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 - Options and Futures Combined, November 2, 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 : 873,605: 106,718 128,565 181,082 74,961 96,845 127,019 189,636 185,618 17,486 70,105 81,688: 77,150 46,189
Old : 873,605: 106,718 128,565 181,082 74,961 96,845 127,019 189,636 185,618 17,486 70,105 81,688: 77,150 46,189
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -8,956: -4,868 765 -2,576 881 -1,631 600 -23,545 7,618 -10,414 6,141 4,820: -2,505 -4,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.7 20.7 8.6 11.1 14.5 21.7 21.2 2.0 8.0 9.4: 8.8 5.3
Old : 100.0: 12.2 14.7 20.7 8.6 11.1 14.5 21.7 21.2 2.0 8.0 9.4: 8.8 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 : 288: 56 47 25 13 32 48 68 76 28 35 55:
Old : 288: 56 47 25 13 32 48 68 76 28 35 55:
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 : 18.9 23.9 31.2 37.3 16.2 13.6 23.6 22.6
Old : 18.9 23.9 31.2 37.3 16.2 13.6 23.6 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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 : 46,197: 27,285 22,895 6,402 13,376 2,605 0 1,495 88 0 0 0: 9,817 5,738
Old : 46,197: 27,285 22,895 6,402 13,376 2,605 0 1,495 88 0 0 0: 9,817 5,738
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,511: 220 -1,200 180 -60 -390 0 -982 0 0 0 0: -2,521 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 49.6 13.9 29.0 5.6 0.0 3.2 0.2 0.0 0.0 0.0: 21.3 12.4
Old : 100.0: 59.1 49.6 13.9 29.0 5.6 0.0 3.2 0.2 0.0 0.0 0.0: 21.3 12.4
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: 12 12 . . . 0 . . 0 0 0:
Old : 20: 12 12 . . . 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 : 51.7 50.6 68.5 72.1 42.9 46.8 54.5 60.3
Old : 51.7 50.6 68.5 72.1 42.9 46.8 54.5 60.3
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 - Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 52,079: 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0: 6,719 10,450
Old : 52,079: 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0: 6,719 10,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -5,978: -534 -5,054 -4,102 264 -772 0 0 0 0 0 0: -570 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 52.7 12.4 19.7 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.1
Old : 100.0: 67.2 52.7 12.4 19.7 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 . 5 5 0 0 0 0 0 0:
Old : 23: 13 10 . 5 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 54.7 63.3 70.9 36.5 52.1 60.0 62.5
Old : 38.3 54.7 63.3 70.9 36.5 52.1 60.0 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 61,304: 33,954 29,470 11,608 23,011 4,792 0 0 0 0 0 0: 10,950 4,031
Old : 61,304: 33,954 29,470 11,608 23,011 4,792 0 0 0 0 0 0: 10,950 4,031
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,398: -1,924 -780 -180 -1,024 -60 0 0 0 0 0 0: 766 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 48.1 18.9 37.5 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 17.9 6.6
Old : 100.0: 55.4 48.1 18.9 37.5 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 17.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 . 5 . 0 0 0 0 0 0:
Old : 21: 11 10 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 51.9 66.9 74.0 43.9 46.7 58.2 67.0
Old : 47.1 51.9 66.9 74.0 43.9 46.7 58.2 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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 : 60,015: 31,264 42,070 9,130 3,957 158 3,879 1,097 4,539 0 0 0: 11,045 8,194
Old : 60,015: 31,264 42,070 9,130 3,957 158 3,879 1,097 4,539 0 0 0: 11,045 8,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -5,221: -3,933 -2,448 -3,237 -1,040 -122 1,048 -1,184 -632 0 0 0: 1,655 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 70.1 15.2 6.6 0.3 6.5 1.8 7.6 0.0 0.0 0.0: 18.4 13.7
Old : 100.0: 52.1 70.1 15.2 6.6 0.3 6.5 1.8 7.6 0.0 0.0 0.0: 18.4 13.7
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 : 23: 12 13 . . . . . . 0 0 0:
Old : 23: 12 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 : 48.6 48.5 66.1 67.7 47.5 46.4 58.6 60.5
Old : 48.6 48.5 66.1 67.7 47.5 46.4 58.6 60.5
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 - Options and Futures Combined, November 2, 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 : 65,289: 32,594 16,758 10,261 35,360 3,201 3,785 0 3,668 0 0 0: 11,780 6,302
Old : 65,289: 32,594 16,758 10,261 35,360 3,201 3,785 0 3,668 0 0 0: 11,780 6,302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -4,010: -2,513 -2,954 -30 -924 -564 -876 0 -68 0 0 0: 41 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 25.7 15.7 54.2 4.9 5.8 0.0 5.6 0.0 0.0 0.0: 18.0 9.7
Old : 100.0: 49.9 25.7 15.7 54.2 4.9 5.8 0.0 5.6 0.0 0.0 0.0: 18.0 9.7
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 : 25: 13 9 . 6 4 . 0 . 0 0 0:
Old : 25: 13 9 . 6 4 . 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 : 39.4 62.7 59.9 78.5 37.5 61.1 56.0 72.8
Old : 39.4 62.7 59.9 78.5 37.5 61.1 56.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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 : 1,700,307: 318,731 288,565 69,790 67,642 668,620 15,434 90,205 187,281 52,913 10,870 381,446: 6,091 5,678
Old : 1,700,307: 318,731 288,565 69,790 67,642 668,620 15,434 90,205 187,281 52,913 10,870 381,446: 6,091 5,678
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 12,944: 7,005 -240 -727 -2,278 3,170 -4,858 3,180 2,587 3,099 2,455 4,134: -1,465 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.0 4.1 4.0 39.3 0.9 5.3 11.0 3.1 0.6 22.4: 0.4 0.3
Old : 100.0: 18.7 17.0 4.1 4.0 39.3 0.9 5.3 11.0 3.1 0.6 22.4: 0.4 0.3
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 : 141: 39 40 10 14 23 18 22 31 26 8 28:
Old : 141: 39 40 10 14 23 18 22 31 26 8 28:
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 : 33.4 34.3 55.5 51.3 6.4 5.0 8.2 7.1
Old : 33.4 34.3 55.5 51.3 6.4 5.0 8.2 7.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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 : 32,366: 6,606 4,295 7,778 1,907 4,095 778 7,400 9,050 1,153 2,866 2,346: 560 408
Old : 32,366: 6,606 4,295 7,778 1,907 4,095 778 7,400 9,050 1,153 2,866 2,346: 560 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,061: 449 -1 832 118 -111 240 1,454 -574 78 2 -19: 165 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.3 24.0 5.9 12.7 2.4 22.9 28.0 3.6 8.9 7.2: 1.7 1.3
Old : 100.0: 20.4 13.3 24.0 5.9 12.7 2.4 22.9 28.0 3.6 8.9 7.2: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 10 7 . 4 . . 7 6 . . .:
Old : 30: 10 7 . 4 . . 7 6 . . .:
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 : 69.1 60.6 88.9 81.0 33.0 31.7 36.7 36.8
Old : 69.1 60.6 88.9 81.0 33.0 31.7 36.7 36.8
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 - Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 119,773: 67,184 60,291 33,928 31,941 9,561 0 10,655 2,861 0 0 0: 6,239 4,464
Old : 119,773: 67,184 60,291 33,928 31,941 9,561 0 10,655 2,861 0 0 0: 6,239 4,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -12,250: -8,853 -7,389 -1,194 -1,270 -930 0 -712 -792 0 0 0: -481 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 50.3 28.3 26.7 8.0 0.0 8.9 2.4 0.0 0.0 0.0: 5.2 3.7
Old : 100.0: 56.1 50.3 28.3 26.7 8.0 0.0 8.9 2.4 0.0 0.0 0.0: 5.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 20 6 5 9 0 . . 0 0 0:
Old : 38: 19 20 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 : 42.2 37.0 64.4 59.4 41.0 35.2 52.9 53.2
Old : 42.2 37.0 64.4 59.4 41.0 35.2 52.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 98,262: 53,453 59,422 25,690 20,487 10,675 0 1,165 1,305 0 0 0: 7,139 5,208
Old : 98,262: 53,453 59,422 25,690 20,487 10,675 0 1,165 1,305 0 0 0: 7,139 5,208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -5,133: -1,768 -2,477 -2,057 -1,456 -726 0 -78 -18 0 0 0: -564 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 60.5 26.1 20.8 10.9 0.0 1.2 1.3 0.0 0.0 0.0: 7.3 5.3
Old : 100.0: 54.4 60.5 26.1 20.8 10.9 0.0 1.2 1.3 0.0 0.0 0.0: 7.3 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 9 4 9 0 . . 0 0 0:
Old : 28: 11 10 9 4 9 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 54.5 74.5 73.0 50.1 53.8 61.9 69.5
Old : 57.8 54.5 74.5 73.0 50.1 53.8 61.9 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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 : 163,681: 84,206 67,515 29,506 61,007 21,858 6,003 0 7,219 0 0 0: 14,889 6,082
Old : 163,681: 84,206 67,515 29,506 61,007 21,858 6,003 0 7,219 0 0 0: 14,889 6,082
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -7,885: -9,436 -1,586 887 -3,531 -2,181 1,322 0 -157 0 0 0: 1,680 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 41.2 18.0 37.3 13.4 3.7 0.0 4.4 0.0 0.0 0.0: 9.1 3.7
Old : 100.0: 51.4 41.2 18.0 37.3 13.4 3.7 0.0 4.4 0.0 0.0 0.0: 9.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 18 6 8 9 . 0 . 0 0 0:
Old : 38: 20 18 6 8 9 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 33.6 53.5 57.1 26.2 26.6 38.2 45.0
Old : 31.5 33.6 53.5 57.1 26.2 26.6 38.2 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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 : 2,613,514: 811,441 476,883 101,566 792,898 387,415 394,565 32,596 586,521 97,058 100,951 215,568: 19,380 20,682
Old : 2,613,514: 811,441 476,883 101,566 792,898 387,415 394,565 32,596 586,521 97,058 100,951 215,568: 19,380 20,682
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -80,030: -52,744 -21,298 6,883 -9,304 -16,692 19,517 -7,227 -25,658 -9,391 1,799 -2,936: 991 1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 18.2 3.9 30.3 14.8 15.1 1.2 22.4 3.7 3.9 8.2: 0.7 0.8
Old : 100.0: 31.0 18.2 3.9 30.3 14.8 15.1 1.2 22.4 3.7 3.9 8.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 177: 75 65 11 18 27 21 12 34 15 15 26:
Old : 177: 75 65 11 18 27 21 12 34 15 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 : 26.5 26.8 37.4 41.4 15.8 21.3 21.3 28.2
Old : 26.5 26.8 37.4 41.4 15.8 21.3 21.3 28.2
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 - Options and Futures Combined, November 2, 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 : 916,954: 208,904 262,512 202,059 125,539 252,351 29,345 74,937 81,554 51,241 28,193 88,166: 3,334 3,702
Old : 916,954: 208,904 262,512 202,059 125,539 252,351 29,345 74,937 81,554 51,241 28,193 88,166: 3,334 3,702
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -105,361: -47,629 -18,249 10,665 5,538 -30,161 -28,668 -13,140 -5,727 18,380 -20,485 -23,374: 1,153 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 28.6 22.0 13.7 27.5 3.2 8.2 8.9 5.6 3.1 9.6: 0.4 0.4
Old : 100.0: 22.8 28.6 22.0 13.7 27.5 3.2 8.2 8.9 5.6 3.1 9.6: 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 : 89: 21 18 12 9 18 8 14 17 12 12 21:
Old : 89: 21 18 12 9 18 8 14 17 12 12 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 34.3 46.9 51.9 18.8 26.4 29.3 33.3
Old : 29.8 34.3 46.9 51.9 18.8 26.4 29.3 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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 : 28,237: 23,869 17,058 260 8,097 2,120 60 0 500 80 0 126: 1,222 336
Old : 28,237: 23,869 17,058 260 8,097 2,120 60 0 500 80 0 126: 1,222 336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 548: 271 335 0 206 -20 60 0 0 0 0 0: 237 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 60.4 0.9 28.7 7.5 0.2 0.0 1.8 0.3 0.0 0.4: 4.3 1.2
Old : 100.0: 84.5 60.4 0.9 28.7 7.5 0.2 0.0 1.8 0.3 0.0 0.4: 4.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 29 25 . 7 8 . 0 . . 0 .:
Old : 46: 29 25 . 7 8 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 43.2 55.0 64.9 23.3 36.1 37.2 49.3
Old : 35.7 43.2 55.0 64.9 23.3 36.1 37.2 49.3
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 - Options and Futures Combined, November 2, 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 : 15,268: 14,071 7,092 235 7,332 223 0 0 0 475 0 0: 264 621
Old : 15,268: 14,071 7,092 235 7,332 223 0 0 0 475 0 0: 264 621
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 214: 96 658 -45 -542 103 0 0 0 15 0 -15: 60 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 46.5 1.5 48.0 1.5 0.0 0.0 0.0 3.1 0.0 0.0: 1.7 4.1
Old : 100.0: 92.2 46.5 1.5 48.0 1.5 0.0 0.0 0.0 3.1 0.0 0.0: 1.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 9 . 4 . 0 0 0 . 0 0:
Old : 23: 14 9 . 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 : 63.6 62.9 84.8 88.8 55.8 59.5 76.2 79.1
Old : 63.6 62.9 84.8 88.8 55.8 59.5 76.2 79.1
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 - Options and Futures Combined, November 2, 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 : 9,236: 7,298 5,593 110 1,475 1,186 0 0 0 0 0 0: 642 982
Old : 9,236: 7,298 5,593 110 1,475 1,186 0 0 0 0 0 0: 642 982
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,008: -502 -918 -35 273 -508 0 0 0 0 0 0: 37 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 60.6 1.2 16.0 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.0 10.6
Old : 100.0: 79.0 60.6 1.2 16.0 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.0 10.6
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 : 27: 19 12 . 6 6 0 0 0 0 0 0:
Old : 27: 19 12 . 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 : 62.5 49.5 75.3 70.1 59.8 37.9 65.0 53.1
Old : 62.5 49.5 75.3 70.1 59.8 37.9 65.0 53.1
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 - Options and Futures Combined, November 2, 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 : 10,058: 8,938 6,812 531 2,336 243 0 0 0 0 0 0: 346 667
Old : 10,058: 8,938 6,812 531 2,336 243 0 0 0 0 0 0: 346 667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -585: -419 -277 -64 -205 -18 0 0 0 0 0 0: -84 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 67.7 5.3 23.2 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 6.6
Old : 100.0: 88.9 67.7 5.3 23.2 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . 4 4 0 0 0 0 0 0:
Old : 26: 16 16 . 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 61.5 79.6 77.8 58.2 59.8 71.8 75.0
Old : 61.1 61.5 79.6 77.8 58.2 59.8 71.8 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010