NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 3,938,806: 1,687,509 1,012,743 178,194 930,762 582,407 222,994 102,655 914,950 15,503 65,534 292,211: 45,038 37,544
Old : 3,938,806: 1,687,509 1,012,743 178,194 930,762 582,407 222,994 102,655 914,950 15,503 65,534 292,211: 45,038 37,544
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -25,668: 39,964 -882 4,853 30,195 10,636 -19,210 -69,140 -51,778 -37,013 28,469 10,169: 16,711 16,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 25.7 4.5 23.6 14.8 5.7 2.6 23.2 0.4 1.7 7.4: 1.1 1.0
Old : 100.0: 42.8 25.7 4.5 23.6 14.8 5.7 2.6 23.2 0.4 1.7 7.4: 1.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 224: 104 97 14 20 31 22 16 33 13 22 34:
Old : 224: 104 97 14 20 31 22 16 33 13 22 34:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 24.1 32.8 38.5 10.8 17.5 15.9 22.8
Old : 20.2 24.1 32.8 38.5 10.8 17.5 15.9 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 329,817: 170,936 221,959 56,634 20,619 58,187 16,785 10,940 11,420 2,152 0 709: 12,994 5,983
Old : 329,817: 170,936 221,959 56,634 20,619 58,187 16,785 10,940 11,420 2,152 0 709: 12,994 5,983
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 8,328: 4,593 7,418 2,432 1,848 -2,817 422 -66 634 154 0 123: 2,787 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 67.3 17.2 6.3 17.6 5.1 3.3 3.5 0.7 0.0 0.2: 3.9 1.8
Old : 100.0: 51.8 67.3 17.2 6.3 17.6 5.1 3.3 3.5 0.7 0.0 0.2: 3.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 29 26 7 6 10 5 4 7 . 0 .:
Old : 56: 29 26 7 6 10 5 4 7 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 50.3 54.0 66.8 20.3 31.0 31.9 38.2
Old : 38.5 50.3 54.0 66.8 20.3 31.0 31.9 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 189,542: 144,785 112,196 17,007 46,970 15,768 4,249 4,410 5,382 0 0 0: 2,351 4,816
Old : 189,542: 144,785 112,196 17,007 46,970 15,768 4,249 4,410 5,382 0 0 0: 2,351 4,816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 5,600: 2,877 5,603 -605 -732 904 498 -1,460 1,345 0 0 0: 581 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 59.2 9.0 24.8 8.3 2.2 2.3 2.8 0.0 0.0 0.0: 1.2 2.5
Old : 100.0: 76.4 59.2 9.0 24.8 8.3 2.2 2.3 2.8 0.0 0.0 0.0: 1.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 20 24 . 8 11 4 . 5 0 0 0:
Old : 45: 20 24 . 8 11 4 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 37.2 79.0 58.7 62.3 35.7 73.7 55.8
Old : 63.4 37.2 79.0 58.7 62.3 35.7 73.7 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 361,204: 208,904 162,996 41,192 90,451 64,907 7,962 3,969 31,549 0 1,766 155: 6,535 5,411
Old : 361,204: 208,904 162,996 41,192 90,451 64,907 7,962 3,969 31,549 0 1,766 155: 6,535 5,411
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -1,953: -555 -7,408 -679 8,460 -2,360 21 -2,326 -37 0 -450 -31: 1,688 2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 45.1 11.4 25.0 18.0 2.2 1.1 8.7 0.0 0.5 0.0: 1.8 1.5
Old : 100.0: 57.8 45.1 11.4 25.0 18.0 2.2 1.1 8.7 0.0 0.5 0.0: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 21 20 4 11 15 . 4 5 0 . .:
Old : 49: 21 20 4 11 15 . 4 5 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 45.7 60.7 68.8 38.2 37.0 50.1 49.9
Old : 40.7 45.7 60.7 68.8 38.2 37.0 50.1 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 687,942: 475,855 229,092 85,874 314,853 74,800 930 18,387 45,379 0 0 0: 5,104 5,431
Old : 687,942: 475,855 229,092 85,874 314,853 74,800 930 18,387 45,379 0 0 0: 5,104 5,431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 25,011: 33,657 11,559 267 10,749 2,471 277 2,426 519 -9,991 0 -1,002: -1,187 -1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 33.3 12.5 45.8 10.9 0.1 2.7 6.6 0.0 0.0 0.0: 0.7 0.8
Old : 100.0: 69.2 33.3 12.5 45.8 10.9 0.1 2.7 6.6 0.0 0.0 0.0: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 69: 38 27 8 13 20 . 6 6 0 0 0:
Old : 69: 38 27 8 13 20 . 6 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 42.5 53.0 57.5 23.2 31.2 35.8 41.3
Old : 36.2 42.5 53.0 57.5 23.2 31.2 35.8 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 192,713: 148,084 124,885 9,270 51,064 2,601 20,478 2,751 3,805 0 0 0: 8,475 7,607
Old : 192,713: 148,084 124,885 9,270 51,064 2,601 20,478 2,751 3,805 0 0 0: 8,475 7,607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 4,057: 5,500 606 -1,079 1,672 1,160 -688 1,612 -139 0 0 0: -697 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 64.8 4.8 26.5 1.3 10.6 1.4 2.0 0.0 0.0 0.0: 4.4 3.9
Old : 100.0: 76.8 64.8 4.8 26.5 1.3 10.6 1.4 2.0 0.0 0.0 0.0: 4.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 22 . 5 6 4 . 5 0 0 0:
Old : 43: 24 22 . 5 6 4 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 61.8 67.5 75.5 45.2 60.7 62.7 73.2
Old : 47.9 61.8 67.5 75.5 45.2 60.7 62.7 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 344,554: 229,522 157,583 24,243 92,327 34,129 23,531 35,001 21,225 0 0 0: 11,904 4,289
Old : 344,554: 229,522 157,583 24,243 92,327 34,129 23,531 35,001 21,225 0 0 0: 11,904 4,289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,974: 1,131 4,505 -3,058 2,261 1,470 -25 -6,488 1,910 0 0 0: 546 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 45.7 7.0 26.8 9.9 6.8 10.2 6.2 0.0 0.0 0.0: 3.5 1.2
Old : 100.0: 66.6 45.7 7.0 26.8 9.9 6.8 10.2 6.2 0.0 0.0 0.0: 3.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 30 27 4 14 15 5 . 5 0 0 0:
Old : 61: 30 27 4 14 15 5 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 32.5 47.2 51.6 25.6 27.2 39.2 41.6
Old : 29.4 32.5 47.2 51.6 25.6 27.2 39.2 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 124,681: 74,287 21,174 7,478 50,813 17,068 10,117 16,201 8,267 0 0 0: 7,464 11,158
Old : 124,681: 74,287 21,174 7,478 50,813 17,068 10,117 16,201 8,267 0 0 0: 7,464 11,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,562: 4,110 1,535 367 -1,421 -68 -594 -725 1,318 0 0 0: -2,571 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 17.0 6.0 40.8 13.7 8.1 13.0 6.6 0.0 0.0 0.0: 6.0 8.9
Old : 100.0: 59.6 17.0 6.0 40.8 13.7 8.1 13.0 6.6 0.0 0.0 0.0: 6.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 17 15 . 10 6 4 . 5 0 0 0:
Old : 40: 17 15 . 10 6 4 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 38.7 53.9 59.7 31.5 37.6 43.9 52.0
Old : 35.6 38.7 53.9 59.7 31.5 37.6 43.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 862,268: 102,084 123,945 181,247 70,750 91,448 130,467 198,617 163,261 25,879 83,770 84,103: 83,778 46,373
Old : 862,268: 102,084 123,945 181,247 70,750 91,448 130,467 198,617 163,261 25,879 83,770 84,103: 83,778 46,373
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -34,959: 885 -3,477 -3,385 -4,704 -14,173 -4,144 6,582 -25,324 8,178 4,380 -1,615: 4,619 3,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.4 21.0 8.2 10.6 15.1 23.0 18.9 3.0 9.7 9.8: 9.7 5.4
Old : 100.0: 11.8 14.4 21.0 8.2 10.6 15.1 23.0 18.9 3.0 9.7 9.8: 9.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 296: 55 48 25 11 31 54 66 80 29 42 59:
Old : 296: 55 48 25 11 31 54 66 80 29 42 59:
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 : 16.6 22.7 27.3 36.1 15.9 15.8 23.5 23.7
Old : 16.6 22.7 27.3 36.1 15.9 15.8 23.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 46,331: 27,419 22,917 6,402 13,376 2,605 0 1,495 88 0 0 0: 9,817 5,850
Old : 46,331: 27,419 22,917 6,402 13,376 2,605 0 1,495 88 0 0 0: 9,817 5,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 67: 67 -45 0 0 0 0 0 0 0 0 0: 0 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 49.5 13.8 28.9 5.6 0.0 3.2 0.2 0.0 0.0 0.0: 21.2 12.6
Old : 100.0: 59.2 49.5 13.8 28.9 5.6 0.0 3.2 0.2 0.0 0.0 0.0: 21.2 12.6
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 : 20: 13 12 . . . 0 . . 0 0 0:
Old : 20: 13 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 : 51.2 51.1 68.0 73.3 42.4 47.4 54.0 61.0
Old : 51.2 51.1 68.0 73.3 42.4 47.4 54.0 61.0
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 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 53,539: 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0: 8,179 11,910
Old : 53,539: 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0: 8,179 11,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,460: 0 0 0 0 0 0 0 0 0 0 0: 1,460 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 51.3 12.0 19.1 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 22.2
Old : 100.0: 65.3 51.3 12.0 19.1 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 . 5 5 0 0 0 0 0 0:
Old : 23: 13 10 . 5 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 53.2 61.6 68.9 35.5 50.7 58.4 60.7
Old : 37.3 53.2 61.6 68.9 35.5 50.7 58.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 62,420: 35,070 30,586 11,608 23,011 4,792 0 0 0 0 0 0: 10,950 4,031
Old : 62,420: 35,070 30,586 11,608 23,011 4,792 0 0 0 0 0 0: 10,950 4,031
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,116: 1,116 1,116 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 49.0 18.6 36.9 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 17.5 6.5
Old : 100.0: 56.2 49.0 18.6 36.9 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 17.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . 5 . 0 0 0 0 0 0:
Old : 21: 12 11 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 51.0 65.9 72.9 43.1 45.8 57.2 64.4
Old : 46.3 51.0 65.9 72.9 43.1 45.8 57.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 61,032: 32,687 39,807 9,130 3,957 158 2,482 2,707 6,312 0 0 0: 10,263 8,091
Old : 61,032: 32,687 39,807 9,130 3,957 158 2,482 2,707 6,312 0 0 0: 10,263 8,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,144: 2,135 986 0 0 0 -1,161 186 989 0 0 0: -819 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 65.2 15.0 6.5 0.3 4.1 4.4 10.3 0.0 0.0 0.0: 16.8 13.3
Old : 100.0: 53.6 65.2 15.0 6.5 0.3 4.1 4.4 10.3 0.0 0.0 0.0: 16.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 13 . . . . . . 0 0 0:
Old : 25: 13 13 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 49.5 63.5 69.9 45.1 47.0 55.9 59.7
Old : 46.2 49.5 63.5 69.9 45.1 47.0 55.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 67,237: 33,866 16,820 10,261 35,360 3,601 3,913 1,859 3,816 0 0 0: 11,780 5,781
Old : 67,237: 33,866 16,820 10,261 35,360 3,601 3,913 1,859 3,816 0 0 0: 11,780 5,781
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 980: 416 62 0 0 400 -354 521 518 0 0 0: 0 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 25.0 15.3 52.6 5.4 5.8 2.8 5.7 0.0 0.0 0.0: 17.5 8.6
Old : 100.0: 50.4 25.0 15.3 52.6 5.4 5.8 2.8 5.7 0.0 0.0 0.0: 17.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 . 6 5 . . . 0 0 0:
Old : 26: 13 9 . 6 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 60.9 61.0 77.2 38.3 59.3 57.1 71.4
Old : 41.0 60.9 61.0 77.2 38.3 59.3 57.1 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 1,779,092: 327,651 292,382 68,430 62,447 693,211 15,443 118,883 202,422 67,477 5,379 397,992: 6,465 6,377
Old : 1,779,092: 327,651 292,382 68,430 62,447 693,211 15,443 118,883 202,422 67,477 5,379 397,992: 6,465 6,377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 53,187: 9,475 4,802 -3,848 -2,703 20,171 276 13,972 12,820 7,197 -3,656 6,791: 305 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.4 3.8 3.5 39.0 0.9 6.7 11.4 3.8 0.3 22.4: 0.4 0.4
Old : 100.0: 18.4 16.4 3.8 3.5 39.0 0.9 6.7 11.4 3.8 0.3 22.4: 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 : 149: 42 43 11 13 23 16 23 30 31 9 35:
Old : 149: 42 43 11 13 23 16 23 30 31 9 35:
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 : 33.2 33.4 55.0 49.9 6.4 4.9 8.2 7.4
Old : 33.2 33.4 55.0 49.9 6.4 4.9 8.2 7.4
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 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 34,535: 6,741 4,678 8,432 1,893 3,859 1,367 8,730 9,494 1,082 2,944 2,447: 1,113 490
Old : 34,535: 6,741 4,678 8,432 1,893 3,859 1,367 8,730 9,494 1,082 2,944 2,447: 1,113 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,203: 570 285 -106 225 440 -59 -165 1,006 165 154 134: 55 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 13.5 24.4 5.5 11.2 4.0 25.3 27.5 3.1 8.5 7.1: 3.2 1.4
Old : 100.0: 19.5 13.5 24.4 5.5 11.2 4.0 25.3 27.5 3.1 8.5 7.1: 3.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 11 8 . 5 . 7 7 7 . . .:
Old : 37: 11 8 . 5 . 7 7 7 . . .:
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 : 66.3 59.9 83.9 80.0 31.9 33.7 35.9 38.4
Old : 66.3 59.9 83.9 80.0 31.9 33.7 35.9 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 45,870: 26,234 42,302 17,742 2,160 428 0 0 0 0 0 0: 1,466 980
Old : 45,870: 26,234 42,302 17,742 2,160 428 0 0 0 0 0 0: 1,466 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,972: 1,116 992 0 856 0 0 0 0 0 0 0: 856 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 92.2 38.7 4.7 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 2.1
Old : 100.0: 57.2 92.2 38.7 4.7 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 13 . . . 0 0 0 0 0 0:
Old : 21: 12 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 68.3 89.8 90.1 70.5 64.2 77.8 80.3
Old : 76.5 68.3 89.8 90.1 70.5 64.2 77.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 120,995: 68,509 60,743 32,926 31,581 10,401 0 10,941 2,830 0 0 0: 6,329 4,499
Old : 120,995: 68,509 60,743 32,926 31,581 10,401 0 10,941 2,830 0 0 0: 6,329 4,499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 587: 528 1,393 0 0 0 0 -766 -31 0 0 0: 90 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 50.2 27.2 26.1 8.6 0.0 9.0 2.3 0.0 0.0 0.0: 5.2 3.7
Old : 100.0: 56.6 50.2 27.2 26.1 8.6 0.0 9.0 2.3 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 : 42.1 35.7 63.9 57.8 40.2 33.4 52.0 50.8
Old : 42.1 35.7 63.9 57.8 40.2 33.4 52.0 50.8
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 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 100,753: 56,718 59,422 23,788 22,278 11,297 0 699 1,787 0 0 0: 7,163 5,270
Old : 100,753: 56,718 59,422 23,788 22,278 11,297 0 699 1,787 0 0 0: 7,163 5,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,429: 3,265 0 -1,902 1,791 622 0 -404 420 0 0 0: 24 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 59.0 23.6 22.1 11.2 0.0 0.7 1.8 0.0 0.0 0.0: 7.1 5.2
Old : 100.0: 56.3 59.0 23.6 22.1 11.2 0.0 0.7 1.8 0.0 0.0 0.0: 7.1 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 : 29: 12 10 8 5 9 0 . . 0 0 0:
Old : 29: 12 10 8 5 9 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 53.1 74.4 72.4 51.5 52.5 63.0 67.8
Old : 59.0 53.1 74.4 72.4 51.5 52.5 63.0 67.8
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 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 162,615: 84,475 65,923 29,506 61,007 21,858 4,892 0 7,733 0 0 0: 14,151 6,094
Old : 162,615: 84,475 65,923 29,506 61,007 21,858 4,892 0 7,733 0 0 0: 14,151 6,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -1,094: 308 -1,580 0 0 0 -1,088 0 486 0 0 0: -800 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 40.5 18.1 37.5 13.4 3.0 0.0 4.8 0.0 0.0 0.0: 8.7 3.7
Old : 100.0: 51.9 40.5 18.1 37.5 13.4 3.0 0.0 4.8 0.0 0.0 0.0: 8.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 19 6 8 9 . 0 . 0 0 0:
Old : 39: 20 19 6 8 9 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 33.9 53.8 57.5 26.4 26.7 38.6 45.0
Old : 31.7 33.9 53.8 57.5 26.4 26.7 38.6 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,644,314: 821,674 482,896 99,367 815,247 399,224 394,156 31,954 578,959 104,249 90,995 225,467: 21,218 19,572
Old : 2,644,314: 821,674 482,896 99,367 815,247 399,224 394,156 31,954 578,959 104,249 90,995 225,467: 21,218 19,572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,922: 1,321 -1,941 -1,285 2,910 10,473 2,644 -2,674 -12,584 3,434 8,182 -1,491: 410 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 18.3 3.8 30.8 15.1 14.9 1.2 21.9 3.9 3.4 8.5: 0.8 0.7
Old : 100.0: 31.1 18.3 3.8 30.8 15.1 14.9 1.2 21.9 3.9 3.4 8.5: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 183: 79 66 10 20 28 22 14 34 16 14 26:
Old : 183: 79 66 10 20 28 22 14 34 16 14 26:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 26.7 36.7 41.8 15.7 21.5 21.5 28.5
Old : 26.2 26.7 36.7 41.8 15.7 21.5 21.5 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 986,859: 200,261 275,264 174,445 129,489 283,967 77,935 68,709 93,076 53,572 33,236 99,515: 4,088 3,603
Old : 986,859: 200,261 275,264 174,445 129,489 283,967 77,935 68,709 93,076 53,572 33,236 99,515: 4,088 3,603
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 41,780: -6,470 6,228 -23,240 -9 27,196 28,122 3,596 839 6,806 -4,089 7,858: 669 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 27.9 17.7 13.1 28.8 7.9 7.0 9.4 5.4 3.4 10.1: 0.4 0.4
Old : 100.0: 20.3 27.9 17.7 13.1 28.8 7.9 7.0 9.4 5.4 3.4 10.1: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 94: 22 20 10 11 18 9 14 17 16 10 21:
Old : 94: 22 20 10 11 18 9 14 17 16 10 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 33.1 44.0 51.1 14.8 26.3 24.6 33.3
Old : 27.4 33.1 44.0 51.1 14.8 26.3 24.6 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 26,087: 22,153 15,191 290 8,097 2,020 0 126 300 45 0 0: 1,279 353
Old : 26,087: 22,153 15,191 290 8,097 2,020 0 126 300 45 0 0: 1,279 353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -151: -26 -52 65 51 50 -60 0 -200 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 58.2 1.1 31.0 7.7 0.0 0.5 1.1 0.2 0.0 0.0: 4.9 1.4
Old : 100.0: 84.9 58.2 1.1 31.0 7.7 0.0 0.5 1.1 0.2 0.0 0.0: 4.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 28 25 . 6 7 0 . . . 0 0:
Old : 41: 28 25 . 6 7 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 45.5 56.7 67.1 23.6 38.2 37.4 50.5
Old : 37.7 45.5 56.7 67.1 23.6 38.2 37.4 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,628: 15,386 8,562 205 7,212 208 35 0 25 595 0 0: 174 621
Old : 16,628: 15,386 8,562 205 7,212 208 35 0 25 595 0 0: 174 621
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 320: 345 480 0 -210 60 0 0 0 -25 0 0: -60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 51.5 1.2 43.4 1.3 0.2 0.0 0.2 3.6 0.0 0.0: 1.0 3.7
Old : 100.0: 92.5 51.5 1.2 43.4 1.3 0.2 0.0 0.2 3.6 0.0 0.0: 1.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 11 . 4 . . 0 . . 0 0:
Old : 24: 15 11 . 4 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 63.2 83.8 87.5 50.8 55.4 70.0 73.2
Old : 62.6 63.2 83.8 87.5 50.8 55.4 70.0 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,403: 7,233 5,889 227 1,577 1,204 0 0 0 0 0 0: 739 733
Old : 9,403: 7,233 5,889 227 1,577 1,204 0 0 0 0 0 0: 739 733
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 195: 156 261 50 15 -46 0 0 0 0 0 0: 35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 62.6 2.4 16.8 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.9 7.8
Old : 100.0: 76.9 62.6 2.4 16.8 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 15 . 6 6 0 0 0 0 0 0:
Old : 30: 20 15 . 6 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 48.8 71.8 69.8 55.5 36.2 60.8 52.3
Old : 58.0 48.8 71.8 69.8 55.5 36.2 60.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,036: 8,997 6,761 531 2,421 157 0 0 0 0 0 0: 351 697
Old : 10,036: 8,997 6,761 531 2,421 157 0 0 0 0 0 0: 351 697
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 180: 260 55 0 50 0 0 0 0 0 0 0: -80 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 67.4 5.3 24.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 6.9
Old : 100.0: 89.6 67.4 5.3 24.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 15 . 4 . 0 0 0 0 0 0:
Old : 26: 16 15 . 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 60.4 79.9 77.9 57.7 59.0 74.6 74.5
Old : 60.3 60.4 79.9 77.9 57.7 59.0 74.6 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010