Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,964,474 : : Positions : :1,647,545 1,013,625 173,341 900,567 571,771 242,204 171,795 966,728 52,516 37,065 282,042 : : : : Changes from: November 2, 2010 : : 69,915 -12,683 -20,476 33,977 6,851 -32,482 -22,345 50,517 -12,634 4,480 21,783 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 25.6 4.4 22.7 14.4 6.1 4.3 24.4 1.3 0.9 7.1 : : : : Number of Traders in Each Category Total Traders: 219 : : 101 94 14 20 31 23 14 35 16 17 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 321,489 : : Positions : : 166,343 214,541 54,202 18,771 61,004 16,363 11,006 10,786 1,998 0 586 : : : : Changes from: November 2, 2010 : : -12,445 -9,488 -3,709 -5,954 -2,282 3,260 1,743 -6,856 -1,253 0 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 66.7 16.9 5.8 19.0 5.1 3.4 3.4 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 26 8 6 11 5 4 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 183,942 : : Positions : : 141,908 106,593 17,612 47,702 14,864 3,751 5,870 4,037 0 0 0 : : : : Changes from: November 2, 2010 : : -2,663 -5,277 1,069 2,859 -3,572 -3,124 2,196 -1,617 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 57.9 9.6 25.9 8.1 2.0 3.2 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 23 . 8 11 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 363,157 : : Positions : : 209,459 170,404 41,871 81,991 67,267 7,941 6,295 31,586 0 2,216 186 : : : : Changes from: November 2, 2010 : : 9,920 -2,478 -1,487 8,172 -12,466 -848 4,903 1,031 0 -1,014 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 46.9 11.5 22.6 18.5 2.2 1.7 8.7 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 20 . 11 14 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 662,931 : : Positions : : 442,198 217,533 85,607 304,104 72,329 653 15,961 44,860 9,991 0 1,002 : : : : Changes from: November 2, 2010 : : 10,687 -3,770 77 16,009 3,389 -479 -278 5,416 1 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 32.8 12.9 45.9 10.9 0.1 2.4 6.8 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 36 25 8 13 20 . 6 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 188,656 : : Positions : : 142,584 124,279 10,349 49,392 1,441 21,166 1,139 3,944 0 0 0 : : : : Changes from: November 2, 2010 : : -10,388 -5,772 -3,734 -5,314 -241 -340 674 -3,966 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 65.9 5.5 26.2 0.8 11.2 0.6 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . 4 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 342,580 : : Positions : : 228,391 153,078 27,301 90,066 32,659 23,556 41,489 19,315 0 0 0 : : : : Changes from: November 2, 2010 : : -14,832 -6,611 1,666 -5,745 -5,317 -3,038 -4,439 1,799 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 44.7 8.0 26.3 9.5 6.9 12.1 5.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 26 4 13 14 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 122,119 : : Positions : : 70,177 19,639 7,111 52,234 17,136 10,711 16,926 6,949 0 0 0 : : : : Changes from: November 2, 2010 : : -12,429 -5,709 -2,485 -1,891 -174 -1,981 -10,210 2,559 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 16.1 5.8 42.8 14.0 8.8 13.9 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 14 . 10 6 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 897,227 : : Positions : : 101,199 127,422 184,632 75,454 105,621 134,611 192,035 188,585 17,701 79,390 85,718 : : : : Changes from: November 2, 2010 : : -5,520 -1,142 3,551 493 8,777 7,593 2,399 2,967 215 9,285 4,030 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 14.2 20.6 8.4 11.8 15.0 21.4 21.0 2.0 8.8 9.6 : : : : Number of Traders in Each Category Total Traders: 300 : : 53 47 25 12 31 55 68 78 29 42 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 46,264 : : Positions : : 27,352 22,962 6,402 13,376 2,605 0 1,495 88 0 0 0 : : : : Changes from: November 2, 2010 : : 67 67 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 49.6 13.8 28.9 5.6 0.0 3.2 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 52,079 : : Positions : : 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 52.7 12.4 19.7 7.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 61,304 : : Positions : : 33,954 29,470 11,608 23,011 4,792 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 48.1 18.9 37.5 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 59,888 : : Positions : : 30,552 38,821 9,130 3,957 158 3,643 2,521 5,323 0 0 0 : : : : Changes from: November 2, 2010 : : -712 -3,249 0 0 0 -236 1,424 784 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 64.8 15.2 6.6 0.3 6.1 4.2 8.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 66,257 : : Positions : : 33,450 16,758 10,261 35,360 3,201 4,267 1,338 3,298 0 0 0 : : : : Changes from: November 2, 2010 : : 856 0 0 0 0 482 1,338 -370 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 25.3 15.5 53.4 4.8 6.4 2.0 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,725,906 : : Positions : : 318,176 287,579 72,278 65,150 673,040 15,167 104,910 189,602 60,281 9,035 391,201 : : : : Changes from: November 2, 2010 : : -554 -985 2,487 -2,492 4,420 -267 14,705 2,321 7,367 -1,835 9,755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 16.7 4.2 3.8 39.0 0.9 6.1 11.0 3.5 0.5 22.7 : : : : Number of Traders in Each Category Total Traders: 145 : : 40 41 9 15 23 17 22 29 28 10 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 32,333 : : Positions : : 6,171 4,392 8,539 1,668 3,419 1,426 8,895 8,489 917 2,790 2,314 : : : : Changes from: November 2, 2010 : : -436 98 760 -238 -676 648 1,495 -561 -235 -76 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 13.6 26.4 5.2 10.6 4.4 27.5 26.3 2.8 8.6 7.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 7 . 5 . 7 7 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 43,898 : : Positions : : 25,118 41,310 17,742 1,304 428 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 94.1 40.4 3.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 120,408 : : Positions : : 67,981 59,350 32,926 31,581 10,401 0 11,707 2,861 0 0 0 : : : : Changes from: November 2, 2010 : : 797 -941 -1,002 -360 840 0 1,052 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 49.3 27.3 26.2 8.6 0.0 9.7 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 6 5 9 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 98,324 : : Positions : : 53,453 59,422 25,690 20,487 10,675 0 1,103 1,367 0 0 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 -62 62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 60.4 26.1 20.8 10.9 0.0 1.1 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 10 9 4 9 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 163,710 : : Positions : : 84,167 67,504 29,506 61,007 21,858 5,981 0 7,247 0 0 0 : : : : Changes from: November 2, 2010 : : -39 -11 0 0 0 -22 0 28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 41.2 18.0 37.3 13.4 3.7 0.0 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 6 8 9 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,641,392 : : Positions : : 820,353 484,837 100,652 812,337 388,751 391,512 34,628 591,543 100,815 82,813 226,958 : : : : Changes from: November 2, 2010 : : 8,912 7,954 -914 19,439 1,336 -3,053 2,032 5,022 3,757 -18,138 11,390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 18.4 3.8 30.8 14.7 14.8 1.3 22.4 3.8 3.1 8.6 : : : : Number of Traders in Each Category Total Traders: 178 : : 76 65 11 19 28 21 13 33 16 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 945,079 : : Positions : : 206,731 269,036 197,685 129,498 256,771 49,813 65,113 92,237 46,766 37,325 91,657 : : : : Changes from: November 2, 2010 : : -2,173 6,524 -4,374 3,959 4,420 20,468 -9,824 10,683 -4,475 9,132 3,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 28.5 20.9 13.7 27.2 5.3 6.9 9.8 4.9 3.9 9.7 : : : : Number of Traders in Each Category Total Traders: 93 : : 21 19 10 11 18 9 14 17 14 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 26,238 : : Positions : : 22,179 15,243 225 8,046 1,970 60 126 500 45 0 0 : : : : Changes from: November 2, 2010 : : -1,690 -1,815 -35 -51 -150 0 126 0 -35 0 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 58.1 0.9 30.7 7.5 0.2 0.5 1.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 25 . 6 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 16,308 : : Positions : : 15,041 8,082 205 7,422 148 35 0 25 620 0 0 : : : : Changes from: November 2, 2010 : : 970 990 -30 90 -75 35 0 25 145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 49.6 1.3 45.5 0.9 0.2 0.0 0.2 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 9,208 : : Positions : : 7,077 5,628 177 1,562 1,250 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : -221 35 67 87 64 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 61.1 1.9 17.0 13.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,856 : : Positions : : 8,737 6,706 531 2,371 157 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : -201 -106 0 35 -86 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 68.0 5.4 24.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . 4 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 15, 2010