Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 3,938,806 : : Positions : :1,687,509 1,012,743 178,194 930,762 582,407 222,994 102,655 914,950 15,503 65,534 292,211 : : : : Changes from: November 9, 2010 : : 39,964 -882 4,853 30,195 10,636 -19,210 -69,140 -51,778 -37,013 28,469 10,169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 25.7 4.5 23.6 14.8 5.7 2.6 23.2 0.4 1.7 7.4 : : : : Number of Traders in Each Category Total Traders: 224 : : 104 97 14 20 31 22 16 33 13 22 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 329,817 : : Positions : : 170,936 221,959 56,634 20,619 58,187 16,785 10,940 11,420 2,152 0 709 : : : : Changes from: November 9, 2010 : : 4,593 7,418 2,432 1,848 -2,817 422 -66 634 154 0 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 67.3 17.2 6.3 17.6 5.1 3.3 3.5 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 26 7 6 10 5 4 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 189,542 : : Positions : : 144,785 112,196 17,007 46,970 15,768 4,249 4,410 5,382 0 0 0 : : : : Changes from: November 9, 2010 : : 2,877 5,603 -605 -732 904 498 -1,460 1,345 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 59.2 9.0 24.8 8.3 2.2 2.3 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 24 . 8 11 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 361,204 : : Positions : : 208,904 162,996 41,192 90,451 64,907 7,962 3,969 31,549 0 1,766 155 : : : : Changes from: November 9, 2010 : : -555 -7,408 -679 8,460 -2,360 21 -2,326 -37 0 -450 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 45.1 11.4 25.0 18.0 2.2 1.1 8.7 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 20 4 11 15 . 4 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 687,942 : : Positions : : 475,855 229,092 85,874 314,853 74,800 930 18,387 45,379 0 0 0 : : : : Changes from: November 9, 2010 : : 33,657 11,559 267 10,749 2,471 277 2,426 519 -9,991 0 -1,002 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 33.3 12.5 45.8 10.9 0.1 2.7 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 27 8 13 20 . 6 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 192,713 : : Positions : : 148,084 124,885 9,270 51,064 2,601 20,478 2,751 3,805 0 0 0 : : : : Changes from: November 9, 2010 : : 5,500 606 -1,079 1,672 1,160 -688 1,612 -139 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 64.8 4.8 26.5 1.3 10.6 1.4 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 22 . 5 6 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 344,554 : : Positions : : 229,522 157,583 24,243 92,327 34,129 23,531 35,001 21,225 0 0 0 : : : : Changes from: November 9, 2010 : : 1,131 4,505 -3,058 2,261 1,470 -25 -6,488 1,910 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 45.7 7.0 26.8 9.9 6.8 10.2 6.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 27 4 14 15 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 124,681 : : Positions : : 74,287 21,174 7,478 50,813 17,068 10,117 16,201 8,267 0 0 0 : : : : Changes from: November 9, 2010 : : 4,110 1,535 367 -1,421 -68 -594 -725 1,318 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 17.0 6.0 40.8 13.7 8.1 13.0 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 15 . 10 6 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 862,268 : : Positions : : 102,084 123,945 181,247 70,750 91,448 130,467 198,617 163,261 25,879 83,770 84,103 : : : : Changes from: November 9, 2010 : : 885 -3,477 -3,385 -4,704 -14,173 -4,144 6,582 -25,324 8,178 4,380 -1,615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 14.4 21.0 8.2 10.6 15.1 23.0 18.9 3.0 9.7 9.8 : : : : Number of Traders in Each Category Total Traders: 296 : : 55 48 25 11 31 54 66 80 29 42 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 46,331 : : Positions : : 27,419 22,917 6,402 13,376 2,605 0 1,495 88 0 0 0 : : : : Changes from: November 9, 2010 : : 67 -45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 49.5 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 : : 13 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 53,539 : : Positions : : 34,983 27,450 6,447 10,249 3,930 0 0 0 0 0 0 : : : : Changes from: November 9, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 51.3 12.0 19.1 7.3 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 16, 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 62,420 : : Positions : : 35,070 30,586 11,608 23,011 4,792 0 0 0 0 0 0 : : : : Changes from: November 9, 2010 : : 1,116 1,116 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 49.0 18.6 36.9 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 61,032 : : Positions : : 32,687 39,807 9,130 3,957 158 2,482 2,707 6,312 0 0 0 : : : : Changes from: November 9, 2010 : : 2,135 986 0 0 0 -1,161 186 989 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 65.2 15.0 6.5 0.3 4.1 4.4 10.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 67,237 : : Positions : : 33,866 16,820 10,261 35,360 3,601 3,913 1,859 3,816 0 0 0 : : : : Changes from: November 9, 2010 : : 416 62 0 0 400 -354 521 518 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 25.0 15.3 52.6 5.4 5.8 2.8 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 6 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 1,779,092 : : Positions : : 327,651 292,382 68,430 62,447 693,211 15,443 118,883 202,422 67,477 5,379 397,992 : : : : Changes from: November 9, 2010 : : 9,475 4,802 -3,848 -2,703 20,171 276 13,972 12,820 7,197 -3,656 6,791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 16.4 3.8 3.5 39.0 0.9 6.7 11.4 3.8 0.3 22.4 : : : : Number of Traders in Each Category Total Traders: 149 : : 42 43 11 13 23 16 23 30 31 9 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 34,535 : : Positions : : 6,741 4,678 8,432 1,893 3,859 1,367 8,730 9,494 1,082 2,944 2,447 : : : : Changes from: November 9, 2010 : : 570 285 -106 225 440 -59 -165 1,006 165 154 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 13.5 24.4 5.5 11.2 4.0 25.3 27.5 3.1 8.5 7.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 8 . 5 . 7 7 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 45,870 : : Positions : : 26,234 42,302 17,742 2,160 428 0 0 0 0 0 0 : : : : Changes from: November 9, 2010 : : 1,116 992 0 856 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 92.2 38.7 4.7 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 120,995 : : Positions : : 68,509 60,743 32,926 31,581 10,401 0 10,941 2,830 0 0 0 : : : : Changes from: November 9, 2010 : : 528 1,393 0 0 0 0 -766 -31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 50.2 27.2 26.1 8.6 0.0 9.0 2.3 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 16, 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 100,753 : : Positions : : 56,718 59,422 23,788 22,278 11,297 0 699 1,787 0 0 0 : : : : Changes from: November 9, 2010 : : 3,265 0 -1,902 1,791 622 0 -404 420 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 59.0 23.6 22.1 11.2 0.0 0.7 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 10 8 5 9 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 162,615 : : Positions : : 84,475 65,923 29,506 61,007 21,858 4,892 0 7,733 0 0 0 : : : : Changes from: November 9, 2010 : : 308 -1,580 0 0 0 -1,088 0 486 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 40.5 18.1 37.5 13.4 3.0 0.0 4.8 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 16, 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 2,644,314 : : Positions : : 821,674 482,896 99,367 815,247 399,224 394,156 31,954 578,959 104,249 90,995 225,467 : : : : Changes from: November 9, 2010 : : 1,321 -1,941 -1,285 2,910 10,473 2,644 -2,674 -12,584 3,434 8,182 -1,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 18.3 3.8 30.8 15.1 14.9 1.2 21.9 3.9 3.4 8.5 : : : : Number of Traders in Each Category Total Traders: 183 : : 79 66 10 20 28 22 14 34 16 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 986,859 : : Positions : : 200,261 275,264 174,445 129,489 283,967 77,935 68,709 93,076 53,572 33,236 99,515 : : : : Changes from: November 9, 2010 : : -6,470 6,228 -23,240 -9 27,196 28,122 3,596 839 6,806 -4,089 7,858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 27.9 17.7 13.1 28.8 7.9 7.0 9.4 5.4 3.4 10.1 : : : : Number of Traders in Each Category Total Traders: 94 : : 22 20 10 11 18 9 14 17 16 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 26,087 : : Positions : : 22,153 15,191 290 8,097 2,020 0 126 300 45 0 0 : : : : Changes from: November 9, 2010 : : -26 -52 65 51 50 -60 0 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 58.2 1.1 31.0 7.7 0.0 0.5 1.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 25 . 6 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 16,628 : : Positions : : 15,386 8,562 205 7,212 208 35 0 25 595 0 0 : : : : Changes from: November 9, 2010 : : 345 480 0 -210 60 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 51.5 1.2 43.4 1.3 0.2 0.0 0.2 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 9,403 : : Positions : : 7,233 5,889 227 1,577 1,204 0 0 0 0 0 0 : : : : Changes from: November 9, 2010 : : 156 261 50 15 -46 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 62.6 2.4 16.8 12.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 10,036 : : Positions : : 8,997 6,761 531 2,421 157 0 0 0 0 0 0 : : : : Changes from: November 9, 2010 : : 260 55 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 67.4 5.3 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 15 . 4 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 19, 2010