Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 3,985,927 : : Positions : :1,712,053 1,033,567 161,703 995,709 587,395 218,392 97,294 921,184 66,096 38,865 292,440 : : : : Changes from: November 16, 2010 : : 24,544 20,824 -16,491 64,947 4,988 -4,602 -5,361 6,234 50,593 -26,669 229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 25.9 4.1 25.0 14.7 5.5 2.4 23.1 1.7 1.0 7.3 : : : : Number of Traders in Each Category Total Traders: 224 : : 107 101 13 21 31 24 13 34 21 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 341,208 : : Positions : : 173,277 234,464 57,337 20,519 60,662 22,151 10,745 8,922 5,436 0 340 : : : : Changes from: November 16, 2010 : : 2,341 12,505 703 -100 2,475 5,366 -195 -2,498 3,284 0 -369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 68.7 16.8 6.0 17.8 6.5 3.1 2.6 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 26 6 7 11 4 4 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 193,282 : : Positions : : 148,947 117,181 13,231 46,051 16,384 7,965 4,508 4,249 0 0 0 : : : : Changes from: November 16, 2010 : : 4,162 4,985 -3,776 -919 616 3,716 98 -1,133 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 60.6 6.8 23.8 8.5 4.1 2.3 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 24 . 8 11 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 372,526 : : Positions : : 221,067 165,548 41,976 93,858 65,027 6,224 6,419 31,839 0 3,626 186 : : : : Changes from: November 16, 2010 : : 12,163 2,552 784 3,407 120 -1,738 2,450 290 0 1,860 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 44.4 11.3 25.2 17.5 1.7 1.7 8.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 19 4 10 14 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 691,719 : : Positions : : 478,778 227,069 85,018 328,095 73,470 1,162 8,855 49,842 0 0 0 : : : : Changes from: November 16, 2010 : : 2,923 -2,023 -856 13,242 -1,330 232 -9,532 4,463 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 32.8 12.3 47.4 10.6 0.2 1.3 7.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 26 8 13 20 . 6 7 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 193,338 : : Positions : : 150,195 127,079 7,629 49,323 3,718 21,043 2,002 3,550 0 0 0 : : : : Changes from: November 16, 2010 : : 2,111 2,194 -1,641 -1,741 1,117 565 -749 -255 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 65.7 3.9 25.5 1.9 10.9 1.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 24 . 5 5 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 356,536 : : Positions : : 241,121 167,441 23,050 93,612 34,893 25,485 33,300 21,804 0 0 0 : : : : Changes from: November 16, 2010 : : 11,599 9,858 -1,193 1,285 764 1,954 -1,701 579 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 47.0 6.5 26.3 9.8 7.1 9.3 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 27 . 15 15 4 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 124,590 : : Positions : : 75,695 21,481 6,958 50,748 16,820 8,824 15,705 8,891 0 0 0 : : : : Changes from: November 16, 2010 : : 1,408 307 -520 -65 -248 -1,293 -496 624 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 17.2 5.6 40.7 13.5 7.1 12.6 7.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 15 . 10 6 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 828,690 : : Positions : : 93,038 121,083 181,933 69,001 86,196 141,724 187,924 155,310 16,928 95,451 73,126 : : : : Changes from: November 16, 2010 : : -9,046 -2,862 686 -1,749 -5,252 11,257 -10,693 -7,951 -8,951 11,681 -10,978 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 14.6 22.0 8.3 10.4 17.1 22.7 18.7 2.0 11.5 8.8 : : : : Number of Traders in Each Category Total Traders: 291 : : 51 46 23 14 29 51 61 77 30 45 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 46,808 : : Positions : : 27,424 23,430 6,402 13,376 2,605 0 1,415 92 0 0 0 : : : : Changes from: November 16, 2010 : : 5 513 0 0 0 0 -80 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 50.1 13.7 28.6 5.6 0.0 3.0 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 23, 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 53,507 : : Positions : : 34,955 27,418 6,443 10,249 3,930 0 0 0 0 0 0 : : : : Changes from: November 16, 2010 : : -28 -32 -4 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 51.2 12.0 19.2 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 23, 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 16, 2010 : : 0 0 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 23, 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 61,363 : : Positions : : 33,015 39,432 9,130 3,957 158 2,177 3,074 6,651 0 0 0 : : : : Changes from: November 16, 2010 : : 328 -375 0 0 0 -305 367 339 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 64.3 14.9 6.4 0.3 3.5 5.0 10.8 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 23, 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 MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 53,378 : : Positions : : 44,748 23,056 0 10,586 0 0 4,042 1,080 0 0 0 : : : : Changes from: November 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 43.2 0.0 19.8 0.0 0.0 7.6 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 4 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 67,252 : : Positions : : 33,866 16,820 10,358 35,029 3,504 3,525 1,859 4,205 0 0 0 : : : : Changes from: November 16, 2010 : : 0 0 97 -331 -97 -388 0 389 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 25.0 15.4 52.1 5.2 5.2 2.8 6.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 5 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 1,656,875 : : Positions : : 298,800 268,947 58,831 58,180 662,012 16,088 100,863 188,739 60,735 6,650 364,515 : : : : Changes from: November 16, 2010 : : -28,851 -23,435 -9,599 -4,267 -31,199 645 -18,020 -13,683 -6,743 1,271 -33,477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 16.2 3.6 3.5 40.0 1.0 6.1 11.4 3.7 0.4 22.0 : : : : Number of Traders in Each Category Total Traders: 139 : : 40 39 9 14 22 17 22 31 25 9 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 33,733 : : Positions : : 6,023 4,876 8,542 1,534 3,466 2,142 9,551 8,886 1,390 2,687 2,276 : : : : Changes from: November 16, 2010 : : -717 198 110 -359 -393 775 821 -609 308 -257 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 14.5 25.3 4.5 10.3 6.4 28.3 26.3 4.1 8.0 6.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 8 . 4 4 7 7 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 46,552 : : Positions : : 26,234 42,922 17,742 2,160 428 620 0 0 0 0 0 : : : : Changes from: November 16, 2010 : : 0 620 0 0 0 620 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 92.2 38.1 4.6 0.9 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 121,256 : : Positions : : 69,198 60,070 32,926 31,581 10,401 0 12,157 2,346 0 0 0 : : : : Changes from: November 16, 2010 : : 689 -673 0 0 0 0 1,216 -484 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 49.5 27.2 26.0 8.6 0.0 10.0 1.9 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 23, 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 100,732 : : Positions : : 56,513 59,422 23,910 22,195 11,297 0 575 1,911 0 0 0 : : : : Changes from: November 16, 2010 : : -205 0 122 -83 0 0 -124 124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 59.0 23.7 22.0 11.2 0.0 0.6 1.9 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 23, 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 163,932 : : Positions : : 85,058 67,447 28,778 61,007 22,449 7,752 0 6,904 0 0 0 : : : : Changes from: November 16, 2010 : : 583 1,524 -728 0 591 2,860 0 -829 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 41.1 17.6 37.2 13.7 4.7 0.0 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 6 8 9 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 2,667,401 : : Positions : : 836,039 480,489 107,074 833,532 398,322 359,552 22,313 607,118 111,610 79,083 226,985 : : : : Changes from: November 16, 2010 : : 14,365 -2,407 7,707 18,285 -902 -34,604 -9,641 28,159 7,361 -11,912 1,518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 18.0 4.0 31.2 14.9 13.5 0.8 22.8 4.2 3.0 8.5 : : : : Number of Traders in Each Category Total Traders: 192 : : 85 70 12 19 28 23 14 35 16 15 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 1,048,886 : : Positions : : 198,759 293,287 162,552 139,258 296,974 125,787 70,987 91,966 63,798 47,727 104,847 : : : : Changes from: November 16, 2010 : : -1,502 18,023 -11,893 9,769 13,007 47,852 2,278 -1,110 10,226 14,491 5,332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 28.0 15.5 13.3 28.3 12.0 6.8 8.8 6.1 4.6 10.0 : : : : Number of Traders in Each Category Total Traders: 100 : : 21 22 11 11 18 10 15 17 20 9 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 26,172 : : Positions : : 22,356 14,969 290 8,575 1,867 75 0 300 45 0 0 : : : : Changes from: November 16, 2010 : : 203 -222 0 478 -153 75 -126 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 57.2 1.1 32.8 7.1 0.3 0.0 1.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 24 . 6 7 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 16,667 : : Positions : : 15,410 8,531 205 7,262 238 0 0 0 535 0 0 : : : : Changes from: November 16, 2010 : : 24 -31 0 50 30 -35 0 -25 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 51.2 1.2 43.6 1.4 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 9,580 : : Positions : : 7,446 6,012 167 1,487 1,228 0 0 0 0 0 0 : : : : Changes from: November 16, 2010 : : 213 123 -60 -90 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 62.8 1.7 15.5 12.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 23, 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 10,557 : : Positions : : 9,143 7,062 456 2,471 312 0 0 0 0 0 0 : : : : Changes from: November 16, 2010 : : 146 301 -75 50 155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 66.9 4.3 23.4 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . 5 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 29, 2010