NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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  :   781,273:    96,052    118,934    186,985     32,891     82,968     93,403    201,274    156,868     21,578     81,457     64,066:   79,353    42,815
Old  :   781,273:    96,052    118,934    186,985     32,891     82,968     93,403    201,274    156,868     21,578     81,457     64,066:   79,353    42,815
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 9, 2010                                                                 :
     :   -33,997:      -338     -1,974        563     -1,144    -17,993     -2,738      6,403    -24,200      6,923      2,250       -545:    4,331     3,206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3       15.2       23.9        4.2       10.6       12.0       25.8       20.1        2.8       10.4        8.2:     10.2       5.5
Old  :     100.0:      12.3       15.2       23.9        4.2       10.6       12.0       25.8       20.1        2.8       10.4        8.2:     10.2       5.5
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  :       281:        54         43         26         10         30         43         67         72         25         40         52:
Old  :       281:        54         43         26         10         30         43         67         72         25         40         52:
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  :                 16.0       21.6       27.5       33.8       15.1       15.5       22.2       22.7
Old  :                 16.0       21.6       27.5       33.8       15.1       15.5       22.2       22.7
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 - Futures Only, 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  :    45,092:    26,180     21,678      6,402     13,376      2,605          0      1,495         88          0          0          0:    9,817     5,850
Old  :    45,092:    26,180     21,678      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                                                                 :
     :        -2:        -2       -114          0          0          0          0          0          0          0          0          0:        0       112
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.1       48.1       14.2       29.7        5.8        0.0        3.3        0.2        0.0        0.0        0.0:     21.8      13.0
Old  :     100.0:      58.1       48.1       14.2       29.7        5.8        0.0        3.3        0.2        0.0        0.0        0.0:     21.8      13.0
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  :        20:        13         11          .          .          .          0          .          .          0          0          0:
Old  :        20:        13         11          .          .          .          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  :                 49.9       52.6       67.1       75.3       40.8       48.7       52.7       62.6
Old  :                 49.9       52.6       67.1       75.3       40.8       48.7       52.7       62.6
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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035652
Disaggregated Commitments of Traders - Futures Only, 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 - Futures Only, 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  :   119,994:    67,508     59,755     32,926     31,581     10,401          0     10,941      2,830          0          0          0:    6,329     4,486
Old  :   119,994:    67,508     59,755     32,926     31,581     10,401          0     10,941      2,830          0          0          0:    6,329     4,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 9, 2010                                                                 :
     :       915:       856      1,712          0          0          0          0       -766        -31          0          0          0:       90         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       49.8       27.4       26.3        8.7        0.0        9.1        2.4        0.0        0.0        0.0:      5.3       3.7
Old  :     100.0:      56.3       49.8       27.4       26.3        8.7        0.0        9.1        2.4        0.0        0.0        0.0:      5.3       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:        18         19          6          5          9          0          .          .          0          0          0:
Old  :        38:        18         19          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  :                 42.5       36.0       64.4       58.3       40.6       33.7       52.5       51.2
Old  :                 42.5       36.0       64.4       58.3       40.6       33.7       52.5       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Futures Only, 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  :   100,156:    56,121     59,422     23,788     21,681     11,297          0        699      1,787          0          0          0:    7,163     5,270
Old  :   100,156:    56,121     59,422     23,788     21,681     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                                                                 :
     :     1,832:     2,668          0     -1,902      1,194        622          0       -404        420          0          0          0:       24         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       59.3       23.8       21.6       11.3        0.0        0.7        1.8        0.0        0.0        0.0:      7.2       5.3
Old  :     100.0:      56.0       59.3       23.8       21.6       11.3        0.0        0.7        1.8        0.0        0.0        0.0:      7.2       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        11         10          8          5          9          0          .          .          0          0          0:
Old  :        28:        11         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  :                 59.4       53.4       74.9       72.2       51.8       52.8       63.4       68.2
Old  :                 59.4       53.4       74.9       72.2       51.8       52.8       63.4       68.2
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 - Futures Only, 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  :   162,541:    84,475     65,849     29,506     61,007     21,858      4,818          0      7,733          0          0          0:   14,151     6,094
Old  :   162,541:    84,475     65,849     29,506     61,007     21,858      4,818          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                                                                 :
     :    -1,078:       308     -1,564          0          0          0     -1,072          0        486          0          0          0:     -800         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       40.5       18.2       37.5       13.4        3.0        0.0        4.8        0.0        0.0        0.0:      8.7       3.7
Old  :     100.0:      52.0       40.5       18.2       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       26.8       38.6       45.0
Old  :                 31.7       33.9       53.8       57.5       26.4       26.8       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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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