NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  : 3,880,086: 1,577,630  1,026,308    193,817    866,590    564,920    274,686    194,140    916,211     65,150     32,585    260,259:   27,413    19,073
Old  : 3,880,086: 1,577,630  1,026,308    193,817    866,590    564,920    274,686    194,140    916,211     65,150     32,585    260,259:   27,413    19,073
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :  -107,427:   -77,914    -32,271     17,581    -19,312     -9,496    -25,511     21,355     -6,157     37,371    -18,563    -39,514:   -3,787    -3,469
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.7       26.5        5.0       22.3       14.6        7.1        5.0       23.6        1.7        0.8        6.7:      0.7       0.5
Old  :     100.0:      40.7       26.5        5.0       22.3       14.6        7.1        5.0       23.6        1.7        0.8        6.7:      0.7       0.5
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  :       220:       100         95         13         22         31         21         15         34         18         15         34:
Old  :       220:       100         95         13         22         31         21         15         34         18         15         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  :                 20.4       26.9       34.2       40.1       10.6       17.8       15.9       24.0
Old  :                 20.4       26.9       34.2       40.1       10.6       17.8       15.9       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   344,501:   178,788    224,029     57,911     24,725     63,286     13,103      9,263     17,642      3,251          0        430:   10,090     5,126
Old  :   344,501:   178,788    224,029     57,911     24,725     63,286     13,103      9,263     17,642      3,251          0        430:   10,090     5,126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -8,860:    -2,430     -7,814     -5,609      1,055        919      1,637     -1,988       -617        122          0        214:   -3,096      -629
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.9       65.0       16.8        7.2       18.4        3.8        2.7        5.1        0.9        0.0        0.1:      2.9       1.5
Old  :     100.0:      51.9       65.0       16.8        7.2       18.4        3.8        2.7        5.1        0.9        0.0        0.1:      2.9       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  :        59:        31         27          7          8         10          4          .          7          .          0          .:
Old  :        59:        31         27          7          8         10          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  :                 37.5       49.8       53.7       66.5       20.3       32.5       31.8       39.9
Old  :                 37.5       49.8       53.7       66.5       20.3       32.5       31.8       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   193,803:   144,571    111,870     16,543     44,843     18,436      6,875      3,674      5,654          0          0          0:    1,724     9,326
Old  :   193,803:   144,571    111,870     16,543     44,843     18,436      6,875      3,674      5,654          0          0          0:    1,724     9,326
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :     6,873:     5,301       -633      2,382        384        354       -628      3,344       -231          0          0          0:     -305     3,655
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       57.7        8.5       23.1        9.5        3.5        1.9        2.9        0.0        0.0        0.0:      0.9       4.8
Old  :     100.0:      74.6       57.7        8.5       23.1        9.5        3.5        1.9        2.9        0.0        0.0        0.0:      0.9       4.8
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  :        47:        20         25          4          7         11          5          .          7          0          0          0:
Old  :        47:        20         25          4          7         11          5          .          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  :                 59.2       34.6       75.3       54.9       56.8       33.7       69.3       53.2
Old  :                 59.2       34.6       75.3       54.9       56.8       33.7       69.3       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   366,252:   199,539    172,882     43,358     73,819     79,733      8,789      1,392     30,555          0      3,230        155:    4,123     4,486
Old  :   366,252:   199,539    172,882     43,358     73,819     79,733      8,789      1,392     30,555          0      3,230        155:    4,123     4,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :       885:    -5,199      5,190      2,512    -12,461      6,198     -1,625          0       -268          0        459         62:     -795     1,705
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.5       47.2       11.8       20.2       21.8        2.4        0.4        8.3        0.0        0.9        0.0:      1.1       1.2
Old  :     100.0:      54.5       47.2       11.8       20.2       21.8        2.4        0.4        8.3        0.0        0.9        0.0:      1.1       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  :        52:        22         22          5         10         14          5          .          5          0          .          .:
Old  :        52:        22         22          5         10         14          5          .          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  :                 38.5       48.5       56.7       71.2       35.2       38.5       48.8       50.3
Old  :                 38.5       48.5       56.7       71.2       35.2       38.5       48.8       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   641,675:   431,511    221,303     85,530    288,095     68,940      1,132     16,239     39,444      9,990          0      1,095:    4,033     6,559
Old  :   641,675:   431,511    221,303     85,530    288,095     68,940      1,132     16,239     39,444      9,990          0      1,095:    4,033     6,559
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :   -20,990:    -8,888    -16,519     -5,197      4,201     -6,029       -225       -245     -1,409       -120          0        -64:      942      -925
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       34.5       13.3       44.9       10.7        0.2        2.5        6.1        1.6        0.0        0.2:      0.6       1.0
Old  :     100.0:      67.2       34.5       13.3       44.9       10.7        0.2        2.5        6.1        1.6        0.0        0.2:      0.6       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  :        67:        35         27          8         13         20          .          5          6          .          0          .:
Old  :        67:        35         27          8         13         20          .          5          6          .          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  :                 35.8       42.6       51.6       57.9       24.3       31.2       36.4       41.5
Old  :                 35.8       42.6       51.6       57.9       24.3       31.2       36.4       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   204,870:   152,972    130,051     14,083     54,706      1,682     21,506        465      7,910          0          0          0:    6,717    10,056
Old  :   204,870:   152,972    130,051     14,083     54,706      1,682     21,506        465      7,910          0          0          0:    6,717    10,056
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :     3,827:     3,789      2,029        397         72          0       -977          0        802          0          0          0:     -184       924
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       63.5        6.9       26.7        0.8       10.5        0.2        3.9        0.0        0.0        0.0:      3.3       4.9
Old  :     100.0:      74.7       63.5        6.9       26.7        0.8       10.5        0.2        3.9        0.0        0.0        0.0:      3.3       4.9
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  :        42:        24         22          .          4          5          4          .          4          0          0          0:
Old  :        42:        24         22          .          4          5          4          .          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  :                 45.3       58.2       65.8       74.3       42.1       56.3       60.0       69.5
Old  :                 45.3       58.2       65.8       74.3       42.1       56.3       60.0       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   360,692:   243,223    159,689     25,635     95,811     37,976     26,594     45,928     17,516          0          0          0:    9,748     3,772
Old  :   360,692:   243,223    159,689     25,635     95,811     37,976     26,594     45,928     17,516          0          0          0:    9,748     3,772
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -1,428:       465      1,092       -968        742      1,748       -681       -818     -1,940          0          0          0:      -52    -2,252
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       44.3        7.1       26.6       10.5        7.4       12.7        4.9        0.0        0.0        0.0:      2.7       1.0
Old  :     100.0:      67.4       44.3        7.1       26.6       10.5        7.4       12.7        4.9        0.0        0.0        0.0:      2.7       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  :        60:        32         25          4         13         14          5          .          6          0          0          0:
Old  :        60:        32         25          4         13         14          5          .          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  :                 29.8       34.7       48.9       54.4       25.2       30.9       39.6       46.0
Old  :                 29.8       34.7       48.9       54.4       25.2       30.9       39.6       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   136,577:    82,606     25,348      9,596     54,125     17,310     12,692     27,136      4,390          0          0          0:    9,983     8,268
Old  :   136,577:    82,606     25,348      9,596     54,125     17,310     12,692     27,136      4,390          0          0          0:    9,983     8,268
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :      -441:    -4,314     -3,254     -2,234       -269      2,083        179      1,501       -123          0          0          0:    3,968      -379
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       18.6        7.0       39.6       12.7        9.3       19.9        3.2        0.0        0.0        0.0:      7.3       6.1
Old  :     100.0:      60.5       18.6        7.0       39.6       12.7        9.3       19.9        3.2        0.0        0.0        0.0:      7.3       6.1
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  :        45:        23         17          .         10          7          .          4          .          0          0          0:
Old  :        45:        23         17          .         10          7          .          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  :                 36.4       40.8       55.0       62.5       31.9       39.8       45.4       55.8
Old  :                 36.4       40.8       55.0       62.5       31.9       39.8       45.4       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   873,605:   106,718    128,565    181,082     74,961     96,845    127,019    189,636    185,618     17,486     70,105     81,688:   77,150    46,189
Old  :   873,605:   106,718    128,565    181,082     74,961     96,845    127,019    189,636    185,618     17,486     70,105     81,688:   77,150    46,189
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -8,956:    -4,868        765     -2,576        881     -1,631        600    -23,545      7,618    -10,414      6,141      4,820:   -2,505    -4,005
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.2       14.7       20.7        8.6       11.1       14.5       21.7       21.2        2.0        8.0        9.4:      8.8       5.3
Old  :     100.0:      12.2       14.7       20.7        8.6       11.1       14.5       21.7       21.2        2.0        8.0        9.4:      8.8       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  :       288:        56         47         25         13         32         48         68         76         28         35         55:
Old  :       288:        56         47         25         13         32         48         68         76         28         35         55:
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  :                 18.9       23.9       31.2       37.3       16.2       13.6       23.6       22.6
Old  :                 18.9       23.9       31.2       37.3       16.2       13.6       23.6       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    46,197:    27,285     22,895      6,402     13,376      2,605          0      1,495         88          0          0          0:    9,817     5,738
Old  :    46,197:    27,285     22,895      6,402     13,376      2,605          0      1,495         88          0          0          0:    9,817     5,738
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -2,511:       220     -1,200        180        -60       -390          0       -982          0          0          0          0:   -2,521       121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.1       49.6       13.9       29.0        5.6        0.0        3.2        0.2        0.0        0.0        0.0:     21.3      12.4
Old  :     100.0:      59.1       49.6       13.9       29.0        5.6        0.0        3.2        0.2        0.0        0.0        0.0:     21.3      12.4
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  :        20:        12         12          .          .          .          0          .          .          0          0          0:
Old  :        20:        12         12          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       50.6       68.5       72.1       42.9       46.8       54.5       60.3
Old  :                 51.7       50.6       68.5       72.1       42.9       46.8       54.5       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :    52,079:    34,983     27,450      6,447     10,249      3,930          0          0          0          0          0          0:    6,719    10,450
Old  :    52,079:    34,983     27,450      6,447     10,249      3,930          0          0          0          0          0          0:    6,719    10,450
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -5,978:      -534     -5,054     -4,102        264       -772          0          0          0          0          0          0:     -570      -416
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       52.7       12.4       19.7        7.5        0.0        0.0        0.0        0.0        0.0        0.0:     12.9      20.1
Old  :     100.0:      67.2       52.7       12.4       19.7        7.5        0.0        0.0        0.0        0.0        0.0        0.0:     12.9      20.1
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  :        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  :                 38.3       54.7       63.3       70.9       36.5       52.1       60.0       62.5
Old  :                 38.3       54.7       63.3       70.9       36.5       52.1       60.0       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :    61,304:    33,954     29,470     11,608     23,011      4,792          0          0          0          0          0          0:   10,950     4,031
Old  :    61,304:    33,954     29,470     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:       October 26, 2010                                                                 :
     :    -1,398:    -1,924       -780       -180     -1,024        -60          0          0          0          0          0          0:      766       466
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       48.1       18.9       37.5        7.8        0.0        0.0        0.0        0.0        0.0        0.0:     17.9       6.6
Old  :     100.0:      55.4       48.1       18.9       37.5        7.8        0.0        0.0        0.0        0.0        0.0        0.0:     17.9       6.6
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  :        21:        11         10          .          5          .          0          0          0          0          0          0:
Old  :        21:        11         10          .          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  :                 47.1       51.9       66.9       74.0       43.9       46.7       58.2       67.0
Old  :                 47.1       51.9       66.9       74.0       43.9       46.7       58.2       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :    60,015:    31,264     42,070      9,130      3,957        158      3,879      1,097      4,539          0          0          0:   11,045     8,194
Old  :    60,015:    31,264     42,070      9,130      3,957        158      3,879      1,097      4,539          0          0          0:   11,045     8,194
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -5,221:    -3,933     -2,448     -3,237     -1,040       -122      1,048     -1,184       -632          0          0          0:    1,655       205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.1       70.1       15.2        6.6        0.3        6.5        1.8        7.6        0.0        0.0        0.0:     18.4      13.7
Old  :     100.0:      52.1       70.1       15.2        6.6        0.3        6.5        1.8        7.6        0.0        0.0        0.0:     18.4      13.7
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  :        23:        12         13          .          .          .          .          .          .          0          0          0:
Old  :        23:        12         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  :                 48.6       48.5       66.1       67.7       47.5       46.4       58.6       60.5
Old  :                 48.6       48.5       66.1       67.7       47.5       46.4       58.6       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :    65,289:    32,594     16,758     10,261     35,360      3,201      3,785          0      3,668          0          0          0:   11,780     6,302
Old  :    65,289:    32,594     16,758     10,261     35,360      3,201      3,785          0      3,668          0          0          0:   11,780     6,302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -4,010:    -2,513     -2,954        -30       -924       -564       -876          0        -68          0          0          0:       41       500
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       25.7       15.7       54.2        4.9        5.8        0.0        5.6        0.0        0.0        0.0:     18.0       9.7
Old  :     100.0:      49.9       25.7       15.7       54.2        4.9        5.8        0.0        5.6        0.0        0.0        0.0:     18.0       9.7
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  :        25:        13          9          .          6          4          .          0          .          0          0          0:
Old  :        25:        13          9          .          6          4          .          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  :                 39.4       62.7       59.9       78.5       37.5       61.1       56.0       72.8
Old  :                 39.4       62.7       59.9       78.5       37.5       61.1       56.0       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,700,307:   318,731    288,565     69,790     67,642    668,620     15,434     90,205    187,281     52,913     10,870    381,446:    6,091     5,678
Old  : 1,700,307:   318,731    288,565     69,790     67,642    668,620     15,434     90,205    187,281     52,913     10,870    381,446:    6,091     5,678
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    12,944:     7,005       -240       -727     -2,278      3,170     -4,858      3,180      2,587      3,099      2,455      4,134:   -1,465       -64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.7       17.0        4.1        4.0       39.3        0.9        5.3       11.0        3.1        0.6       22.4:      0.4       0.3
Old  :     100.0:      18.7       17.0        4.1        4.0       39.3        0.9        5.3       11.0        3.1        0.6       22.4:      0.4       0.3
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  :       141:        39         40         10         14         23         18         22         31         26          8         28:
Old  :       141:        39         40         10         14         23         18         22         31         26          8         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       34.3       55.5       51.3        6.4        5.0        8.2        7.1
Old  :                 33.4       34.3       55.5       51.3        6.4        5.0        8.2        7.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :    32,366:     6,606      4,295      7,778      1,907      4,095        778      7,400      9,050      1,153      2,866      2,346:      560       408
Old  :    32,366:     6,606      4,295      7,778      1,907      4,095        778      7,400      9,050      1,153      2,866      2,346:      560       408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :     1,061:       449         -1        832        118       -111        240      1,454       -574         78          2        -19:      165       193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.4       13.3       24.0        5.9       12.7        2.4       22.9       28.0        3.6        8.9        7.2:      1.7       1.3
Old  :     100.0:      20.4       13.3       24.0        5.9       12.7        2.4       22.9       28.0        3.6        8.9        7.2:      1.7       1.3
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  :        30:        10          7          .          4          .          .          7          6          .          .          .:
Old  :        30:        10          7          .          4          .          .          7          6          .          .          .:
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  :                 69.1       60.6       88.9       81.0       33.0       31.7       36.7       36.8
Old  :                 69.1       60.6       88.9       81.0       33.0       31.7       36.7       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   119,773:    67,184     60,291     33,928     31,941      9,561          0     10,655      2,861          0          0          0:    6,239     4,464
Old  :   119,773:    67,184     60,291     33,928     31,941      9,561          0     10,655      2,861          0          0          0:    6,239     4,464
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :   -12,250:    -8,853     -7,389     -1,194     -1,270       -930          0       -712       -792          0          0          0:     -481    -1,156
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       50.3       28.3       26.7        8.0        0.0        8.9        2.4        0.0        0.0        0.0:      5.2       3.7
Old  :     100.0:      56.1       50.3       28.3       26.7        8.0        0.0        8.9        2.4        0.0        0.0        0.0:      5.2       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        19         20          6          5          9          0          .          .          0          0          0:
Old  :        38:        19         20          6          5          9          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       37.0       64.4       59.4       41.0       35.2       52.9       53.2
Old  :                 42.2       37.0       64.4       59.4       41.0       35.2       52.9       53.2
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 - Options and Futures Combined, November 2, 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  :    98,262:    53,453     59,422     25,690     20,487     10,675          0      1,165      1,305          0          0          0:    7,139     5,208
Old  :    98,262:    53,453     59,422     25,690     20,487     10,675          0      1,165      1,305          0          0          0:    7,139     5,208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -5,133:    -1,768     -2,477     -2,057     -1,456       -726          0        -78        -18          0          0          0:     -564      -378
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       60.5       26.1       20.8       10.9        0.0        1.2        1.3        0.0        0.0        0.0:      7.3       5.3
Old  :     100.0:      54.4       60.5       26.1       20.8       10.9        0.0        1.2        1.3        0.0        0.0        0.0:      7.3       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          9          4          9          0          .          .          0          0          0:
Old  :        28:        11         10          9          4          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  :                 57.8       54.5       74.5       73.0       50.1       53.8       61.9       69.5
Old  :                 57.8       54.5       74.5       73.0       50.1       53.8       61.9       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   163,681:    84,206     67,515     29,506     61,007     21,858      6,003          0      7,219          0          0          0:   14,889     6,082
Old  :   163,681:    84,206     67,515     29,506     61,007     21,858      6,003          0      7,219          0          0          0:   14,889     6,082
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -7,885:    -9,436     -1,586        887     -3,531     -2,181      1,322          0       -157          0          0          0:    1,680      -430
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.4       41.2       18.0       37.3       13.4        3.7        0.0        4.4        0.0        0.0        0.0:      9.1       3.7
Old  :     100.0:      51.4       41.2       18.0       37.3       13.4        3.7        0.0        4.4        0.0        0.0        0.0:      9.1       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:        20         18          6          8          9          .          0          .          0          0          0:
Old  :        38:        20         18          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  :                 31.5       33.6       53.5       57.1       26.2       26.6       38.2       45.0
Old  :                 31.5       33.6       53.5       57.1       26.2       26.6       38.2       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  : 2,613,514:   811,441    476,883    101,566    792,898    387,415    394,565     32,596    586,521     97,058    100,951    215,568:   19,380    20,682
Old  : 2,613,514:   811,441    476,883    101,566    792,898    387,415    394,565     32,596    586,521     97,058    100,951    215,568:   19,380    20,682
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :   -80,030:   -52,744    -21,298      6,883     -9,304    -16,692     19,517     -7,227    -25,658     -9,391      1,799     -2,936:      991     1,286
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.0       18.2        3.9       30.3       14.8       15.1        1.2       22.4        3.7        3.9        8.2:      0.7       0.8
Old  :     100.0:      31.0       18.2        3.9       30.3       14.8       15.1        1.2       22.4        3.7        3.9        8.2:      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  :       177:        75         65         11         18         27         21         12         34         15         15         26:
Old  :       177:        75         65         11         18         27         21         12         34         15         15         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  :                 26.5       26.8       37.4       41.4       15.8       21.3       21.3       28.2
Old  :                 26.5       26.8       37.4       41.4       15.8       21.3       21.3       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :   916,954:   208,904    262,512    202,059    125,539    252,351     29,345     74,937     81,554     51,241     28,193     88,166:    3,334     3,702
Old  :   916,954:   208,904    262,512    202,059    125,539    252,351     29,345     74,937     81,554     51,241     28,193     88,166:    3,334     3,702
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :  -105,361:   -47,629    -18,249     10,665      5,538    -30,161    -28,668    -13,140     -5,727     18,380    -20,485    -23,374:    1,153       237
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.8       28.6       22.0       13.7       27.5        3.2        8.2        8.9        5.6        3.1        9.6:      0.4       0.4
Old  :     100.0:      22.8       28.6       22.0       13.7       27.5        3.2        8.2        8.9        5.6        3.1        9.6:      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  :        89:        21         18         12          9         18          8         14         17         12         12         21:
Old  :        89:        21         18         12          9         18          8         14         17         12         12         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  :                 29.8       34.3       46.9       51.9       18.8       26.4       29.3       33.3
Old  :                 29.8       34.3       46.9       51.9       18.8       26.4       29.3       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :    28,237:    23,869     17,058        260      8,097      2,120         60          0        500         80          0        126:    1,222       336
Old  :    28,237:    23,869     17,058        260      8,097      2,120         60          0        500         80          0        126:    1,222       336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :       548:       271        335          0        206        -20         60          0          0          0          0          0:      237        27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.5       60.4        0.9       28.7        7.5        0.2        0.0        1.8        0.3        0.0        0.4:      4.3       1.2
Old  :     100.0:      84.5       60.4        0.9       28.7        7.5        0.2        0.0        1.8        0.3        0.0        0.4:      4.3       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  :        46:        29         25          .          7          8          .          0          .          .          0          .:
Old  :        46:        29         25          .          7          8          .          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  :                 35.7       43.2       55.0       64.9       23.3       36.1       37.2       49.3
Old  :                 35.7       43.2       55.0       64.9       23.3       36.1       37.2       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :    15,268:    14,071      7,092        235      7,332        223          0          0          0        475          0          0:      264       621
Old  :    15,268:    14,071      7,092        235      7,332        223          0          0          0        475          0          0:      264       621
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :       214:        96        658        -45       -542        103          0          0          0         15          0        -15:       60        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       46.5        1.5       48.0        1.5        0.0        0.0        0.0        3.1        0.0        0.0:      1.7       4.1
Old  :     100.0:      92.2       46.5        1.5       48.0        1.5        0.0        0.0        0.0        3.1        0.0        0.0:      1.7       4.1
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  :        23:        14          9          .          4          .          0          0          0          .          0          0:
Old  :        23:        14          9          .          4          .          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  :                 63.6       62.9       84.8       88.8       55.8       59.5       76.2       79.1
Old  :                 63.6       62.9       84.8       88.8       55.8       59.5       76.2       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :     9,236:     7,298      5,593        110      1,475      1,186          0          0          0          0          0          0:      642       982
Old  :     9,236:     7,298      5,593        110      1,475      1,186          0          0          0          0          0          0:      642       982
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :    -1,008:      -502       -918        -35        273       -508          0          0          0          0          0          0:       37       145
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.0       60.6        1.2       16.0       12.8        0.0        0.0        0.0        0.0        0.0        0.0:      7.0      10.6
Old  :     100.0:      79.0       60.6        1.2       16.0       12.8        0.0        0.0        0.0        0.0        0.0        0.0:      7.0      10.6
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  :        27:        19         12          .          6          6          0          0          0          0          0          0:
Old  :        27:        19         12          .          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  :                 62.5       49.5       75.3       70.1       59.8       37.9       65.0       53.1
Old  :                 62.5       49.5       75.3       70.1       59.8       37.9       65.0       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 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  :    10,058:     8,938      6,812        531      2,336        243          0          0          0          0          0          0:      346       667
Old  :    10,058:     8,938      6,812        531      2,336        243          0          0          0          0          0          0:      346       667
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 26, 2010                                                                 :
     :      -585:      -419       -277        -64       -205        -18          0          0          0          0          0          0:      -84       -85
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.9       67.7        5.3       23.2        2.4        0.0        0.0        0.0        0.0        0.0        0.0:      3.4       6.6
Old  :     100.0:      88.9       67.7        5.3       23.2        2.4        0.0        0.0        0.0        0.0        0.0        0.0:      3.4       6.6
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:        16         16          .          4          4          0          0          0          0          0          0:
Old  :        26:        16         16          .          4          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  :                 61.1       61.5       79.6       77.8       58.2       59.8       71.8       75.0
Old  :                 61.1       61.5       79.6       77.8       58.2       59.8       71.8       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 5, 2010