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

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Updated November 15, 2010