U.S. COMMODITY FUTURES TRADING COMMISSION

Division of

Market Oversight

Large Trader Reporting for Physical Commodity Swaps:

Division of Market Oversight Guidebook for Part 20 Reports

Appendices F through U: FpML and FIXML Schema Examples

AS OF 6/22/2015

ALL PRIOR VERSIONS ARE OBSOLETE
Table of Contents (Continued):

VII. Appendices

Appendix F: FpML Schema Example – Data Records 1-27

Appendix G: FpML Schema Example – Data Records 28-52

Appendix H: FpML Schema Example – Data Records 53-70

Appendix I: FpML Schema Example – Data Records 71-78

Appendix J: FpML Schema Example – Data Records 79-102

Appendix K: FpML Schema Example – Data Records 103-106

Appendix L: FpML Schema Example – Data Records 107-110

Appendix M: FpML Schema Example – Data Records 111-112 and 113-120

Appendix N: FIXML Schema Example – Data Records 1-27

Appendix O: FIXML Schema Example – Data Records 28-52

Appendix P: FIXML Schema Example – Data Records 53-70

Appendix Q: FIXML Schema Example – Data Records 71-78

Appendix R: FIXML Schema Example – Data Records 79-102

Appendix S: FIXML Schema Example – Data Records 103-106

Appendix T: FIXML Schema Example – Data Records 107-110

Appendix U: FIXML Schema Example – Data Records 111-112 and 113-120
Appendix F: FpML Schema Example – Data Records 1-27

<?xml version="1.0" encoding="utf-8"?>

<!--View is reporting-->

<!--Version is 5-3-->

<!--NS is http://www.fpml.org/FpML-5/reporting-->

<!--Exposure report for large trader reporting to CFTC example based on the CFTC's Guidebook to Part 20 reports Swaps A, B, C, D, E, F, G, H, I, J, K (Data Records 1-

27) for 2012-05-07-->

<exposureReport xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpmlannotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/reporting fpml-reporting-5-3.xsd" fpmlVersion="5-0"

actualBuild="1" expectedBuild="2">

<header>

<messageId messageIdScheme="http://www.sd1.com/report_id">111</messageId>

<!--Reporting Entity-->

<sentBy>SD1</sentBy>

<sendTo>CFTC</sendTo>

<creationTimestamp>2011-09-02T06:10:00Z</creationTimestamp>

</header>

<!--Reporting Entity-->

<onBehalfOf>

<partyReference href="dealer1"/>

</onBehalfOf>

<!-- all quotes are for the given reporting day and time is the end of the reporting day, unless indicated in the quote -->

<asOfDate>2010-09-01</asOfDate>

<asOfTime>20:08:10-05:00</asOfTime>

<!--Principal-->

<reportContents>

<partyReference href="dealer1"/>

</reportContents>

<quotationCharacteristics>

<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>

</quotationCharacteristics>

<!-- Data record #1 -->

<exposure>

<!--Is this exposure cleared-->

<cleared>false</cleared>

<!--Is this exposure for the Principal or Counterparty-->

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<!--In which commodity is the exposure-->

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<!--Futures equivalent month-->

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<!--List exposures-->

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>26040000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #2 -->

<exposure>

<!--List all parties related to this exposure and their role-->

<!--Counterparty-->

<relatedParty>

<partyReference href="cp1"/>
<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>50.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>6510000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #3 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp2"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>150.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>19530000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #4 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>
</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-10</futuresEquivalentMonth>

<quote>

<value>350.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>45570000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #5 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>350.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>44100000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #6 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>

<quote>

<value>350.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>42630000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>
<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #7 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp3"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-10</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>350.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>45570000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #8 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp3"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>350.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>44100000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #9 -->

<exposure>
<!--Counterparty-->

<relatedParty>

<partyReference href="cp3"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>350.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>42630000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #10 -->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg1"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_04</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>100.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>12600000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #11 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp4"/>

<role>Counterparty</role>
</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg1"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_04</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>100.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>12600000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #12 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>100.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>9000000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #13 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>
<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>

<quote>

<value>125.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>5550000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #14 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp5"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>125.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>5625000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #15 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp5"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>
<quote>

<value>125.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>5550000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #16 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp6"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>75.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3375000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #17 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp1"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>100.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>
<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #18 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productType>Standard</productType>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2011-09-14</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>100.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>90.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #19 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp7"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="prin_cpty_indicator">Counterparty</category>

<productType>Standard</productType>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2011-09-14</expirationDate>

<quote>
<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>100.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>90.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #20 -->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>46.6667</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3266900.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #21 -->

<exposure>

<!--Clearing Org-->

<relatedParty>
<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>200.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #22 -->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>53.3333</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>ShortNotionalPosition</measureType>
</quote>

</exposure>

<!-- Data record #23 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp8"/>

<role>Counterparty</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>46.6667</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3266900.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #24 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp8"/>

<role>Counterparty</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>
<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #25 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp8"/>

<role>Counterparty</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>53.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #26 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-LOUISIANNA (HENRY HUB)-GAS 

DAILY</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>
<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>100.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #27 -->

<exposure>

<relatedParty>

<partyReference href="cp2"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-LOUISIANNA (HENRY HUB)-GAS 

DAILY</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>100.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--SD1-->

<party id="dealer1">

<partyId>CP_00</partyId>

<partyName>SD1</partyName>

</party>

<!--CO_01-->

<party id="cp1">

<partyId>CP_O1</partyId>

<partyName>Energy Firm 1</partyName>

</party>

<!--CO_02-->

<party id="cp2">

<partyId>CP_O2</partyId>

<partyName>Energy Firm 2</partyName>

</party>

<!--CO_03-->

<party id="cp3">

<partyId>CP_O3</partyId>

<partyName>Energy Firm 3</partyName>

</party>

<!--CO_04-->

<party id="cp4">
<partyId>CP_O4</partyId>

<partyName>ABC Clearing</partyName>

</party>

<!--CCO_ID_O1-->

<party id="clearorg1">

<!--Replaced "CCO_ID_O1" with CME to support validation rules-->

<partyId>CME</partyId>

<!--Replaced "ABC Clearing" with CME to support validation rules-->

<partyName>CME</partyName>

</party>

<!--CO_05-->

<party id="cp5">

<partyId>CP_O5</partyId>

<partyName>XYZ Firm</partyName>

</party>

<!--CO_06-->

<party id="cp6">

<partyId>CP_O6</partyId>

<partyName>WVU Firm</partyName>

</party>

<!--CP_07-->

<party id="cp7">

<partyId>CP_O7</partyId>

<partyName>Energy Firm 1</partyName>

</party>

<!--CO_08-->

<party id="cp8">

<partyId>CP_O8</partyId>

<partyName>CM1</partyName>

</party>

<!--CCO_ID_O2-->

<party id="clearorg2">

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<partyId>ICUS</partyId>

<!--Replaced "CCO2" with ICUS to support validation rules-->

<partyName>ICUS</partyName>

</party>

<!--EF1-->

<party id="ex2">

<partyId>EX2</partyId>

<partyName>EX2</partyName>

</party>

</exposureReport>
Appendix G: FpML Schema Example – Data Records 28-52

<?xml version="1.0" encoding="utf-8"?>

<!--View is reporting-->

<!--Version is 5-3-->

<!--NS is http://www.fpml.org/FpML-5/reporting-->

<!--Exposure report for large trader reporting to CFTC example based on the CFTC's Guidebook to Part 20 reports Swaps A, B, C, D, E, F, G, H, I, J (Data Records 28-

52) for 2012-05-07-->

<exposureReport xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpmlannotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/reporting fpml-reporting-5-3.xsd" fpmlVersion="5-0"

actualBuild="1" expectedBuild="2">

<header>

<messageId messageIdScheme="http://www.sd1.com/report_id">112</messageId>

<!--Reporting Entity -->

<sentBy>SD1</sentBy>

<sendTo>CFTC</sendTo>

<creationTimestamp>2011-09-03T06:10:00Z</creationTimestamp>

</header>

<!--Reporting Entity -->

<onBehalfOf>

<partyReference href="dealer1"/>

</onBehalfOf>

<!-- all quotes are for the given reporting day and time is the end of the reporting day, unless indicated in the quote -->

<asOfDate>2010-09-02</asOfDate>

<asOfTime>17:00:00-05:00</asOfTime>

<reportContents>

<!--Principal -->

<partyReference href="dealer1"/>

</reportContents>

<quotationCharacteristics>

<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>

</quotationCharacteristics>

<!-- Data record #28 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>26040000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #29 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp1"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>50.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>6510000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #30 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp2"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>150.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>19530000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #31 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-10</futuresEquivalentMonth>

<quote>

<value>350.0000</value>

<measureType>LongSwapPosition</measureType>
</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>45570000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #32 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>350.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>44100000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #33 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>

<quote>

<value>350.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>42630000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #34 -->

<exposure>
<!--Counterparty-->

<relatedParty>

<partyReference href="cp3"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-10</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>350.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>45570000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #35 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp3"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>350.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>44100000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #36 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp3"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>
<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>350.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>42630000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #37 -->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg1"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_04</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>100.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>12600000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #38 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp4"/>

<role>Counterparty</role>

</relatedParty>
<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg1"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_04</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS 

U.S.</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>100.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>12600000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #39 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>100.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>9000000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #40 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>

<quote>

<value>125.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>5550000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #41 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp5"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>125.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>5625000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #42 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp5"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-12</futuresEquivalentMonth>
<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>125.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>5550000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #43 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp6"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>75.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3375000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #44 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp1"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>100.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>
<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #45 -->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productType>Standard</productType>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2011-09-14</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>100.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>90.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #46 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp7"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productType>Standard</productType> <underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>
<optionType>Call</optionType>

<expirationDate>2011-09-14</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>100.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>90.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>4500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #47 -->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>43.3333</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3266900.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #48 -->
<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>200.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #49 -->

<exposure>

<!--Clearing Organization-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>53.3333</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>
<quote>

<value>3999750.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #50 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp8"/>

<role>Counterparty</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>43.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3266900.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #51 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp8"/>

<role>Counterparty</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>
</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!-- Data record #52 -->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp8"/>

<role>Counterparty</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>53.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--SD1-->

<party id="dealer1">

<partyId>CP_00</partyId>

<partyName>SD1</partyName>

</party>

<!--CO_01-->

<party id="cp1">

<partyId>CP_O1</partyId>
<partyName>Energy Firm 1</partyName>

</party>

<!--CO_02-->

<party id="cp2">

<partyId>CP_O2</partyId>

<partyName>Energy Firm 2</partyName>

</party>

<!--CO_03-->

<party id="cp3">

<partyId>CP_O3</partyId>

<partyName>Energy Firm 3</partyName>

</party>

<!--CO_04-->

<party id="cp4">

<partyId>CP_O4</partyId>

<partyName>ABC Clearing</partyName>

</party>

<!--CCO_ID_O1-->

<party id="clearorg1">

<!--Replaced "CCO_ID_O1" with CME to support validation rules-->

<partyId>CME</partyId>

<!--Replaced "ABC Clearing" with CME to support validation rules-->

<partyName>CME</partyName>

</party>

<!--CO_05-->

<party id="cp5">

<partyId>CP_O5</partyId>

<partyName>XYZ Firm</partyName>

</party>

<!--CO_06-->

<party id="cp6">

<partyId>CP_O6</partyId>

<partyName>WVU Firm</partyName>

</party>

<!--CP_07-->

<party id="cp7">

<partyId>CP_O7</partyId>

<partyName>Energy Firm 1</partyName>

</party>

<!--CO_08-->

<party id="cp8">

<partyId>CP_O8</partyId>

<partyName>CM1</partyName>

</party>

<!--CCO_ID_O2-->

<party id="clearorg2">

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<partyId>ICUS</partyId>

<!--Replaced "CCO2" with ICUS to support validation rules-->

<partyName>ICUS</partyName>

</party>

<!--EF1-->

<party id="ex2">

<partyId>EX2</partyId>

<partyName>EX2</partyName>

</party>

</exposureReport>
Appendix H: FpML Schema Example – Data Records 53-70

<?xml version="1.0" encoding="utf-8"?>

<!--View is reporting-->

<!--Version is 5-3-->

<!--NS is http://www.fpml.org/FpML-5/reporting-->

<!--Exposure report for large trader reporting to CFTC example based on the CFTC's Guidebook to Part 20 reports Swaps J ( Data Rcds 53-70) for 2012-05-07-->

<exposureReport xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpmlannotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/reporting fpml-reporting-5-3.xsd" fpmlVersion="5-0"

actualBuild="1" expectedBuild="2">

<header>

<!--Reporting Entity Message ID-->

<messageId messageIdScheme="http://www.sd1.com/report_id">113</messageId>

<!--Reporting Entity -->

<sentBy>CM1</sentBy>

<sendTo>CFTC</sendTo>

<creationTimestamp>2011-09-02T06:10:00Z</creationTimestamp>

</header>

<!--Reporting Entity -->

<onBehalfOf>

<partyReference href="cm1"/>

</onBehalfOf>

<!-- all quotes are for the given reporting day and time is the end of the reporting day, unless indicated in the quote -->

<asOfDate>2010-09-01</asOfDate>

<asOfTime>17:00:00-05:00</asOfTime>

<reportContents>

<partyReference href="cm1"/>

</reportContents>

<quotationCharacteristics>

<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>

</quotationCharacteristics>

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Does exposure result from cleared swaps?-->

<cleared>true</cleared>

<!--Exposure attribution-->

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<!--Exposure cleared product ID-->

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<!--Exposure equivalent commodity information-->

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<!--Nature of exposure-->

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<!--Futures equivalent month of exposure-->

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<!--Exposure values, positions, units, currency, etc.-->

<quote>

<value>46.6667</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>46.6667</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3266900.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>
<value>3266900.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 54-->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>200.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 55-->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>53.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>53.3333</value>

<measureType>ShortSwapPosition</measureType>
</quote>

<quote>

<value>3999750.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 56-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>46.6667</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3266900.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 57-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>
<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>200.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 58-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>53.3333</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 59-->

<exposure>

<!--Customer-->
<relatedParty>

<partyReference href="cp10"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>46.6667</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3266900.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 60-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="cp10"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>
<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 61-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="cp10"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>53.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 62-->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>
<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>43.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>43.3333</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3033100.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3033100.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 63-->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>200.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 64-->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>
<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>53.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>53.3333</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 65-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>43.3333</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3033100.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>
</exposure>

<!--Data record 66-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>200.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 67-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>
<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>53.3333</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 68-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="cp10"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>43.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3033100.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 69-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="cp10"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>
<!--Exposure Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>200.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>14500000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 70-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="cp10"/>

<role>Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">CPID_08</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">SOYBEANS-CBOT</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CBT S</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<quote>

<value>53.3333</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>3999750.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>
<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--CM_00-->

<party id="cm1">

<partyId>CM_00</partyId>

<partyName>CM1</partyName>

</party>

<!--CO_10-->

<party id="cp10">

<partyId>CP_10</partyId>

<partyName>CP_10</partyName>

</party>

<!--CCO_ID_O2-->

<party id="clearorg2">

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<partyId>ICUS</partyId>

<!--Replaced "CCO2" with ICUS to support validation rules-->

<partyName>ICUS</partyName>

</party>

<!--SD1-->

<party id="dealer1">

<partyId>SD1</partyId>

<partyName>CP_AB</partyName>

</party>

<!--EF1-->

<party id="ex2">

<partyId>EX2</partyId>

<partyName>EX2</partyName>

</party>

</exposureReport>
Appendix I: FpML Schema Example – Data Records 71-78

<?xml version="1.0" encoding="utf-8"?>

<!--View is reporting-->

<!--Version is 5-3-->

<!--NS is http://www.fpml.org/FpML-5/reporting-->

<!--Exposure report for large trader reporting to CFTC example based on the CFTC's Guidebook to Part 20 reports Swap L (Data Records 71-78) for 2012-05-07-->

<exposureReport xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpmlannotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/reporting fpml-reporting-5-3.xsd" fpmlVersion="5-0"

actualBuild="1" expectedBuild="2">

<header>

<!--Reporting Entity Message ID-->

<messageId messageIdScheme="http://www.sd1.com/report_id">114</messageId>

<!--Reporting Entity-->

<sentBy>EF2</sentBy>

<sendTo>CFTC</sendTo>

<creationTimestamp>2011-09-28T10:10:00Z</creationTimestamp>

</header>

<!--Reporting Entity-->

<onBehalfOf>

<partyReference href="cp33"/>

</onBehalfOf>

<!-- all quotes are for the given reporting day and time is the end of the reporting day unless indicated in the quote -->

<asOfDate>2011-09-27</asOfDate>

<asOfTime>17:00:00-05:00</asOfTime>

<reportContents>

<partyReference href="cp33"/>

</reportContents>

<quotationCharacteristics>

<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>

</quotationCharacteristics>

<!--Data record 71-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">GOLD-COMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CMX GC</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-12</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>579.3743</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 72-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">GOLD-COMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CMX GC</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2013-12</futuresEquivalentMonth>

<quote>
<value>559.9104</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 73-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<relatedAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">EURODOLLARS-CME</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">OTHER</commodityBase>

</commodity>

</relatedAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<priceReferenceMonth>2012-12</priceReferenceMonth>

<quote>

<value>100000000.00</value>

<measureType>LongSwapPosition</measureType>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 74-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<relatedAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">EURODOLLARS-CME</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">OTHER</commodityBase>

</commodity>

</relatedAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<priceReferenceMonth>2013-12</priceReferenceMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>ShortSwapPosition</measureType>

<currency>USD</currency>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>ShortNotionalPosition</measureType>
</quote>

</exposure>

<!--Data record 75-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp45"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">GOLD-COMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CMX GC</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-12</futuresEquivalentMonth>

<quote>

<value>579.3743</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 76-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp45"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">GOLD-COMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">CMX GC</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2013-12</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>559.9104</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 77-->

<exposure>

<!--Counterparty-->

<relatedParty>
<partyReference href="cp45"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<relatedAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">EURODOLLARS-CME</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">OTHER</commodityBase>

</commodity>

</relatedAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<priceReferenceMonth>2012-12</priceReferenceMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>ShortSwapPosition</measureType>

<currency>USD</currency>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 78-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp45"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<relatedAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">EURODOLLARS-CME</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">OTHER</commodityBase>

</commodity>

</relatedAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<priceReferenceMonth>2013-12</priceReferenceMonth>

<quote>

<value>100000000.00</value>

<measureType>LongSwapPosition</measureType>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>100000000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--CP_33-->

<party id="cp33">

<partyId>CP_33</partyId>

<partyName>EF2</partyName>

</party>

<!--CP_45-->

<party id="cp45">

<partyId>CP_45</partyId>
<partyName>BF1</partyName>

</party>

</exposureReport>
Appendix J: FpML Schema Example – Data Records 79-102

<?xml version="1.0" encoding="utf-8"?>

<!--View is reporting-->

<!--Version is 5-3-->

<!--NS is http://www.fpml.org/FpML-5/reporting-->

<!--Exposure report for large trader reporting to CFTC example based on the CFTC's Guidebook to Part 20 reports Swap M (Data Records 79-102) for 2012-05-07-->

<exposureReport xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpmlannotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/reporting fpml-reporting-5-3.xsd" fpmlVersion="5-0"

actualBuild="1" expectedBuild="2">

<header>

<messageId messageIdScheme="http://www.sd1.com/report_id">111</messageId>

<!--Reporting Entity-->

<sentBy>EF1</sentBy>

<sendTo>CFTC</sendTo>

<creationTimestamp>2011-09-02T06:10:00Z</creationTimestamp>

</header>

<!--Reporting Entity-->

<onBehalfOf>

<partyReference href="cp51"/>

</onBehalfOf>

<!-- all quotes are for the given reporting day and time is the end of the reporting day unless indicated in the quote -->

<asOfDate>2010-09-01</asOfDate>

<asOfTime>17:00:10-05:00</asOfTime>

<reportContents>

<partyReference href="cp51"/>

</reportContents>

<quotationCharacteristics>

<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>

</quotationCharacteristics>

<!--Data record 79-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2011-12-28</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>
</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 80-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-02</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-01-27</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 81-->

<exposure>

<!--Execution Facility-->
<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-03</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-02-27</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 82-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>
</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-04</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-03-28</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 83-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-05</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-04-26</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>
<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 84-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-06</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-05-29</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>
<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 85-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-07</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-06-27</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 86-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>
<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-08</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-07-27</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

 <quote>

<value>10.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 87-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-09</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-08-26</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>
</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 88-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-10</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-09-26</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>
<quote>

<value>425000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 89-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-11</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-10-29</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 90-->

<exposure>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->
<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-12</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-11-28</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 91-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>
</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-01</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2011-12-28</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 92-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-02</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-01-27</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>
<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 93-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-03</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-02-27</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>
<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 94-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-04</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-03-28</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>
</exposure>

<!--Data record 95-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-05</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-04-26</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 96-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>
</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-06</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-05-29</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>20.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>900000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 97-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-07</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-06-27</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 98-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-08</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-07-27</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>
<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 99-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-09</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-08-26</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>
<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 100-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-10</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-09-26</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>425000.00</value>
<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 101-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-11</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-10-29</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 102-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="dealer1"/>

<role>Customer</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>
<partyReference href="ex2"/>

<role>ExecutionFacility</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg2"/>

<role>ClearingOrganization</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productType>Standard</productType>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg1">QHH</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">Other</exposureType>

<futuresEquivalentMonth>2012-12</futuresEquivalentMonth>

<optionType>Call</optionType>

<expirationDate>2012-11-28</expirationDate>

<quote>

<value>4.50</value>

<measureType>StrikePrice</measureType>

<quoteUnits>MMBTU</quoteUnits>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>NonDeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>25.0000</value>

<measureType>NonDeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>DeltaAdjustedLongSwaptionPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>DeltaAdjustedShortSwaptionPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>425000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--SD1-->

<party id="dealer1">

<partyId>CP_00</partyId>

<partyName>SD1</partyName>

</party>

<!--CP_51-->

<party id="cp51">

<partyId>EF1</partyId>

<partyName>Energy Firm 1</partyName>

</party>

<!--CCO_ID_O2-->

<party id="clearorg2">

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<partyId>ICUS</partyId>

<!--Replaced "CCO2" with ICUS to support validation rules-->

<partyName>ICUS</partyName>

</party>

<!--SEF2-->

<party id="ex2">

<partyId>SEF2</partyId>

<partyName>SEF2</partyName>
</party>

</exposureReport>
Appendix K: FpML Schema Example – Data Records 103-106

<?xml version="1.0" encoding="utf-8"?>

<!--View is reporting-->

<!--Version is 5-3-->

<!--NS is http://www.fpml.org/FpML-5/reporting-->

<!--Exposure report for large trader reporting to CFTC example based on the CFTC's Guidebook to Part 20 reports Swap N (Data Records 103-106) for 2012-05-07-->

<exposureReport xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpmlannotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/reporting fpml-reporting-5-3.xsd" fpmlVersion="5-0"

actualBuild="1" expectedBuild="2">

<header>

<messageId messageIdScheme="http://www.sd1.com/report_id">115</messageId>

<!--Reporting Entity-->

<sentBy>SD3</sentBy>

<sendTo>CFTC</sendTo>

<creationTimestamp>2011-09-02T06:10:00Z</creationTimestamp>

</header>

<!--Reporting Entity-->

<onBehalfOf>

<partyReference href="dealer3"/>

</onBehalfOf>

<!-- all quotes are for the given reporting day and time is the end of the reporting day unless indicated in the quote -->

<asOfDate>2010-09-01</asOfDate>

<asOfTime>17:00:10-05:00</asOfTime>

<reportContents>

<partyReference href="cp10"/>

</reportContents>

<quotationCharacteristics>

<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>

</quotationCharacteristics>

<!--Data record 103-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS U.S. 

</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>1302000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 104-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<relatedAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">JET FUEL-NEW YORK (BARGE)-PLATTS U.S. 

</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">OTHER</commodityBase>

</commodity>

</relatedAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<priceReferenceMonth>2011-09</priceReferenceMonth>
<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

<quoteUnits>GAL</quoteUnits>

</quote>

<quote>

<value>100000.0000</value>

<measureType>ShortSwapPosition</measureType>

<quoteUnits>GAL</quoteUnits>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>330000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 105-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp13"/>

<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK (BARGE)-PLATTS U.S. 

</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>10.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>1302000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 106-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp13"/>

<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<relatedAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">JET FUEL-NEW YORK (BARGE)-PLATTS U.S. 

</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">OTHER</commodityBase>

</commodity>

</relatedAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<priceReferenceMonth>2011-09</priceReferenceMonth>

<quote>

<value>100000.0000</value>
<measureType>LongSwapPosition</measureType>

<quoteUnits>GAL</quoteUnits>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

<quoteUnits>GAL</quoteUnits>

</quote>

<quote>

<value>330000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--SD3-->

<party id="dealer3">

<partyId>CP_10</partyId>

<partyName>SD3</partyName>

</party>

<!--CP_10-->

<party id="cp10">

<partyId>CP_10</partyId>

<partyName>SD3</partyName>

</party>

<!--ICEU-->

<party id="cp13">

<partyId>CP_13</partyId>

<partyName>AIRLINE1</partyName>

</party>

</exposureReport>
Appendix L: FpML Schema Example – Data Records 107-110

<?xml version="1.0" encoding="utf-8"?>

<!--View is reporting-->

<!--Version is 5-3-->

<!--NS is http://www.fpml.org/FpML-5/reporting-->

<!--Exposure report for large trader reporting to CFTC example based on the CFTC's Guidebook to Part 20 reports Swap O (Data Records 107-110) for 2012-07-07-->

<exposureReport xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpmlannotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/reporting fpml-reporting-5-3.xsd" fpmlVersion="5-0"

actualBuild="1" expectedBuild="2">

<header>

<messageId messageIdScheme="http://www.sd1.com/report_id">116</messageId>

<!--Reporting Entity-->

<sentBy>CM1</sentBy>

<sendTo>CFTC</sendTo>

<creationTimestamp>2011-08-18T06:10:00Z</creationTimestamp>

</header>

<!--Reporting Entity-->

<onBehalfOf>

<partyReference href="cm00"/>

</onBehalfOf>

<!-- all quotes are for the given reporting day and time is the end of the reporting day unless indicated in the quote -->

<asOfDate>2010-08-17</asOfDate>

<asOfTime>17:00:10-05:00</asOfTime>

<reportContents>

<partyReference href="cm00"/>

</reportContents>

<quotationCharacteristics>

<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>

</quotationCharacteristics>

<!--Data record 107-->

<exposure>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg3"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex3"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg3">HXS</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">TwoComponentLocationalBasis</exposureType>

<futuresEquivalentMonth>2011-10</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>350000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 108-->

<exposure>

<!--Clearing Org-->
<relatedParty>

<partyReference href="clearorg3"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex3"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Agent</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg3">HXS</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-E. TEXAS (HOUSTON SHIP CHANNEL)-

INSIDE FERC </instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">TwoComponentLocationalBasis</exposureType>

<priceReferenceMonth>2011-10</priceReferenceMonth>

<quote>

<value>10.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

<quote>

<value>360000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 109-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="cp50"/>

<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg3"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex3"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg3">HXS</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">TwoComponentLocationalBasis</exposureType>

<futuresEquivalentMonth>2011-10</futuresEquivalentMonth>

<quote>

<value>10.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>
<quote>

<value>350000.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 110-->

<exposure>

<!--Customer-->

<relatedParty>

<partyReference href="cp50"/>

<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">Customer</role>

</relatedParty>

<!--Clearing Org-->

<relatedParty>

<partyReference href="clearorg3"/>

<role>ClearingOrganization</role>

</relatedParty>

<!--Execution Facility-->

<relatedParty>

<partyReference href="ex3"/>

<role>ExecutionFacility</role>

</relatedParty>

<cleared>true</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Customer</category>

<productId productIdScheme="http://www.fpml.org/coding-scheme-external/product-id-clearorg3">HXS</productId>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NATURAL GAS-E. TEXAS (HOUSTON SHIP CHANNEL)-

INSIDE FERC </instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">TwoComponentLocationalBasis</exposureType>

<priceReferenceMonth>2011-10</priceReferenceMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>10.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>360000.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--CM1-->

<party id="cm00">

<partyId>CM_00</partyId>

<partyName>CM1</partyName>

</party>

<!--CP_50-->

<party id="cp50">

<partyId>CP_50</partyId>

<partyName>Gas Company Inc</partyName>

</party>

<!--ICE-->

<party id="ex3">

<partyId>ICE</partyId>

<partyName>ICE</partyName>

</party>

<!--ICEU-->

<party id="clearorg3">

<partyId>ICEU</partyId>

<partyName>ICEU</partyName>
</party>

</exposureReport>
Appendix M: FpML Schema Example – Data Records 111-112 and 113-120

<?xml version="1.0" encoding="utf-8"?>

<!--View is reporting-->

<!--Version is 5-3-->

<!--NS is http://www.fpml.org/FpML-5/reporting-->

<!--Exposure report for large trader reporting to CFTC example based on the CFTC's Guidebook to Part 20 reports Swap P (Data Records 111-120) for 2012-05-07-->

<exposureReport xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpmlannotation="http://www.fpml.org/annotation" xmlns:view="http://www.fpml.org/views" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/reporting fpml-reporting-5-3.xsd" fpmlVersion="5-0"

actualBuild="1" expectedBuild="2">

<header>

<messageId messageIdScheme="http://www.sd1.com/report_id">117</messageId>

<!--Reporting Entity-->

<sentBy>SD5</sentBy>

<sendTo>CFTC</sendTo>

<creationTimestamp>2011-09-22T06:10:00Z</creationTimestamp>

</header>

<!--Reporting Entity-->

<onBehalfOf>

<partyReference href="sd05"/>

</onBehalfOf>

<!-- all quotes are for the given reporting day and time is the end of the reporting day unless indicated in the quote -->

<asOfDate>2010-09-20</asOfDate>

<asOfTime>17:00:10-05:00</asOfTime>

<reportContents>

<partyReference href="cp60"/>

</reportContents>

<quotationCharacteristics>

<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>

</quotationCharacteristics>

<!--Data record 111-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">DJUBENTR</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">Index</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-09</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

<currency>USD</currency>

</quote>

<quote>

<value>230267.8373</value>

<measureType>ShortSwapPosition</measureType>

<currency>USD</currency>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>230267.84</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 112-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp61"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">DJUBENTR</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">Index</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<priceReferenceMonth>2011-09</priceReferenceMonth>

<quote>

<value>230267.8373</value>

<measureType>LongSwapPosition</measureType>

<currency>USD</currency>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

<currency>USD</currency>

</quote>

<quote>

<value>230267.84</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 113-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>1.6329</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>66133.32</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 114-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.2937</value>

<measureType>ShortSwapPosition</measureType>

</quote>
<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>43181.70</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 115-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">GASOLINE-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX RB</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.3147</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>46927.05</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 116-->

<exposure>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Principal</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">OIL-WTI-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX CL</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.0000</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.9253</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>74025.77</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 117-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp61"/>

<role>Counterparty</role>

</relatedParty>
<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">NYMEX Natural Gas</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX NG</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>1.6329</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>66133.32</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 118-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp61"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">HEATING OIL-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX HO</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.2937</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>43181.70</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 119-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp61"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">GASOLINE-NEW YORK-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX RB</commodityBase>
</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.3147</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>46927.05</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--Data record 120-->

<exposure>

<!--Counterparty-->

<relatedParty>

<partyReference href="cp61"/>

<role>Counterparty</role>

</relatedParty>

<cleared>false</cleared>

<category categoryScheme="http://www.fpml.org/coding-scheme/org-type-category">Counterparty</category>

<underlyingAsset>

<commodity>

<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price">OIL-WTI-NYMEX</instrumentId>

<commodityBase commodityBaseScheme="http://www.fpml.org/coding-scheme/commodity-code">NYMEX CL</commodityBase>

</commodity>

</underlyingAsset>

<exposureType exposureTypeScheme="http://www.fpml.org/coding-scheme/exposure-type">IndexOrBasket</exposureType>

<futuresEquivalentMonth>2011-11</futuresEquivalentMonth>

<quote>

<value>0.9253</value>

<measureType>LongSwapPosition</measureType>

</quote>

<quote>

<value>0.0000</value>

<measureType>ShortSwapPosition</measureType>

</quote>

<quote>

<value>74025.77</value>

<measureType>LongNotionalPosition</measureType>

</quote>

<quote>

<value>0.00</value>

<measureType>ShortNotionalPosition</measureType>

</quote>

</exposure>

<!--SD5-->

<party id="sd05">

<partyId>CP_ZZ</partyId>

<partyName>SD5</partyName>

</party>

<!--CP_ZZ-->

<party id="cp60">

<partyId>CP_ZZ</partyId>

<partyName>SD5</partyName>

</party>

<!--CP_AB-->

<party id="cp61">

<partyId>CP_AB</partyId>

<partyName>PENSION FUND</partyName>

</party>

</exposureReport>
Appendix N: FIXML Schema Example – Data Records 1-27

<?xml version="1.0" encoding="UTF-8"?>

<FIXML xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2 fixml-main-5-0-SP2.xsd" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" v="FIX.5.0SP2" r="String" xv="0" cv="String" xr="String" s="2010-11-16">

<Batch>

<!-- Data record #1 -->

<PosRpt RptID="0001" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="26040000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #2 -->

<PosRpt RptID="0002" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O1" Src="D" R="7">

<Sub ID="Energy Firm 1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="50.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="6510000.00"/>

</PosRpt>

<!-- Data record #3 -->

<PosRpt RptID="0003" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O2" Src="D" R="7">

<Sub ID="Energy Firm 2" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="150.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="19530000.00"/>

</PosRpt>

<!-- Data record #4 -->

<PosRpt RptID="0004" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">
<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201110">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="350.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="45570000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #5 -->

<PosRpt RptID="0005" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="350.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="44100000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #6 -->

<PosRpt RptID="0006" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201112">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="350.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="42630000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #7 -->

<PosRpt RptID="0007" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O3" Src="D" R="7">

<Sub ID="Energy Firm 3" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201110">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="350.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="45570000.00"/>

</PosRpt>

<!-- Data record #8 -->

<PosRpt RptID="0008" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">
<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O3" Src="D" R="7">

<Sub ID="Energy Firm 3" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="350.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="44100000.00"/>

</PosRpt>

<!-- Data record #9 -->

<PosRpt RptID="0009" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O3" Src="D" R="7">

<Sub ID="Energy Firm 3" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201112">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="350.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="42630000.00"/>

</PosRpt>

<!-- Data record #10 -->

<PosRpt RptID="0010" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O1" with CME to support validation rules-->

<Pty ID="CME" Src="M" R="21">

<!--Replaced "ABC Clearing" with CME to support validation rules-->

<Sub ID="CME" Typ="5"/>

</Pty>

<Instrmt ID="CPID_04" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="100.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="12600000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #11 -->

<PosRpt RptID="0011" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O4" Src="D" R="7">

<Sub ID="Energy Firm 4" Typ="5"/>

</Pty>
<!--Clearing Org-->

<!--Replaced "CCO_ID_O1" with CME to support validation rules-->

<Pty ID="CME" Src="M" R="21">

<!--Replaced "ABC Clearing" with CME to support validation rules-->

<Sub ID="CME" Typ="5"/>

</Pty>

<Instrmt ID="CPID_04" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="100.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="12600000.00"/>

</PosRpt>

<!-- Data record #12 -->

<PosRpt RptID="0012" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="100.0000"/>

<Amt Typ="LSNV" Amt="9000000.00"/>

<Amt Typ="SSNV" Amt="4500000.00"/>

</PosRpt>

<!-- Data record #13 -->

<PosRpt RptID="0013" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201112">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="125.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="5550000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #14 -->

<PosRpt RptID="0014" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O5" Src="D" R="7">

<Sub ID="XYZ Firm" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="125.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>
<Amt Typ="SSNV" Amt="5625000.00"/>

</PosRpt>

<!-- Data record #15 -->

<PosRpt RptID="0015" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O5" Src="D" R="7">

<Sub ID="XYZ Firm" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201112">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="125.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="5550000.00"/>

</PosRpt>

<!-- Data record #16 -->

<PosRpt RptID="0016" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O6" Src="D" R="7">

<Sub ID="WVU Firm" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="75.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3375000.00"/>

</PosRpt>

<!-- Data record #17 -->

<PosRpt RptID="0017" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O1" Src="D" R="7">

<Sub ID="Energy Firm 1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="100.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="4500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #18 -->

<PosRpt RptID="0018" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" PutCall="1" MMY="20110914" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>
<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="100.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="90.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="4500000.00"/>

</PosRpt>

<!-- Data record #19 -->

<PosRpt RptID="0019" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O7" Src="D" R="7">

<Sub ID="Energy Firm 1" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" PutCall="1" MMY="20110914" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="100.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="90.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="4500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #20 -->

<PosRpt RptID="0020" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="46.6667"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3266900.00"/>

</PosRpt>

<!-- Data record #21 -->

<PosRpt RptID="0021" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->
<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="200.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="14500000.00"/>

</PosRpt>

<!-- Data record #22 -->

<PosRpt RptID="0022" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="53.3333"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3999750.00"/>

</PosRpt>

<!-- Data record #23 -->

<PosRpt RptID="0023" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O8" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="46.6667" Short="0.0000"/>

<Amt Typ="LSNV" Amt="3266900.00"/>
<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #24 -->

<PosRpt RptID="0024" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O8" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="14500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #25 -->

<PosRpt RptID="0025" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O8" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="53.3333" Short="0.0000"/>

<Amt Typ="LSNV" Amt="3999750.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #26 -->

<PosRpt RptID="0026" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>
<Undly ID="NATURAL GAS-LOUISIANNA (HENRY HUB)-GAS DAILY" Src="R" MMY="201109">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="100.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="4500000.00"/>

</PosRpt>

<!-- Data record #27 -->

<PosRpt RptID="0027" BizDt="2011-09-01" TxnTm="2011-09-01T20:08:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O2" Src="D" R="7">

<Sub ID="Energy Firm 2" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-LOUISIANNA (HENRY HUB)-GAS DAILY" Src="R" MMY="201109">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="100.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="4500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

</Batch>

</FIXML>
Appendix O: FIXML Schema Example – Data Records 28-52

<?xml version="1.0" encoding="UTF-8"?>

<FIXML xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2 fixml-main-5-0-SP2.xsd" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" v="FIX.5.0SP2" r="String" xv="0" cv="String" xr="String" s="2010-11-16">

<Batch>

<!-- Data record #28 -->

<PosRpt RptID="0028" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="26040000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #29 -->

<PosRpt RptID="0029" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O1" Src="D" R="7">

<Sub ID="Energy Firm 1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="50.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="6510000.00"/>

</PosRpt>

<!-- Data record #30 -->

<PosRpt RptID="0030" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O2" Src="D" R="7">

<Sub ID="Energy Firm 2" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="150.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="19530000.00"/>

</PosRpt>

<!-- Data record #31 -->

<PosRpt RptID="0031" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">
<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201110">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="350.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="45570000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #32 -->

<PosRpt RptID="0032" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="350.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="44100000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #33 -->

<PosRpt RptID="0033" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201112">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="350.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="42630000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #34 -->

<PosRpt RptID="0034" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O3" Src="D" R="7">

<Sub ID="Energy Firm 3" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201110">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="350.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="45570000.00"/>

</PosRpt>

<!-- Data record #35 -->

<PosRpt RptID="0035" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">
<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O3" Src="D" R="7">

<Sub ID="Energy Firm 3" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="350.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="44100000.00"/>

</PosRpt>

<!-- Data record #36 -->

<PosRpt RptID="0036" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O3" Src="D" R="7">

<Sub ID="Energy Firm 3" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201112">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="350.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="42630000.00"/>

</PosRpt>

<!-- Data record #37 -->

<PosRpt RptID="0037" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O1" with CME to support validation rules-->

<Pty ID="CME" Src="M" R="21">

<!--Replaced "ABC Clearing" with CME to support validation rules-->

<Sub ID="CME" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_04" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="100.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="12600000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #38 -->

<PosRpt RptID="0038" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>
<!--Counterparty-->

<Pty ID="CP_O4" Src="D" R="7">

<Sub ID="Energy Firm 4" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O1" with CME to support validation rules-->

<Pty ID="CME" Src="M" R="21">

<!--Replaced "ABC Clearing" with CME to support validation rules-->

<Sub ID="CME" Typ="5"/>

</Pty>

<Instrmt ID="CPID_04" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

<UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="100.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="12600000.00"/>

</PosRpt>

<!-- Data record #39 -->

<PosRpt RptID="0039" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="100.0000"/>

<Amt Typ="LSNV" Amt="9000000.00"/>

<Amt Typ="SSNV" Amt="4500000.00"/>

</PosRpt>

<!-- Data record #40 -->

<PosRpt RptID="0040" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201112">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="125.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="5550000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #41 -->

<PosRpt RptID="0041" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O5" Src="D" R="7">

<Sub ID="XYZ Firm" Typ="5"/>

</Pty>
<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="125.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="5625000.00"/>

</PosRpt>

<!-- Data record #42 -->

<PosRpt RptID="0042" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O5" Src="D" R="7">

<Sub ID="XYZ Firm" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201112">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="125.0000"/>

<Amt Typ="SSNV" Amt="5550000.00"/>

<Amt Typ="LSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #43 -->

<PosRpt RptID="0043" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O6" Src="D" R="7">

<Sub ID="WVU Firm" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="75.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3375000.00"/>

</PosRpt>

<!-- Data record #44 -->

<PosRpt RptID="0044" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O1" Src="D" R="7">

<Sub ID="Energy Firm 1" Typ="5"/>

</Pty>

<Instrmt SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="100.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="4500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #45 -->

<PosRpt RptID="0045" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">
<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" PutCall="1" MMY="20110914" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="100.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="90.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="4500000.00"/>

</PosRpt>

<!-- Data record #46 -->

<PosRpt RptID="0046" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O7" Src="D" R="7">

<Sub ID="Energy Firm 1" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" PutCall="1" MMY="20110914" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-HENRY HUB-NYMEX" Src="R" MMY="201111">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="100.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="90.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="4500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #47 -->

<PosRpt RptID="0047" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="43.3333"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3266900.00"/>

</PosRpt>

<!-- Data record #48 -->

<PosRpt RptID="0048" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>
<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="200.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="14500000.00"/>

</PosRpt>

<!-- Data record #49 -->

<PosRpt RptID="0049" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="0">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="53.3333"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3999750.00"/>

</PosRpt>

<!-- Data record #50 -->

<PosRpt RptID="0050" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O8" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>
<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="43.3333" Short="0.0000"/>

<Amt Typ="LSNV" Amt="3266900.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #51 -->

<PosRpt RptID="0051" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O8" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="14500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #52 -->

<PosRpt RptID="0052" BizDt="2011-09-02" TxnTm="2011-09-02T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="3">

<!--Reporting ID-->

<Pty ID="SD1" Src="M" R="92">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<!--Counterparty-->

<Pty ID="CP_O8" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="53.3333" Short="0.0000"/>

<Amt Typ="LSNV" Amt="3999750.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

</Batch>

</FIXML>

Appendix P: FIXML Schema Example – Data Records 53-70

<?xml version="1.0" encoding="UTF-8"?>

<FIXML xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2 fixml-main-5-0-SP2.xsd" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" v="FIX.5.0SP2" r="String" xv="0" cv="String" xr="String" s="2010-11-16">

<Batch>

<!-- Data record #53 -->

<PosRpt RptID="0053" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CM_00" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="46.6667" Short="46.6667"/>

<Amt Typ="LSNV" Amt="3266900.00"/>

<Amt Typ="SSNV" Amt="3266900.00"/>

</PosRpt>

<!-- Data record #54 -->

<PosRpt RptID="0054" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CM_00" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="200.0000"/>

<Amt Typ="LSNV" Amt="14500000.00"/>

<Amt Typ="SSNV" Amt="14500000.00"/>

</PosRpt>

<!-- Data record #55 -->

<PosRpt RptID="0055" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CM_00" Src="D" R="7">
<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="53.3333" Short="53.3333"/>

<Amt Typ="LSNV" Amt="3999750.00"/>

<Amt Typ="SSNV" Amt="3999750.00"/>

</PosRpt>

<!-- Data record #56 -->

<PosRpt RptID="0056" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="46.6667"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3266900.00"/>

</PosRpt>

<!-- Data record #57 -->

<PosRpt RptID="0057" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>
<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="200.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="14500000.00"/>

</PosRpt>

<!-- Data record #58 -->

<PosRpt RptID="0058" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="53.3333"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3999750.00"/>

</PosRpt>

<!-- Data record #59 -->

<PosRpt RptID="0059" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_10" Src="D" R="7">

<Sub ID="CP_10" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="46.6667" Short="0.0000"/>

<Amt Typ="LSNV" Amt="3266900.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #60 -->

<PosRpt RptID="0060" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>
<!--Customer-->

<Pty ID="CP_10" Src="D" R="7">

<Sub ID="CP_10" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="14500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #61 -->

<PosRpt RptID="0061" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_10" Src="D" R="7">

<Sub ID="CP_10" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="53.3333" Short="0.0000"/>

<Amt Typ="LSNV" Amt="3999750.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #62 -->

<PosRpt RptID="0062" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CM_00" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>
<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="43.3333" Short="43.3333"/>

<Amt Typ="LSNV" Amt="3033100.00"/>

<Amt Typ="SSNV" Amt="3033100.00"/>

</PosRpt>

<!-- Data record #63 -->

<PosRpt RptID="0063" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CM_00" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="200.0000"/>

<Amt Typ="LSNV" Amt="14500000.00"/>

<Amt Typ="SSNV" Amt="14500000.00"/>

</PosRpt>

<!-- Data record #64 -->

<PosRpt RptID="0064" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Principal-->

<Pty ID="CM_00" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="53.3333" Short="53.3333"/>

<Amt Typ="LSNV" Amt="3999750.00"/>

<Amt Typ="SSNV" Amt="3999750.00"/>

</PosRpt>

<!-- Data record #65 -->

<PosRpt RptID="0065" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">
<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="43.3333"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3033100.00"/>

</PosRpt>

<!-- Data record #66 -->

<PosRpt RptID="0066" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="200.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="14500000.00"/>

</PosRpt>

<!-- Data record #67 -->

<PosRpt RptID="0067" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="D" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">
<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="53.3333"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="3999750.00"/>

</PosRpt>

<!-- Data record #68 -->

<PosRpt RptID="0068" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_10" Src="D" R="7">

<Sub ID="CP_10" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201109">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="43.3333" Short="0.0000"/>

<Amt Typ="LSNV" Amt="3033100.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #69 -->

<PosRpt RptID="0069" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_10" Src="D" R="7">

<Sub ID="CP_10" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201111">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="200.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="14500000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #70 -->

<PosRpt RptID="0070" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">
<!--Reporting ID-->

<Pty ID="CM_00" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_10" Src="D" R="7">

<Sub ID="CP_10" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt ID="CPID_08" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="SOYBEANS-CBOT" Src="R" MMY="201201">

<UndAID AltID="CBT S" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="53.3333" Short="0.0000"/>

<Amt Typ="LSNV" Amt="3999750.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

</Batch>

</FIXML>
Appendix Q: FIXML Schema Example – Data Records 71-78

<?xml version="1.0" encoding="UTF-8"?>

<FIXML xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2 fixml-main-5-0-SP2.xsd" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" v="FIX.5.0SP2" r="String" xv="0" cv="String" xr="String" s="2010-11-16">

 <Batch>

 <!-- Data record #71 -->

 <PosRpt RptID="0071" BizDt="2011-09-27" TxnTm="2011-09-27T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="EF2" Src="M" R="92">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_33" Src="D" R="7">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="GOLD-COMEX" Src="R" MMY="201212">

 <UndAID AltID="CMX GC" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="579.3743"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="100000000.00"/>

 </PosRpt>

 <!-- Data record #72 -->

 <PosRpt RptID="0072" BizDt="2011-09-27" TxnTm="2011-09-27T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="EF2" Src="M" R="92">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_33" Src="D" R="7">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="GOLD-COMEX" Src="R" MMY="201312">

 <UndAID AltID="CMX GC" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="559.9104" Short="0.0000"/>

 <Amt Typ="LSNV" Amt="100000000.00"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 <!-- Data record #73 -->

 <PosRpt RptID="0073" BizDt="2011-09-27" TxnTm="2011-09-27T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="EF2" Src="M" R="92">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_33" Src="D" R="7">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="EURODOLLARS-CME" Src="R" PxRefMo="201212">

 <UndAID AltID="OTHER" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="100000000.00" Short="0.0000" UOM="Ccy" UOMCcy="USD"/>

 <Amt Typ="LSNV" Amt="100000000.00"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 <!-- Data record #74 -->

 <PosRpt RptID="0074" BizDt="2011-09-27" TxnTm="2011-09-27T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="EF2" Src="M" R="92">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_33" Src="D" R="7">
 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="EURODOLLARS-CME" Src="R" PxRefMo="201312">

 <UndAID AltID="OTHER" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="100000000.00" UOM="Ccy" UOMCcy="USD"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="100000000.00"/>

 </PosRpt>

 <!-- Data record #75 -->

 <PosRpt RptID="0075" BizDt="2011-09-27" TxnTm="2011-09-27T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="EF2" Src="M" R="92">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_45" Src="D" R="7">

 <Sub ID="BF1" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="GOLD-COMEX" Src="R" MMY="201212">

 <UndAID AltID="CMX GC" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="579.3743" Short="0.0000"/>

 <Amt Typ="LSNV" Amt="100000000.00"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 <!-- Data record #76 -->

 <PosRpt RptID="0076" BizDt="2011-09-27" TxnTm="2011-09-27T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="EF2" Src="M" R="92">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_45" Src="D" R="7">

 <Sub ID="BF1" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="GOLD-COMEX" Src="R" MMY="201312">

 <UndAID AltID="CMX GC" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="559.9104"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="100000000.00"/>

 </PosRpt>

 <!-- Data record #77 -->

 <PosRpt RptID="0077" BizDt="2011-09-27" TxnTm="2011-09-27T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="EF2" Src="M" R="92">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_45" Src="D" R="7">

 <Sub ID="BF1" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="EURODOLLARS-CME" Src="R" PxRefMo="201212">

 <UndAID AltID="OTHER" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="100000000.00" UOM="Ccy" UOMCcy="USD"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="100000000.00"/>

 </PosRpt>

 <!-- Data record #78 -->

 <PosRpt RptID="0078" BizDt="2011-09-27" TxnTm="2011-09-27T17:00:00-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="99" PosCpcty="3">
 <!--Reporting ID-->

 <Pty ID="EF2" Src="M" R="92">

 <Sub ID="EF2" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_45" Src="D" R="7">

 <Sub ID="BF1" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="EURODOLLARS-CME" Src="R" PxRefMo="201312">

 <UndAID AltID="OTHER" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="100000000.00" Short="0.0000" UOM="Ccy" UOMCcy="USD"/>

 <Amt Typ="LSNV" Amt="100000000"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 </Batch>

</FIXML>
Appendix R: FIXML Schema Example – Data Records 79-102

<?xml version="1.0" encoding="UTF-8"?>

<FIXML xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2 fixml-main-5-0-SP2.xsd" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" v="FIX.5.0SP2" r="String" xv="0" cv="String" xr="String" s="2010-11-16">

<Batch>

<!-- Data record #79 -->

<PosRpt RptID="0079" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20111228" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201201">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="20.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="900000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #80 -->

<PosRpt RptID="0080" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120127" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201202">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="20.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="900000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #81 -->

<PosRpt RptID="0081" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>
<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120227" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201203">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="20.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="900000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #82 -->

<PosRpt RptID="0082" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120327" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201204">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="20.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="900000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #83 -->

<PosRpt RptID="0083" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">
<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120426" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201205">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="20.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="900000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #84 -->

<PosRpt RptID="0084" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120529" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201206">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="20.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="900000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #85 -->

<PosRpt RptID="0085" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120627" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201207">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="10.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="425000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>
</PosRpt>

<!-- Data record #86 -->

<PosRpt RptID="0086" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120727" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201208">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="10.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="425000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #87 -->

<PosRpt RptID="0087" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120826" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201209">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="10.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="425000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #88 -->

<PosRpt RptID="0088" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->
<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120926" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201210">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="10.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="425000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #89 -->

<PosRpt RptID="0089" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20121029" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201211">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="10.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="425000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #90 -->

<PosRpt RptID="0090" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Agent-->

<Pty ID="CP_51" Src="D" R="7">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20121128" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201212">
<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="25.0000" Short="0.0000"/>

<Qty Typ="DAS" Long="10.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="425000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #91 -->

<PosRpt RptID="0091" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20111228" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201201">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="20.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="900000.00"/>

</PosRpt>

<!-- Data record #92 -->

<PosRpt RptID="0092" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120127" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201202">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="20.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="900000.00"/>

</PosRpt>

<!-- Data record #93 -->

<PosRpt RptID="0093" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">
<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120227" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201203">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="20.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="900000.00"/>

</PosRpt>

<!-- Data record #94 -->

<PosRpt RptID="0094" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120327" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201204">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="20.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="900000.00"/>

</PosRpt>

<!-- Data record #95 -->

<PosRpt RptID="0095" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>
<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120426" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201205">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="20.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="900000.00"/>

</PosRpt>

<!-- Data record #96 -->

<PosRpt RptID="0096" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120529" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201206">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="20.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="900000.00"/>

</PosRpt>

<!-- Data record #97 -->

<PosRpt RptID="0097" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120627" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201207">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="10.0000"/>
<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="425000.00"/>

</PosRpt>

<!-- Data record #98 -->

<PosRpt RptID="0098" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120727" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201208">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="10.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="425000.00"/>

</PosRpt>

<!-- Data record #99 -->

<PosRpt RptID="0099" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120826" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201209">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="10.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="425000.00"/>

</PosRpt>

<!-- Data record #100 -->

<PosRpt RptID="0100" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>
</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20120926" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201210">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="10.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="425000.00"/>

</PosRpt>

<!-- Data record #101 -->

<PosRpt RptID="0101" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20121029" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201211">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="10.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="425000.00"/>

</PosRpt>

<!-- Data record #102 -->

<PosRpt RptID="0102" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="99" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="EF1" Src="M" R="92">

<Sub ID="EF1" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_00" Src="M" R="7">

<Sub ID="SD1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<!--Replaced "CCO_ID_O2" with ICUS to support validation rules-->

<Pty ID="ICUS" Src="M" R="21">

<!--Replaced "CCO2" with ICUS to support validation rules-->

<Sub ID="ICUS" Typ="5"/>

</Pty>

<!--Execution Facility-->

<Pty ID="EX2" Src="G" R="22">

<Sub ID="EX2" Typ="5"/>

</Pty>

<Instrmt SecTyp="SWAPTION" SubTyp="S" ID="QHH" Src="H" PutCall="1" MMY="20121128" StrkPx="4.50" StrkCcy="USD" PxUOM="MMBtu"/>
<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201212">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="NDAS" Long="0.0000" Short="25.0000"/>

<Qty Typ="DAS" Long="0.0000" Short="10.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="425000.00"/>

</PosRpt>

</Batch>

</FIXML>
Appendix S: FIXML Schema Example – Data Records 103-106

<?xml version="1.0" encoding="UTF-8"?>

<FIXML xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2 fixml-main-5-0-SP2.xsd" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" v="FIX.5.0SP2" r="String" xv="0" cv="String" xr="String" s="2010-11-16">

 <Batch>

 <!-- Data record #103 -->

 <PosRpt RptID="0103" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="SD3" Src="M" R="92">

 <Sub ID="SD3" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_10" Src="D" R="7">

 <Sub ID="SD3" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

 <UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="10.0000"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="1302000.00"/>

 </PosRpt>

 <!-- Data record #104 -->

 <PosRpt RptID="0104" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="SD3" Src="M" R="92">

 <Sub ID="SD3" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_10" Src="D" R="7">

 <Sub ID="SD3" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="JET FUEL-NEW YORK (BARGE)-PLATTS U.S." Src="R" PxRefMo="201109">

 <UndAID AltID="OTHER" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="100000.0000" UOM="Gal"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="330000.00"/>

 </PosRpt>

 <!-- Data record #105 -->

 <PosRpt RptID="0105" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="SD3" Src="M" R="92">

 <Sub ID="SD3" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_13" Src="D" R="7">

 <Sub ID="AIRLINE1" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="HEATING OIL-NEW YORK (BARGE)-PLATTS U.S." Src="R" MMY="201109">

 <UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="10.0000" Short="0.0000" />

 <Amt Typ="LSNV" Amt="1302000.00"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 <!-- Data record #106 -->

 <PosRpt RptID="0106" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="SD3" Src="M" R="92">

 <Sub ID="SD3" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_13" Src="D" R="7">
 <Sub ID="AIRLINE1" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="JET FUEL-NEW YORK (BARGE)-PLATTS U.S." Src="R" PxRefMo="201109">

 <UndAID AltID="OTHER" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="100000.0000" Short="0.0000" UOM="Gal"/>

 <Amt Typ="LSNV" Amt="330000.00"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 </Batch>

</FIXML>
Appendix T: FIXML Schema Example – Data Records 107-110 <?xml version="1.0" encoding="UTF-8"?>

<FIXML xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2 fixml-main-5-0-SP2.xsd" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" v="FIX.5.0SP2" r="String" xv="0" cv="String" xr="String" s="2010-11-16">

<Batch>

<!-- Data record #107 -->

<PosRpt RptID="0107" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="2" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="CM1" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Agent -->

<Pty ID="CM_00" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<Pty ID="ICEU" Src="M" R="21">

<Sub ID="ICEU" Typ="5"/>

</Pty>

<!--Execution Facility-->

<!-- MIC for ICE Atlanta -->

<Pty ID="IEPA" Src="G" R="22">

<Sub ID="ICE Atlanta" Typ="5"/>

</Pty>

<Instrmt ID="HXS" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201110">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="10.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="350000.00"/>

</PosRpt>

<!-- Data record #108 -->

<PosRpt RptID="0108" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="2" PosCpcty="1">

<!--Reporting ID-->

<Pty ID="CM1" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Agent -->

<Pty ID="CM_00" Src="D" R="7">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<Pty ID="ICEU" Src="M" R="21">

<Sub ID="ICEU" Typ="5"/>

</Pty>

<!--Execution Facility-->

<!--MIC for ICE Atlanta-->

<Pty ID="IEPA" Src="G" R="22">

<Sub ID="ICE Atlanta" Typ="5"/>

</Pty>

<Instrmt ID="HXS" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-E. TEXAS (HOUSTON SHIP CHANNEL)-INSIDE FERC" Src="R" MMY="201110">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="10.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="360000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #109 -->

<PosRpt RptID="0109" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="2" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM1" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<Pty ID="ICEU" Src="M" R="21">

<Sub ID="ICEU" Typ="5"/>

</Pty>
<!--Execution Facility-->

<!--MIC for ICE Atlanta-->

<Pty ID="IEPA" Src="G" R="22">

<Sub ID="ICE Atlanta" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_50" Src="D" R="7">

<Sub ID="Gas Company Inc" Typ="5"/>

</Pty>

<Instrmt ID="HXS" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201110">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="10.0000" Short="0.0000"/>

<Amt Typ="LSNV" Amt="350000.00"/>

<Amt Typ="SSNV" Amt="0.00"/>

</PosRpt>

<!-- Data record #110 -->

<PosRpt RptID="0110" BizDt="2011-09-01" TxnTm="2011-09-01T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="1" ConRefPosTyp="2" PosCpcty="2">

<!--Reporting ID-->

<Pty ID="CM1" Src="M" R="92">

<Sub ID="CM1" Typ="5"/>

</Pty>

<!--Clearing Org-->

<Pty ID="ICEU" Src="M" R="21">

<Sub ID="ICEU" Typ="5"/>

</Pty>

<!--Execution Facility-->

<!--MIC for ICE Atlanta-->

<Pty ID="IEPA" Src="G" R="22">

<Sub ID="ICE Atlanta" Typ="5"/>

</Pty>

<!--Customer-->

<Pty ID="CP_50" Src="D" R="7">

<Sub ID="Gas Company Inc" Typ="5"/>

</Pty>

<Instrmt ID="HXS" Src="H" SecTyp="CMDTYSWAP"/>

<PosUnd>

<Undly ID="NATURAL GAS-E. TEXAS (HOUSTON SHIP CHANNEL)-INSIDE FERC" Src="R" MMY="201110">

<UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

</Undly>

</PosUnd>

<Qty Typ="GRS" Long="0.0000" Short="10.0000"/>

<Amt Typ="LSNV" Amt="0.00"/>

<Amt Typ="SSNV" Amt="360000.00"/>

</PosRpt>

</Batch>

</FIXML>
Appendix U: FIXML Schema Example – Data Records 111-112 and 113-120

<?xml version="1.0" encoding="UTF-8"?>

<FIXML xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2 fixml-main-5-0-SP2.xsd" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"

xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" v="FIX.5.0SP2" r="String" xv="0" cv="String" xr="String" s="2010-11-16">

 <Batch>

 <!-- Data record #111 -->

 <PosRpt RptID="0111" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_ZZ" Src="D" R="7">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="DJUBENTR" Src="A" MMY="201109">

 <UndAID AltID="Index" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="230267.8373" UOM="Ccy" UOMCcy="USD"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="230267.84"/>

 </PosRpt>

 <!-- Data record #112 -->

 <PosRpt RptID="0112" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_AB" Src="D" R="7">

 <Sub ID="PENSION FUND" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="DJUBENTR" Src="A" MMY="201109">

 <UndAID AltID="Index" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="230267.8373" Short="0.0000" UOM="Ccy" UOMCcy="USD"/>

 <Amt Typ="LSNV" Amt="230267.84"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 <!-- Data record #113 -->

 <PosRpt RptID="0113" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_ZZ" Src="D" R="7">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201111">

 <UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="1.6329"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="66133.32"/>

 </PosRpt>

 <!-- Data record #114 -->

 <PosRpt RptID="0114" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Principal-->
 <Pty ID="CP_ZZ" Src="D" R="7">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201111">

 <UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="0.2937"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="43181.70"/>

 </PosRpt>

 <!-- Data record #115 -->

 <PosRpt RptID="0115" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_ZZ" Src="D" R="7">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="GASOLINE-NEW YORK-NYMEX" Src="R" MMY="201111">

 <UndAID AltID="NYMEX RB" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="0.3147"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="46927.05"/>

 </PosRpt>

 <!-- Data record #116 -->

 <PosRpt RptID="0116" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="0">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Principal-->

 <Pty ID="CP_ZZ" Src="D" R="7">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="OIL-WTI-NYMEX" Src="R" MMY="201111">

 <UndAID AltID="NYMEX CL" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.0000" Short="0.9253"/>

 <Amt Typ="LSNV" Amt="0.00"/>

 <Amt Typ="SSNV" Amt="74025.77"/>

 </PosRpt>

 <!-- Data record #117 -->

 <PosRpt RptID="0117" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_AB" Src="D" R="7">

 <Sub ID="PENSION FUND" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="NATURAL GAS-NYMEX" Src="R" MMY="201111">

 <UndAID AltID="NYMEX NG" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="1.6329" Short="0.0000"/>

 <Amt Typ="LSNV" Amt="66133.32"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 <!-- Data record #118 -->
 <PosRpt RptID="0118" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_AB" Src="D" R="7">

 <Sub ID="PENSION FUND" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="HEATING OIL-NEW YORK-NYMEX" Src="R" MMY="201111">

 <UndAID AltID="NYMEX HO" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.2937" Short="0.0000"/>

 <Amt Typ="LSNV" Amt="43181.70"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 <!-- Data record #119 -->

 <PosRpt RptID="0119" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_AB" Src="D" R="7">

 <Sub ID="PENSION FUND" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="GASOLINE-NEW YORK-NYMEX" Src="R" MMY="201111">

 <UndAID AltID="NYMEX RB" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.3147" Short="0.0000"/>

 <Amt Typ="LSNV" Amt="46927.05"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 <!-- Data record #120 -->

 <PosRpt RptID="0120" BizDt="2011-09-20" TxnTm="2011-09-20T17:00:10-05:00" Ccy="USD" MsgEvtSrc="LPR" Clrd="0" ConRefPosTyp="1" PosCpcty="3">

 <!--Reporting ID-->

 <Pty ID="SD5" Src="M" R="92">

<Sub ID="SD5" Typ="5"/>

 </Pty>

 <!--Counterparty-->

 <Pty ID="CP_AB" Src="D" R="7">

 <Sub ID="PENSION FUND" Typ="5"/>

 </Pty>

 <Instrmt SecTyp="CMDTYSWAP"/>

 <PosUnd>

 <Undly ID="OIL-WTI-NYMEX" Src="R" MMY="201111">

 <UndAID AltID="NYMEX CL" AltIDSrc="Q"/>

 </Undly>

 </PosUnd>

 <Qty Typ="GRS" Long="0.9253" Short="0.0000"/>

 <Amt Typ="LSNV" Amt="74025.77"/>

 <Amt Typ="SSNV" Amt="0.00"/>

 </PosRpt>

 </Batch>

</FIXML>