```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,737,840                :
: Positions                                                                                                    :
:1,853,644 1,038,499   296,912 1,171,427   579,477   389,320   236,382 1,083,550    35,472   127,934   475,848 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:   33,931    24,568    17,938    41,013   -10,671     7,451    -6,877    46,231    -3,826    -1,771    48,474 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      21.9       6.3      24.7      12.2       8.2       5.0      22.9       0.7       2.7      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      107        99        14        20        30        28        11        37        11        21        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   309,296                :
: Positions                                                                                                    :
:  157,588   226,704    74,740     7,242    43,480    15,257    19,501     5,251         0       103       975 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:    1,533    -7,743    -3,628    -2,509     2,118     3,937    12,999    -1,055         0        55       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      73.3      24.2       2.3      14.1       4.9       6.3       1.7       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       26        28         9         .         8         6         .         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   162,688                :
: Positions                                                                                                    :
:  112,509   104,461    19,477    32,681    17,950       397         0     4,831         0         0         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:   -7,843    -8,907     1,817     1,996       415    -2,185         0     1,534       -18         0      -245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      64.2      12.0      20.1      11.0       0.2       0.0       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        27         4         7        10         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   322,632                :
: Positions                                                                                                    :
:  231,139   117,593    66,007   157,681    12,827     6,189    26,325     2,581         0         0         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:    2,625     2,258     4,680     6,063       855     2,736     2,466    -2,016         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      36.4      20.5      48.9       4.0       1.9       8.2       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        23         5         9        12         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   797,647                :
: Positions                                                                                                    :
:  619,556   349,237    31,269   279,685   121,412       583    23,358    21,662         0       411       851 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:   17,809    20,932       205    -5,145     9,948      -360     3,288       365         0        70       242 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      43.8       3.9      35.1      15.2       0.1       2.9       2.7       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       33        26         8        14        20         .         4         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   225,987                :
: Positions                                                                                                    :
:  149,292   185,627    50,741     7,037     4,587     9,030    19,683     4,574         0         0         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:    2,423     8,984     5,846      -693    -3,517     2,290     1,952    -1,237         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      82.1      22.5       3.1       2.0       4.0       8.7       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       29        29         5         .         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   393,054                :
: Positions                                                                                                    :
:  271,839   299,964    63,688    49,795    16,024     9,836         0    20,711         0         0         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:   -6,222     1,059      -435       473     3,059     3,888    -4,129     2,274         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      76.3      16.2      12.7       4.1       2.5       0.0       5.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       31        27         7         7         8         6         0         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   182,394                :
: Positions                                                                                                    :
:  109,210   121,363    24,565    11,855    29,398    12,299     7,726     3,977         0         0         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:    2,787     7,162     3,578     1,149    -2,723     1,708       366      -372         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      66.5      13.5       6.5      16.1       6.7       4.2       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       17        21         5         6         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   988,215                :
: Positions                                                                                                    :
:  116,115   154,818   220,059    40,303    83,378   142,809   262,511   220,481    30,622    71,292   108,365 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:   15,884    18,853    -4,123       480     4,242     1,962    -2,373     2,934     3,639     1,858    18,216 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.7      15.7      22.3       4.1       8.4      14.5      26.6      22.3       3.1       7.2      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   312                     :
:       50        40        25        12        29        51        82        72        39        38        57 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is    23,614                :
: Positions                                                                                                    :
:      565       610       827     1,312     3,582     6,567       906     2,575     4,522    10,183     3,934 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:        0         0       116       996       199         0         0         0       583      -297       640 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.4       2.6       3.5       5.6      15.2      27.8       3.8      10.9      19.1      43.1      16.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        .         .         .         .         .         .         .         .         4         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    55,176                :
: Positions                                                                                                    :
:   33,268    15,309    12,295    15,785     4,427         0     9,614     1,852         0         0         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:      347     1,796         0         0         0         0      -368         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      27.7      22.3      28.6       8.0       0.0      17.4       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         8         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    87,353                :
: Positions                                                                                                    :
:   50,566    36,441    13,540    28,696     9,118     2,052         0     3,063         0         0         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:      882      -130         0         0         0      -172       -16        65         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      41.7      15.5      32.9      10.4       2.3       0.0       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,567,913                :
: Positions                                                                                                    :
:  664,210   412,657   153,945   672,048   537,730   262,623   137,341   532,549   192,962    63,857   189,027 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:   21,586    -1,109    15,443     8,800    33,736    -2,802    12,194   -16,813    -8,419     4,481    30,596 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.9      16.1       6.0      26.2      20.9      10.2       5.3      20.7       7.5       2.5       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   158                     :
:       71        60         9        18        26        14        17        27        15        10        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,150,388                :
: Positions                                                                                                    :
:  124,188   195,436   223,328   310,314   317,251   181,621    47,071   119,359    68,967    46,558   111,321 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:    6,388     6,155     2,428    79,094    -6,181     3,667    -2,201     6,376    51,429   -19,404    24,667 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8      17.0      19.4      27.0      27.6      15.8       4.1      10.4       6.0       4.0       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       19        21        15         9        18        13        10        18        12         5        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    19,389                :
: Positions                                                                                                    :
:   17,402    10,456       554     7,652       948        45         0         0       195        36        52 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:      -98       217         0      -281       212       -10         0       -25        20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      53.9       2.9      39.5       4.9       0.2       0.0       0.0       1.0       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       31        27         4         8         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     9,362                :
: Positions                                                                                                    :
:    8,157     3,553       463     4,953       283         0         0         0       145        90         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:       45        15         0        30         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      38.0       4.9      52.9       3.0       0.0       0.0       0.0       1.5       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        14         .         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,832                :
: Positions                                                                                                    :
:    4,071     4,527     1,900     1,336       656         0         0         0         0        45        25 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:       15        59       114        70       -10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      66.3      27.8      19.6       9.6       0.0       0.0       0.0       0.0       0.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        13         6         5         8         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,994                :
: Positions                                                                                                    :
:    5,536     4,225     2,837     4,304       333         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 6, 2011                                                                           :
:      336       246        15       105         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      42.3      28.4      43.1       3.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        14         5         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 16, 2011