```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 4,406,706                :
: Positions                                                                                                    :
:1,750,319 1,012,803   256,626 1,019,620   648,200   260,938   114,046 1,073,247    13,662   141,011   362,630 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   51,078    38,377    10,697   -20,023    56,490   -27,926   -23,768    88,027    -6,028    31,154    33,931 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.7      23.0       5.8      23.1      14.7       5.9       2.6      24.4       0.3       3.2       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   210                     :
:       98        90        15        21        33        23        13        34        10        22        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   330,420                :
: Positions                                                                                                    :
:  180,313   228,890    59,384    27,295    42,592    13,486     5,277    18,727         0     1,124     1,359 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:  -15,963   -11,370     8,711     7,803   -10,438        81    -2,231     1,173         0       200       340 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      69.3      18.0       8.3      12.9       4.1       1.6       5.7       0.0       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        27         5         5         8         6         .         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   205,813                :
: Positions                                                                                                    :
:  161,193   147,829     5,152    26,985    25,796     7,641       513     1,921        77         0       803 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   -3,578   -10,586    -7,377      -426     3,069      -786       513       112        77      -257      -137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      71.8       2.5      13.1      12.5       3.7       0.2       0.9       0.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        25         .         8         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   338,632                :
: Positions                                                                                                    :
:  255,850   120,369    52,940   152,409    17,496       300    33,394     8,518         0       702        89 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:  -11,048     3,685     1,901   -10,441      -701    -2,370    -2,074       355         0      -811       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      35.5      15.6      45.0       5.2       0.1       9.9       2.5       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       22        22         5        10        13         .         5         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   662,413                :
: Positions                                                                                                    :
:  527,836   264,112    24,299   289,508    82,436     1,826     1,939    22,207       678        54       608 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   40,214    24,010    -9,848     2,620     7,131    -4,265      -541     2,649      -386      -646       391 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      39.9       3.7      43.7      12.4       0.3       0.3       3.4       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       34        27         5        17        20         .         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   227,021                :
: Positions                                                                                                    :
:  152,371   179,448    45,359    10,376     6,071    10,842    22,690     2,978     1,064         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   -2,377    -4,731       554     1,390      -950      -995     1,640       450         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      79.0      20.0       4.6       2.7       4.8      10.0       1.3       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        26         5         4         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   370,303                :
: Positions                                                                                                    :
:  226,585   273,804    65,416    42,141    16,728    16,770       135    32,172         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   19,716    54,820    12,682   -16,813      -262     3,988      -601    -8,732         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      73.9      17.7      11.4       4.5       4.5       0.0       8.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        29         8         9        13         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   137,834                :
: Positions                                                                                                    :
:   77,232    79,402    14,509    16,087    26,788    10,528     3,868     4,886         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:  -52,102   -15,894     4,836   -12,719       834    10,218    -5,699    -5,521         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      57.6      10.5      11.7      19.4       7.6       2.8       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       16        21         5         8         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   968,457                :
: Positions                                                                                                    :
:  114,312   146,087   221,991    41,788    87,897   116,516   243,214   247,961    27,471    72,867    81,474 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   -2,509    -4,157    -3,809    -5,473     4,178     5,775     8,506    18,361    -1,916    -1,253     9,980 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      15.1      22.9       4.3       9.1      12.0      25.1      25.6       2.8       7.5       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   315                     :
:       52        43        28        11        32        47        92        71        25        41        54 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    63,573                :
: Positions                                                                                                    :
:   37,061    19,231    13,576    20,576     6,684     1,402     9,424     2,718         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      30.3      21.4      32.4      10.5       2.2      14.8       4.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8         9         4         5         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    60,965                :
: Positions                                                                                                    :
:   34,279    20,380     7,505    20,462     7,431     3,879     4,044       601         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:        0         0         0         0         0       -44         0        16         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      33.4      12.3      33.6      12.2       6.4       6.6       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         4         5         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    98,426                :
: Positions                                                                                                    :
:   53,507    41,072    15,072    38,069    11,807     4,558         0     2,691         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:      302         0         0         0         0      -302         0       184         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      41.7      15.3      38.7      12.0       4.6       0.0       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        10         4         8         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 2,407,594                :
: Positions                                                                                                    :
:  661,547   395,326   127,127   722,590   455,792   283,798    83,823   473,457   174,563    53,582   197,236 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   16,991     9,856    -1,197     5,576   -22,027   -32,637     7,374    26,541    21,392   -16,651    10,326 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.5      16.4       5.3      30.0      18.9      11.8       3.5      19.7       7.3       2.2       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   163                     :
:       67        62        13        15        27        20        12        29        18         9        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 1,019,243                :
: Positions                                                                                                    :
:  116,091   172,441   208,055   254,690   311,552   141,982    28,815   115,879    43,098    53,755    77,615 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:    3,447     7,943     6,197   -10,243    14,364    11,978       280    -2,806    -2,350    21,173    -1,839 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      16.9      20.4      25.0      30.6      13.9       2.8      11.4       4.2       5.3       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       18        20        14         9        19        13         7        17        10        12        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    24,297                :
: Positions                                                                                                    :
:   22,527    13,980       629     9,009       478         5         0        40       190        66       137 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:     -222      -141       -15      -127      -202         0         0         0       -60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      57.5       2.6      37.1       2.0       0.0       0.0       0.2       0.8       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       32        26         .         9         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    10,504                :
: Positions                                                                                                    :
:    9,197     4,051       510     5,672       393         0        35       120       135         0        10 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:       39         9         0         0        15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      38.6       4.9      54.0       3.7       0.0       0.3       1.1       1.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        13         .         5         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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     7,335                :
: Positions                                                                                                    :
:    4,433     4,553     2,000     1,738       485         0         0         0         0        80         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:      -35        90        25        -5       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      62.1      27.3      23.7       6.6       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         5         5         6         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    10,978                :
: Positions                                                                                                    :
:    8,129     4,757     1,341     4,885       220         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:      232       265        -4        26         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      43.3      12.2      44.5       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        13         .         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated October 14, 2011