```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 4,196,073                :
: Positions                                                                                                    :
:1,699,241   974,426   245,929 1,039,643   591,710   288,864   137,814   985,220    19,690   109,857   328,699 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:  -93,801    -5,772   -40,163   -51,848   -14,138     5,493   -49,970    -1,018    -2,158   -24,128     5,091 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.5      23.2       5.9      24.8      14.1       6.9       3.3      23.5       0.5       2.6       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   213                     :
:       97        91        13        24        33        23        14        33        10        23        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   343,689                :
: Positions                                                                                                    :
:  196,276   240,260    50,673    19,492    53,030    13,405     7,508    17,554         0       924     1,019 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:      917       -49     4,320     4,202    -1,817     2,547      -309     2,735      -281       553      -616 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      69.9      14.7       5.7      15.4       3.9       2.2       5.1       0.0       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       34        33         7         5        10         6         .         8         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   214,550                :
: Positions                                                                                                    :
:  164,771   158,415    12,529    27,411    22,727     8,427         0     1,809         0       257       940 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:      817       313    -1,436       974     2,760     2,253         0    -1,127         0        84        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      73.8       5.8      12.8      10.6       3.9       0.0       0.8       0.0       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        26         4         8        10         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   351,374                :
: Positions                                                                                                    :
:  266,898   116,684    51,039   162,850    18,197     2,670    35,468     8,163         0     1,513       120 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   12,612     3,472      -761     2,605       187      -485     6,121     1,123         0       157        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      33.2      14.5      46.3       5.2       0.8      10.1       2.3       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       28        25         5        11        14         .         4         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   627,867                :
: Positions                                                                                                    :
:  487,622   240,102    34,147   286,888    75,305     6,091     2,480    19,558     1,064       700       217 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -525    -7,328    11,214    10,950   -14,362    -5,972      -186    -2,999      -118       700       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      38.2       5.4      45.7      12.0       1.0       0.4       3.1       0.2       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       34        26         6        15        19         4         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   230,987                :
: Positions                                                                                                    :
:  154,748   184,179    44,805     8,986     7,021    11,837    21,050     2,528     1,064         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:    4,812     2,673       428    -2,010       390       829     2,606      -949         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      79.7      19.4       3.9       3.0       5.1       9.1       1.1       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       27        26         5         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   341,532                :
: Positions                                                                                                    :
:  206,869   218,984    52,734    58,954    16,990    12,782       736    40,904         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:    8,852    20,855     1,838      -365       648      -691    -4,623     2,499         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      64.1      15.4      17.3       5.0       3.7       0.2      12.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       30        33         7        10        12         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   177,554                :
: Positions                                                                                                    :
:  129,334    95,296     9,673    28,806    25,954       310     9,567    10,407         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:    8,679     7,605    -1,031     3,324     1,783         0    -4,689       587         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      53.7       5.4      16.2      14.6       0.2       5.4       5.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        22         4        10        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   938,710                :
: Positions                                                                                                    :
:  116,821   150,244   225,800    47,261    83,719   110,741   234,708   229,600    29,387    74,120    71,494 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:    8,571     4,390    -8,684     3,378    12,419       226   -10,251     7,784      -404    -1,812     5,737 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4      16.0      24.1       5.0       8.9      11.8      25.0      24.5       3.1       7.9       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   325                     :
:       51        43        25        12        30        53        96        77        27        40        54 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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:     September 27, 2011                                                                         :
:   -2,532    -4,722    -1,395      -687      -341       186       325      -542         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 4, 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    60,949                :
: Positions                                                                                                    :
:   34,279    20,380     7,505    20,462     7,431     3,923     4,044       585         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,886    -1,828      -309      -540      -930      -186       -83       -57         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 4, 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    98,269                :
: Positions                                                                                                    :
:   53,205    41,072    15,072    38,069    11,807     4,860         0     2,507         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -5,404    -4,507    -1,073    -2,000    -1,542      -227         0      -892         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      41.8      15.3      38.7      12.0       4.9       0.0       2.6       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 4, 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 2,390,879                :
: Positions                                                                                                    :
:  644,556   385,470   128,324   717,014   477,819   316,435    76,449   446,916   153,171    70,233   186,910 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:  -71,043   -37,055    20,937   -27,984   -42,594   -44,543   -30,020     9,895   -11,555    -7,993     2,681 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.0      16.1       5.4      30.0      20.0      13.2       3.2      18.7       6.4       2.9       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   160                     :
:       67        61        13        15        27        21        11        28        15        11        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   990,544                :
: Positions                                                                                                    :
:  112,644   164,498   201,858   264,933   297,188   130,004    28,535   118,685    45,448    32,582    79,454 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:  -28,714    -6,441   -32,084    42,858   -43,269     9,956   -87,998    31,105    -8,786    -9,578   -23,081 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      16.6      20.4      26.7      30.0      13.1       2.9      12.0       4.6       3.3       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       18        19        13        10        19        14         7        17         9        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    24,775                :
: Positions                                                                                                    :
:   22,749    14,121       644     9,136       680         5         0        40       250        66       137 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:    1,029     1,326       225       -10       -26         5       -10        10        20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      57.0       2.6      36.9       2.7       0.0       0.0       0.2       1.0       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       34        28         .         9         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    10,470                :
: Positions                                                                                                    :
:    9,158     4,042       510     5,672       378         0        35       120       135         0        10 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,033      -687       -60      -493         0         0       -10         0      -176         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      38.6       4.9      54.2       3.6       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 4, 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     7,280                :
: Positions                                                                                                    :
:    4,468     4,463     1,975     1,743       510         0         0         0         0        80         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -634      -749      -299      -142       -49         0         0       -30         0       -15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      61.3      27.1      23.9       7.0       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 4, 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    10,672                :
: Positions                                                                                                    :
:    7,897     4,492     1,345     4,859       220         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -669      -269       -58      -426       -51         0         0         0       -20         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      42.1      12.6      45.5       2.1       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 7, 2011