```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 4,606,410                :
: Positions                                                                                                    :
:1,849,788 1,072,688   269,301 1,031,732   662,296   248,938   162,251 1,083,592    19,095   128,276   430,230 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:   99,469    59,885    12,675    12,112    14,096   -12,000    48,205    10,345     5,433   -12,735    67,600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.2      23.3       5.8      22.4      14.4       5.4       3.5      23.5       0.4       2.8       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   217                     :
:       98        92        15        22        33        25        13        35        10        23        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   339,939                :
: Positions                                                                                                    :
:  176,661   248,237    62,041    20,520    44,067    21,419     2,033    17,340         0       583     1,356 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:   -3,652    19,347     2,657    -6,775     1,475     7,933    -3,244    -1,387         0      -541        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      73.0      18.3       6.0      13.0       6.3       0.6       5.1       0.0       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        28         5         4         8         7         .         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   203,850                :
: Positions                                                                                                    :
:  162,696   145,211     4,575    28,961    22,793     6,178       265     2,794         0        47       756 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:    1,503    -2,618      -577     1,976    -3,003    -1,463      -248       873       -77        47       -47 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      71.2       2.2      14.2      11.2       3.0       0.1       1.4       0.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        25         .         9         9         4         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   349,324                :
: Positions                                                                                                    :
:  266,178   118,582    55,073   163,484    16,510       300    35,023     7,261         0     3,293       122 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:   10,328    -1,787     2,133    11,075      -986         0     1,629    -1,257         0     2,591        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      33.9      15.8      46.8       4.7       0.1      10.0       2.1       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       21        23         6         8        12         .         5         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   685,413                :
: Positions                                                                                                    :
:  551,455   261,697    24,523   302,583    88,695       850    14,972    15,342       754         0       783 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:   23,619    -2,415       224    13,075     6,259      -976    13,033    -6,865        76       -54       175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      38.2       3.6      44.1      12.9       0.1       2.2       2.2       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       35        28         6        16        20         .         4         5         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   230,611                :
: Positions                                                                                                    :
:  153,395   185,826    47,030    10,593     6,409    13,928    20,498     2,038     2,274         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:    1,024     6,378     1,671       217       338     3,086    -2,192      -940     1,210         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      80.6      20.4       4.6       2.8       6.0       8.9       0.9       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        28         5         4         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   399,629                :
: Positions                                                                                                    :
:  241,987   302,210    73,578    41,477    20,902    21,924       136    31,566         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:   15,402    28,406     8,162      -664     4,174     5,154         1      -606         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      75.6      18.4      10.4       5.2       5.5       0.0       7.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       33        29         9         8        13         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   135,833                :
: Positions                                                                                                    :
:   66,356    85,693    20,297     9,985    27,132    14,460     3,355     3,789       390         0       213 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:  -10,876     6,291     5,788    -6,102       344     3,932      -513    -1,097       390         0       213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      63.1      14.9       7.4      20.0      10.6       2.5       2.8       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        23         6         7         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   996,833                :
: Positions                                                                                                    :
:  114,129   142,461   222,244    42,685    91,593   121,770   248,131   259,996    28,260    70,542    90,568 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:     -183    -3,626       253       897     3,696     5,254     4,917    12,035       789    -2,325     9,094 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      14.3      22.3       4.3       9.2      12.2      24.9      26.1       2.8       7.1       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   327                     :
:       56        44        26        14        33        51        94        72        27        41        54 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 11, 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 18, 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    60,976                :
: Positions                                                                                                    :
:   34,230    20,280     7,594    20,462     7,462     3,739     4,044       681         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:      -49      -100        89         0        31      -140         0        80         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      33.3      12.5      33.6      12.2       6.1       6.6       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         4         5         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    98,461                :
: Positions                                                                                                    :
:   53,674    40,822    15,072    38,069    11,807     4,141         0     2,976         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:      167      -250         0         0         0      -417         0       285         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      41.5      15.3      38.7      12.0       4.2       0.0       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        11         4         8         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 2,463,139                :
: Positions                                                                                                    :
:  681,475   409,457   125,134   730,741   461,388   285,556    85,171   493,092   180,286    54,994   203,848 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:   19,928    14,131    -1,993     8,151     5,596     1,758     1,348    19,635     5,723     1,412     6,612 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.7      16.6       5.1      29.7      18.7      11.6       3.5      20.0       7.3       2.2       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   171                     :
:       72        66        13        15        27        20        12        29        17        11        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 1,063,862                :
: Positions                                                                                                    :
:  117,006   179,617   202,366   243,180   340,095   163,142    26,035   123,847    32,785    66,965    79,411 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:      915     7,176    -5,689   -11,510    28,543    21,160    -2,780     7,968   -10,313    13,210     1,796 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      16.9      19.0      22.9      32.0      15.3       2.4      11.6       3.1       6.3       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       20        20        14         9        19        14         7        19         8        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    24,252                :
: Positions                                                                                                    :
:   22,422    13,901       765     9,415       480         5         0        40       190        66       137 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:     -105       -79       136       406         2         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      57.3       3.2      38.8       2.0       0.0       0.0       0.2       0.8       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       33        28         .        10         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    10,672                :
: Positions                                                                                                    :
:    9,302     4,056       520     5,762       408         0        35       120       135         0        10 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:      105         5        10        90        15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      38.0       4.9      54.0       3.8       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 18, 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     7,355                :
: Positions                                                                                                    :
:    4,446     4,578     2,020     1,773       485         0         0         0         0        80         0 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:       13        25        20        35         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      62.2      27.5      24.1       6.6       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        13         5         5         6         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    11,372                :
: Positions                                                                                                    :
:    8,056     4,946     1,752     5,053       197         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2011                                                                           :
:      -73       189       411       168       -23         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      43.5      15.4      44.4       1.7       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 21, 2011