```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 4,776,178                :
: Positions                                                                                                    :
:1,916,385 1,075,570   287,629 1,172,140   570,349   422,620   264,426 1,008,255    24,016   137,831   444,354 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:   62,741    37,071    -9,283       713    -9,128    33,300    28,044   -75,295   -11,456     9,897   -31,494 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.1      22.5       6.0      24.5      11.9       8.8       5.5      21.1       0.5       2.9       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      107        98        14        21        32        24        13        35        12        18        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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   324,030                :
: Positions                                                                                                    :
:  164,206   234,196    79,762     4,803    46,852    12,413    24,070     6,467       465         0     1,386 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:    6,618     7,492     5,022    -2,439     3,372    -2,844     4,569     1,216       465      -103       411 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      72.3      24.6       1.5      14.5       3.8       7.4       2.0       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        28         8         .         9         5         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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   164,610                :
: Positions                                                                                                    :
:  114,963   103,692    19,972    36,072    17,865       271         0     4,836        80         0       644 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:    2,454      -769       495     3,391       -85      -126         0         5        80         0       644 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      63.0      12.1      21.9      10.9       0.2       0.0       2.9       0.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        30         4         7         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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   319,599                :
: Positions                                                                                                    :
:  230,667   119,955    63,929   151,361    12,288     5,336    28,445     1,997         0       232       124 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:     -472     2,362    -2,078    -6,320      -539      -853     2,120      -584         0       232       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      37.5      20.0      47.4       3.8       1.7       8.9       0.6       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        22         4        10        11         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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   796,297                :
: Positions                                                                                                    :
:  618,207   354,901    30,147   266,889   122,586       651    25,946    21,389         0       838       789 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:   -1,349     5,664    -1,122   -12,796     1,174        68     2,588      -273         0       427       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      44.6       3.8      33.5      15.4       0.1       3.3       2.7       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       34        27         8        14        20         .         4         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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   231,825                :
: Positions                                                                                                    :
:  152,997   190,648    50,851     7,006     4,433     9,458    19,683     4,677         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:    3,705     5,021       110       -31      -154       428         0       103         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      82.2      21.9       3.0       1.9       4.1       8.5       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       30        29         5         .         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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   396,521                :
: Positions                                                                                                    :
:  282,355   301,574    57,284    51,648    18,492     9,898        21    18,283         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:   10,516     1,610    -6,404     1,853     2,468        62        21    -2,428         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      76.1      14.4      13.0       4.7       2.5       0.0       4.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        28         7         7         8         5         .         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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   170,274                :
: Positions                                                                                                    :
:  126,375    81,995     7,975    44,529    18,429     6,556     8,004     8,083         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:   17,165   -39,368   -16,590    32,674   -10,969    -5,743       278     4,106         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      48.2       4.7      26.2      10.8       3.9       4.7       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        19         4         7         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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   994,703                :
: Positions                                                                                                    :
:  108,168   150,017   217,142    39,286    90,894   145,703   262,616   224,748    31,369    71,837   110,662 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:   -7,947    -4,801    -2,917    -1,017     7,516     2,894       105     4,267       747       545     2,297 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      15.1      21.8       3.9       9.1      14.6      26.4      22.6       3.2       7.2      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   304                     :
:       49        41        27        11        32        53        79        72        41        33        49 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is    24,710                :
: Positions                                                                                                    :
:      565       610     1,827     1,312     3,582     6,567       906     2,575     4,522    10,997     4,030 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:        0         0     1,000         0         0         0         0         0         0       814        96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.3       2.5       7.4       5.3      14.5      26.6       3.7      10.4      18.3      44.5      16.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         .         .         .         .         .         .         .         5         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    55,176                :
: Positions                                                                                                    :
:   33,268    15,309    12,295    15,785     4,427         0     9,614     1,852         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      27.7      22.3      28.6       8.0       0.0      17.4       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         8         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    87,837                :
: Positions                                                                                                    :
:   50,841    36,813    13,540    28,696     9,118     1,987        86     3,120         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:      275       372         0         0         0       -65        86        57         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      41.9      15.4      32.7      10.4       2.3       0.1       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 2,626,020                :
: Positions                                                                                                    :
:  681,501   423,975   165,560   679,270   548,423   262,547   150,763   536,043   200,286    67,103   198,780 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:   17,291    11,318    11,615     7,222    10,693       -76    13,422     3,494     7,324     3,246     9,753 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.0      16.1       6.3      25.9      20.9      10.0       5.7      20.4       7.6       2.6       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   160                     :
:       72        62        10        17        26        14        19        30        14        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 1,183,047                :
: Positions                                                                                                    :
:  130,171   204,262   215,856   317,372   320,648   201,475    41,785   126,319    65,903    51,566   117,625 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:    5,983     8,826    -7,472     7,058     3,397    19,854    -5,286     6,960    -3,064     5,008     6,304 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      17.3      18.2      26.8      27.1      17.0       3.5      10.7       5.6       4.4       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       19        21        14        10        18        13        10        19         9         8        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    19,713                :
: Positions                                                                                                    :
:   17,686    10,769       529     7,661       983        45         0         0       235        36        42 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:      284       313       -25         9        35         0         0         0        40         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      54.6       2.7      38.9       5.0       0.2       0.0       0.0       1.2       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       31        27         4         8         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     9,343                :
: Positions                                                                                                    :
:    8,167     3,533       463     4,983       283         0         0         0       145        90         0 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:       10       -20         0        30         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      37.8       5.0      53.3       3.0       0.0       0.0       0.0       1.6       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        14         .         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,907                :
: Positions                                                                                                    :
:    4,181     4,640     1,915     1,356       636         0         0         0         0        65        25 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:      110       113        15        20       -20         0         0         0         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      67.2      27.7      19.6       9.2       0.0       0.0       0.0       0.0       0.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        14         6         5         8         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,969                :
: Positions                                                                                                    :
:    5,456     4,335     2,837     4,229       333         0         0         0        40         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2011                                                                          :
:      -80       110         0       -75         0         0         0         0        40         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      43.5      28.5      42.4       3.3       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        15         5         4         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 23, 2011