```
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 4,688,481                :
: Positions                                                                                                    :
:1,929,249 1,025,995   276,986 1,093,105   629,662   311,645   223,016 1,063,860    13,200   189,142   448,091 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:   36,342   -16,066    -7,487    12,946    31,539   -15,818    -9,718    19,991     2,103    29,052     4,538 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.1      21.9       5.9      23.3      13.4       6.6       4.8      22.7       0.3       4.0       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      108       100        15        22        34        25        15        37        12        18        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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   334,263                :
: Positions                                                                                                    :
:  172,236   260,251    83,404    12,190    41,942    15,472     2,298    10,439       309        24       801 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:   -3,471     3,245     6,749     2,372       743     6,124     1,177    -3,547      -983      -679       308 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      77.9      25.0       3.6      12.5       4.6       0.7       3.1       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        27         8         4         9         5         .         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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   188,627                :
: Positions                                                                                                    :
:  134,483   128,620    18,120    29,581    22,957     5,512         0     3,332       248       518       665 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:    1,227    -2,022     4,856     6,957    -1,413     1,289         0       487      -312       518        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      68.2       9.6      15.7      12.2       2.9       0.0       1.8       0.1       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        29         4         7        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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   334,160                :
: Positions                                                                                                    :
:  246,999   127,772    63,475   150,274    13,435     3,079    33,231     3,646         0     1,199       155 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:    8,078     6,440    -1,953    -2,031      -340      -143     1,854    -1,149      -832      -593      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      38.2      19.0      45.0       4.0       0.9       9.9       1.1       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       22        21         7         7        12         .         5         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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   793,707                :
: Positions                                                                                                    :
:  651,754   329,704    22,748   326,977    93,826     1,067    19,739    17,302         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:   39,683    40,392      -766    -5,997    12,238       155     2,887       437    -1,436         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      41.5       2.9      41.2      11.8       0.1       2.5       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       36        29         7        15        19         .         4         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   227,342                :
: Positions                                                                                                    :
:  148,103   187,940    45,974    10,500     8,504     8,859     6,409     8,187     1,154       282       821 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:     -351    -1,781    -1,142       217       637    -2,602    -3,182     1,532      -465       282       821 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      82.7      20.2       4.6       3.7       3.9       2.8       3.6       0.5       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        30         4         5         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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   419,596                :
: Positions                                                                                                    :
:  281,489   322,072    70,616    43,983    22,650     8,946         0    25,547         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:     -790    -2,283   -10,281       487     2,842    -1,150    -9,599     5,690         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      76.8      16.8      10.5       5.4       2.1       0.0       6.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       32        26         8         9        10         5         0         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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   180,123                :
: Positions                                                                                                    :
:  107,341   119,154    30,760    18,570    24,027     8,513     5,232     6,553         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:   12,242    -3,864    -7,001     2,032     5,557    -2,343     4,729     1,544         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      66.2      17.1      10.3      13.3       4.7       2.9       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        22         5         8         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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   991,038                :
: Positions                                                                                                    :
:  104,937   138,155   228,073    40,231    86,158   135,604   279,032   238,692    42,042    69,635    90,470 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:   -7,684    -3,075     1,278    -1,223       529     8,111     1,691   -16,032     2,020       850     7,725 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      13.9      23.0       4.1       8.7      13.7      28.2      24.1       4.2       7.0       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   320                     :
:       52        42        26        12        32        51        91        74        36        33        51 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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    60,226                :
: Positions                                                                                                    :
:   35,651    17,049    13,346    20,191     5,604         0    10,383     2,370         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:      870     1,859         0         0         0         0       428         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      28.3      22.2      33.5       9.3       0.0      17.2       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        10         5         5         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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    57,794                :
: Positions                                                                                                    :
:   31,500    19,053     7,156    19,658     7,130     3,995     3,564       629         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      33.0      12.4      34.0      12.3       6.9       6.2       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         7         4         5         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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    93,375                :
: Positions                                                                                                    :
:   52,676    38,923    13,904    35,174    11,097     2,838       499     2,862         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:      226       480         0      -480         0       -63       499       -77         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.4      41.7      14.9      37.7      11.9       3.0       0.5       3.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       11        11         4         8         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 2,598,339                :
: Positions                                                                                                    :
:  694,148   450,196   154,774   700,702   510,994   273,722   101,081   553,934   192,975    76,240   183,226 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:    6,948     6,699     7,482      -708    -1,407     4,491     9,725    17,448     3,536     7,327    11,647 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.7      17.3       6.0      27.0      19.7      10.5       3.9      21.3       7.4       2.9       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   172                     :
:       75        64        11        18        28        22        13        29        14        13        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 1,146,694                :
: Positions                                                                                                    :
:  126,451   201,200   195,618   232,521   372,502   174,440    42,016   135,137    27,807    48,194   110,259 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:  -19,356    12,229   -12,703    -3,818    12,429    32,878    -1,747     6,529    -2,786    -9,448    17,700 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      17.5      17.1      20.3      32.5      15.2       3.7      11.8       2.4       4.2       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       19        20        14         9        20        15         7        19        10         9        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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    22,437                :
: Positions                                                                                                    :
:   20,331    12,888       704     8,349       862        45         0        45       235        56        67 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:      404       384         0        16        81        20         0        25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      57.4       3.1      37.2       3.8       0.2       0.0       0.2       1.0       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        29         .        10         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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    10,446                :
: Positions                                                                                                    :
:    9,244     4,063       454     5,518       342         0         0         0       150         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:      171       181         0      -126         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      38.9       4.3      52.8       3.3       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        14         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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     7,243                :
: Positions                                                                                                    :
:    4,474     5,038     1,922     1,326       584         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:        0       328        78      -180        60         0         0         0         0       -70         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      69.6      26.5      18.3       8.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         6         4         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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    10,612                :
: Positions                                                                                                    :
:    6,238     4,709     2,324     4,314       385         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2011                                                                          :
:     -108       -80       -52       156        33         0         0         0         0       -20        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      44.4      21.9      40.7       3.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        14         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated November 28, 2011