```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 4,596,822                :
: Positions                                                                                                    :
:1,819,713 1,013,931   278,974 1,130,414   590,148   381,869   243,259 1,037,319    39,298   129,705   427,374 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:  -17,367    20,545     3,308    13,669   -22,612    90,479    68,804   -80,104    22,142    -4,653    -6,024 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      22.1       6.1      24.6      12.8       8.3       5.3      22.6       0.9       2.8       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      103        99        13        21        31        25        14        36        17        16        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   305,673                :
: Positions                                                                                                    :
:  156,055   234,447    78,368     9,751    41,362    11,320     6,502     6,306         0        48       995 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:  -18,594   -29,800    -3,785    -2,127    -2,258    -4,741     5,897    -5,289         0       -67       282 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      76.7      25.6       3.2      13.5       3.7       2.1       2.1       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        27         8         .         8         5         .         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   168,296                :
: Positions                                                                                                    :
:  120,352   113,368    17,660    30,685    17,535     2,582         0     3,297        18         0       245 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:  -14,656   -19,126    -2,320       826    -4,992    -1,846         0       467        10         0      -344 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      67.4      10.5      18.2      10.4       1.5       0.0       2.0       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        26         4         7         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   313,316                :
: Positions                                                                                                    :
:  228,514   115,335    61,327   151,618    11,972     3,453    23,859     4,597         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:  -19,179   -19,404    -2,809     2,086    -2,236       556    -4,873       327         0    -1,077      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      36.8      19.6      48.4       3.8       1.1       7.6       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        23         5         9        11         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   769,408                :
: Positions                                                                                                    :
:  601,747   328,305    31,064   284,830   111,464       943    20,070    21,297         0       341       609 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:  -40,038      -120     8,635   -35,372     6,193       -62     4,003    -3,372         0       341       609 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      42.7       4.0      37.0      14.5       0.1       2.6       2.8       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       33        26         8        14        20         .         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   221,410                :
: Positions                                                                                                    :
:  146,869   176,643    44,895     7,730     8,104     6,740    17,731     5,811         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -3,789   -11,174      -879    -3,002      -199    -3,080     8,010      -990      -457         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      79.8      20.3       3.5       3.7       3.0       8.0       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        27         4         .         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   388,867                :
: Positions                                                                                                    :
:  278,061   298,905    64,123    49,322    12,965     5,948     4,129    18,437         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -1,915   -12,124    -4,633     5,126    -9,783    -1,284     1,839    -2,724         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      76.9      16.5      12.7       3.3       1.5       1.1       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       31        26         8         7         9         5         .         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   177,507                :
: Positions                                                                                                    :
:  106,423   114,201    20,987    10,706    32,121    10,591     7,360     4,349         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -6,709     1,418    -4,575   -12,004     7,781     4,583       202    -2,886         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      64.3      11.8       6.0      18.1       6.0       4.1       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        21         5         5         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   943,649                :
: Positions                                                                                                    :
:  100,231   135,965   224,182    39,823    79,136   140,847   264,884   217,547    26,983    69,434    90,149 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -3,058    -1,168    -1,577     2,243      -104     6,216    -6,033   -14,996    -6,305     1,920     4,977 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      14.4      23.8       4.2       8.4      14.9      28.1      23.1       2.9       7.4       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   311                     :
:       46        36        25        12        28        53        91        75        32        34        53 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    22,026                :
: Positions                                                                                                    :
:      565       610       711       316     3,383     6,567       906     2,575     3,939    10,480     3,294 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:        0         0       292      -208       683      -500         0     2,225       489       489       505 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.6       2.8       3.2       1.4      15.4      29.8       4.1      11.7      17.9      47.6      15.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        .         .         4         .         .         .         .         .         4         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    55,087                :
: Positions                                                                                                    :
:   32,921    13,513    12,295    15,785     4,427         0     9,982     1,852         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -3,278    -4,652    -1,051    -4,406    -1,177         0       591    -1,076         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      24.5      22.3      28.7       8.0       0.0      18.1       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    87,434                :
: Positions                                                                                                    :
:   49,684    36,571    13,540    28,696     9,118     2,224        16     2,998         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -3,044    -2,352      -364    -6,478    -1,979      -562      -483       100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      41.8      15.5      32.8      10.4       2.5       0.0       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        10         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 2,494,503                :
: Positions                                                                                                    :
:  642,624   413,766   138,502   663,248   503,994   265,425   125,147   549,362   201,381    59,376   158,431 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:    5,803     1,818    -4,538    -1,073    -1,965    -4,290    32,492   -20,697    25,772   -11,309    -9,625 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.8      16.6       5.6      26.6      20.2      10.6       5.0      22.0       8.1       2.4       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   156                     :
:       68        60        10        17        26        16        17        27        13        11        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,061,770                :
: Positions                                                                                                    :
:  117,800   189,281   220,900   231,220   323,432   177,954    49,272   112,983    17,538    65,962    86,654 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -1,764     6,270     2,272     3,187    -4,318     6,603    -1,014     6,933     2,608     1,048     1,346 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.1      17.8      20.8      21.8      30.5      16.8       4.6      10.6       1.7       6.2       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       19        21        15         8        19        12         9        17        10         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    19,200                :
: Positions                                                                                                    :
:   17,500    10,239       554     7,933       736        55         0        25       175        36        52 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -2,701    -2,429      -150      -496       -76        10         0       -20       -75       -20       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      53.3       2.9      41.3       3.8       0.3       0.0       0.1       0.9       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        27         4         8         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     9,288                :
: Positions                                                                                                    :
:    8,112     3,538       463     4,923       283         0         0         0       145        90         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -1,284      -677       -21      -559       -29         0         0         0        -5         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      38.1       5.0      53.0       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 6, 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     6,713                :
: Positions                                                                                                    :
:    4,056     4,468     1,786     1,266       666         0         0         0         0        45        25 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -496      -754      -206       -54        72         0         0         0        -5       -15        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      66.6      26.6      18.9       9.9       0.0       0.0       0.0       0.0       0.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        13         6         5         8         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     9,643                :
: Positions                                                                                                    :
:    5,200     3,979     2,822     4,199       333         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -853      -555        21      -311       -59         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      41.3      29.3      43.5       3.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        14         5         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 9, 2011