```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 4,767,926                :
: Positions                                                                                                    :
:1,926,300 1,071,039   296,842 1,210,371   542,624   457,556   268,544 1,012,153    14,692   142,087   431,103 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    9,915    -4,531     9,213    38,231   -27,725    34,936     4,118     3,898    -9,324     4,256   -13,251 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.4      22.5       6.2      25.4      11.4       9.6       5.6      21.2       0.3       3.0       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      106        97        15        21        33        25        14        36        10        17        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   324,208                :
: Positions                                                                                                    :
:  163,357   230,556    79,574     6,425    46,318    11,942    23,924     8,523       286         0     1,366 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:     -849    -3,640      -188     1,622      -534      -471      -146     2,056      -179         0       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      71.1      24.5       2.0      14.3       3.7       7.4       2.6       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        27         8         .        10         6         .         5         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   168,180                :
: Positions                                                                                                    :
:  114,539   106,230    20,605    35,519    18,610     2,043         0     5,203        53         0       826 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:     -424     2,538       633      -553       745     1,772         0       367       -27         0       182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      63.2      12.3      21.1      11.1       1.2       0.0       3.1       0.0       0.0       0.5 :
:                                                                                                              :
: 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 27, 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   321,844                :
: Positions                                                                                                    :
:  232,264   120,778    63,753   150,589    11,957     5,764    27,621     2,214         0       352        62 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    1,597       823      -176      -772      -331       428      -824       217         0       120       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      37.5      19.8      46.8       3.7       1.8       8.6       0.7       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        22         4         9        11         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   806,089                :
: Positions                                                                                                    :
:  624,645   358,115    33,113   265,044   124,431       651    34,715    19,967         0       561       665 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    6,438     3,214     2,966    -1,845     1,845         0     8,769    -1,422         0      -277      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      44.4       4.1      32.9      15.4       0.1       4.3       2.5       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       34        26         8        14        20         .         4         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   236,141                :
: Positions                                                                                                    :
:  157,278   194,812    54,080     7,068     4,588     8,590    18,319     5,120         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    4,281     4,164     3,229        62       155      -868    -1,364       443         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      82.5      22.9       3.0       1.9       3.6       7.8       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       33        30         5         .         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   390,244                :
: Positions                                                                                                    :
:  285,278   295,200    52,806    52,171    18,243     9,027        91    17,726         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    2,923    -6,374    -4,478       523      -249      -871        70      -557         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      75.6      13.5      13.4       4.7       2.3       0.0       4.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       33        29         7         7         8         6         .         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   173,366                :
: Positions                                                                                                    :
:  132,590    77,062     6,515    52,809    17,350     5,365     8,246     8,758         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    6,215    -4,933    -1,460     8,280    -1,079    -1,191       242       675         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      44.5       3.8      30.5      10.0       3.1       4.8       5.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        19         4         7         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 1,000,237                :
: Positions                                                                                                    :
:  105,529   142,203   213,617    37,558    95,467   143,541   268,679   235,303    35,507    70,960   102,884 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:   -2,639    -7,814    -3,525    -1,728     4,573    -2,162     6,063    10,555     4,138      -877    -7,778 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      14.2      21.4       3.8       9.5      14.4      26.9      23.5       3.5       7.1      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   291                     :
:       50        39        27        10        30        50        79        71        34        31        44 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    26,110                :
: Positions                                                                                                    :
:      565     1,360     2,827     1,262     3,732     6,567     1,906     2,525     4,522    10,347     4,230 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        0       750     1,000       -50       150         0     1,000       -50         0      -650       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.2       5.2      10.8       4.8      14.3      25.2       7.3       9.7      17.3      39.6      16.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         .         .         .         .         .         .         .         5         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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                                                                                                    :
:   33,816    15,557    12,295    15,785     4,427         0     9,552     1,790         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      548       248         0         0         0         0       -62       -62         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      28.2      22.3      28.6       8.0       0.0      17.3       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         9         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    87,964                :
: Positions                                                                                                    :
:   50,812    36,937    13,540    28,748     9,118     2,106         0     3,157         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -29       124         0        52         0       119       -86        37         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      42.0      15.4      32.7      10.4       2.4       0.0       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 2,630,674                :
: Positions                                                                                                    :
:  693,481   429,396   141,739   685,190   548,628   289,544   150,068   531,310   190,815    60,059   201,850 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:   11,980     5,421   -23,821     5,920       205    26,997      -695    -4,733    -9,471    -7,044     3,070 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.4      16.3       5.4      26.0      20.9      11.0       5.7      20.2       7.3       2.3       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   168                     :
:       76        61        11        17        26        21        15        30        16        10        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 1,197,798                :
: Positions                                                                                                    :
:  134,942   207,980   217,362   320,199   316,421   218,552    53,773   119,812    67,381    58,374   117,937 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    4,771     3,718     1,506     2,827    -4,227    17,077    11,988    -6,507     1,478     6,808       312 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      17.4      18.1      26.7      26.4      18.2       4.5      10.0       5.6       4.9       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       21        22        14        10        19        15         8        18        10         8        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    19,821                :
: Positions                                                                                                    :
:   17,835    10,905       529     7,661       987        45         0         0       250        36        42 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      149       136         0         0         4         0         0         0        15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      55.0       2.7      38.7       5.0       0.2       0.0       0.0       1.3       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       32        28         4         8         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     9,454                :
: Positions                                                                                                    :
:    8,278     3,464       463     5,163       283         0         0         0       145        90         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      111       -69         0       180         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      36.6       4.9      54.6       3.0       0.0       0.0       0.0       1.5       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 27, 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     7,031                :
: Positions                                                                                                    :
:    4,161     4,650     1,885     1,296       810         0         0         0         0        65        25 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -20        10       -30       -60       174         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      66.1      26.8      18.4      11.5       0.0       0.0       0.0       0.0       0.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        14         5         6         8         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     9,894                :
: Positions                                                                                                    :
:    5,381     4,230     2,837     4,259       333         0         0         0        40         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -75      -105         0        30         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      42.8      28.7      43.0       3.4       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        14         5         4         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 30, 2011