```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 4,619,661                :
: Positions                                                                                                    :
:1,893,134 1,096,050   267,475 1,090,485   622,637   255,427   166,444 1,057,739    24,769    97,828   456,337 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   43,346    23,362    -1,826    58,753   -39,659     6,489     4,193   -25,853     5,674   -30,448    26,107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.0      23.7       5.8      23.6      13.5       5.5       3.6      22.9       0.5       2.1       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   217                     :
:       99        94        13        24        33        26        13        36        14        20        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   339,141                :
: Positions                                                                                                    :
:  176,505   251,965    61,688    22,466    42,616    24,391       320    14,639       609       198     1,475 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:     -156     3,728      -353     1,946    -1,451     2,972    -1,713    -2,701       609      -385       119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      74.3      18.2       6.6      12.6       7.2       0.1       4.3       0.2       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        28         5         4         8         7         .         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   204,299                :
: Positions                                                                                                    :
:  162,911   148,131     4,575    27,812    23,019     8,089       265     2,297         0        15       696 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      215     2,920         0    -1,149       226     1,911         0      -497         0       -32       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      72.5       2.2      13.6      11.3       4.0       0.1       1.1       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       25        27         .         9         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   358,215                :
: Positions                                                                                                    :
:  274,990   126,490    57,540   159,555    16,156         0    39,498     7,127         0     1,880         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    8,812     7,908     2,467    -3,929      -354      -300     4,475      -134         0    -1,413      -122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      35.3      16.1      44.5       4.5       0.0      11.0       2.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       23        26         6         8        12         0         6         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   710,403                :
: Positions                                                                                                    :
:  573,583   271,992    24,675   318,658    86,052       850    11,052    21,197     1,146         0       361 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   22,128    10,295       152    16,075    -2,643         0    -3,920     5,855       392         0      -422 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      38.3       3.5      44.9      12.1       0.1       1.6       3.0       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       35        28         7        15        19         .         4         5         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   237,813                :
: Positions                                                                                                    :
:  156,234   193,226    46,898    12,095     7,065    16,256    17,102     2,145     1,854         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    2,839     7,400      -132     1,502       656     2,328    -3,396       107      -420         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      81.3      19.7       5.1       3.0       6.8       7.2       0.9       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       28        27         4         4         6         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   421,325                :
: Positions                                                                                                    :
:  265,551   319,929    73,411    40,203    22,869    16,526       204    34,244         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   23,564    17,719      -167    -1,274     1,967    -5,398        68     2,678         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      75.9      17.4       9.5       5.4       3.9       0.0       8.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       35        27         9         8        13         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   154,232                :
: Positions                                                                                                    :
:   74,961   105,525    33,344    11,814    23,694    12,740     2,155     5,383         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    8,605    19,832    13,047     1,829    -3,438    -1,720    -1,200     1,594      -390         0      -213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.6      68.4      21.6       7.7      15.4       8.3       1.4       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        20         5         8         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   977,327                :
: Positions                                                                                                    :
:  107,380   141,576   225,566    40,921    85,319   120,089   241,863   263,973    21,071    68,737    90,516 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   -6,749      -885     3,322    -1,764    -6,274    -1,681    -6,268     3,977    -7,189    -1,805       -52 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      14.5      23.1       4.2       8.7      12.3      24.7      27.0       2.2       7.0       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   317                     :
:       58        46        27        12        32        50        91        79        26        36        51 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    64,031                :
: Positions                                                                                                    :
:   37,061    19,231    13,576    20,576     6,684     1,098     9,424     2,718         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        0         0         0         0         0      -304         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      30.0      21.2      32.1      10.4       1.7      14.7       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8         9         4         5         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    60,750                :
: Positions                                                                                                    :
:   33,812    20,280     7,532    20,654     7,524     3,739     3,564       681         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:     -418         0       -62       192        62         0      -480         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      33.4      12.4      34.0      12.4       6.2       5.9       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         4         5         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    98,296                :
: Positions                                                                                                    :
:   53,532    40,822    15,072    38,069    11,807     4,283         0     2,811         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:     -142         0         0         0         0       142         0      -165         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      41.5      15.3      38.7      12.0       4.4       0.0       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        11         4         8         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 2,490,081                :
: Positions                                                                                                    :
:  716,327   435,562   127,337   738,872   462,694   278,942    87,814   498,738   185,180    58,171   187,700 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   34,852    26,105     2,203     8,131     1,306    -6,614     2,643     5,646     4,894     3,177   -16,148 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.8      17.5       5.1      29.7      18.6      11.2       3.5      20.0       7.4       2.3       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   176                     :
:       77        68        13        15        27        22        12        29        18        10        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 1,107,239                :
: Positions                                                                                                    :
:  121,781   192,409   205,808   231,264   350,880   157,046    28,541   139,781    33,178    59,114    93,913 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    4,775    12,792     3,442   -11,916    10,785    -6,096     2,506    15,934       393    -7,851    14,502 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      17.4      18.6      20.9      31.7      14.2       2.6      12.6       3.0       5.3       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       19        20        14         9        20        13         8        19        10        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    24,694                :
: Positions                                                                                                    :
:   22,822    14,301       765     9,410       527         5         0        40       190        66       137 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      400       400         0        -5        47         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      57.9       3.1      38.1       2.1       0.0       0.0       0.2       0.8       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       33        28         .        10         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    10,669                :
: Positions                                                                                                    :
:    9,347     4,086       520     5,762       408         0        35       120       135         0        10 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:       45        30         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      38.3       4.9      54.0       3.8       0.0       0.3       1.1       1.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        13         .         5         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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     7,550                :
: Positions                                                                                                    :
:    4,397     4,724     2,200     1,758       519         0         0         0         0        80         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      -49       146       180       -15        34         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      62.6      29.1      23.3       6.9       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        13         5         5         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,729                :
: Positions                                                                                                    :
:    8,001     5,313     2,306     5,053       197         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      -55       367       554         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      45.3      19.7      43.1       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        14         .         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated October 28, 2011