Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 4,620,342                :
: Positions                                                                                                    :
:1,892,907 1,042,061   284,473 1,080,159   598,123   327,463   232,734 1,043,869    11,097   160,090   443,553 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:   63,729    22,685     7,668   -18,389    -8,600    18,558    28,632    -3,951   -10,266    39,051    44,626 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.0      22.6       6.2      23.4      12.9       7.1       5.0      22.6       0.2       3.5       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   214                     :
:      101        98        16        22        34        22        15        35        10        16        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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   329,208                :
: Positions                                                                                                    :
:  175,707   257,006    76,655     9,818    41,199     9,348     1,121    13,986     1,292       703       493 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:   -6,285    13,983    15,477    -4,631    -4,935    -1,288    -2,180     1,164       608       242      -273 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      78.1      23.3       3.0      12.5       2.8       0.3       4.2       0.4       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        26         8         4        10         4         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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   182,105                :
: Positions                                                                                                    :
:  133,256   130,642    13,264    22,624    24,370     4,223         0     2,845       560         0       620 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:    1,957     4,256     3,922       247      -467    -1,940         0       383       125         0       372 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      71.7       7.3      12.4      13.4       2.3       0.0       1.6       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       25        31         4         7        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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   330,192                :
: Positions                                                                                                    :
:  238,921   121,332    65,428   152,305    13,775     3,222    31,377     4,795       832     1,792       279 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:  -23,536   -15,420     1,932    -6,119      -667     1,252     1,701    -1,613       832       194      -308 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      36.7      19.8      46.1       4.2       1.0       9.5       1.5       0.3       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       21        22         7         7        12         .         6         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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   739,225                :
: Positions                                                                                                    :
:  612,071   289,312    23,514   332,974    81,588       912    16,852    16,865     1,436         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:   14,896       198    -3,180     9,924    -6,642        62     3,679    -3,377       484         0       -90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      39.1       3.2      45.0      11.0       0.1       2.3       2.3       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       34        28         7        15        19         .         4         5         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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   228,347                :
: Positions                                                                                                    :
:  148,454   189,721    47,116    10,283     7,867    11,461     9,591     6,655     1,619         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:   -9,570    -7,728      -641    -3,357       957    -1,947    -2,472     2,450      -270         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      83.1      20.6       4.5       3.4       5.0       4.2       2.9       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        29         4         4         5         4         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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   420,542                :
: Positions                                                                                                    :
:  282,279   324,355    80,897    43,496    19,808    10,096     9,599    19,857         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:    4,960     6,604     1,535     2,342      -579     3,332       851    -4,605         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      77.1      19.2      10.3       4.7       2.4       2.3       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       32        26         8         9        11         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   170,917                :
: Positions                                                                                                    :
:   95,099   123,018    37,761    16,538    18,470    10,856       503     5,009         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:   12,253     2,328       605     8,893    -4,275      -268         0       773         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      72.0      22.1       9.7      10.8       6.4       0.3       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        20         5         8         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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   996,935                :
: Positions                                                                                                    :
:  112,621   141,230   226,795    41,454    85,629   127,493   277,341   254,724    40,022    68,785    82,745 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:    7,593     1,612       367     2,328    -3,422    11,705    22,354    -8,933     9,957    16,906    10,643 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      14.2      22.7       4.2       8.6      12.8      27.8      25.6       4.0       6.9       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   322                     :
:       56        44        23        14        29        52        94        71        37        30        51 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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    59,650                :
: Positions                                                                                                    :
:   34,781    15,190    13,346    20,191     5,604         0     9,955     2,370         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:     -362    -2,691         0         0         0      -618     1,299       232         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      25.5      22.4      33.8       9.4       0.0      16.7       4.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        7         8         5         5         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    57,794                :
: Positions                                                                                                    :
:   31,500    19,053     7,156    19,658     7,130     3,995     3,564       629         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:        0      -108         0         0         0      -156         0        48         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      33.0      12.4      34.0      12.3       6.9       6.2       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         7         4         5         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    93,208                :
: Positions                                                                                                    :
:   52,450    38,443    13,904    35,654    11,097     2,901         0     2,939         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:      422      -829         0         0         0      -395         0       264         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      41.2      14.9      38.3      11.9       3.1       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       11        11         4         8         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 2,536,642                :
: Positions                                                                                                    :
:  687,200   443,497   147,292   701,410   512,401   269,231    91,356   536,486   189,439    68,913   171,579 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:    9,133    17,307    16,730     1,469    58,969      -102    11,183    33,160    40,149    -1,034    37,662 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.1      17.5       5.8      27.7      20.2      10.6       3.6      21.1       7.5       2.7       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   169                     :
:       74        65        12        16        27        20        13        28        14        12        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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 1,111,237                :
: Positions                                                                                                    :
:  145,807   188,971   208,321   236,339   360,073   141,562    43,763   128,608    30,593    57,642    92,559 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:    7,988    13,560    -6,525    -3,057    13,498     9,091     4,431      -983      -315    -3,848        96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.1      17.0      18.7      21.3      32.4      12.7       3.9      11.6       2.8       5.2       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       17        20        14         9        20        13         9        19         9         8        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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    21,925                :
: Positions                                                                                                    :
:   19,927    12,504       704     8,333       781        25         0        20       235        56        67 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:      156       144         0        60         0         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      57.0       3.2      38.0       3.6       0.1       0.0       0.1       1.1       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        29         .        10         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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    10,302                :
: Positions                                                                                                    :
:    9,073     3,882       454     5,644       342         0         0         0       150         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:      428       293        45       105         0       -87         0       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      37.7       4.4      54.8       3.3       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        14         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 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     7,050                :
: Positions                                                                                                    :
:    4,474     4,710     1,844     1,506       524         0         0         0         0        70         0 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:       89       190        91       -45        41         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      66.8      26.2      21.4       7.4       0.0       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         5         5         6         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 15, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,478                :
: Positions                                                                                                    :
:    6,346     4,789     2,376     4,158       352         0         0         0         0        20         5 :
:                                                                                                              :
: Changes from:     November 8, 2011                                                                           :
:     -768       -31       381      -412       187         0         0         0         0        20         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      45.7      22.7      39.7       3.4       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         .         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
 

Updated November 18, 2011