```
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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 5,125,118                :
: Positions                                                                                                    :
:1,865,781 1,388,819   307,659 1,195,348   669,149   654,520   143,695 1,019,497    35,752   136,673   560,150 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
: -121,037    -1,900   -15,166    25,747   -17,148    10,361   -25,807   -38,320    18,917  -103,039    -2,802 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.4      27.1       6.0      23.3      13.1      12.8       2.8      19.9       0.7       2.7      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      108       107        11        22        28        19        13        29        15        22        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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   335,149                :
: Positions                                                                                                    :
:  212,679   224,254    50,789    40,459    35,343     5,011    18,699     5,055     6,413     2,420     4,229 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:   10,037     7,630     1,258     3,806    -2,334       -61    -4,308      -139    -6,013     1,190       546 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      66.9      15.2      12.1      10.5       1.5       5.6       1.5       1.9       0.7       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       32        33         6         4         9         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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   182,597                :
: Positions                                                                                                    :
:  121,290   106,744    26,357    36,301    26,750         0     5,425         0     1,581     1,574     3,402 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:      218       821     1,897       648      -552         0         0         0      -132     1,005    -1,092 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      58.5      14.4      19.9      14.6       0.0       3.0       0.0       0.9       0.9       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        26         .         9        11         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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   284,943                :
: Positions                                                                                                    :
:  195,926   118,083    50,042   107,794    27,715     4,680    11,733       465       422     6,086     1,542 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:   -2,816      -118      -780    -3,307     4,248         0       462      -216       254      -317      -218 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      41.4      17.6      37.8       9.7       1.6       4.1       0.2       0.1       2.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       24        25         4         8         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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   742,259                :
: Positions                                                                                                    :
:  584,020   257,989     9,752   294,467   132,931         0    42,088     9,382       736       797     1,869 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:   15,861    14,772    -1,115    -3,798    10,481         0     5,390    -2,622       736      -676    -1,002 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      34.8       1.3      39.7      17.9       0.0       5.7       1.3       0.1       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       36        32         5        15        19         0         6         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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   239,987                :
: Positions                                                                                                    :
:  162,911   209,248    34,918    10,421    14,455    15,351         0       859     2,903         0       370 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:     -194       -89        94       674        92      -178         0       -62      -566         0       241 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      87.2      14.5       4.3       6.0       6.4       0.0       0.4       1.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        22         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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   390,265                :
: Positions                                                                                                    :
:  295,842   263,617    28,751    54,438    15,434     1,840     8,258    37,232     2,215       279       920 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:      849     2,969     2,449     2,866      -211        10    -2,628      -952        54       279       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      67.5       7.4      13.9       4.0       0.5       2.1       9.5       0.6       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       32        28         5         9         9         .         6         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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   220,702                :
: Positions                                                                                                    :
:  167,037   101,231     6,080    63,939    20,154    17,826    18,858     2,391         0     3,064     4,261 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:   -1,460     3,033         0    -3,020     1,331     1,323       898       200         0    -1,083       440 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      45.9       2.8      29.0       9.1       8.1       8.5       1.1       0.0       1.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        21         5         7         8         4         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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 1,257,703                :
: Positions                                                                                                    :
:  130,443   129,507   215,615   113,473   131,160   203,266   306,643   307,687    54,903    73,327   148,116 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:   15,298    14,408     5,782    -1,433   -13,920       930    -4,566   -16,064   -18,289    -4,300     2,284 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.4      10.3      17.1       9.0      10.4      16.2      24.4      24.5       4.4       5.8      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   341                     :
:       44        39        21        16        28        56        93        82        50        45        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    52,716                :
: Positions                                                                                                    :
:   38,509    11,927     6,032    19,641     1,796       623    11,650        36         0       637       552 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:        0         0         0      -248         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      22.6      11.4      37.3       3.4       1.2      22.1       0.1       0.0       1.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         6         .         5         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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    76,791                :
: Positions                                                                                                    :
:    3,480     1,442    32,073    18,882     5,708     5,801     4,706       575     6,450    24,192    20,129 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:      354    -1,227    17,174    12,428   -31,016       125    -2,501      -225    -4,415     4,778    -9,439 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.5       1.9      41.8      24.6       7.4       7.6       6.1       0.7       8.4      31.5      26.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        5         4         5         .         5         .         .         .         6         4        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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    70,268                :
: Positions                                                                                                    :
:   39,014    28,989    13,654    20,001     7,969         0     1,357       877         0       943     1,273 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:   -3,371    -2,358       151    -1,209      -497         0       275       -85         0       516       555 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      41.3      19.4      28.5      11.3       0.0       1.9       1.2       0.0       1.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         8         4         4         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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 2,697,093                :
: Positions                                                                                                    :
:  582,867   471,520   336,219   702,220   489,570   344,469   167,999   554,257   151,740    82,835   204,286 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:  -28,604   -33,952   -41,142   -44,918   -23,402     9,422   -10,050   -18,799   -19,727    10,630   -30,789 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.6      17.5      12.5      26.0      18.2      12.8       6.2      20.6       5.6       3.1       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   145                     :
:       65        58         8        17        23        14        13        23        12        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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 1,333,614                :
: Positions                                                                                                    :
:  120,632   211,251   284,905   249,224   355,088   157,367   171,762   169,461    88,837    21,726   151,322 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:  -13,994   -15,297   -42,603    25,074   -20,686     1,217   -81,718   -40,461   -43,961   -27,322    -9,615 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0      15.8      21.4      18.7      26.6      11.8      12.9      12.7       6.7       1.6      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       17        17        14         9        18        16        11        20         8        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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    24,730                :
: Positions                                                                                                    :
:   21,141    17,184       265     5,970       746     1,860         0         0       461        45         0 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:    1,462     2,706        65      -926        12       180         0         0        98        45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      69.5       1.1      24.1       3.0       7.5       0.0       0.0       1.9       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        23         .         8         7         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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     8,222                :
: Positions                                                                                                    :
:    5,961     3,016       316     4,593       263     1,160         0         0        40         0         0 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:     -702      -209       -27      -374        71         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      36.7       3.8      55.9       3.2      14.1       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         8         .         4         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,933                :
: Positions                                                                                                    :
:    4,454     2,778     1,165     1,259       712         0     1,500         0       130       130        15 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:     -186      -730      -384        22       139         0       120         0         0        20        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      40.1      16.8      18.2      10.3       0.0      21.6       0.0       1.9       1.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         7         .         4         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 1, 2012                
:                                             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     9,405                :
: Positions                                                                                                    :
:    4,365     4,100     3,096     4,453       255         0         0         0       940         0         0 :
:                                                                                                              :
: Changes from:     April 24, 2012                                                                             :
:      -24       107      -328      -436       -18         0         0         0       125         0        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.4      43.6      32.9      47.3       2.7       0.0       0.0       0.0      10.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        12         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated May 4, 2012