```
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 5,331,752                :
: Positions                                                                                                    :
:2,007,564 1,505,809   343,881 1,391,130   601,928   854,368   186,884   867,816    25,185   150,451   604,812 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:   25,975    43,120    10,248    20,085    16,857    94,285    27,659   -57,718   -39,439     3,391    59,646 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.7      28.2       6.4      26.1      11.3      16.0       3.5      16.3       0.5       2.8      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      112       107        10        23        28        19        16        32        14        20        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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   319,862                :
: Positions                                                                                                    :
:  216,511   224,126    45,726    49,320    29,260     2,330     4,493     5,332     1,358       542     1,817 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:   -5,798       265     3,184       633    -1,909       495    -2,648       433       242      -296      -213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      70.1      14.3      15.4       9.1       0.7       1.4       1.7       0.4       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        31         6         4         9         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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   178,879                :
: Positions                                                                                                    :
:  115,992    91,752    28,403    45,955    23,994     2,503    10,025     3,715       232       239       831 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:   -1,251      -172      -930      -655       981     1,874       126         0      -182        62        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      51.3      15.9      25.7      13.4       1.4       5.6       2.1       0.1       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        22         .        10        11         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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   272,989                :
: Positions                                                                                                    :
:  189,931   110,610    42,048    96,776    30,193     1,468    15,903     1,842         0       241       493 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:     -396    -2,783       623     1,790        11    -1,050      -449       214      -239       241        28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      40.5      15.4      35.5      11.1       0.5       5.8       0.7       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        20         4         8        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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   824,113                :
: Positions                                                                                                    :
:  647,233   316,360     7,720   317,439   133,773       564    23,613    28,377     1,973       129     1,069 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:   23,360    22,436        94     7,138     3,288       564    -4,262     7,125     1,138      -586       -27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      38.4       0.9      38.5      16.2       0.1       2.9       3.4       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       37        29         4        15        19         .         6         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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   235,199                :
: Positions                                                                                                    :
:  157,054   203,893    35,965     9,164    18,019    17,561         0     1,079         0         0         0 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:    3,183     5,003      -637    -1,280       848       235         0      -244         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      86.7      15.3       3.9       7.7       7.5       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       27        25         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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   364,595                :
: Positions                                                                                                    :
:  270,960   224,075    26,279    70,108    10,891     3,701     5,001    45,461         0         0         0 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:   -1,195    -1,642         0     7,188       -50     1,983    -5,002     2,042         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      61.5       7.2      19.2       3.0       1.0       1.4      12.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        27         4        11         8         4         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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   179,398                :
: Positions                                                                                                    :
:  125,482    89,976     5,279    56,011    18,171    20,840     1,596     6,568         0     1,644         0 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:   -4,770    -1,513       -60    -6,131      -808    -3,014       124     2,066         0       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      50.2       2.9      31.2      10.1      11.6       0.9       3.7       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       19        22         4         8         9         5         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 1,207,028                :
: Positions                                                                                                    :
:  109,606   121,376   205,650   116,935   112,337   188,127   246,701   325,031    47,344    89,005   148,258 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:   -1,928     1,433   -10,704    -1,697    -6,181    -9,142   -10,287    11,025     3,844   -10,457     9,921 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      10.1      17.0       9.7       9.3      15.6      20.4      26.9       3.9       7.4      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   307                     :
:       41        37        22        12        27        57        80        79        46        34        57 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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    44,329                :
: Positions                                                                                                    :
:   31,429    10,098     5,965    17,822     1,491       625     8,107       878         0         0         0 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:        0         0         0         0         0         0        40        -8         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      22.8      13.5      40.2       3.4       1.4      18.3       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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    82,881                :
: Positions                                                                                                    :
:    5,014     3,006    28,718    16,644     7,701     6,066     5,385       875     4,469    24,951    22,425 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:      284       414     1,235         0       163       400       135      -100      -328     5,810    -5,723 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.0       3.6      34.6      20.1       9.3       7.3       6.5       1.1       5.4      30.1      27.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:        7         7         6         .         7         .         .         .         6         5        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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    71,645                :
: Positions                                                                                                    :
:   40,102    30,275    13,630    19,857     7,993         0     1,610     3,051         0         0         0 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:      -24       144         0         0         0         0      -168       140         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      42.3      19.0      27.7      11.2       0.0       2.2       4.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 2,815,658                :
: Positions                                                                                                    :
:  650,156   519,619   347,033   762,930   504,006   325,163   130,500   564,381   133,400    25,599   254,472 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:      583     6,883       969    -3,982     3,294       317    -5,196    -4,522    -6,668   -27,061    14,577 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      18.5      12.3      27.1      17.9      11.5       4.6      20.0       4.7       0.9       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   160                     :
:       73        60         9        17        23        18        12        25        15         8        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 1,274,822                :
: Positions                                                                                                    :
:  115,227   194,426   226,325   263,901   349,510   119,574    91,285   208,551   102,806    15,649   147,852 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:  -12,206   -36,990  -120,109   -34,295    -9,041   -33,581  -169,405    16,983   -66,001     8,481    -4,184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0      15.3      17.8      20.7      27.4       9.4       7.2      16.4       8.1       1.2      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       20        17        17         7        19        12        12        19         5         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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    27,276                :
: Positions                                                                                                    :
:   22,985    20,345       335     5,028     1,157     2,160         0         0       243        45        77 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:      956     1,722         0      -819       327         0         0         0      -123         0        77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      74.6       1.2      18.4       4.2       7.9       0.0       0.0       0.9       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        24         .         8         7         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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     8,822                :
: Positions                                                                                                    :
:    6,451     3,421       316     4,776       263     1,280         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:      465       420         0        75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      38.8       3.6      54.1       3.0      14.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         9         .         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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     8,756                :
: Positions                                                                                                    :
:    6,041     3,853       972     1,439     1,173         0     1,500         0       105         0        65 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:      444       344       -15        -4       136         0         0         0       -29         0        65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      44.0      11.1      16.4      13.4       0.0      17.1       0.0       1.2       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         8         .         5         6         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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    10,355                :
: Positions                                                                                                    :
:    5,072     4,870     3,420     4,600       210         0         0         0     1,060         0         0 :
:                                                                                                              :
: Changes from:     May 22, 2012                                                                               :
:      -10       117         0      -127         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      47.0      33.0      44.4       2.0       0.0       0.0       0.0      10.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated June 5, 2012