```
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 5,083,437                :
: Positions                                                                                                    :
:1,913,758 1,376,446   379,402 1,514,568   537,512   551,272    95,217   799,377   231,571    95,967   652,423 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:   79,060    19,971    31,105   146,234   -89,973    14,123   -11,132    69,285    25,153    -5,985    65,054 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.6      27.1       7.5      29.8      10.6      10.8       1.9      15.7       4.6       1.9      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   219                     :
:      113       108         8        24        28        24         8        28        21        14        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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   317,906                :
: Positions                                                                                                    :
:  215,511   217,929    41,568    38,894    39,817     1,437    11,041     4,025       678       414     2,723 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:   -5,920     1,049      -456    -6,456     2,527       753    -1,013     1,804       -96      -287       -58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      68.6      13.1      12.2      12.5       0.5       3.5       1.3       0.2       0.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       28        32         5         4         8         4         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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   163,400                :
: Positions                                                                                                    :
:  102,550    90,425    34,977    41,561    19,179         0     5,733     3,503       344         0       395 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:    2,951     1,874    -2,173      -463         0         0      -502       547      -331      -248        54 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      55.3      21.4      25.4      11.7       0.0       3.5       2.1       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       23        22         .         8        10         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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   266,603                :
: Positions                                                                                                    :
:  192,793   120,959    31,324    85,408    33,646     1,752    14,851     1,752         0        35       334 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:    9,285     1,374    -3,043     4,936    -1,635      -310     1,307       779         0      -243       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      45.4      11.7      32.0      12.6       0.7       5.6       0.7       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        20         .         9        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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   756,307                :
: Positions                                                                                                    :
:  568,749   275,679    37,470   326,884   123,432       679     5,408    19,092     2,901        38     1,917 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:     -596    -3,020    13,287    21,313    -2,440       368    -3,750    -8,597     1,144      -424      -306 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      36.5       5.0      43.2      16.3       0.1       0.7       2.5       0.4       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       39        30         5        14        19         .         4         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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   213,736                :
: Positions                                                                                                    :
:  146,542   181,275    29,432     6,752    20,911     7,312         0     1,711       676         0         0 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:    1,968       912      -318       -31    -1,181      -926         0      -365       676         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      84.8      13.8       3.2       9.8       3.4       0.0       0.8       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        25         4         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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   310,029                :
: Positions                                                                                                    :
:  235,662   206,374    19,294    62,167     7,679    16,921     1,230    25,109         0         0         0 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:   -3,162       980        93    -2,229      -376       505    -1,013    -2,062         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      66.6       6.2      20.1       2.5       5.5       0.4       8.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        30         4        11         8         4         .         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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   146,949                :
: Positions                                                                                                    :
:  110,820    69,385     9,153    56,968     9,958     9,341       371     5,625         0       519         0 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:     -150       822        62      -526        92      -843       112       694         0      -124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      47.2       6.2      38.8       6.8       6.4       0.3       3.8       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       26        23         5         9        10         5         .         4         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 1,123,235                :
: Positions                                                                                                    :
:   97,603   130,309   203,417   128,692    89,027   209,131   169,661   261,152    33,583   145,428   158,598 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:   -9,819    -4,327     8,319     9,116   -25,797     8,524    -4,983     8,325        12     9,850    12,000 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.7      11.6      18.1      11.5       7.9      18.6      15.1      23.2       3.0      12.9      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   310                     :
:       45        40        24         9        24        71        61        76        45        46        62 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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    33,838                :
: Positions                                                                                                    :
:   22,273     6,499     5,442    13,753     1,282       639     5,763       864         0         0         0 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:        0         0         0         0         0         0         0       240         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      19.2      16.1      40.6       3.8       1.9      17.0       2.6       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 July 24, 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    82,021                :
: Positions                                                                                                    :
:   11,286     7,777    22,601     1,170    14,653     4,976       550     1,037    11,010    41,658    13,233 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:      972       838    -2,584         0     2,495         0         0       487       250    -1,856      -286 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.8       9.5      27.6       1.4      17.9       6.1       0.7       1.3      13.4      50.8      16.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:        9         9         4         .         8         .         .         .         7         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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    62,697                :
: Positions                                                                                                    :
:   33,890    26,845    13,863    17,502     6,979         0       162     2,221         0         0         0 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:      575       682         0         0         0         0      -271      -130         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      42.8      22.1      27.9      11.1       0.0       0.3       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 2,732,249                :
: Positions                                                                                                    :
:  657,748   565,640   281,357   793,851   478,023   270,334    42,507   493,681   200,335    12,100   323,553 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:   17,878       888    -1,590     9,744    16,357     7,891       907     4,312    -1,988     8,669    12,835 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.1      20.7      10.3      29.1      17.5       9.9       1.6      18.1       7.3       0.4      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       73        62         7        19        24        18        10        24        19         5        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 1,348,380                :
: Positions                                                                                                    :
:  137,144   186,328   236,284   242,290   370,131   105,890    43,367   203,608    80,693    88,734   212,339 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:    3,964    12,393     1,901   -21,326     2,683    -8,440    -2,766    15,399     2,463    10,647    17,641 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.2      13.8      17.5      18.0      27.5       7.9       3.2      15.1       6.0       6.6      15.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       20        21        18         7        21        18         7        16        11        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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    27,916                :
: Positions                                                                                                    :
:   23,285    21,613       531     4,573     1,313     2,216         0         0        35         0         0 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:       17        67       -15         0         8         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      77.4       1.9      16.4       4.7       7.9       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       31        23         .         7         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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     6,894                :
: Positions                                                                                                    :
:    5,472     2,063       275     4,282       175       660         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:      110        30         0        17         5       -53         0       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      29.9       4.0      62.1       2.5       9.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         9         .         6         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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     9,424                :
: Positions                                                                                                    :
:    6,837     4,526       901     1,638     1,075         0     1,500         0       259        75        77 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:      272       362         0       -70        17         0         0         0        20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      48.0       9.6      17.4      11.4       0.0      15.9       0.0       2.7       0.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        12         .         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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    10,356                :
: Positions                                                                                                    :
:    5,632     4,748     3,486     4,975        68         0         0         0       945         0         0 :
:                                                                                                              :
: Changes from:     July 17, 2012                                                                              :
:      241       286         0        45         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      45.8      33.7      48.0       0.7       0.0       0.0       0.0       9.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated July 27, 2012