```
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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 5,151,250                :
: Positions                                                                                                    :
:1,964,693 1,431,225   357,660 1,357,598   586,454   772,160   160,643   816,654    25,959   174,595   604,631 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -42,871   -74,584    13,779   -33,532   -15,474   -82,208   -26,241   -51,162       774    24,144      -181 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.1      27.8       6.9      26.4      11.4      15.0       3.1      15.9       0.5       3.4      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      111       105         9        24        28        16        16        29        15        21        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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   301,187                :
: Positions                                                                                                    :
:  206,991   213,355    43,638    46,891    27,606       614     4,142     5,352         0       362     1,326 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -9,520   -10,771    -2,088    -2,429    -1,654    -1,716      -351        20    -1,358      -180      -491 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      70.8      14.5      15.6       9.2       0.2       1.4       1.8       0.0       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        33         6         4         9         .         6         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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   165,446                :
: Positions                                                                                                    :
:  109,810    83,792    29,427    45,632    20,426         0    10,533     2,603       292         0       620 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -6,182    -7,960     1,024      -323    -3,568    -2,503       508    -1,112        60      -239      -211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      50.6      17.8      27.6      12.3       0.0       6.4       1.6       0.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        22         .         9         8         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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   253,629                :
: Positions                                                                                                    :
:  179,249   100,327    38,288    94,114    27,379     2,084    14,679     1,455        29         0       462 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -10,682   -10,283    -3,760    -2,662    -2,814       616    -1,224      -387        29      -241       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      39.6      15.1      37.1      10.8       0.8       5.8       0.6       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        21         4         8        10         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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   810,750                :
: Positions                                                                                                    :
:  621,186   313,195     7,640   294,288   146,131       326    17,931    31,340         0     1,596     2,025 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -26,047    -3,165       -80   -23,151    12,358      -238    -5,682     2,963    -1,973     1,467       956 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      38.6       0.9      36.3      18.0       0.0       2.2       3.9       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       35        29         5        15        19         .         6         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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   223,115                :
: Positions                                                                                                    :
:  144,794   192,738    37,740     8,294    18,180    15,195         0     1,118         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -12,260   -11,155     1,775      -870       161    -2,366         0        39         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      86.4      16.9       3.7       8.1       6.8       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        24         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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   339,206                :
: Positions                                                                                                    :
:  247,548   210,011    26,953    66,609     9,272     7,045     2,892    41,574         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -23,412   -14,064       674    -3,499    -1,619     3,344    -2,109    -3,887         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      61.9       7.9      19.6       2.7       2.1       0.9      12.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       28        25         4        11         7         4         4         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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   156,524                :
: Positions                                                                                                    :
:  110,436    76,481     7,079    55,335    14,365    16,812       248     5,039         0       984         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -15,046   -13,495     1,800      -676    -3,806    -4,028    -1,348    -1,529         0      -660         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      48.9       4.5      35.4       9.2      10.7       0.2       3.2       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       21        21         5         8        10         5         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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 1,206,991                :
: Positions                                                                                                    :
:  103,037   115,279   202,703   113,173   114,714   192,432   255,170   312,949    53,926    86,590   155,234 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -6,569    -6,097    -2,947    -3,762     2,377     4,305     8,469   -12,082     6,582    -2,415     6,976 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.5       9.6      16.8       9.4       9.5      15.9      21.1      25.9       4.5       7.2      12.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   313                     :
:       42        37        23        10        26        57        80        84        48        39        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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    39,601                :
: Positions                                                                                                    :
:   27,841     8,328     5,709    15,820     1,387       627     7,807       576         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -3,588    -1,770      -256    -2,002      -104         2      -300      -302         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      21.0      14.4      39.9       3.5       1.6      19.7       1.5       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 June 5, 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    61,425                :
: Positions                                                                                                    :
:    6,011     3,019    20,518     2,176     8,659     5,226       425       650     4,213    31,259    13,218 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:      997        13    -8,200   -14,468       958      -840    -4,960      -225      -256     6,308    -9,207 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8       4.9      33.4       3.5      14.1       8.5       0.7       1.1       6.9      50.9      21.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        8         7         5         .         8         .         .         .         5         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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    66,424                :
: Positions                                                                                                    :
:   36,314    27,715    13,760    18,711     7,476         0     1,430     2,725         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -3,788    -2,560       130    -1,146      -517         0      -180      -326         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      41.7      20.7      28.2      11.3       0.0       2.2       4.1       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 June 5, 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 2,686,356                :
: Positions                                                                                                    :
:  597,090   526,117   318,624   771,701   480,338   303,182    64,363   566,939   157,564    20,843   228,510 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -53,066     6,498   -28,409     8,771   -23,668   -21,981   -66,137     2,558    24,164    -4,756   -25,962 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.2      19.6      11.9      28.7      17.9      11.3       2.4      21.1       5.9       0.8       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   150                     :
:       67        58         7        18        23        20         9        24        12         9        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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 1,287,643                :
: Positions                                                                                                    :
:  116,885   198,315   245,443   260,555   356,125   109,636    93,994   211,326    99,606    19,108   145,767 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:    1,658     3,889    19,118    -3,346     6,615    -9,938     2,709     2,775    -3,200     3,459    -2,085 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      15.4      19.1      20.2      27.7       8.5       7.3      16.4       7.7       1.5      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       22        19        18         6        18        14        11        20         7         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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    26,657                :
: Positions                                                                                                    :
:   22,628    20,041       345     4,781     1,123     2,160         0         0         0       122        35 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:     -357      -304        10      -247       -34         0         0         0      -243        77       -42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      75.2       1.3      17.9       4.2       8.1       0.0       0.0       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       28        24         .         8         7         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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     7,396                :
: Positions                                                                                                    :
:    5,041     2,419       239     4,352       234     1,145         0         0        30        26         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -1,410    -1,002       -77      -424       -29      -135         0         0        30        26         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      32.7       3.2      58.8       3.2      15.5       0.0       0.0       0.4       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         4         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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     8,720                :
: Positions                                                                                                    :
:    6,303     3,066       554     1,989     1,342         0     1,500         0        90        89        81 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:      262      -787      -418       550       169         0         0         0       -15        89        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      35.2       6.4      22.8      15.4       0.0      17.2       0.0       1.0       1.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         8         .         7         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 5, 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     9,467                :
: Positions                                                                                                    :
:    4,634     4,515     3,089     4,111       207         0         0         0     1,010         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:     -438      -355      -331      -489        -3         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      47.7      32.6      43.4       2.2       0.0       0.0       0.0      10.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        12         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated June 8, 2012