```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 5,361,287                :
: Positions                                                                                                    :
:1,975,987 1,295,434   312,820 1,149,509   799,704   617,009   336,675 1,063,598    46,554   165,694   534,092 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:     -165     6,224    -6,844    33,172    31,468    73,995    31,748   -81,919    17,895    12,541   -58,322 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      24.2       5.8      21.4      14.9      11.5       6.3      19.8       0.9       3.1      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      112       102        14        23        34        21        13        32        13        22        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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   367,700                :
: Positions                                                                                                    :
:  218,011   235,309    69,392    39,588    44,853     5,816    30,253     8,930     1,685       711     2,229 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    6,608    10,540     1,406     1,697    -2,778      -298    -5,192      -801      -407       711        68 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      64.0      18.9      10.8      12.2       1.6       8.2       2.4       0.5       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        25         7         5        10         .         6         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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   167,837                :
: Positions                                                                                                    :
:  106,669   108,624    30,083    31,081    20,603     1,457         0     4,945       373         0       671 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    1,285       655     1,597     2,177       180       705         0      -298       248         0        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      64.7      17.9      18.5      12.3       0.9       0.0       2.9       0.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        24         .        10        12         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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   330,603                :
: Positions                                                                                                    :
:  236,317   130,049    52,144   150,684    20,186    11,035    14,204     4,046     3,852       238       515 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:   10,292    10,394       862       917     1,107       642    -1,616       115         0       238       335 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      39.3      15.8      45.6       6.1       3.3       4.3       1.2       1.2       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       21        24         4         9        11         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   742,130                :
: Positions                                                                                                    :
:  580,034   283,182    13,844   274,131   130,840        84    25,727    12,856       643     9,769     1,981 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:   14,048     9,970      -384     1,665     8,466        84     2,122    -3,710       643      -466       422 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      38.2       1.9      36.9      17.6       0.0       3.5       1.7       0.1       1.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       37        28         6        16        21         .         7         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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   236,639                :
: Positions                                                                                                    :
:  165,211   199,739    50,379     8,667     6,216     8,294    17,601     1,815         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    2,477     2,785       924       515        92      -230       110      -393         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      84.4      21.3       3.7       2.6       3.5       7.4       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        28         6         .         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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   408,317                :
: Positions                                                                                                    :
:  304,994   293,444    43,168    55,286    13,189     9,791    12,274    28,414         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:   11,977     9,409    -3,693         0      -277       787    -1,092     4,622         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      71.9      10.6      13.5       3.2       2.4       3.0       7.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       32        27         7         9        10         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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   264,358                :
: Positions                                                                                                    :
:  226,233   121,864     5,336    77,546    19,981       421    26,061     9,730         0     1,864        62 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:   18,232     9,790       928     1,482       224    -5,279       716     3,823         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      46.1       2.0      29.3       7.6       0.2       9.9       3.7       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       18        23         4         7         8         .         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 1,252,913                :
: Positions                                                                                                    :
:  129,636   154,569   235,438   109,704   117,868   214,742   285,574   314,145    44,466    98,563   126,847 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:   -3,465    -5,808      -921     3,452     6,035    -7,089     1,429     4,294     5,677    -4,069   -12,217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.3      12.3      18.8       8.8       9.4      17.1      22.8      25.1       3.5       7.9      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   325                     :
:       43        38        26        11        30        60        85        78        42        42        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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   108,170                :
: Positions                                                                                                    :
:    1,595     2,100       300     4,549    53,441     8,242       656     7,300     9,997    13,895    25,441 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:        0         0         0      -421       120       500         0     3,550     2,573     3,500     1,451 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.5       1.9       0.3       4.2      49.4       7.6       0.6       6.7       9.2      12.8      23.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        4         4         .         .         6         4         .         5         6         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    50,391                :
: Positions                                                                                                    :
:   27,722    16,289    13,055    13,889     2,707         0     7,054     1,888         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      110     1,202         0         0         0         0       184      -184         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      32.3      25.9      27.6       5.4       0.0      14.0       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         7         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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    81,286                :
: Positions                                                                                                    :
:   47,129    33,171    13,057    24,457     9,762         0     1,556     2,538         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      394       124         0         0         0       -31       239       -17         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      40.8      16.1      30.1      12.0       0.0       1.9       3.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        10         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 2,940,899                :
: Positions                                                                                                    :
:  625,109   477,416   416,019   750,223   547,331   325,554   258,657   573,932   209,432   105,923   205,670 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:   14,900     2,571    -5,916    -9,727    38,743   -23,355   -34,628    48,074   -18,219    10,367     7,416 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.3      16.2      14.1      25.5      18.6      11.1       8.8      19.5       7.1       3.6       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   165                     :
:       71        65         8        19        26        22        13        28        13        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 1,466,658                :
: Positions                                                                                                    :
:  122,220   235,479   290,003   417,950   345,301   308,232    42,139   203,049    46,479    73,786   147,192 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    4,752     5,747     4,600     4,928     8,141     7,262    13,322     5,280    18,550    10,770   -15,225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.3      16.1      19.8      28.5      23.5      21.0       2.9      13.8       3.2       5.0      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    93                     :
:       20        21        15        10        18        16         8        17         8        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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    18,745                :
: Positions                                                                                                    :
:   17,724    11,054       173     6,897       302         0         0         0       220         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      268       392        60       -60       -14         0         0         0       135         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      59.0       0.9      36.8       1.6       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        25         .         9         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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     8,990                :
: Positions                                                                                                    :
:    7,298     3,129       222     5,006       273       305         0         0       270         3        27 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:     -126       -21         0       305         0       305         0         0        15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      34.8       2.5      55.7       3.0       3.4       0.0       0.0       3.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,128                :
: Positions                                                                                                    :
:    3,885     3,217     1,376     1,656       523         0         0         0         0       155        20 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      52.5      22.5      27.0       8.5       0.0       0.0       0.0       0.0       2.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         6         4         4         6         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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     8,916                :
: Positions                                                                                                    :
:    4,644     3,114     2,993     4,984       145         0         0         0       450        40         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:        5       245       -60       120        15         0         0         0       450        40         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      34.9      33.6      55.9       1.6       0.0       0.0       0.0       5.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         8         .         5         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 24, 2012