```
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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 5,179,674                :
: Positions                                                                                                    :
:1,915,935 1,334,744   394,058 1,169,065   684,238   570,367   196,615 1,074,968    16,311   192,553   514,219 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:   28,555    63,565    58,187    -9,482   -46,946   -14,131   -64,203     8,094   -16,010    67,469    -5,077 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      25.8       7.6      22.6      13.2      11.0       3.8      20.8       0.3       3.7       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   227                     :
:      109       104        13        20        29        18        18        33         6        29        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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   372,552                :
: Positions                                                                                                    :
:  235,572   236,036    58,803    47,139    49,524     6,247    22,443     6,400       570     1,611     1,135 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:   -1,485    -9,919      -361    -2,870     1,332    -6,589     1,301      -142    -2,340      -385      -168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      63.4      15.8      12.7      13.3       1.7       6.0       1.7       0.2       0.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        26         6         4         8         .         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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   174,556                :
: Positions                                                                                                    :
:  110,369   112,864    30,944    30,005    21,855       525         0     5,727       918       668       850 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:    6,644       167    -3,194     1,221     1,237      -661         0       177      -215       154       271 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      64.7      17.7      17.2      12.5       0.3       0.0       3.3       0.5       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        24         .        10        11         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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   324,141                :
: Positions                                                                                                    :
:  236,487   136,037    49,101   144,251    15,133    10,718     8,700     5,098     2,112       305     1,029 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:   -5,858    -9,596     1,033      -819    -6,657      -898    -1,199       431    -4,308       305       669 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      42.0      15.1      44.5       4.7       3.3       2.7       1.6       0.7       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       18        21         .         8         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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   724,106                :
: Positions                                                                                                    :
:  573,128   267,076    15,834   271,466   124,115       471    43,062     8,060         0     4,769       570 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:    1,485   -13,635      -764    20,788    -3,244      -239     1,234      -324         0    -8,129    -1,420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      36.9       2.2      37.5      17.1       0.1       5.9       1.1       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       36        30         6        14        18         .         5         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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   241,330                :
: Positions                                                                                                    :
:  170,842   213,636    47,988     5,903     2,550    12,851     9,729     1,363         0     1,584         0 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:    5,196     5,915      -746    -1,710      -858       882    -1,840       219         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      88.5      19.9       2.4       1.1       5.3       4.0       0.6       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       28        23         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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   400,654                :
: Positions                                                                                                    :
:  301,225   281,764    38,739    48,763    13,038     6,493    16,379    31,893         0         0         0 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:   10,449    -4,074    -1,065     2,551      -164      -475     6,044       947         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      70.3       9.7      12.2       3.3       1.6       4.1       8.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        26         5         9         7         .         5         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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   250,113                :
: Positions                                                                                                    :
:  197,429   115,517     9,146    70,850    19,838    13,762    28,482     7,710         0     1,926         0 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:       20     1,710     3,044      -946      -130    -1,596       311      -808         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      46.2       3.7      28.3       7.9       5.5      11.4       3.1       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       20        21         7         6         8         .         4         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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 1,231,889                :
: Positions                                                                                                    :
:  117,974   140,850   239,389   104,974   108,239   202,755   304,892   307,452    55,151    90,983   120,941 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:  -11,453   -12,905     4,482    -4,747    -2,330    -7,616     6,937    12,222     5,575     3,109     8,874 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.6      11.4      19.4       8.5       8.8      16.5      24.7      25.0       4.5       7.4       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   342                     :
:       44        39        26         9        30        62        89        78        58        41        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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    59,108                :
: Positions                                                                                                    :
:   43,529    13,738     6,288    21,891     1,900       621    14,218       882         0         0         0 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      23.2      10.6      37.0       3.2       1.1      24.1       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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   104,067                :
: Positions                                                                                                    :
:    1,344     1,996     3,500     3,690    50,125    11,167     2,656     1,050     7,611    16,363    27,473 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:      150      -100         0       491     1,669      -459         0       250       100      -592     2,945 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.3       1.9       3.4       3.5      48.2      10.7       2.6       1.0       7.3      15.7      26.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        4         4         .         .         5         4         .         5         6         5        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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    77,664                :
: Positions                                                                                                    :
:   45,550    32,487    12,997    22,380     9,359         0     2,104     1,425         0         0         0 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:    1,075       644         0         0         0         0      -305       286         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      41.8      16.7      28.8      12.1       0.0       2.7       1.8       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 March 13, 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 2,768,177                :
: Positions                                                                                                    :
:  601,331   467,903   395,725   756,532   481,164   334,627   189,817   534,310   148,570    79,158   237,193 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:   30,196    12,096    -9,447    32,772    -6,645   -14,510   -46,822    33,147   -18,542   -10,689    -8,789 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      16.9      14.3      27.3      17.4      12.1       6.9      19.3       5.4       2.9       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       66        60         7        19        24        17        16        25        13        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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 1,457,984                :
: Positions                                                                                                    :
:  115,869   222,472   319,076   265,228   364,731   173,811   227,916   169,654   142,063    37,501   168,056 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:    2,597     2,087    34,878    20,560     3,001     1,987    86,583    15,907    59,906    -9,788    13,714 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.9      15.3      21.9      18.2      25.0      11.9      15.6      11.6       9.7       2.6      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       19        19        15         8        18        16         7        18         8        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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    20,060                :
: Positions                                                                                                    :
:   18,250    11,770       195     6,784       544       600         0         0       180       164         0 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:      718       531        30       -92       159         0         0         0       -57       164         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      58.7       1.0      33.8       2.7       3.0       0.0       0.0       0.9       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        21         .         8         6         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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     9,332                :
: Positions                                                                                                    :
:    7,759     3,595       165     4,969       265       500         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:      100        35         0       -30        30         0         0         0       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      38.5       1.8      53.2       2.8       5.4       0.0       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        11         .         4         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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     6,289                :
: Positions                                                                                                    :
:    4,128     3,146     1,370     1,603       461         0       420         0         0        85        15 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:      296      -337      -173        44      -138         0       420         0         0       -70        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      50.0      21.8      25.5       7.3       0.0       6.7       0.0       0.0       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         6         .         5         6         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 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     8,466                :
: Positions                                                                                                    :
:    4,051     2,761     2,725     4,864       284         0         0         0       565        15        10 :
:                                                                                                              :
: Changes from:     March 6, 2012                                                                              :
:      101       330       -21      -135        30         0         0         0       120       -15        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      32.6      32.2      57.5       3.4       0.0       0.0       0.0       6.7       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11         8         .         6         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 16, 2012