```
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 5,096,629                :
: Positions                                                                                                    :
:1,968,408 1,232,634   281,635 1,091,901   688,095   461,667   206,919 1,170,344    12,135   185,200   489,419 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   50,547    51,916    14,058    -7,335    38,133    84,092     7,773   -67,670   -45,473    51,228    64,072 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.6      24.2       5.5      21.4      13.5       9.1       4.1      23.0       0.2       3.6       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      111       102        15        20        32        21        17        34        10        23        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   366,276                :
: Positions                                                                                                    :
:  190,002   228,060    95,096    17,602    46,233     4,551    56,179    12,294       241         0     1,669 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   10,920     8,296     2,352     3,808       638       697     3,873       102       241       -83       327 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      62.3      26.0       4.8      12.6       1.2      15.3       3.4       0.1       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        24         9         .        10         .         5         6         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   162,206                :
: Positions                                                                                                    :
:  111,118   102,534    21,989    33,030    17,481       325         0     4,892         0       317       490 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:    6,525     3,503      -188     1,530       880    -1,106         0     1,053         0        26        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      63.2      13.6      20.4      10.8       0.2       0.0       3.0       0.0       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        23         5         7        12         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   316,432                :
: Positions                                                                                                    :
:  228,014   123,955    60,146   152,895    10,879     6,629    16,829     4,089         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      845     3,963       187       -11      -765    -2,140    -7,019     2,840         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      39.2      19.0      48.3       3.4       2.1       5.3       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        23         4         9        11         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   778,294                :
: Positions                                                                                                    :
:  612,705   331,156    21,746   269,218   120,474       683    33,905    19,329         0       725       818 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   -7,970    -2,679    -2,898    -7,514     1,615      -391      -852     1,910         0       707        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      42.5       2.8      34.6      15.5       0.1       4.4       2.5       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       38        26         6        16        20         .         4         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   230,297                :
: Positions                                                                                                    :
:  149,695   196,456    55,904     7,427     6,794    10,776    14,084     3,419         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      713    -1,147      -876       827       265     2,670       899      -924         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      85.3      24.3       3.2       3.0       4.7       6.1       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       33        32         4         .         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   365,274                :
: Positions                                                                                                    :
:  274,318   266,851    44,653    52,735    12,646     7,630     6,301    18,651         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   21,393    26,395     1,337      -292    -3,833     2,090    -2,781      -496         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      73.1      12.2      14.4       3.5       2.1       1.7       5.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       32        27         7         7         8         .         4         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   227,734                :
: Positions                                                                                                    :
:  187,928    99,806     6,204    83,613    15,602     6,112    14,261     7,664         0       652       418 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   15,868     8,470        58     4,088      -178    -3,976     1,498     1,828         0       652       418 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      43.8       2.7      36.7       6.9       2.7       6.3       3.4       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       16        20         4         7         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,152,540                :
: Positions                                                                                                    :
:  106,383   142,434   234,934    80,671    87,117   210,814   292,524   284,779    36,037    95,523   119,086 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:    7,527     6,524     2,572    14,847    -5,746    20,953    15,764   -13,296     7,602      -786       950 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.2      12.4      20.4       7.0       7.6      18.3      25.4      24.7       3.1       8.3      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   332                     :
:       44        39        28         8        28        57        86        77        43        47        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is    58,335                :
: Positions                                                                                                    :
:    1,151     1,548         0     2,724    24,073     9,142       656       650     5,044    11,345    16,692 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.0       2.7       0.0       4.7      41.3      15.7       1.1       1.1       8.6      19.4      28.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        4         4         0         .         4         .         .         .         5         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    52,789                :
: Positions                                                                                                    :
:   30,354    16,161    12,658    14,805     3,568         0     7,744     2,438         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      -62       366         0         0         0         0      -104        42         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      30.6      24.0      28.0       6.8       0.0      14.7       4.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         7         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    84,496                :
: Positions                                                                                                    :
:   49,638    35,172    13,077    26,305     9,118       233       591     3,273         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      281        58         0         0         0      -931       148       399         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      41.6      15.5      31.1      10.8       0.3       0.7       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,786,597                :
: Positions                                                                                                    :
:  623,696   467,309   328,059   719,842   518,382   311,289   212,555   553,347   192,198    64,133   228,413 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   24,946    44,763    47,987    24,244     5,446    12,126    28,318    10,344     2,734   -11,216    39,383 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.4      16.8      11.8      25.8      18.6      11.2       7.6      19.9       6.9       2.3       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   165                     :
:       74        63         7        19        25        19        16        29        16         9        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,301,765                :
: Positions                                                                                                    :
:  130,060   202,976   292,574   368,437   308,466   165,028    85,413   164,699   114,269    47,283   122,207 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   16,660     7,919    -3,631     2,672    10,421   -34,144     3,054    47,333    32,873    -2,553     7,121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      15.6      22.5      28.3      23.7      12.7       6.6      12.7       8.8       3.6       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       19        22        14        11        17        10        12        19         8        11        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    18,609                :
: Positions                                                                                                    :
:   17,212    10,620       237     6,847       667         0         0         0       220         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      463       136      -117       170       123         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      57.1       1.3      36.8       3.6       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        26         .         8         7         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     8,803                :
: Positions                                                                                                    :
:    7,486     3,109       329     4,569       250         0         0         0       150        90         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      35.3       3.7      51.9       2.8       0.0       0.0       0.0       1.7       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,291                :
: Positions                                                                                                    :
:    3,605     4,161     1,865       914       697         0         0         0         0        95         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:       40       215       200        15       -41         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      66.1      29.6      14.5      11.1       0.0       0.0       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         6         .         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,119                :
: Positions                                                                                                    :
:    5,724     3,490     2,565     4,942       165         0         0         0        45         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:       75        75         0        77         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      38.3      28.1      54.2       1.8       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 27, 2012