```
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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 5,216,584                :
: Positions                                                                                                    :
:1,981,589 1,462,689   333,633 1,371,045   585,071   760,083   159,225   925,534    64,624   147,060   545,166 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:   80,605    33,260    11,082    79,147   -59,323    60,702    43,183   -56,138    -3,500    -4,480    49,381 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      28.0       6.4      26.3      11.2      14.6       3.1      17.7       1.2       2.8      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      110       107        11        22        28        23        13        31        22        16        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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   323,391                :
: Positions                                                                                                    :
:  222,309   223,861    42,542    48,687    31,169     1,835     7,141     4,899     1,116       838     2,030 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:    5,898     4,929    -3,156     2,758       823      -155    -7,012    -1,536    -2,610      -331    -1,596 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      69.2      13.2      15.1       9.6       0.6       2.2       1.5       0.3       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        30         6         4         9         .         4         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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   178,211                :
: Positions                                                                                                    :
:  117,243    91,924    29,333    46,610    23,013       629     9,899     3,715       414       177       802 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:     -876      -211     1,477      -251       105       629     1,882     3,715    -1,218    -1,086    -2,916 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      51.6      16.5      26.2      12.9       0.4       5.6       2.1       0.2       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        23         .        10        11         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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   272,636                :
: Positions                                                                                                    :
:  190,327   113,393    41,425    94,986    30,182     2,518    16,352     1,628       239         0       465 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:     -320     1,621      -518      -756     1,285    -1,162     5,029     1,317        31    -6,397      -718 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      41.6      15.2      34.8      11.1       0.9       6.0       0.6       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       23        22         4         8        10         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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   788,720                :
: Positions                                                                                                    :
:  623,873   293,924     7,626   310,301   130,485         0    27,875    21,252       835       715     1,096 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:   17,736    18,288    -1,780     2,936     5,450         0    -5,299     3,654    -1,189       155      -871 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      37.3       1.0      39.3      16.5       0.0       3.5       2.7       0.1       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       38        29         4        15        19         0         7         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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   232,058                :
: Positions                                                                                                    :
:  153,871   198,890    36,602    10,444    17,171    17,326         0     1,323         0         0         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:    2,407     3,291     1,464       924       399     4,943         0       997    -2,747         0    -1,012 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      85.7      15.8       4.5       7.4       7.5       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        25         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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   361,815                :
: Positions                                                                                                    :
:  272,155   225,717    26,279    62,920    10,941     1,718    10,003    43,419         0         0         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:     -978    -3,682    -1,469     5,043      -608       728    -5,708     4,078    -2,315         0      -357 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      62.4       7.3      17.4       3.0       0.5       2.8      12.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       30        27         4        11         9         .         6         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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   185,420                :
: Positions                                                                                                    :
:  130,252    91,489     5,339    62,142    18,979    23,854     1,472     4,502         0     1,404         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:   -8,780    -1,954       -60     1,200       483     3,268    -9,530     2,292    -4,532       120    -1,260 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      49.3       2.9      33.5      10.2      12.9       0.8       2.4       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       20        22         4         8         9         5         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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 1,210,292                :
: Positions                                                                                                    :
:  111,534   119,943   216,354   118,632   118,518   197,269   256,988   314,006    43,500    99,462   138,337 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:   -7,655    -5,673     5,374    -2,221    -3,028    -8,328   -11,040    -8,484    -6,003     2,966    18,183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.2       9.9      17.9       9.8       9.8      16.3      21.2      25.9       3.6       8.2      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   322                     :
:       43        39        24        11        28        61        75        79        47        45        62 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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    44,337                :
: Positions                                                                                                    :
:   31,429    10,098     5,965    17,822     1,491       625     8,067       886         0         0         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:   -1,800         0         0         0         0         0    -1,413       852         0      -387      -552 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      22.8      13.5      40.2       3.4       1.4      18.2       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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    81,998                :
: Positions                                                                                                    :
:    4,730     2,592    27,483    16,644     7,538     5,666     5,250       975     4,797    19,141    28,148 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:      350       300      -940    -2,000     1,255         0      -156         0        95       910      -691 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.8       3.2      33.5      20.3       9.2       6.9       6.4       1.2       5.9      23.3      34.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        7         6         5         .         5         .         .         .         7         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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    71,529                :
: Positions                                                                                                    :
:   40,126    30,131    13,630    19,857     7,993         0     1,778     2,911         0         0         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:       -8       542       -24      -144        24         0       374     2,054         0      -804    -1,396 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      42.1      19.1      27.8      11.2       0.0       2.5       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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 2,801,708                :
: Positions                                                                                                    :
:  649,573   512,736   346,064   766,912   500,712   324,846   135,696   568,903   140,068    52,660   239,895 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:   29,700    33,205     9,367   -25,182     4,332   -13,085    10,970     9,191   -25,302   -18,190    21,014 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.2      18.3      12.4      27.4      17.9      11.6       4.8      20.3       5.0       1.9       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   156                     :
:       71        60         8        17        23        16        12        25        15         7        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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 1,504,715                :
: Positions                                                                                                    :
:  127,433   231,416   346,434   298,196   358,551   153,155   260,690   191,568   168,807     7,168   152,036 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:      722     8,582     3,696    21,785   -14,220    -9,156   -13,131    30,741    14,407    -7,356     6,796 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.5      15.4      23.0      19.8      23.8      10.2      17.3      12.7      11.2       0.5      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       20        18        15         8        17        14        12        21        12         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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    25,974                :
: Positions                                                                                                    :
:   22,029    18,623       335     5,847       830     2,160         0         0       366        45         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:      947       967         0       -13       158       180         0         0      -173         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      71.7       1.3      22.5       3.2       8.3       0.0       0.0       1.4       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        24         .         8         7         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 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     8,357                :
: Positions                                                                                                    :
:    5,986     3,001       316     4,701       263     1,280         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:       25         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      35.9       3.8      56.3       3.1      15.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,235                :
: Positions                                                                                                    :
:    5,597     3,509       987     1,443     1,037         0     1,500         0       134         0         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:      496       325      -100       130        32         0         0         0         4         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      42.6      12.0      17.5      12.6       0.0      18.2       0.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         8         .         5         6         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 22, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,356                :
: Positions                                                                                                    :
:    5,082     4,753     3,420     4,727       210         0         0         0     1,060         0         0 :
:                                                                                                              :
: Changes from:     May 15, 2012                                                                               :
:      240       265         0       -38         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.1      45.9      33.0      45.6       2.0       0.0       0.0       0.0      10.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated May 25, 2012