```
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 4,956,523                :
: Positions                                                                                                    :
:1,940,117 1,400,785   306,466 1,383,943   618,871   725,332   123,415   745,340    44,849   117,102   548,071 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:  -43,493    24,953   -28,676    43,818     8,144     7,113   -32,295    -7,410    18,749   -73,208       709 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      28.3       6.2      27.9      12.5      14.6       2.5      15.0       0.9       2.4      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      116       109         8        25        27        19        13        30        16        20        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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   316,389                :
: Positions                                                                                                    :
:  214,789   216,335    41,466    42,331    38,177       818     8,664     4,428     1,061       840     2,350 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:    4,178    -7,255    -3,692      -163     2,917    -1,296     3,531        52       -16       365     1,090 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      68.4      13.1      13.4      12.1       0.3       2.7       1.4       0.3       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       29        34         6         .         8         .         5         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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   160,310                :
: Positions                                                                                                    :
:  109,097    83,424    22,053    41,558    21,461       475     6,589     3,232         0         0       248 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:      248      -680    -3,721    -1,288        60       475    -1,485      -132         0         0       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      52.0      13.8      25.9      13.4       0.3       4.1       2.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        22         .        10         8         .         .         .         0         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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   282,798                :
: Positions                                                                                                    :
:  189,439   126,907    39,876    82,718    42,868     4,241    17,648     1,264         0       218       244 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:   -3,018     5,949       445    -7,834    13,554    -1,116     2,376       204         0       218       244 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      44.9      14.1      29.2      15.2       1.5       6.2       0.4       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        22         4         9        10         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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   755,127                :
: Positions                                                                                                    :
:  577,658   267,465    37,697   327,643   114,548       265    17,490    20,732       217     1,766       465 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:   11,784    -9,459    11,154    23,112   -13,308    -1,025     7,988    -4,864       191       -66      -253 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      35.4       5.0      43.4      15.2       0.0       2.3       2.7       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       38        31         6        14        19         .         5         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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   224,589                :
: Positions                                                                                                    :
:  149,066   189,684    31,431     7,186    23,242    13,372         0     1,299         0         0         0 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:    6,114       721    -5,244    -1,042     2,862      -771         0        49         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      84.5      14.0       3.2      10.3       6.0       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        23         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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   335,438                :
: Positions                                                                                                    :
:  253,153   208,256    19,312    71,539     8,778    12,153     2,798    34,412       174         0       186 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:    5,591       132    -4,478      -219       -66      -276      -163      -584      -126         0       186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      62.1       5.8      21.3       2.6       3.6       0.8      10.3       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        29         4        11         8         .         4         6         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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   158,950                :
: Positions                                                                                                    :
:  115,642    78,114    10,294    54,036    11,706    11,542       571     6,887         0     1,418         0 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:    7,295     1,156     2,387     5,016    -2,819    -1,909       571     1,115         0       434         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      49.1       6.5      34.0       7.4       7.3       0.4       4.3       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       21        21         6         8        11         4         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 1,145,017                :
: Positions                                                                                                    :
:  114,056   129,574   198,572    94,569   145,773   191,844   244,746   253,472    37,510    94,685   134,268 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:   -6,903    -4,627    -4,350    -1,727    11,054     1,724   -23,367   -18,763   -15,577     5,896    -7,741 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      11.3      17.3       8.3      12.7      16.8      21.4      22.1       3.3       8.3      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   301                     :
:       43        38        20        13        27        61        71        79        38        44        60 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 2012              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    39,601                :
: Positions                                                                                                    :
:   27,817     8,328     5,709    15,820     1,387       627     7,807       576         0         0         0 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:      -24         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      21.0      14.4      39.9       3.5       1.6      19.7       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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    76,314                :
: Positions                                                                                                    :
:   12,532     7,634     9,116     3,376    16,965     5,526       675       700     8,968    25,718    19,227 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:    2,429     1,769    -1,022       300      -202         0         0         0      -272      -634     1,207 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.4      10.0      11.9       4.4      22.2       7.2       0.9       0.9      11.8      33.7      25.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       10        10         5         .         8         .         .         .         8         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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    67,301                :
: Positions                                                                                                    :
:   37,022    28,463    13,760    18,711     7,476         0     1,452     2,832         0         0         0 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:      344       406         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      42.3      20.4      27.8      11.1       0.0       2.2       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 2,804,792                :
: Positions                                                                                                    :
:  694,753   577,454   287,057   813,156   490,106   293,440    33,697   593,743   155,776    11,391   258,172 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:   33,358    29,162      -693    14,199    -1,021       118    -6,869     3,026     1,602    -5,232    10,447 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.8      20.6      10.2      29.0      17.5      10.5       1.2      21.2       5.6       0.4       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   159                     :
:       73        62         8        18        23        22         6        26        17         6        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 1,439,412                :
: Positions                                                                                                    :
:  137,254   209,653   252,644   238,560   417,772   143,729   144,955   224,449    94,336    35,903   166,309 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:   11,068     7,571    -8,131    -2,896    27,062     9,612     7,480     4,597    -1,030      -537     4,634 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.5      14.6      17.6      16.6      29.0      10.0      10.1      15.6       6.6       2.5      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       23        21        18         6        18        14        12        18        10        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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    28,110                :
: Positions                                                                                                    :
:   23,709    21,396       300     4,662     1,370     2,216         0         0         0       122        35 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:     -134       422         0      -500       167        56         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      76.1       1.1      16.6       4.9       7.9       0.0       0.0       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       30        24         .         8         6         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 2012              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     7,911                :
: Positions                                                                                                    :
:    5,851     2,479       317     4,762       284     1,067         0         0        30        26         0 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:      165        15         0       105         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      31.3       4.0      60.2       3.6      13.5       0.0       0.0       0.4       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        10         .         5         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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     9,686                :
: Positions                                                                                                    :
:    7,084     4,313       651     1,654     1,433         0     1,500         0        90        84       101 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:      227       537        97       -33      -146         0         0         0         0       -65        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      44.5       6.7      17.1      14.8       0.0      15.5       0.0       0.9       0.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        11         .         6         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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    10,523                :
: Positions                                                                                                    :
:    5,504     4,925     3,821     4,871        63         0         0         0     1,010         0         0 :
:                                                                                                              :
: Changes from:     June 19, 2012                                                                              :
:      381       303        60       209      -129         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      46.8      36.3      46.3       0.6       0.0       0.0       0.0       9.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        11         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated June 29, 2012