Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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 5,131,594                :
: Positions                                                                                                    :
:1,900,984 1,429,429   322,551 1,291,898   644,394   699,381   116,042   981,672    68,124   151,540   495,785 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:   43,849    26,183     1,342    69,603   -14,734    30,855   -28,144   -34,280     5,489     8,156   -42,816 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      27.9       6.3      25.2      12.6      13.6       2.3      19.1       1.3       3.0       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      110       106        10        23        29        21        13        29        14        21        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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   325,172                :
: Positions                                                                                                    :
:  216,411   218,932    45,698    45,929    30,346     1,990    14,153     6,435     3,726     1,169     3,626 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:    6,519     8,511       257     3,850    -5,363       148    -5,764     1,367       -92       147    -1,437 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      67.3      14.1      14.1       9.3       0.6       4.4       2.0       1.1       0.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       29        30         7         .         9         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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   176,611                :
: Positions                                                                                                    :
:  118,119    92,135    27,856    46,861    22,908         0     8,017         0     1,632     1,263     3,718 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:    1,857    -1,383       976       480       436         0     2,472         0       498     1,263      -403 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      52.2      15.8      26.5      13.0       0.0       4.5       0.0       0.9       0.7       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        24         .         9        10         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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   271,295                :
: Positions                                                                                                    :
:  190,647   111,772    41,943    95,742    28,897     3,680    11,323       311       208     6,397     1,183 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:    6,691     5,904    -3,420    -5,513     1,377       645     1,284         0         4     1,612      -101 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      41.2      15.5      35.3      10.7       1.4       4.2       0.1       0.1       2.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       23        22         4         8        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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   764,949                :
: Positions                                                                                                    :
:  606,137   275,636     9,406   307,365   125,035         0    33,174    17,598     2,024       560     1,967 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:   16,015    21,082     1,443    10,223   -10,349         0   -11,396    10,285     2,024    -1,333       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      36.0       1.2      40.2      16.3       0.0       4.3       2.3       0.3       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       39        31         5        15        19         0         6         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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   228,135                :
: Positions                                                                                                    :
:  151,464   195,599    35,138     9,520    16,772    12,383         0       326     2,747         0     1,012 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:     -513       687       851       -60     1,887       741         0      -992       182         0       795 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      85.7      15.4       4.2       7.4       5.4       0.0       0.1       1.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        23         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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   362,809                :
: Positions                                                                                                    :
:  273,133   229,399    27,748    57,877    11,549       990    15,711    39,341     2,315         0       357 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:     -307    -7,923    -1,592     3,140      -431       142     2,171     2,933      -825         0      -105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      63.2       7.6      16.0       3.2       0.3       4.3      10.8       0.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        26         5        10         9         .         5         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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   193,977                :
: Positions                                                                                                    :
:  139,032    93,443     5,399    60,942    18,496    20,586    11,002     2,210     4,532     1,284     1,260 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:   -7,421     1,572       240      -737      -812     3,335    -3,828       128     1,094        60      -656 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      48.2       2.8      31.4       9.5      10.6       5.7       1.1       2.3       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       20        22         4         8         8         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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 1,222,589                :
: Positions                                                                                                    :
:  119,189   125,616   210,980   120,853   121,546   205,597   268,028   322,490    49,503    96,496   120,154 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:   -4,051    -1,279    -2,511     5,032    -3,121       262   -13,587    16,096      -866     8,637   -13,982 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.7      10.3      17.3       9.9       9.9      16.8      21.9      26.4       4.0       7.9       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   327                     :
:       44        39        22        12        28        64        86        84        46        42        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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    45,837                :
: Positions                                                                                                    :
:   33,229    10,098     5,965    17,822     1,491       625     9,480        34         0       387       552 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      22.0      13.0      38.9       3.3       1.4      20.7       0.1       0.0       0.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         6         .         5         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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    81,909                :
: Positions                                                                                                    :
:    4,380     2,292    28,423    18,644     6,283     5,666     5,406       975     4,702    18,231    28,839 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:      650       650       200        47       475         0      -500         0    -1,088      -411     2,565 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.3       2.8      34.7      22.8       7.7       6.9       6.6       1.2       5.7      22.3      35.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        6         6         5         .         5         .         .         .         6         5        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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    70,879                :
: Positions                                                                                                    :
:   40,134    29,589    13,654    20,001     7,969         0     1,404       857         0       804     1,396 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:      837       600         0         0         0         0      -120         0         0      -255       131 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      41.7      19.3      28.2      11.2       0.0       2.0       1.2       0.0       1.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         4         4         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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 2,766,982                :
: Positions                                                                                                    :
:  619,873   479,531   336,697   792,094   496,380   337,931   124,726   559,712   165,370    70,850   218,881 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:   21,195    11,130       355    12,336     7,708    -1,096      -767     2,194     3,211      -671     9,367 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.4      17.3      12.2      28.6      17.9      12.2       4.5      20.2       6.0       2.6       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   154                     :
:       70        59         8        18        24        16        11        24        15         8        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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 1,469,754                :
: Positions                                                                                                    :
:  126,711   222,834   342,738   276,411   372,771   162,311   273,821   160,827   154,400    14,524   145,240 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:    1,082     2,102    -4,485    11,948     2,929    -3,212     8,415     5,938    25,253    -3,989      -259 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.6      15.2      23.3      18.8      25.4      11.0      18.6      10.9      10.5       1.0       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       21        20        14         9        17        16        12        22        10         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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    24,862                :
: Positions                                                                                                    :
:   21,082    17,656       335     5,860       672     1,980         0         0       539        45         0 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:      714       922         0      -149        99         0         0         0        75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      71.0       1.3      23.6       2.7       8.0       0.0       0.0       2.2       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        24         .         8         7         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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     8,327                :
: Positions                                                                                                    :
:    5,961     3,001       316     4,701       263     1,280         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      36.0       3.8      56.5       3.2      15.4       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 15, 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     7,753                :
: Positions                                                                                                    :
:    5,101     3,184     1,087     1,313     1,005         0     1,500         0       130         0         0 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:      163       257        -8      -102        78         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      41.1      14.0      16.9      13.0       0.0      19.3       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         8         .         5         6         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 15, 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    10,121                :
: Positions                                                                                                    :
:    4,842     4,488     3,420     4,765       210         0         0         0     1,060         0         0 :
:                                                                                                              :
: Changes from:     May 8, 2012                                                                                :
:       48       127       324        60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      44.3      33.8      47.1       2.1       0.0       0.0       0.0      10.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        12         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated May 21, 2012