Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 5,086,248                :
: Positions                                                                                                    :
:2,008,721 1,408,522   353,951 1,327,391   606,695   724,002   176,499   757,098    23,615   203,517   587,511 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:   44,028   -22,703    -3,709   -30,207    20,241   -48,158    15,856   -59,556    -2,344    28,922   -17,120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      27.7       7.0      26.1      11.9      14.2       3.5      14.9       0.5       4.0      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      113       108         9        25        28        16        16        30        12        24        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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   312,383                :
: Positions                                                                                                    :
:  211,970   225,240    43,716    44,292    30,877     3,819     2,960     4,779       983       390     1,418 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:    4,979    11,885        78    -2,599     3,271     3,205    -1,182      -573       983        28        92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      72.1      14.0      14.2       9.9       1.2       0.9       1.5       0.3       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        33         6         4         9         .         4         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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   167,376                :
: Positions                                                                                                    :
:  114,050    84,759    26,195    46,257    21,113         0     9,312     2,925       268         0       403 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:    4,240       967    -3,232       625       687         0    -1,221       322       -24         0      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      50.6      15.7      27.6      12.6       0.0       5.6       1.7       0.2       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 12, 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   254,645                :
: Positions                                                                                                    :
:  177,237   102,788    39,396    92,793    26,202     5,059    15,580     1,213         0         0         0 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:   -2,012     2,461     1,108    -1,321    -1,177     2,975       901      -242       -29         0      -462 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      40.4      15.5      36.4      10.3       2.0       6.1       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        22         4         8        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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   780,799                :
: Positions                                                                                                    :
:  601,339   297,954    16,540   301,467   134,078       313    14,603    24,702        93     1,886     1,202 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:  -19,847   -15,241     8,900     7,179   -12,053       -13    -3,328    -6,638        93       290      -823 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      38.2       2.1      38.6      17.2       0.0       1.9       3.2       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       35        31         6        14        19         .         5         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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   220,139                :
: Positions                                                                                                    :
:  142,509   188,934    37,431     8,290    18,582    13,961         0     1,084         0         0         0 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:   -2,285    -3,804      -309        -4       402    -1,234         0       -34         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      85.8      17.0       3.8       8.4       6.3       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        23         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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   334,026                :
: Positions                                                                                                    :
:  245,660   206,944    27,321    64,789     9,057     3,190     3,348    41,288       240         0         0 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:   -1,888    -3,067       368    -1,820      -215    -3,855       456      -286       240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      62.0       8.2      19.4       2.7       1.0       1.0      12.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       29        26         4        11         7         4         4         6         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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   157,733                :
: Positions                                                                                                    :
:  109,299    78,268     7,263    52,992    14,713    18,430       248     4,957         0       984         0 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:   -1,137     1,787       184    -2,343       348     1,618         0       -82         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      49.6       4.6      33.6       9.3      11.7       0.2       3.1       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       21        21         5         8         9         5         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 1,176,268                :
: Positions                                                                                                    :
:  107,239   120,280   204,310   101,599   114,858   196,924   265,537   277,290    56,288    90,073   150,278 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:    4,202     5,001     1,607   -11,574       144     4,492    10,367   -35,659     2,362     3,483    -4,956 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      10.2      17.4       8.6       9.8      16.7      22.6      23.6       4.8       7.7      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   315                     :
:       43        38        23        10        29        53        82        82        52        36        61 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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                                                                                                    :
:   27,841     8,328     5,709    15,820     1,387       627     7,807       576         0         0         0 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      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 12, 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    68,096                :
: Positions                                                                                                    :
:    9,041     4,918    11,757     3,076    14,970     5,476       425       650     5,411    24,316    17,772 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:    3,030     1,899    -8,761       900     6,311       250         0         0     1,198    -6,943     4,554 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.3       7.2      17.3       4.5      22.0       8.0       0.6       1.0       7.9      35.7      26.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        8         6         5         .         8         .         .         .         6         5        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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    66,546                :
: Positions                                                                                                    :
:   36,305    27,809    13,760    18,711     7,476         0     1,327     2,856         0         0         0 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:       -9        94         0         0         0         0      -103       131         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      41.8      20.7      28.1      11.2       0.0       2.0       4.3       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 12, 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 2,731,488                :
: Positions                                                                                                    :
:  631,205   535,010   308,890   795,328   479,967   302,195    46,070   584,456   148,282    21,864   240,998 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:   34,115     8,893    -9,734    23,627      -371      -987   -18,293    17,517    -9,282     1,021    12,488 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      19.6      11.3      29.1      17.6      11.1       1.7      21.4       5.4       0.8       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   149                     :
:       68        58         7        18        23        19         9        25        12         9        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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 1,339,608                :
: Positions                                                                                                    :
:  120,030   197,013   262,116   271,328   361,229   106,653   109,554   221,850   105,325    16,505   159,587 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:    3,145    -1,302    16,673    10,773     5,104    -2,983    15,560    10,524     5,719    -2,603    13,820 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0      14.7      19.6      20.3      27.0       8.0       8.2      16.6       7.9       1.2      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       22        20        18         6        18        14        11        19         8         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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    27,356                :
: Positions                                                                                                    :
:   23,223    20,534       345     4,987     1,153     2,160         0         0         0       122        35 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:      595       493         0       206        30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      75.1       1.3      18.2       4.2       7.9       0.0       0.0       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       28        24         .         8         6         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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     7,731                :
: Positions                                                                                                    :
:    5,626     2,464       317     4,597       284     1,067         0         0        30        26         0 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:      585        45        78       245        50       -78         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      31.9       4.1      59.5       3.7      13.8       0.0       0.0       0.4       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         9         .         5         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 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     9,056                :
: Positions                                                                                                    :
:    6,497     3,301       554     1,817     1,479         0     1,500         0        90       144        86 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:      194       235         0      -172       137         0         0         0         0        55         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      36.5       6.1      20.1      16.3       0.0      16.6       0.0       1.0       1.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         7         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 12, 2012              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,739                :
: Positions                                                                                                    :
:    4,666     4,562     3,209     4,321       192         0         0         0     1,010         0         0 :
:                                                                                                              :
: Changes from:     June 5, 2012                                                                               :
:       32        47       120       210       -15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      46.8      32.9      44.4       2.0       0.0       0.0       0.0      10.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        11         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated June 15, 2012