Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 5,046,920                :
: Positions                                                                                                    :
:1,820,492 1,193,091   286,021 1,073,752   721,585   533,135   239,528 1,119,822     7,742   139,613   541,756 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
: -147,916   -39,543     4,386   -18,149    33,490    71,468    32,609   -50,522    -4,393   -45,587    52,337 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.1      23.6       5.7      21.3      14.3      10.6       4.7      22.2       0.2       2.8      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      111       102        15        22        33        19        17        30         9        21        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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   386,325                :
: Positions                                                                                                    :
:  211,705   229,320    78,802    25,855    57,444     5,848    52,210    12,239     1,788         0     2,307 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   21,703     1,260   -16,294     8,253    11,211     1,297    -3,969       -55     1,547         0       638 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      59.4      20.4       6.7      14.9       1.5      13.5       3.2       0.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        24         8         4        11         .         4         6         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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   169,427                :
: Positions                                                                                                    :
:  112,742   109,846    25,108    31,641    18,622     1,964         0     4,899        55         0       747 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    1,624     7,312     3,119    -1,389     1,141     1,639         0         7        55      -317       257 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      64.8      14.8      18.7      11.0       1.2       0.0       2.9       0.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        24         .         9        11         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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   319,934                :
: Positions                                                                                                    :
:  231,596   122,763    59,934   152,013    12,284     6,910    19,717     3,930         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    3,582    -1,192      -212      -882     1,405       281     2,888      -159         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      38.4      18.7      47.5       3.8       2.2       6.2       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        25         4         9        12         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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   781,979                :
: Positions                                                                                                    :
:  623,405   336,895    19,611   269,601   120,348       533    30,893    14,782         0     5,454       485 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   10,700     5,739    -2,135       383      -126      -150    -3,012    -4,547         0     4,729      -333 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      43.1       2.5      34.5      15.4       0.1       4.0       1.9       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       37        26         7        15        21         .         4         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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   242,022                :
: Positions                                                                                                    :
:  159,665   201,383    55,260     8,925     6,980    12,418    18,835     3,190         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    9,970     4,927      -644     1,498       186     1,642     4,751      -229         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      83.2      22.8       3.7       2.9       5.1       7.8       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       34        32         4         .         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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   398,256                :
: Positions                                                                                                    :
:  296,515   298,866    49,398    52,096    12,467     7,827     5,393    21,558         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   22,197    32,015     4,745      -639      -179       197      -908     2,907         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      75.0      12.4      13.1       3.1       2.0       1.4       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        27         7         7         9         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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   240,427                :
: Positions                                                                                                    :
:  198,451   104,214     6,001    77,668    16,784     5,086    23,560     9,215         0     1,694       232 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   10,523     4,408      -203    -5,945     1,182    -1,026     9,299     1,551         0     1,042      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      43.3       2.5      32.3       7.0       2.1       9.8       3.8       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       19        22         4         7         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 1,203,330                :
: Positions                                                                                                    :
:  104,184   140,819   233,016    91,965   110,134   222,771   299,513   296,204    44,643    94,804   123,910 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   -2,199    -1,615    -1,918    11,294    23,017    11,957     6,989    11,425     8,606      -719     4,824 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.7      11.7      19.4       7.6       9.2      18.5      24.9      24.6       3.7       7.9      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   328                     :
:       42        39        25        10        29        54        90        73        49        40        61 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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    87,863                :
: Positions                                                                                                    :
:    1,295     1,800       700     2,920    49,923     9,342       656       650     3,900    11,023    20,496 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      144       252       700       196    25,850       200         0         0    -1,144      -322     3,804 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.5       2.0       0.8       3.3      56.8      10.6       0.7       0.7       4.4      12.5      23.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        4         4         .         .         4         .         .         .         .         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    52,789                :
: Positions                                                                                                    :
:   30,354    16,161    12,658    14,805     3,568         0     7,806     2,438         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:        0         0         0         0         0         0        62         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      30.6      24.0      28.0       6.8       0.0      14.8       4.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         7         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    84,297                :
: Positions                                                                                                    :
:   49,502    34,921    13,077    26,305     9,118       173       646     3,270         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:     -136      -251         0         0         0       -60        55        -3         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      41.4      15.5      31.2      10.8       0.2       0.8       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 2,809,751                :
: Positions                                                                                                    :
:  576,799   460,839   372,333   717,389   517,253   356,332   226,685   550,122   187,205   101,439   214,040 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:  -46,897    -6,470    44,274    -2,453    -1,129    45,043    14,130    -3,225    -4,993    37,306   -14,373 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.5      16.4      13.3      25.5      18.4      12.7       8.1      19.6       6.7       3.6       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   156                     :
:       66        61         9        17        25        19        14        29        15         9        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 1,268,111                :
: Positions                                                                                                    :
:  116,962   195,386   299,126   390,219   301,298   213,291    69,317   133,898    71,163    48,208   127,754 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:  -13,098    -7,590     6,552    21,782    -7,168    48,263   -16,096   -30,801   -43,106       925     5,547 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.2      15.4      23.6      30.8      23.8      16.8       5.5      10.6       5.6       3.8      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       19        20        14        11        17        13         9        19         6        11        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    18,981                :
: Positions                                                                                                    :
:   17,539    11,050       267     6,789       667         0         0         0       240         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      327       430        30       -58         0         0         0         0        20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      58.2       1.4      35.8       3.5       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        26         .         8         7         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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     8,832                :
: Positions                                                                                                    :
:    7,471     3,178       309     4,719       270         0         0         0       150        60         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      -15        69       -20       150        20         0         0         0         0       -30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      36.0       3.5      53.4       3.1       0.0       0.0       0.0       1.7       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        13         .         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,350                :
: Positions                                                                                                    :
:    3,598     4,189     1,910       914       697         0         0         0         0        95         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:       -7        28        45         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      66.0      30.1      14.4      11.0       0.0       0.0       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         9         6         .         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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     9,208                :
: Positions                                                                                                    :
:    5,223     3,549     3,165     4,897       165         0         0         0        30         0        15 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:     -501        59       600       -45         0         0         0         0       -15         0        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      38.5      34.4      53.2       1.8       0.0       0.0       0.0       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         5         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
 

Updated February 3, 2012