Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 5,180,969                :
: Positions                                                                                                    :
:1,961,576 1,360,087   362,824 1,216,451   640,593   665,855   197,203   971,615    14,800   226,695   553,252 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   29,693    39,627   -16,002   -13,497    -1,478    67,991    13,664   -97,826      -582    42,362   -11,781 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.9      26.3       7.0      23.5      12.4      12.9       3.8      18.8       0.3       4.4      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   231                     :
:      113       106        13        20        29        18        18        34         9        28        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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   364,233                :
: Positions                                                                                                    :
:  231,894   224,388    54,051    50,512    46,400    11,400    28,736     4,847       428     1,762     1,288 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   -4,249      -572     2,706     3,465    -3,482     4,378     1,135    -2,509       188      -766       337 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      61.6      14.8      13.9      12.7       3.1       7.9       1.3       0.1       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       32        29         6         4         8         .         .         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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   177,757                :
: Positions                                                                                                    :
:  114,691   115,774    27,525    29,376    23,038         0       317     6,315     1,758         0       479 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    2,271       -38    -2,147      -512       512      -436       317        -7       215         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      65.1      15.5      16.5      13.0       0.0       0.2       3.6       1.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        25         .         9        11         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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   314,054                :
: Positions                                                                                                    :
:  223,149   126,860    54,607   143,061    17,662    10,826    10,614     2,515       832       163       481 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:  -12,914   -14,475     2,139       749     1,523       780     1,803      -421      -178       163      -515 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      40.4      17.4      45.6       5.6       3.4       3.4       0.8       0.3       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       25        25         4         8        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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   779,236                :
: Positions                                                                                                    :
:  607,106   277,186    11,800   296,156   140,139       285    41,672    16,352       199     3,670     1,052 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   22,614    -3,659       533    25,688     7,207      -104     1,374     2,006       199      -288       -44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      35.6       1.5      38.0      18.0       0.0       5.3       2.1       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       35        28         4        16        19         .         6         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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   238,067                :
: Positions                                                                                                    :
:  164,781   215,196    46,681     4,902     7,810    12,449     1,412     1,532         0     1,914         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   10,519     5,620    -2,720      -300     4,269    -1,015     1,012    -1,797         0       210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      90.4      19.6       2.1       3.3       5.2       0.6       0.6       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       29        23         4         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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   396,191                :
: Positions                                                                                                    :
:  292,628   279,918    34,890    48,119    13,713     7,980     6,544    38,231         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   -5,680      -484    -2,835      -701         0     1,386    -7,279     3,764         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      70.7       8.8      12.1       3.5       2.0       1.7       9.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       31        26         5         9         8         4         4         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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   242,679                :
: Positions                                                                                                    :
:  190,031   109,462     9,356    68,488    19,838    13,896    29,962     8,045         0     1,986         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   -2,534    -3,952      -218      -838         0       669     2,158       834         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      45.1       3.9      28.2       8.2       5.7      12.3       3.3       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       22        23         7         6         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 1,231,442                :
: Positions                                                                                                    :
:  131,252   135,487   233,655   101,632   109,987   208,128   321,305   290,606    50,909    86,473   132,295 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    8,866    -6,742    -1,195    -4,679    -2,574    -1,931    13,277    -3,651    -3,315    -3,082      -311 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.7      11.0      19.0       8.3       8.9      16.9      26.1      23.6       4.1       7.0      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   331                     :
:       44        38        26        11        31        61        94        83        49        37        53 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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    59,198                :
: Positions                                                                                                    :
:   43,799    13,738     6,288    21,891     1,900       621    14,368       822         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      270         0         0         0         0         0       150       -60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      23.2      10.6      37.0       3.2       1.0      24.3       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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   109,148                :
: Positions                                                                                                    :
:    1,388     2,392     2,052     3,940    49,721    11,267     2,656     1,050     7,450    14,113    34,373 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:       44       396    -1,348       200      -402       100         0         0       400    -1,589     1,609 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.3       2.2       1.9       3.6      45.6      10.3       2.4       1.0       6.8      12.9      31.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        4         4         .         .         6         4         .         5         5         5        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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    77,965                :
: Positions                                                                                                    :
:   45,347    32,811    12,997    22,380     9,359         0     1,565     1,929         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      176       336         0         0         0         0      -172       102         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      42.1      16.7      28.7      12.0       0.0       2.0       2.5       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 March 27, 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 2,830,439                :
: Positions                                                                                                    :
:  615,750   494,028   412,169   727,838   492,260   340,101   254,475   520,262   157,100    58,332   262,134 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   15,540    22,837    10,789     3,498    -6,813     4,243    29,313     3,282     3,250   -24,841    23,861 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      17.5      14.6      25.7      17.4      12.0       9.0      18.4       5.6       2.1       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   164                     :
:       75        62         8        18        23        18        14        25        15        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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 1,592,249                :
: Positions                                                                                                    :
:  120,216   228,277   378,052   291,027   370,544   150,540   199,693   255,562   134,558    66,880   178,356 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    4,961     2,516       492     8,705     3,325    -4,177   -20,467    72,983     2,741    13,264    -3,334 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.6      14.3      23.7      18.3      23.3       9.5      12.5      16.1       8.5       4.2      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       19        20        15         8        19        16         8        19         9        12        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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    23,202                :
: Positions                                                                                                    :
:   20,676    14,328       255     6,787       832       660         0         0       170       249       308 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    1,370     1,405         0        75       -25         0         0         0         0         0       273 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      61.8       1.1      29.3       3.6       2.8       0.0       0.0       0.7       1.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        23         .         8         7         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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     9,451                :
: Positions                                                                                                    :
:    7,177     3,574       195     5,179       220     1,160         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        3       -51         0        45       -45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      37.8       2.1      54.8       2.3      12.3       0.0       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         .         4         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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     6,537                :
: Positions                                                                                                    :
:    4,320     3,345     1,390     1,491       497         0       540         0         0        85        15 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:       -8        94        20       -87        16         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      51.2      21.3      22.8       7.6       0.0       8.3       0.0       0.0       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         7         .         5         6         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 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     9,631                :
: Positions                                                                                                    :
:    4,178     3,656     3,055     4,944       314         0         0         0       830         0        25 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      -40       423        90        80       -15         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.4      38.0      31.7      51.3       3.3       0.0       0.0       0.0       8.6       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         6         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
 

Updated March 30, 2012