Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 5,003,239                :
: Positions                                                                                                    :
:1,983,610 1,375,832   335,142 1,340,125   610,727   718,219   155,710   752,750    26,100   190,310   547,362 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:  -25,111   -32,690   -18,809    12,734     4,032    -5,783   -20,789    -4,348     2,485   -13,207   -40,149 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      27.5       6.7      26.8      12.2      14.4       3.1      15.0       0.5       3.8      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      112       106         9        25        28        17        15        29        16        21        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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   314,463                :
: Positions                                                                                                    :
:  210,611   223,590    45,158    42,494    35,260     2,114     5,133     4,376     1,077       475     1,260 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:   -1,359    -1,650     1,442    -1,798     4,383    -1,705     2,173      -403        94        85      -158 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      71.1      14.4      13.5      11.2       0.7       1.6       1.4       0.3       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        33         6         4         9         .         5         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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   163,090                :
: Positions                                                                                                    :
:  108,849    84,104    25,774    42,846    21,401         0     8,074     3,364         0         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:   -5,201      -655      -421    -3,411       288         0    -1,238       439      -268         0      -403 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      51.6      15.8      26.3      13.1       0.0       5.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        22         .        10         8         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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   272,240                :
: Positions                                                                                                    :
:  192,457   120,958    39,431    90,552    29,314     5,357    15,272     1,060         0         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:   15,220    18,170        35    -2,241     3,112       298      -308      -153         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      44.4      14.5      33.3      10.8       2.0       5.6       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        22         4         8        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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   751,077                :
: Positions                                                                                                    :
:  565,874   276,924    26,543   304,531   127,856     1,290     9,502    25,596        26     1,832       718 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:  -35,465   -21,030    10,003     3,064    -6,222       977    -5,101       894       -67       -54      -484 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      36.9       3.5      40.5      17.0       0.2       1.3       3.4       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       37        31         7        13        19         .         5         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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   222,033                :
: Positions                                                                                                    :
:  142,952   188,963    36,675     8,228    20,380    14,143         0     1,250         0         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:      443        29      -756       -62     1,798       182         0       166         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      85.1      16.5       3.7       9.2       6.4       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        23         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2012              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   335,129                :
: Positions                                                                                                    :
:  247,562   208,124    23,790    71,758     8,844    12,429     2,961    34,996       300         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:    1,902     1,180    -3,531     6,969      -213     9,239      -387    -6,292        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      62.1       7.1      21.4       2.6       3.7       0.9      10.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        27         4        11         8         .         5         6         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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   153,071                :
: Positions                                                                                                    :
:  108,347    76,958     7,907    49,020    14,525    13,451         0     5,772         0       984         0 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:     -952    -1,310       644    -3,972      -188    -4,979      -248       815         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      50.3       5.2      32.0       9.5       8.8       0.0       3.8       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       21        21         5         8        10         5         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 1,185,328                :
: Positions                                                                                                    :
:  120,959   134,201   202,922    96,296   134,719   190,120   268,113   272,235    53,087    88,789   142,009 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:   13,720    13,921    -1,388    -5,303    19,861    -6,804     2,576    -5,055    -3,201    -1,284    -8,269 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.2      11.3      17.1       8.1      11.4      16.0      22.6      23.0       4.5       7.5      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   304                     :
:       42        38        22        11        27        52        78        82        46        39        62 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 12, 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 19, 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    74,255                :
: Positions                                                                                                    :
:   10,103     5,865    10,138     3,076    17,167     5,526       675       700     9,240    26,352    18,020 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:    1,062       947    -1,619         0     2,197        50       250        50     3,829     2,036       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.6       7.9      13.7       4.1      23.1       7.4       0.9       0.9      12.4      35.5      24.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        8         7         5         .         8         .         .         .         8         .        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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    66,895                :
: Positions                                                                                                    :
:   36,678    28,057    13,760    18,711     7,476         0     1,452     2,832         0         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:      373       248         0         0         0         0       125       -24         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      41.9      20.6      28.0      11.2       0.0       2.2       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 2,761,927                :
: Positions                                                                                                    :
:  661,395   548,292   287,750   798,957   491,127   293,322    40,566   590,717   154,174    16,623   247,725 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:   30,190    13,282   -21,140     3,629    11,160    -8,873    -5,504     6,261     5,892    -5,241     6,727 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.9      19.9      10.4      28.9      17.8      10.6       1.5      21.4       5.6       0.6       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   154                     :
:       69        59         7        18        23        19         9        26        14         9        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 1,391,678                :
: Positions                                                                                                    :
:  126,186   202,082   260,775   241,456   390,710   134,117   137,475   219,852    95,366    36,440   161,675 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:    6,156     5,069    -1,341   -29,872    29,481    27,464    27,921    -1,998    -9,959    19,935     2,088 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      14.5      18.7      17.3      28.1       9.6       9.9      15.8       6.9       2.6      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       22        20        18         6        18        13        12        19         8        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2012              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    28,021                :
: Positions                                                                                                    :
:   23,843    20,974       300     5,162     1,203     2,160         0         0         0       122        35 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:      620       440       -45       175        50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      74.9       1.1      18.4       4.3       7.7       0.0       0.0       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       29        24         .         8         6         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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     7,791                :
: Positions                                                                                                    :
:    5,686     2,464       317     4,657       284     1,067         0         0        30        26         0 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:       60         0         0        60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      31.6       4.1      59.8       3.6      13.7       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 19, 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     9,516                :
: Positions                                                                                                    :
:    6,857     3,776       554     1,687     1,579         0     1,500         0        90       149        86 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:      360       475         0      -130       100         0         0         0         0         5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      39.7       5.8      17.7      16.6       0.0      15.8       0.0       0.9       1.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         7         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2012              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,151                :
: Positions                                                                                                    :
:    5,123     4,622     3,761     4,662       192         0         0         0     1,010         0         0 :
:                                                                                                              :
: Changes from:     June 12, 2012                                                                              :
:      457        60       552       341         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      45.5      37.1      45.9       1.9       0.0       0.0       0.0       9.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        11         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated June 22, 2012