Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 4,812,619                :
: Positions                                                                                                    :
:1,821,987 1,388,594   341,534 1,363,118   596,568   656,224   106,824   756,192   139,520   104,720   480,599 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
: -118,130   -12,191    35,068   -20,825   -22,303   -69,108   -16,591    10,852    94,671   -12,382   -67,472 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.9      28.9       7.1      28.3      12.4      13.6       2.2      15.7       2.9       2.2      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      115       106         8        24        27        19        10        27        18        18        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   322,514                :
: Positions                                                                                                    :
:  222,062   216,872    38,861    47,296    38,023     2,199     7,706     3,822     1,395       818     2,882 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:    7,273       537    -2,605     4,965      -154     1,381      -958      -606       334       -22       532 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      67.2      12.0      14.7      11.8       0.7       2.4       1.2       0.4       0.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        31         6         .         8         .         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   162,904                :
: Positions                                                                                                    :
:  108,438    84,083    23,789    41,969    21,697       436     6,769     3,212         0         0       248 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -659       659     1,736       411       236       -39       180       -20         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      51.6      14.6      25.8      13.3       0.3       4.2       2.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        22         .        10         9         .         .         .         0         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   280,697                :
: Positions                                                                                                    :
:  195,772   122,492    38,653    89,641    34,339     4,241    21,575     1,344         0       157       274 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:    6,333    -4,415    -1,223     6,923    -8,529         0     3,927        80         0       -61        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      43.6      13.8      31.9      12.2       1.5       7.7       0.5       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       25        23         4         9        10         .         4         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   768,282                :
: Positions                                                                                                    :
:  592,470   275,813    23,657   328,994   118,536     1,477     9,908    27,784       930     1,153       856 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   14,812     8,348   -14,040     1,351     3,988     1,212    -7,582     7,052       713      -613       391 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      35.9       3.1      42.8      15.4       0.2       1.3       3.6       0.1       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       39        29         7        13        19         .         4         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   227,882                :
: Positions                                                                                                    :
:  154,960   191,247    29,423     7,155    23,907    10,395         0     2,277         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:    5,894     1,563    -2,008       -31       665    -2,977         0       978         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      83.9      12.9       3.1      10.5       4.6       0.0       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        23         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   338,212                :
: Positions                                                                                                    :
:  255,517   209,238    19,498    70,028     8,428    11,991     2,561    34,948       270         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:    2,364       982       186    -1,511      -350      -162      -237       536        96         0      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      61.9       5.8      20.7       2.5       3.5       0.8      10.3       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        30         4        11         8         4         .         6         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   159,368                :
: Positions                                                                                                    :
:  117,507    78,265     9,984    55,307    11,525    12,022     1,857     5,262         0     1,418         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:    1,865       151      -310     1,271      -181       480     1,286    -1,625         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      49.1       6.3      34.7       7.2       7.5       1.2       3.3       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       23        20         6         8        11         4         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 1,115,630                :
: Positions                                                                                                    :
:  104,443   124,110   206,844   120,169   121,575   202,121   213,813   248,457    34,795   113,987   129,579 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -9,613    -5,464     8,272    25,600   -24,198    10,277   -30,933    -5,015    -2,715    19,302    -4,689 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.4      11.1      18.5      10.8      10.9      18.1      19.2      22.3       3.1      10.2      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   306                     :
:       42        37        22        12        24        67        66        79        40        43        58 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    33,478                :
: Positions                                                                                                    :
:   22,273     6,499     5,442    13,753     1,282       629     6,007       514         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -5,544    -1,829      -267    -2,067      -105         2    -1,800       -62         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      19.4      16.3      41.1       3.8       1.9      17.9       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 July 3, 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    73,601                :
: Positions                                                                                                    :
:   10,556     6,675    24,185     1,170    10,868     4,976       450       550     6,310    38,685    13,227 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -1,976      -959    15,069    -2,206    -6,097      -550      -225      -150    -2,658    12,967    -6,000 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.3       9.1      32.9       1.6      14.8       6.8       0.6       0.7       8.6      52.6      18.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        8         8         4         .         8         .         .         .         7         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    61,952                :
: Positions                                                                                                    :
:   32,985    25,757    13,863    17,502     6,979         0     1,436     2,476         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -4,037    -2,706       103    -1,209      -497         0       -16      -356         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      41.6      22.4      28.3      11.3       0.0       2.3       4.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 2,676,744                :
: Positions                                                                                                    :
:  621,622   556,616   282,207   783,046   468,057   291,133    39,715   578,045   182,130     5,488   220,503 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -73,131   -20,838    -4,850   -30,110   -22,049    -2,307     6,018   -15,698    26,354    -5,903   -37,669 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.2      20.8      10.5      29.3      17.5      10.9       1.5      21.6       6.8       0.2       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       68        59         7        18        23        19         9        27        15         5        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 1,297,321                :
: Positions                                                                                                    :
:  127,247   169,382   241,486   266,454   359,066   110,893   107,717   216,932    81,905    19,461   155,979 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -10,007   -40,271   -11,158    27,894   -58,706   -32,836   -37,238    -7,517   -12,431   -16,442   -10,330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      13.1      18.6      20.5      27.7       8.5       8.3      16.7       6.3       1.5      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       20        19        16         9        20        12        13        15         9         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    28,853                :
: Positions                                                                                                    :
:   24,205    22,065       519     4,711     1,395     2,216         0         0         0       122        35 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:      496       669       219        49        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      76.5       1.8      16.3       4.8       7.7       0.0       0.0       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       30        24         .         7         6         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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     7,050                :
: Positions                                                                                                    :
:    5,197     1,856       265     4,569       170     1,067         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -654      -623       -52      -193      -114         0         0         0       -30       -26         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      26.3       3.8      64.8       2.4      15.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         8         .         5         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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     8,898                :
: Positions                                                                                                    :
:    6,508     3,919       836     1,858       980         0     1,500         0       233        27        86 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -576      -394       185       204      -453         0         0         0       143       -57       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      44.0       9.4      20.9      11.0       0.0      16.9       0.0       2.6       0.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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     9,623                :
: Positions                                                                                                    :
:    4,942     4,363     3,561     4,645        60         0         0         0       945         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -562      -562      -260      -226        -3         0         0         0       -65         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      45.3      37.0      48.3       0.6       0.0       0.0       0.0       9.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated July 3, 2012