```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    47,849                :
: Positions                                                                                                    :
:   32,703    38,429     9,063     1,957     4,841         0         0         0     1,119     2,380        64 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    1,327     1,604        46       -75       229         0         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      80.3      18.9       4.1      10.1       0.0       0.0       0.0       2.3       5.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       30        33        11         4        13         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    30,557                :
: Positions                                                                                                    :
:   24,003    24,562     3,685     3,215     2,580         0         0         0       200         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      524       859       235      -100        75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      80.4      12.1      10.5       8.4       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        25         6         4         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #02165C                                                    Open Interest is     5,466                :
: Positions                                                                                                    :
:    2,049     3,632     1,513        13       360         0         0         0       170       216        31 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      243        64         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.5      66.4      27.7       0.2       6.6       0.0       0.0       0.0       3.1       4.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        14         4         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is     9,169                :
: Positions                                                                                                    :
:    4,527     4,819       627       672     1,996         0         0         0       515       298       173 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      156        46         3        -5        -3         0         0         0         3         7        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      52.6       6.8       7.3      21.8       0.0       0.0       0.0       5.6       3.3       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       23        23         7        10        16         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     7,760                :
: Positions                                                                                                    :
:    4,076     5,675     1,643        45       840         0         0         0       445       437       305 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      378       456       157         0       -18         0         0         0       -80        10        65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      73.1      21.2       0.6      10.8       0.0       0.0       0.0       5.7       5.6       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       39        43        13         .        13         0         0         0         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,663                :
: Positions                                                                                                    :
:      660       877        90       979       352       195         0         0       514         0         5 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       75        80         0       -25         5         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.8      32.9       3.4      36.8      13.2       7.3       0.0       0.0      19.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         9         .         5         5         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165J                                                    Open Interest is     1,657                :
: Positions                                                                                                    :
:    1,089       887        80       172        10         0         0         0         0        35         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      110       137         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      53.5       4.8      10.4       0.6       0.0       0.0       0.0       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       16        13         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     1,707                :
: Positions                                                                                                    :
:      709     1,044       394        19       185         0         0         0        30        35        55 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       95        91       -16         0        15         0         0         0         0        -5        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.5      61.2      23.1       1.1      10.8       0.0       0.0       0.0       1.8       2.1       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        14         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02165R                                                    Open Interest is     1,608                :
: Positions                                                                                                    :
:    1,525     1,471        75       130         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      91.5       4.7       8.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         9         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is    17,631                :
: Positions                                                                                                    :
:   10,372    16,541     6,269       100       780         0         0         0         0       200         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      646     1,229       583         0      -108         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      93.8      35.6       0.6       4.4       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        11         8         .         6         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   308,824                :
: Positions                                                                                                    :
:   79,463   209,727    70,996     1,726    10,504    52,584    12,096    19,126    12,650    17,179    16,377 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    1,229     2,025    -2,946      -117    -1,132    -1,751       291     1,076       346    -1,371        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.7      67.9      23.0       0.6       3.4      17.0       3.9       6.2       4.1       5.6       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   171                     :
:       49        69        16         .        14        41         6        20        12        16        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    18,865                :
: Positions                                                                                                    :
:    9,619    14,608     6,254       150     1,927       100         0       100       325     1,540       475 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    1,030     1,665       560         0        65         0         0         0         0      -125        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      77.4      33.2       0.8      10.2       0.5       0.0       0.5       1.7       8.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       36        37        11         .        11         .         0         .         .         7         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02265T                                                    Open Interest is     7,118                :
: Positions                                                                                                    :
:    2,055     3,876     1,262     1,538     1,379        90         0         0     1,970         0        25 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       50         0        25       -25        25         0         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.9      54.5      17.7      21.6      19.4       1.3       0.0       0.0      27.7       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       14        12         8         8         7         .         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #02265U                                                    Open Interest is     9,422                :
: Positions                                                                                                    :
:    5,625     4,950       150     3,080       390       300        80         0     2,163       150       752 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      52.5       1.6      32.7       4.1       3.2       0.8       0.0      23.0       1.6       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         8         .         4         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     7,255                :
: Positions                                                                                                    :
:    5,240     5,191       104       572       175       716        48       210       253       332       336 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      103        75        -2        -6       -12         0        12        -2        27        -2         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      71.6       1.4       7.9       2.4       9.9       0.7       2.9       3.5       4.6       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        18         .         .         .         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is     9,571                :
: Positions                                                                                                    :
:    8,490     7,954       771       335       161         0         0         0        28       850        64 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      804       693        20        60       -22         0         0         0       -15         1        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      83.1       8.1       3.5       1.7       0.0       0.0       0.0       0.3       8.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        26         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                    :
CFTC Code #03265A                                                    Open Interest is     2,874                :
: Positions                                                                                                    :
:    2,042     1,727         0         0         0       178       315        28         0        54         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      -32        40         0         0         0        -3         0        15         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      60.1       0.0       0.0       0.0       6.2      11.0       1.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        19         0         0         0         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     2,052                :
: Positions                                                                                                    :
:    1,424     1,445        25       126       105         0        30         0       169         0        18 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       38         6       -15         1        22         0         0         0        24         0        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      70.4       1.2       6.1       5.1       0.0       1.5       0.0       8.2       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        22         .         4         4         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   532,176                :
: Positions                                                                                                    :
:  134,527   213,883    78,457    69,061    97,156    44,508    12,955    34,231    40,654     4,318    84,891 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    2,665    15,173     4,257     1,238      -663     3,433      -973       231     6,248     2,165     5,303 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.3      40.2      14.7      13.0      18.3       8.4       2.4       6.4       7.6       0.8      16.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   117                     :
:       34        34        12        14        22        18         4        14        23         8        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 1,401,989                :
: Positions                                                                                                    :
:  242,533   410,231   218,521   249,434   215,573   258,539    56,318   144,576    74,645   114,316   160,475 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:   10,278    12,232    -5,440       -64     8,464     7,358      -559     5,166     4,385    10,166    -1,370 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.3      29.3      15.6      17.8      15.4      18.4       4.0      10.3       5.3       8.2      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   336                     :
:       45        54        22        24        38        86        31        60        43        53        74 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   242,576                :
: Positions                                                                                                    :
:   53,154    43,571    67,905    73,894    41,125         0        45       522    33,346    17,115    11,225 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      189       143       812       106      -153         0        36         0       159        60        59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.9      18.0      28.0      30.5      17.0       0.0       0.0       0.2      13.7       7.1       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       12        12         8        10        16         0         .         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    44,432                :
: Positions                                                                                                    :
:   16,713    23,868    13,964     5,086    12,810         0       294         0       528     1,897       150 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      795       920         0      -100       700         0         0         0        50        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.6      53.7      31.4      11.4      28.8       0.0       0.7       0.0       1.2       4.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       26        24        14         6        14         0         .         0         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    87,266                :
: Positions                                                                                                    :
:   10,605     3,950    39,764    18,253    27,382     4,451    23,292       913         0     6,779       817 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      -50         0        -1       -21         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.2       4.5      45.6      20.9      31.4       5.1      26.7       1.0       0.0       7.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:        7         5        12         9        16         .         5         4         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is    16,195                :
: Positions                                                                                                    :
:    4,987     4,790     2,963     7,110     3,595     4,625       394         0         0       200         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:        0       310       310       300       -60       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8      29.6      18.3      43.9      22.2      28.6       2.4       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        9        12         6        11         8         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   281,314                :
: Positions                                                                                                    :
:   97,900   208,387    35,986     6,304    15,580    71,567     3,925    18,753    13,498     9,455     5,481 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      331    -1,041     1,065      -348      -583    -1,486      -247       448      -457       439        12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      74.1      12.8       2.2       5.5      25.4       1.4       6.7       4.8       3.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   193                     :
:       56        68        16         5        16        64         9        23        15         9        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    20,539                :
: Positions                                                                                                    :
:   10,550    11,665     1,350       908        37     2,013       471       445     1,059       698       913 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      143       303         0      -287       -60       -60       -75         0        75         1         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      56.8       6.6       4.4       0.2       9.8       2.3       2.2       5.2       3.4       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        15         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     6,170                :
: Positions                                                                                                    :
:    3,971     4,635     1,475       721       201        50         0         0        36       200       300 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      338       250         0        88        50         0         0         0         0         0       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      75.1      23.9      11.7       3.3       0.8       0.0       0.0       0.6       3.2       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        20         8         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    57,202                :
: Positions                                                                                                    :
:   46,632    33,988     7,347    17,852     1,990       230     3,072        15         0       100         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    1,005     1,130        70      -105        10         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      59.4      12.8      31.2       3.5       0.4       5.4       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       24        26         8         5         6         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    19,020                :
: Positions                                                                                                    :
:   15,396    15,635     2,350     2,550       835       200         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      -75       -75         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      82.2      12.4      13.4       4.4       1.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        15         7         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     8,707                :
: Positions                                                                                                    :
:    3,635     3,200     2,220       130     1,852       750         0         0       100     3,525         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      100         0        50         0       100         0         0         0         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.7      36.8      25.5       1.5      21.3       8.6       0.0       0.0       1.1      40.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       14        16        12         .         7         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is    18,821                :
: Positions                                                                                                    :
:   13,889    15,659     1,881     1,862     1,040       105         0        90     1,756         0        50 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      545       270       170       305        55         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      83.2      10.0       9.9       5.5       0.6       0.0       0.5       9.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        15         6         5         7         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    15,964                :
: Positions                                                                                                    :
:    8,178     7,731     4,481     4,412     1,756         0       437       194       611       814       420 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      48.4      28.1      27.6      11.0       0.0       2.7       1.2       3.8       5.1       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       22        21         7         9        10         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    14,798                :
: Positions                                                                                                    :
:   13,540     8,398       314     3,239       350       300     2,235        27        15       243       162 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:        0       -18         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      56.8       2.1      21.9       2.4       2.0      15.1       0.2       0.1       1.6       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        17         .         6         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 28, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    33,714                :
: Positions                                                                                                    :
:    9,192    21,473     9,145     2,718     5,309         0         0        50     6,879     1,242     2,636 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:        0       300         0        90         0         0         0         0       390         0      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.3      63.7      27.1       8.1      15.7       0.0       0.0       0.1      20.4       3.7       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       18        18        12         5        16         0         0         .         6         .         6 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 3, 2011