```
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    48,313                :
: Positions                                                                                                    :
:   31,775    40,324     8,335     1,111     5,580         0         0         0     2,571       874         2 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    5,863     6,137       230        52       207         0         0         0       102       -10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      83.5      17.3       2.3      11.5       0.0       0.0       0.0       5.3       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       28        34        10         6        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    10,788                :
: Positions                                                                                                    :
:    7,945     8,808     2,166     1,351       482         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:     -229      -156        75         7        28         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      81.6      20.1      12.5       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        25         5         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    10,239                :
: Positions                                                                                                    :
:    5,862     6,437     1,161       478     1,610         0         0         0       177       243       249 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      237       241        12        96         4         0         0         0         7       -32       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      62.9      11.3       4.7      15.7       0.0       0.0       0.0       1.7       2.4       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        29         6         6        12         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     8,113                :
: Positions                                                                                                    :
:    4,605     5,764       928        79     1,170         0         0         0       658        50        85 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      191       172       -39       -27        40         0         0         0        80        10       -36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      71.0      11.4       1.0      14.4       0.0       0.0       0.0       8.1       0.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       33        38         8         5        13         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165H                                                    Open Interest is     3,930                :
: Positions                                                                                                    :
:    2,262     1,743       269       200       389         0         0         0         4         0        59 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      248        64       -51         0       -24         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      44.4       6.8       5.1       9.9       0.0       0.0       0.0       0.1       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       16        16         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     2,826                :
: Positions                                                                                                    :
:    1,183     1,733        55       316       329         0         0         0       525        90        30 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      165        40        27         5       -39         0         0         0      -150        -5         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      61.3       1.9      11.2      11.6       0.0       0.0       0.0      18.6       3.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        12         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     2,197                :
: Positions                                                                                                    :
:      797     1,300       364        52       427         0         0         0        63        50        96 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      59.2      16.6       2.4      19.4       0.0       0.0       0.0       2.9       2.3       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        13         5         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     1,787                :
: Positions                                                                                                    :
:    1,654     1,397       100       365        25         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      78.2       5.6      20.4       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     9,879                :
: Positions                                                                                                    :
:    6,174     8,801     2,969       145       641         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    1,150     1,300       150         0       -18         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      89.1      30.1       1.5       6.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         7         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    24,110                :
: Positions                                                                                                    :
:   19,114    16,704     1,539       480     3,437         0         0         0         0     3,469        20 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    2,878     3,023      -168      -468       747         0         0         0         0       155       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      69.3       6.4       2.0      14.3       0.0       0.0       0.0       0.0      14.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        13         8         5        10         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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   311,034                :
: Positions                                                                                                    :
:  117,556   193,388    57,984    12,327    17,199    39,626     7,911    17,554     7,318    22,269    16,379 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   -5,182     8,188      -453       640     1,493     5,802    -3,704    -1,176       138     1,589      -236 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      62.2      18.6       4.0       5.5      12.7       2.5       5.6       2.4       7.2       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   164                     :
:       50        73        16         5        14        29        10        19         8        16        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    16,287                :
: Positions                                                                                                    :
:   10,932     9,439     2,013     3,606     2,231       300         0         0       587       780       199 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:     -365       -60       -35      -115       350         0         0         0        25      -200       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      58.0      12.4      22.1      13.7       1.8       0.0       0.0       3.6       4.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       37        24         6         6         8         .         0         0         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     7,656                :
: Positions                                                                                                    :
:    5,600     4,330       850     1,345       348       186       580       120       450       761        88 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      300         0         0       150         0         0         0         0        20       116        88 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      56.6      11.1      17.6       4.5       2.4       7.6       1.6       5.9       9.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       15        11         5         7         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    10,324                :
: Positions                                                                                                    :
:    7,870     7,199         6     1,006        78       628         0       131       315       844       670 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      226        91         6       186       -82       -24         0        47       -69      -154       144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      69.7       0.1       9.7       0.8       6.1       0.0       1.3       3.1       8.2       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        22         .         .         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    19,222                :
: Positions                                                                                                    :
:   18,463    16,359         0     1,319       124         0         0         0       168       950        65 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    1,520     1,672       -57      -151       -17         0         0         0       -23         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.1      85.1       0.0       6.9       0.6       0.0       0.0       0.0       0.9       4.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       36        41         0         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                      :
CFTC Code #025652                                                    Open Interest is     1,609                :
: Positions                                                                                                    :
:    1,465     1,514        70        50        15         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:       -3        40         0        10       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      94.1       4.4       3.1       0.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     1,575                :
: Positions                                                                                                    :
:      990       995         0        11        58         0         0         0        28         0        40 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      -73      -105         0         0         0         0         0         0         6         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      63.2       0.0       0.7       3.7       0.0       0.0       0.0       1.8       0.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       16        18         0         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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   439,119                :
: Positions                                                                                                    :
:  126,089   149,791    47,862    64,086    90,560    33,460    11,948    29,637    15,460     6,996    66,198 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    5,671     4,239    -3,268       658     1,770      -400      -625       636      -312    -1,636    11,367 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.7      34.1      10.9      14.6      20.6       7.6       2.7       6.7       3.5       1.6      15.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   130                     :
:       40        36        15        16        27        13        10        14        18        11        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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 1,494,803                :
: Positions                                                                                                    :
:  229,271   406,199   233,701   218,547   257,476   221,311    65,583   202,791    97,213   100,253   176,184 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   15,289    13,083   -10,293     3,231     5,642     2,370   -14,587    -2,202       -72       537    17,115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      27.2      15.6      14.6      17.2      14.8       4.4      13.6       6.5       6.7      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   325                     :
:       48        54        25        23        40        61        50        67        54        42        84 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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   216,180                :
: Positions                                                                                                    :
:   44,655    31,788    48,938    86,506    25,628     1,363         0        40    54,478    18,998     5,148 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:       18       414     1,096    -1,142     1,170      -264         0         0      -338      -170       714 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.7      14.7      22.6      40.0      11.9       0.6       0.0       0.0      25.2       8.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        7         7         9         7        11         .         0         .         6         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    22,610                :
: Positions                                                                                                    :
:   12,584    14,224     4,477     1,572     5,064         0       420       150       150     1,007       173 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:       10        10         0         0       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      62.9      19.8       7.0      22.4       0.0       1.9       0.7       0.7       4.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       27        27         7         6        10         0         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    78,266                :
: Positions                                                                                                    :
:    9,904     3,749    35,129    23,975    18,817     3,037     9,449     8,180         0     8,284       740 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:        0         0       283      -169         0         7         0        61         0       199      -142 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.7       4.8      44.9      30.6      24.0       3.9      12.1      10.5       0.0      10.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:        5         4        11        10        17         5         4         9         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    36,161                :
: Positions                                                                                                    :
:    1,439     3,427    14,748    10,159    11,047     2,359     1,613     2,294         0     3,285       931 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:        0         0      -368       -83       295      -352    -1,001       278         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.0       9.5      40.8      28.1      30.5       6.5       4.5       6.3       0.0       9.1       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         4         9         5        13         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    14,920                :
: Positions                                                                                                    :
:    4,605     2,930     4,210     7,660     4,105     2,000         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      150       150         0         0        60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.9      19.6      28.2      51.3      27.5      13.4       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9         9         6         7         7         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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   251,546                :
: Positions                                                                                                    :
:   86,892   162,467    28,485     9,360    16,842    60,972     8,852    18,829    13,242    14,732     7,861 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   -5,943     4,011         7      -715    -1,713     8,401       690       794    -1,060       155      -252 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.5      64.6      11.3       3.7       6.7      24.2       3.5       7.5       5.3       5.9       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   183                     :
:       51        69        16         4        15        53         8        28        14         9        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    25,382                :
: Positions                                                                                                    :
:    7,200    20,603     1,240        10       529     3,443         0         0     6,560         0       238 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      -95       545      -290        10       211       884         0         0       453         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.4      81.2       4.9       0.0       2.1      13.6       0.0       0.0      25.8       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        19         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     5,352                :
: Positions                                                                                                    :
:    2,980     3,344       843       743       915         0         0         0       264         0       300 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:       50       200       125       -75       -12         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      62.5      15.8      13.9      17.1       0.0       0.0       0.0       4.9       0.0       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        18         5         5         9         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    57,418                :
: Positions                                                                                                    :
:   42,924    35,784     8,386    16,748     4,698       500        25        25         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    1,971       528       380     1,958        64         0      -150       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      62.3      14.6      29.2       8.2       0.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        26         9         8         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    20,138                :
: Positions                                                                                                    :
:   14,957    16,123     4,696     3,650       365         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:     -225       310       480       -55      -345         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      80.1      23.3      18.1       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        14         9         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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     6,101                :
: Positions                                                                                                    :
:    4,325     1,705     1,371       195       355         0       196         0        50     3,650         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      400        50        95        45         5         0         0         0         0       400         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      27.9      22.5       3.2       5.8       0.0       3.2       0.0       0.8      59.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        12         9         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    10,731                :
: Positions                                                                                                    :
:    4,988     7,293     2,350     1,697     1,478       141         0         0     1,390         0       120 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      -57       167        99       -25         0         0         0         0       100         0       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.5      68.0      21.9      15.8      13.8       1.3       0.0       0.0      13.0       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       12        16         8         4         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    21,385                :
: Positions                                                                                                    :
:   12,634     9,276     3,185     4,286     3,837       100     2,064        80       980     1,306       431 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      359      -180       -52       151      -105         0       150         0        96       282      -103 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      43.4      14.9      20.0      17.9       0.5       9.7       0.4       4.6       6.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       26        24         7        11        12         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    14,389                :
: Positions                                                                                                    :
:   10,094     9,711         0     4,093       192     3,573         0         0       106         0       220 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      717       652         0       170       -72       129         0      -129         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      67.5       0.0      28.4       1.3      24.8       0.0       0.0       0.7       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        22         0         7         .         5         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             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    29,428                :
: Positions                                                                                                    :
:    7,243    16,667     4,519     4,734     5,164     3,408       105       320     7,462     1,048       610 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      441       -39         0    -1,450       265    -1,900        90         0         0         0       228 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.6      56.6      15.4      16.1      17.5      11.6       0.4       1.1      25.4       3.6       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       16        15         8         9        12         4         .         5         6         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 30, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    15,561                :
: Positions                                                                                                    :
:    8,196    10,107         0     2,754         9     2,040         0        42       803         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    1,550     1,458         0         0         0       256         0        -9      -167      -166         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      65.0       0.0      17.7       0.1      13.1       0.0       0.3       5.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        15         0         4         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated September 2, 2011