```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    46,754                :
: Positions                                                                                                    :
:   33,542    40,869     7,455       375     5,201         0         0         0       394         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      484     1,154       597       -91      -266         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      87.4      15.9       0.8      11.1       0.0       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       27        37        13         .        11         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    18,619                :
: Positions                                                                                                    :
:   14,213    15,877     1,856       230     2,423         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:     -294       -65       256         0       -73         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      85.3      10.0       1.2      13.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        23         5         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    11,010                :
: Positions                                                                                                    :
:    6,461     6,480       616       417     2,680         0         0         0       160       483       155 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:       80       150       -24        13       -57         0         0         0        19        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      58.9       5.6       3.8      24.3       0.0       0.0       0.0       1.5       4.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        29         6         7        13         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     6,966                :
: Positions                                                                                                    :
:    3,750     4,745       987       224       795         0        46        25       478         0       342 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      129       144         4        -8        51         0         0         0        25       -40        55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      68.1      14.2       3.2      11.4       0.0       0.7       0.4       6.9       0.0       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        32         8         4        11         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     3,891                :
: Positions                                                                                                    :
:    2,547     1,911       409       382       292       105         0         0        21         0        62 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        5       -10         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      49.1      10.5       9.8       7.5       2.7       0.0       0.0       0.5       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        15         .         4         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     3,095                :
: Positions                                                                                                    :
:    1,533     1,504       149       245       484         0         0         0       140       528         6 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:       20         0         5         0         0         0         0         0         0        35         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      48.6       4.8       7.9      15.6       0.0       0.0       0.0       4.5      17.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        15         4         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     1,490                :
: Positions                                                                                                    :
:      520       871       100        35       227         0         0         0        40        38        30 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.9      58.5       6.7       2.3      15.2       0.0       0.0       0.0       2.7       2.6       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     9,280                :
: Positions                                                                                                    :
:    7,711     8,408       983       326       415         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        0       175       175         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      90.6      10.6       3.5       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    24,585                :
: Positions                                                                                                    :
:   18,619    19,586     2,838     1,423     3,002         0         0         0         0       448       126 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      332       132      -200         0       150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      79.7      11.5       5.8      12.2       0.0       0.0       0.0       0.0       1.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        16         6         5        10         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   277,118                :
: Positions                                                                                                    :
:   98,832   160,334    48,298     8,791    17,897    33,553    14,007    19,028    13,290    21,753     7,039 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    4,655     8,718    -2,028       646      -854     1,857    -1,369     1,256      -962    -1,352      -559 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      57.9      17.4       3.2       6.5      12.1       5.1       6.9       4.8       7.8       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   152                     :
:       57        71        13         4        14        25        12        21        11         7        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    14,120                :
: Positions                                                                                                    :
:    9,478     7,915     1,028     1,223     3,064       100         0         0       300     1,618       150 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      595       358        53       -16       518         0         0         0         0       306      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      56.1       7.3       8.7      21.7       0.7       0.0       0.0       2.1      11.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       35        32         8         4         9         .         0         0         4         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     9,396                :
: Positions                                                                                                    :
:    5,555     6,004     1,170     1,087     1,580       683         0         0       250       580         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -84       429       170      -505       415       -87         0         0         0        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      63.9      12.5      11.6      16.8       7.3       0.0       0.0       2.7       6.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       17        13         6         5         9         4         0         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     9,798                :
: Positions                                                                                                    :
:    7,053     6,531         0       589        85       791        96       229       323     1,038       723 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -20       -16         0        27        -6         7        18         8       -27      -103        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      66.7       0.0       6.0       0.9       8.1       1.0       2.3       3.3      10.6       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        16         0         .         .         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    14,039                :
: Positions                                                                                                    :
:   13,108    11,914         0       554       324        18         0        40       290       929       154 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:     -715      -391         0      -179       134         0         0         0        97       -87        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      84.9       0.0       3.9       2.3       0.1       0.0       0.3       2.1       6.6       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       35        35         0         .         .         .         0         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2011          
:                                             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     2,656                :
: Positions                                                                                                    :
:    1,807     1,934        30        84        26       101         0        51        62        93         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:       92       154        30         0        20       -12         0        -5         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      72.8       1.1       3.2       1.0       3.8       0.0       1.9       2.3       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21        21         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     1,843                :
: Positions                                                                                                    :
:    1,077     1,093       302         0        26         0         0         0        45       415         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:       24        79       132         0         0         0         0         0       -48       100       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      59.3      16.4       0.0       1.4       0.0       0.0       0.0       2.4      22.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        21         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   392,513                :
: Positions                                                                                                    :
:  117,852   113,257    34,760    70,277    62,212    31,208    16,375    19,837    14,456     6,906    64,690 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:   -2,123       549    -2,930       706     2,891     3,989     2,148    -1,780     2,305       586       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.0      28.9       8.9      17.9      15.8       8.0       4.2       5.1       3.7       1.8      16.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   116                     :
:       33        32        10        18        23        14         9        14        16        11        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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 1,325,562                :
: Positions                                                                                                    :
:  156,058   260,690   209,091   267,828   217,022   210,113    44,608   208,606    86,888   107,805   159,248 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:    1,512    -1,619    -5,666     4,706     3,790    12,743    -1,458     6,943    -5,037     2,618    10,158 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      19.7      15.8      20.2      16.4      15.9       3.4      15.7       6.6       8.1      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   308                     :
:       43        48        23        26        41        72        32        65        37        52        72 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   200,860                :
: Positions                                                                                                    :
:   41,234    28,327    39,183    74,082    31,772     1,273         0       426    47,984    15,054     2,761 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      279         3      -861       -51       615       348         0      -342       755      -330       -29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.5      14.1      19.5      36.9      15.8       0.6       0.0       0.2      23.9       7.5       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:        8         8         7         8        13         .         0         .         4         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    21,508                :
: Positions                                                                                                    :
:   10,229    12,750     5,321     1,570     4,962         0        25        25       200     1,425       750 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -26        43        69         0      -374         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      59.3      24.7       7.3      23.1       0.0       0.1       0.1       0.9       6.6       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       19        17         7         8        14         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    59,216                :
: Positions                                                                                                    :
:    4,628     1,920    25,791    17,547    17,550     3,215     4,927        59     1,485     7,092     2,787 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        0         0      -959         0       278       109    -1,235         0         0       -44        40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.8       3.2      43.6      29.6      29.6       5.4       8.3       0.1       2.5      12.0       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        .         .         8         9        14         .         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    30,131                :
: Positions                                                                                                    :
:      200     2,515    12,160    10,713     9,894     2,703     1,127     1,816         0       875     1,075 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        0         0      -133      -836       183    -1,102         0       100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.7       8.3      40.4      35.6      32.8       9.0       3.7       6.0       0.0       2.9       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         .         6         6        12         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     9,270                :
: Positions                                                                                                    :
:    2,655     1,260     2,755     6,350     1,585     2,227         0         0         0        50         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.6      13.6      29.7      68.5      17.1      24.0       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        8         8         5         8         4         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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   275,110                :
: Positions                                                                                                    :
:  100,962   186,536    33,125     9,342    14,948    67,152     5,917    19,435    12,182    18,531     5,995 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:  -13,223    -2,240       140      -607    -1,170     5,192    -2,332    -2,087      -130       844    -1,010 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      67.8      12.0       3.4       5.4      24.4       2.2       7.1       4.4       6.7       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   183                     :
:       62        68        14         .        10        60        10        33        11         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    20,735                :
: Positions                                                                                                    :
:    5,958     9,868         0     2,924       625     2,610         0     1,053     5,152         0        90 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -58       575         0       -58        58       500         0         0      -176         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.7      47.6       0.0      14.1       3.0      12.6       0.0       5.1      24.8       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         0         .         .         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE   (1000 U.S. Barrels)                            :
CFTC Code #111A11                                                    Open Interest is     9,846                :
: Positions                                                                                                    :
:    7,880     8,341       934         0       133         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:       68        43       125         0       -75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      84.7       9.5       0.0       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15        14         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     8,330                :
: Positions                                                                                                    :
:    4,579     5,045     1,684       548     1,497         0         0         0       450     1,120       100 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      424       298        76         0        50         0         0         0        50       252         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      60.6      20.2       6.6      18.0       0.0       0.0       0.0       5.4      13.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       16        22         7         5         7         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    52,440                :
: Positions                                                                                                    :
:   45,710    27,974     4,090    22,860     1,093       500       134         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:     -245       219       -35      -499       -95         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      53.3       7.8      43.6       2.1       1.0       0.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       33        29         6         8         8         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    14,059                :
: Positions                                                                                                    :
:    9,628     8,661     3,482     4,511       587         0       150         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -50         0        50         0        30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      61.6      24.8      32.1       4.2       0.0       1.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        14         8         .         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     7,065                :
: Positions                                                                                                    :
:    4,395     2,560     1,790       950       680         0         0         0       200     2,875         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        0         0        -5        -5       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      36.2      25.3      13.4       9.6       0.0       0.0       0.0       2.8      40.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        11         7         4         7         0         0         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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     3,695                :
: Positions                                                                                                    :
:    1,897     2,395       456       277       843         0         0         0         9         0        78 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      64.8      12.3       7.5      22.8       0.0       0.0       0.0       0.2       0.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         8         5         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    26,278                :
: Positions                                                                                                    :
:   16,464    14,595     5,622     3,728     2,462         0     3,597         0       720       779     1,000 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      224        96         0        96         0         0         0         0       -32         0        67 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      55.5      21.4      14.2       9.4       0.0      13.7       0.0       2.7       3.0       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       25        29         8         9        11         0         .         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                        :
CFTC Code #86565D                                                    Open Interest is     4,396                :
: Positions                                                                                                    :
:    3,343     1,583       614       514       143         0     1,866         0       264       160         0 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -24         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      36.0      14.0      11.7       3.3       0.0      42.4       0.0       6.0       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        5         8         .         5         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    13,449                :
: Positions                                                                                                    :
:   10,309     8,784       352     3,222       146     1,844       511       500       135       159       112 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      614       436         0       133         0         0        45         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      65.3       2.6      24.0       1.1      13.7       3.8       3.7       1.0       1.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        20         .         8         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 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    33,293                :
: Positions                                                                                                    :
:   14,929    16,813     3,460     9,882     2,983        25     2,321       175    10,846        75       665 :
:                                                                                                              :
: Changes from:     December 20, 2011                                                                          :
:      -99         0         0       -75         0         0         0         0         0         0        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.8      50.5      10.4      29.7       9.0       0.1       7.0       0.5      32.6       0.2       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       14        22         8        10         9         .         .         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 30, 2011