```
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    47,803                :
: Positions                                                                                                    :
:   35,345    41,781     6,791       461     4,717         0         0         0       333        25       525 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -3,575    -4,719      -350       265    -1,094         0         0         0      -693       -35       -58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      87.4      14.2       1.0       9.9       0.0       0.0       0.0       0.7       0.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       28        33        11         .        10         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    11,849                :
: Positions                                                                                                    :
:    9,544     9,904       786       464     1,381         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -660      -529      -265      -456       160         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      83.6       6.6       3.9      11.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        19         4         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    10,086                :
: Positions                                                                                                    :
:    5,475     5,532       807       400     2,504         0         0         0         0       318       189 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -378      -823      -672      -153       218         0         0         0      -132       -46        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      54.8       8.0       4.0      24.8       0.0       0.0       0.0       0.0       3.2       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        27         5         7        11         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     6,461                :
: Positions                                                                                                    :
:    3,355     4,451     1,112       329       690         0        46         0       791       105        95 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -1,177    -1,179       156       102      -492         0        46         0      -120        42        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      68.9      17.2       5.1      10.7       0.0       0.7       0.0      12.2       1.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       34        37         9         5        13         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     2,877                :
: Positions                                                                                                    :
:    1,349     1,155       230       503       385       120         0        90       190       513         6 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -301      -493        -1       165      -151        45         0         0      -125       -86         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.9      40.1       8.0      17.5      13.4       4.2       0.0       3.1       6.6      17.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        12         .         6         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     1,641                :
: Positions                                                                                                    :
:      784       938       149        63       172         0         0         0        58       155         6 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -312      -466      -107        45      -104         0         0         0        58        15       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      57.2       9.1       3.8      10.5       0.0       0.0       0.0       3.5       9.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     9,739                :
: Positions                                                                                                    :
:    8,497     8,694       484         0       728         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -125      -881      -871      -160       109         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      89.3       5.0       0.0       7.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21        11         5         0         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    20,989                :
: Positions                                                                                                    :
:   15,782    16,675     3,047     1,816     1,799         0         0         0         0       338       361 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -1,861      -895       232       175      -277         0         0         0         0      -909       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      79.4      14.5       8.7       8.6       0.0       0.0       0.0       0.0       1.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        16         5         6         9         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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   301,161                :
: Positions                                                                                                    :
:   84,726   176,681    56,411     5,652    14,976    50,594     7,235    24,558     9,683    31,765    11,586 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -4,632    -5,956    -1,817     1,080      -964     2,617    -2,204     3,034      -454     2,905      -597 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.1      58.7      18.7       1.9       5.0      16.8       2.4       8.2       3.2      10.5       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   168                     :
:       59        67        17         5        19        34         7        25         9        14        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     7,339                :
: Positions                                                                                                    :
:    4,065     5,165     1,200       879       695       977         0       100       200       410         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      -90        10       150        15         0       -47         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      70.4      16.4      12.0       9.5      13.3       0.0       1.4       2.7       5.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       15        13         5         4         6         4         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    10,894                :
: Positions                                                                                                    :
:    7,260     7,369        75       421       280       745        65       150       309       773     1,042 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -140       159       -38       -48        20        98       -19        19         9       -60        41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      67.6       0.7       3.9       2.6       6.8       0.6       1.4       2.8       7.1       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        19         .         .         .         .         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    17,920                :
: Positions                                                                                                    :
:   16,530    14,761         0       821       513         1         0        32       101     1,280       113 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      443       401        -6       222        36         1         0        32       -15       -41       -47 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      82.4       0.0       4.6       2.9       0.0       0.0       0.2       0.6       7.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       38        45         0         .         .         .         0         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     2,115                :
: Positions                                                                                                    :
:    1,029       846         0        14        11         0        48       168         0       121        17 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -406      -266         0       -23       -35         0      -109        90         0       -55       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      40.0       0.0       0.7       0.5       0.0       2.3       7.9       0.0       5.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        13         0         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     1,253                :
: Positions                                                                                                    :
:      631       839         0         0         0         0         0         0        78         0         5 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -264      -193       -32         0       -20         0         0         0        26       -48       -36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      67.0       0.0       0.0       0.0       0.0       0.0       0.0       6.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        18         0         0         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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   441,791                :
: Positions                                                                                                    :
:  129,820   134,763    59,626    73,258    77,518    27,804    17,878    17,561     8,387     7,604    97,873 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -1,509    -5,012    -2,840     2,380    -3,010       445    -2,206     2,216       995     1,309     9,254 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.4      30.5      13.5      16.6      17.5       6.3       4.0       4.0       1.9       1.7      22.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   121                     :
:       35        38        13        17        26        17         7        16         9        14        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 1,366,205                :
: Positions                                                                                                    :
:  183,398   308,693   205,963   253,176   238,423   235,730    47,549   178,351    93,658   114,797   144,920 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:    7,231     8,439     2,704     7,725   -12,549     6,451    -1,885     4,342      -701     2,205    -2,534 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.4      22.6      15.1      18.5      17.5      17.3       3.5      13.1       6.9       8.4      10.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   332                     :
:       48        56        26        24        42        68        40        71        48        52        77 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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   200,581                :
: Positions                                                                                                    :
:   40,645    30,112    42,964    77,686    31,435       410         0     1,056    44,706    17,605     3,981 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      813       470    -2,170    -2,057     1,040      -948         0       924       174       919      -112 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.3      15.0      21.4      38.7      15.7       0.2       0.0       0.5      22.3       8.8       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        6         7         7         9        13         .         0         .         5         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    75,270                :
: Positions                                                                                                    :
:    9,925     4,145    34,074    26,452    20,254     3,988     5,894       917         0     9,043     3,759 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:        0       400       121       259       107       -15         0      -149         0      -124         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2       5.5      45.3      35.1      26.9       5.3       7.8       1.2       0.0      12.0       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:        5         5        12        10        18         4         .         6         0         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    35,621                :
: Positions                                                                                                    :
:    1,839     3,327    13,755     8,787    13,572     3,022     1,742       200         0     4,863       113 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      400         0     2,546    -3,395     1,274      -919     1,742    -1,450         0     3,685      -750 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.2       9.3      38.6      24.7      38.1       8.5       4.9       0.6       0.0      13.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        .         4         9         6        14         .         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    11,215                :
: Positions                                                                                                    :
:    3,000     1,570     3,540     7,465     2,000     2,627         0         0         0       100         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      450      -150         0         0      -225      -600         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.7      14.0      31.6      66.6      17.8      23.4       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        8         8         6         7         4         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is    21,348                :
: Positions                                                                                                    :
:    1,623       721        34     3,051     5,331     2,599         0     3,133     1,152     1,244     3,408 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      150         0        34      -360       140      -436         0       480      -463       142       219 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.6       3.4       0.2      14.3      25.0      12.2       0.0      14.7       5.4       5.8      16.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         .         .         4         6         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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   283,486                :
: Positions                                                                                                    :
:  108,752   195,126    30,189    10,920    15,171    65,732     7,723    14,081    14,580    13,925    12,963 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:    9,778    13,534       797      -648     1,040      -270     1,521       -80       819    -1,799     1,060 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      68.8      10.6       3.9       5.4      23.2       2.7       5.0       5.1       4.9       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   198                     :
:       60        74        16         6        15        53        10        29        19         6        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    21,021                :
: Positions                                                                                                    :
:    6,104    12,638       575     1,264       367     1,427         0       876     5,625         0       120 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      275        97         0         0         0         0         0         0       209         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.0      60.1       2.7       6.0       1.7       6.8       0.0       4.2      26.8       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        7        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                      :
CFTC Code #11165L                                                    Open Interest is    25,370                :
: Positions                                                                                                    :
:   24,875    11,950         0    11,300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -3,470    -2,525         0      -750         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.0      47.1       0.0      44.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        12         0         4         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     5,994                :
: Positions                                                                                                    :
:    3,372     4,590     1,646       428       956         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -720      -641       -58      -250      -197         0         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      76.6      27.5       7.1      15.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        19         7         .         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    50,689                :
: Positions                                                                                                    :
:   44,176    27,687     3,404    20,358     1,785       375       236        51         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -3,891    -3,468      -679      -699      -500        75      -175        49         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      54.6       6.7      40.2       3.5       0.7       0.5       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        23         5         8         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    13,093                :
: Positions                                                                                                    :
:    9,639     7,535     2,526     4,650       795         0        88         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -1,676    -2,522      -846       175        25         0      -112         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      57.5      19.3      35.5       6.1       0.0       0.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         9         .         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     5,235                :
: Positions                                                                                                    :
:    3,845     1,770     1,150       750       240         0         0         0         0     2,475         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -1,075      -435       -25       110      -210         0         0         0         0      -775         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      33.8      22.0      14.3       4.6       0.0       0.0       0.0       0.0      47.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19         9         4         5         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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     4,642                :
: Positions                                                                                                    :
:    2,358     2,761       569       330     1,190         0         0         0         0       214        87 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -442    -1,161      -850      -300         0         0         0         0      -114       214       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      59.5      12.3       7.1      25.6       0.0       0.0       0.0       0.0       4.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        11         5         .         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    20,373                :
: Positions                                                                                                    :
:   12,565    10,743     4,449     4,284     1,973         0     2,079         0       652       502       714 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      447       770       582       -62       159       -25         0       -21         0       258       -98 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      52.7      21.8      21.0       9.7       0.0      10.2       0.0       3.2       2.5       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       25        27        10         8        11         0         .         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    11,688                :
: Positions                                                                                                    :
:    8,986     7,352       123     3,070       239       996         0       823       218         0       150 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      292        88         0       149       -45       -55         0        45       -89         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      62.9       1.1      26.3       2.0       8.5       0.0       7.0       1.9       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        18         .         9         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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    34,350                :
: Positions                                                                                                    :
:   14,446    19,459     3,607     8,545     4,175       415       540        60    10,729       150       676 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:    1,413       774      -603       891       669         0         0         0       855         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.1      56.6      10.5      24.9      12.2       1.2       1.6       0.2      31.2       0.4       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       14        22         9         8        11         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated November 14, 2011