```
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    36,900                :
: Positions                                                                                                    :
:   27,227    28,828     4,764     3,308     3,512         0         0         0       996       433       261 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:    1,433     1,826       180      -158       423         0         0         0       140        60       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      78.1      12.9       9.0       9.5       0.0       0.0       0.0       2.7       1.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       27        31        10         6        13         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    15,344                :
: Positions                                                                                                    :
:   10,907    13,713     3,175       375     1,136         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      387       629       380       129       106         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      89.4      20.7       2.4       7.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        19         5         4         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    10,105                :
: Positions                                                                                                    :
:    5,888     6,247       955       201     1,493         0         0         0       100       390       127 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:       96       191       184       -20        13         0         0         0         4         5       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      61.8       9.5       2.0      14.8       0.0       0.0       0.0       1.0       3.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        23         8         .        11         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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     6,829                :
: Positions                                                                                                    :
:    3,055     4,741     1,380        23       807         0         0         0       665       155       305 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      256       551       -24      -131       209         0         0         0        90        10        27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      69.4      20.2       0.3      11.8       0.0       0.0       0.0       9.7       2.3       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       30        39        11         .        11         0         0         0         8         .         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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     2,981                :
: Positions                                                                                                    :
:      990       971       212       455       537         0       210         0       514       220       141 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      128       245       -15        35        75         0         0         0        15      -145        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.2      32.6       7.1      15.3      18.0       0.0       7.0       0.0      17.2       7.4       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8         8         .         4         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165J                                                    Open Interest is     1,583                :
: Positions                                                                                                    :
:      847       894       209        80       165         0         0         0         0        50         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      -35        -4       -45         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      56.5      13.2       5.1      10.4       0.0       0.0       0.0       0.0       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        12         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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     1,606                :
: Positions                                                                                                    :
:      945     1,209        74        37        85         0         0         0         0        15        35 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:       23       109        34       -20        11         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      75.3       4.6       2.3       5.3       0.0       0.0       0.0       0.0       0.9       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        12         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    11,618                :
: Positions                                                                                                    :
:    5,168     9,022     5,465     1,371       805         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      188       488       485       125       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.5      77.7      47.0      11.8       6.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        15         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    13,061                :
: Positions                                                                                                    :
:    9,381    10,100     3,064     1,347       496         0         0         0         0     1,097         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      360       584       733       154        50         0         0         0         0       330         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      77.3      23.5      10.3       3.8       0.0       0.0       0.0       0.0       8.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         6         4         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   310,771                :
: Positions                                                                                                    :
:  102,857   195,944    62,404     6,957    16,392    40,023    10,821    19,853    14,117    18,300    15,581 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:    4,168     7,992     2,563     1,381    -1,414    -2,590     1,001    -3,479     1,672    -3,973     3,889 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.1      63.1      20.1       2.2       5.3      12.9       3.5       6.4       4.5       5.9       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   154                     :
:       48        61        17         6        16        32         8        21        16         6        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    13,490                :
: Positions                                                                                                    :
:    8,835     9,058     2,236     1,337     1,564       300         0        50        75     1,091       390 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      287       -50        50       137        87         0         0         0      -100       150       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      67.1      16.6       9.9      11.6       2.2       0.0       0.4       0.6       8.1       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       27        26         8         6        10         .         0         .         .         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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     7,305                :
: Positions                                                                                                    :
:    4,195     4,394     1,529     2,056       225       975         0         0       190       460       170 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:     -150      -150       -50       361        50       300         0         0        90         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      60.2      20.9      28.1       3.1      13.3       0.0       0.0       2.6       6.3       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       13        10         6         6         .         4         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 METRIC TONS)                             :
CFTC Code #02265V                                                    Open Interest is     3,818                :
: Positions                                                                                                    :
:    1,776     1,158        29       330       147         0         0         0       295       644       312 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:       60       -93       -59        40        35         0         0         0       -36         5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.5      30.3       0.8       8.6       3.9       0.0       0.0       0.0       7.7      16.9       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         4         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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     8,127                :
: Positions                                                                                                    :
:    5,465     6,102        63       401       212       114         0       395       754        94       584 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      157       387        27       148       -21       -26       -60        16        10        -4        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      75.1       0.8       4.9       2.6       1.4       0.0       4.9       9.3       1.2       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        23         .         .         .         .         0         .         6         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    11,155                :
: Positions                                                                                                    :
:   10,175     9,415       315       148       177         0       263        10       218       764       121 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      394       288       -12       118       -37         0        25       -30        58        35        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      84.4       2.8       1.3       1.6       0.0       2.4       0.1       2.0       6.8       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       29        27         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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     1,502                :
: Positions                                                                                                    :
:    1,166       991         0        50        25         0         0         0        60        11        54 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      183        -6         0         0        -5         0         0         0         3         4        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      66.0       0.0       3.3       1.7       0.0       0.0       0.0       4.0       0.7       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       24        22         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   495,752                :
: Positions                                                                                                    :
:  168,447   187,762    36,342    61,821   110,141    38,051     6,197    37,969    16,621    12,671    59,537 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:   14,450     4,048    -8,852    10,104   -13,216    -5,051    -2,712       -20     4,541    -1,982   -11,749 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.0      37.9       7.3      12.5      22.2       7.7       1.3       7.7       3.4       2.6      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   132                     :
:       38        37        15        13        25        17         8        15        20        12        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 1,582,868                :
: Positions                                                                                                    :
:  213,390   423,483   246,333   267,767   264,026   249,943    37,935   214,586    94,690   103,619   199,249 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:  -28,611   -18,212    12,422    -9,621    -6,505   -30,957    -9,396    -9,888    -5,025   -18,151   -10,509 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.5      26.8      15.6      16.9      16.7      15.8       2.4      13.6       6.0       6.5      12.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   354                     :
:       54        55        23        24        40        82        36        72        60        47        96 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   217,282                :
: Positions                                                                                                    :
:   52,022    33,545    38,570    78,915    28,160     1,059         0       200    52,857    14,683     5,107 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:     -144     3,081      -618      -184      -156         0         0         0       439    -2,299      -460 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.9      15.4      17.8      36.3      13.0       0.5       0.0       0.1      24.3       6.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        7         7         8         7        15         .         0         .         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    31,979                :
: Positions                                                                                                    :
:   18,082    19,507     6,244     4,294     6,703         0         0       700         0       525       200 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:    1,763     2,050      -138      -450       125         0         0         0         0        25       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      61.0      19.5      13.4      21.0       0.0       0.0       2.2       0.0       1.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        23         9         4        11         0         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    76,021                :
: Positions                                                                                                    :
:   11,771     4,267    33,718    24,410    19,753     2,507    11,598     1,731         0     6,473     2,737 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:    2,302         0       681     2,210    -3,132    -1,703      -190         0         0      -651       -63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.5       5.6      44.4      32.1      26.0       3.3      15.3       2.3       0.0       8.5       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        6         5        11         9        16         .         4         6         0         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    30,139                :
: Positions                                                                                                    :
:    1,583     3,274    11,110    11,738     8,700     2,359       800     2,424         0       233       982 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      -28      -431     2,625       900    -3,120    -1,693         0        -9      -163       233    -1,131 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.3      10.9      36.9      38.9      28.9       7.8       2.7       8.0       0.0       0.8       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         4         7         5        11         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    15,245                :
: Positions                                                                                                    :
:    4,920     3,005     3,830     7,570     4,320     1,950       287         0       225         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      450       300       -80       970       380       900         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.3      19.7      25.1      49.7      28.3      12.8       1.9       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9         9         4         8         8         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   277,617                :
: Positions                                                                                                    :
:  109,249   188,500    33,102    11,259    24,834    57,168     5,388    18,156    11,931    11,494     4,165 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:   -5,976   -17,156      -585     1,256     3,503   -13,618    -4,760     5,607        54    -1,060       204 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.4      67.9      11.9       4.1       8.9      20.6       1.9       6.5       4.3       4.1       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   192                     :
:       55        76        15         7        15        54         6        27        11        11        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    30,199                :
: Positions                                                                                                    :
:   10,641    24,249     2,971       593       737     3,750       241        70     6,055         0       553 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      995       966         0       -84       -48      -249       241        70      -129         0       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.2      80.3       9.8       2.0       2.4      12.4       0.8       0.2      20.1       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       13        18         4         .         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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     3,448                :
: Positions                                                                                                    :
:    2,327     2,439       659       200       312         0         0         0         0       275       150 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      162       212        50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      70.7      19.1       5.8       9.0       0.0       0.0       0.0       0.0       8.0       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        16         5         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    56,428                :
: Positions                                                                                                    :
:   41,281    36,266     7,189    13,856     5,605     1,347       404       243         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:    2,149     4,124       245    -1,830       168       -75        25       -22         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      64.3      12.7      24.6       9.9       2.4       0.7       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        23         8         8        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                               :
CFTC Code #022A18                                                    Open Interest is    12,120                :
: Positions                                                                                                    :
:    8,390    11,715     3,125         0       405         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:     -300      -875      -575         0       210         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      96.7      25.8       0.0       3.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15         6         4         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    18,525                :
: Positions                                                                                                    :
:   14,848    13,950     2,812     3,750       825         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      699       880       256        75       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      75.3      15.2      20.2       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        10         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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     7,965                :
: Positions                                                                                                    :
:    4,830     2,800     2,520       630       470         0       340         0       145     3,725         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      150       100       -50      -150        95         0         0         0         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      35.2      31.6       7.9       5.9       0.0       4.3       0.0       1.8      46.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       19        14        11         .         5         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is    10,934                :
: Positions                                                                                                    :
:    6,223     7,077     2,055     2,139     1,473       124         0         0       520         0        45 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      233       335       -38        50       300         0         0         0       175         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      64.7      18.8      19.6      13.5       1.1       0.0       0.0       4.8       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       12        13         7         6         5         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    18,361                :
: Positions                                                                                                    :
:    8,319     7,204     4,645     3,783     2,836     1,194         0        62       356     3,537       796 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      977       740      -623        45       249       -64         0        32         0      -495       281 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.3      39.2      25.3      20.6      15.4       6.5       0.0       0.3       1.9      19.3       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       21        21         9         9        14         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    11,515                :
: Positions                                                                                                    :
:    9,310     6,648       222     3,398       718       553         0       342         0       150       150 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      992       393        15       469         8      -145         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      57.7       1.9      29.5       6.2       4.8       0.0       3.0       0.0       1.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        21         .         6         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    30,466                :
: Positions                                                                                                    :
:    5,440    20,090     5,854     2,273     6,225     2,470         0       210     8,932       563       865 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:       39         0    -1,050         0       633     1,140         0        85      -153         0       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.9      65.9      19.2       7.5      20.4       8.1       0.0       0.7      29.3       1.8       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       12        15        12         6        11         5         0         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    18,730                :
: Positions                                                                                                    :
:   11,279     8,651       464     3,593       618     2,662         0       608     1,283       284         0 :
:                                                                                                              :
: Changes from:     May 10, 2011                                                                               :
:      560       -21       134       229        79      -439         0       259       360      -141         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      46.2       2.5      19.2       3.3      14.2       0.0       3.2       6.8       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         8         .         4         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated May 20, 2011