```
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    42,286                :
: Positions                                                                                                    :
:   27,127    34,287     6,445       991     5,777         0         0         0     2,769       747        60 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    3,847     4,108      -197      -211     1,316         0         0         0       270        74         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      81.1      15.2       2.3      13.7       0.0       0.0       0.0       6.5       1.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       28        33        10         6        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    12,640                :
: Positions                                                                                                    :
:    9,780    10,779     1,970       983       736         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      -70       -29      -125      -156       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      85.3      15.6       7.8       5.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        21         5         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    10,600                :
: Positions                                                                                                    :
:    5,841     6,468     1,335       254     1,875         0         0         0       132       509       256 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      172       244       184        90       138         0         0         0        -5        22        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      61.0      12.6       2.4      17.7       0.0       0.0       0.0       1.2       4.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        27         9         .        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     8,806                :
: Positions                                                                                                    :
:    4,622     5,969     1,427        34     1,319         0         0         0       485       163       282 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:       28        89        66         0         6         0         0         0        65        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      67.8      16.2       0.4      15.0       0.0       0.0       0.0       5.5       1.9       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       30        39        10         .        12         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     3,127                :
: Positions                                                                                                    :
:      984     1,719       198       479       430         0        80        10       850       135         5 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:       52        77       -55         0         0         0         0         0         0       -10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.5      55.0       6.3      15.3      13.8       0.0       2.6       0.3      27.2       4.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        12         .         4         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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     1,759                :
: Positions                                                                                                    :
:      805       931       122        72       293         0         0         0        47        90        82 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:       88       154        46         5        45         0         0         0        47         0        32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      52.9       6.9       4.1      16.7       0.0       0.0       0.0       2.7       5.1       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        13         4         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    10,342                :
: Positions                                                                                                    :
:    5,885     8,849     3,701       605       606         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      498       588        50       -40        45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      85.6      35.8       5.8       5.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         5         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    18,813                :
: Positions                                                                                                    :
:   14,272    12,330     2,700     1,023     1,761         0         0         0         0     3,619        30 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    2,059     1,128      -374       147       538         0         0         0         0       410         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      65.5      14.4       5.4       9.4       0.0       0.0       0.0       0.0      19.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        14         7         5         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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   313,430                :
: Positions                                                                                                    :
:  106,780   200,203    56,198    11,348    16,447    51,619     8,396    19,481     8,633    19,273    13,463 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    4,157     6,680       779     1,655      -523      -222       785    -2,426       305      -922       312 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      63.9      17.9       3.6       5.2      16.5       2.7       6.2       2.8       6.1       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   162                     :
:       49        66        17         6        15        33        11        18        12        13        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    17,341                :
: Positions                                                                                                    :
:    9,694    10,602     2,215     3,223     2,681       300         0         0     2,246       630       205 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      741     1,111       120      -250       799         0         0         0       -50       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      61.1      12.8      18.6      15.5       1.7       0.0       0.0      13.0       3.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       33        29         9         .         8         .         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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     7,871                :
: Positions                                                                                                    :
:    5,160     4,320       975     2,426       150     1,271       300         0       174       510       120 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      54.9      12.4      30.8       1.9      16.1       3.8       0.0       2.2       6.5       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       13         9         5         7         .         4         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     9,614                :
: Positions                                                                                                    :
:    7,642     6,492        96     1,010       189       480         0        17       371     1,235       346 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      926      -106      -128       902       -13        20         0       -13        15         0         3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      67.5       1.0      10.5       2.0       5.0       0.0       0.2       3.9      12.8       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        23         .         .         .         4         0         .         4         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    17,715                :
: Positions                                                                                                    :
:   17,181    13,666         0     1,890       187         0       107         5        84     1,475       144 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      854       454         0       266         4         0        33       -10        52       108        34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.0      77.1       0.0      10.7       1.1       0.0       0.6       0.0       0.5       8.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       34        40         0         4         .         0         .         .         .         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                      :
CFTC Code #025652                                                    Open Interest is     1,285                :
: Positions                                                                                                    :
:    1,103     1,160       130        90         0         0         0         0        50         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      170       120        35        60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      90.3      10.1       7.0       0.0       0.0       0.0       0.0       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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     2,405                :
: Positions                                                                                                    :
:    1,599     1,187         0        71        30        47        90        84         0       120        10 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      135       144         0        -3        13         4         0        -1         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      49.4       0.0       3.0       1.2       2.0       3.7       3.5       0.0       5.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       18        16         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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     1,699                :
: Positions                                                                                                    :
:    1,063     1,088         0        22        30         0         0         0        85        27        39 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      219       225         0       -12       -28         0         0         0        35         7        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      64.0       0.0       1.3       1.8       0.0       0.0       0.0       5.0       1.6       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        20         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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   448,786                :
: Positions                                                                                                    :
:  128,944   158,276    47,212    71,912    94,532    41,553    16,238    25,839    26,374     2,906    61,635 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:   -7,102     7,752     3,712    -1,090    -8,334     6,974      -980    -1,338     2,895      -972    -1,701 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.7      35.3      10.5      16.0      21.1       9.3       3.6       5.8       5.9       0.6      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   129                     :
:       34        34        14        16        27        17        12        17        22         9        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 1,506,662                :
: Positions                                                                                                    :
:  207,804   389,826   247,217   256,748   255,319   244,362    64,349   202,987    88,717   109,963   175,425 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    5,281     2,134    -1,164     8,433    -6,854     7,239    -1,384     3,352        -9     4,794     2,742 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.8      25.9      16.4      17.0      16.9      16.2       4.3      13.5       5.9       7.3      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   347                     :
:       45        54        21        28        40        71        45        70        58        47        90 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   216,624                :
: Positions                                                                                                    :
:   49,054    35,129    44,899    89,095    23,906     2,091         0       208    57,980    14,322     3,393 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      -11       134      -676      -987       -55         0         0         0        37     1,192       802 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.6      16.2      20.7      41.1      11.0       1.0       0.0       0.1      26.8       6.6       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        7         7         9         7        13         .         0         .         6         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    26,631                :
: Positions                                                                                                    :
:   16,644    15,586     3,856     2,136     5,621         0       513       225       150     2,427       123 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      100       100         0       100         0         0         0         0       -50      -150        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      58.5      14.5       8.0      21.1       0.0       1.9       0.8       0.6       9.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       22        26         6         7         7         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    74,865                :
: Positions                                                                                                    :
:   10,277     3,793    34,222    24,317    16,901     3,051     9,449     6,263         0     8,479       725 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:     -360      -294       103       -55       432        81         0       965         0      -496         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.7       5.1      45.7      32.5      22.6       4.1      12.6       8.4       0.0      11.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        5         4        10        10        16         5         4         9         0         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    31,535                :
: Positions                                                                                                    :
:    1,439     3,458    11,854    12,652     8,744     2,406       950     2,224         0       233       982 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:        0         0       -41       -84        98         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.6      11.0      37.6      40.1      27.7       7.6       3.0       7.1       0.0       0.7       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        .         4         7         5        11         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    15,830                :
: Positions                                                                                                    :
:    4,640     3,330     4,830     8,045     4,260     2,034         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.3      21.0      30.5      50.8      26.9      12.8       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9         9         7         6         7         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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   258,380                :
: Positions                                                                                                    :
:   78,196   175,450    30,617    12,597    18,117    72,091     8,791    11,888    16,799    12,102     6,043 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    6,875     8,831     1,099     1,041    -2,321     2,439     1,030       457        76     1,454       951 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.3      67.9      11.8       4.9       7.0      27.9       3.4       4.6       6.5       4.7       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   197                     :
:       55        75        16         8        17        57         6        24        14         8        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    28,963                :
: Positions                                                                                                    :
:    9,496    22,598     1,927         0       266     3,390       261        50     7,953         0       561 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:       45       283       455         0        56       526         0         0       580         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.8      78.0       6.7       0.0       0.9      11.7       0.9       0.2      27.5       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       12        15         4         0         .         .         .         .         6         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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     6,105                :
: Positions                                                                                                    :
:    3,365     4,254     1,237       462       889         0         0         0       414       300       200 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      450       400        18        68       270         0         0         0         0         0       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      69.7      20.3       7.6      14.6       0.0       0.0       0.0       6.8       4.9       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        17         6         4         8         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    59,970                :
: Positions                                                                                                    :
:   43,327    39,738     9,262    14,568     5,501       800         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      874     1,302       390        27      -163       150         0      -225         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      66.3      15.4      24.3       9.2       1.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        25         9         6         8         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    20,008                :
: Positions                                                                                                    :
:   14,220    15,873     4,988     3,225       790         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      195       270        75         0        40         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      79.3      24.9      16.1       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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     7,074                :
: Positions                                                                                                    :
:    4,945     2,355     1,529       220       480         0       294         0         0     3,605       120 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      150         0       150         0         0         0         0         0         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      33.3      21.6       3.1       6.8       0.0       4.2       0.0       0.0      51.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        13         9         .         5         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    11,939                :
: Positions                                                                                                    :
:    5,852     8,379     2,583     1,809     1,426        99         0         0     1,412         0       155 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      370       547        52        75         0         0         0         0       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      70.2      21.6      15.2      11.9       0.8       0.0       0.0      11.8       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        13         7         .         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    19,311                :
: Positions                                                                                                    :
:   10,220     7,730     3,797     5,401     3,511         0       685       144       858     1,029       719 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      143         2       -88       185       -45         0      -150        24         0        18         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      40.0      19.7      28.0      18.2       0.0       3.5       0.7       4.4       5.3       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       21        17         9        10        13         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    13,808                :
: Positions                                                                                                    :
:    9,898     8,600       408     4,108       216     2,438         0       513        36         0       290 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      501       318         0       225         0        36         0       192        36        -9         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      62.3       3.0      29.8       1.6      17.7       0.0       3.7       0.3       0.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        24         .         6         4         4         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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    31,879                :
: Positions                                                                                                    :
:    6,036    17,969     5,114     6,713     4,837     6,442         0       275     7,876       708       551 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      607       -98         0       111         0         0         0         0      -564         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      56.4      16.0      21.1      15.2      20.2       0.0       0.9      24.7       2.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       14        12         9         7        11         4         0         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    15,415                :
: Positions                                                                                                    :
:    8,497     8,022         0     3,806         9     2,377         0         0     1,953         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      853     2,923         0        91         0       832         0      -132         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      52.0       0.0      24.7       0.1      15.4       0.0       0.0      12.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         0         4         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated July 29, 2011