```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    50,256                :
: Positions                                                                                                    :
:   36,331    36,690     8,809     3,425     4,184         0         0         0       634     5,512       246 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:    3,522     3,738       122      -183       339         0         0         0         0       169        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      73.0      17.5       6.8       8.3       0.0       0.0       0.0       1.3      11.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       28        37         8         8        13         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    24,801                :
: Positions                                                                                                    :
:   18,391    21,321     4,288     1,262     2,008         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      747        61      -431       255       140         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      86.0      17.3       5.1       8.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        24         5         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    10,441                :
: Positions                                                                                                    :
:    5,210     6,152       665       545     1,781         0         0         0     1,081       334       211 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:       79       336       181      -129        96         0         0         0        -4        41        49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      58.9       6.4       5.2      17.1       0.0       0.0       0.0      10.4       3.2       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       23        27         6         6        12         0         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     8,661                :
: Positions                                                                                                    :
:    4,772     6,609     1,830       195       579         0         0         0       615       205       317 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      520       919       117        -5        33         0         0         0       248       -84       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      76.3      21.1       2.3       6.7       0.0       0.0       0.0       7.1       2.4       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       40        44         9         4        10         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     2,933                :
: Positions                                                                                                    :
:      800     1,340       210       727       319       270         0        10       369         0       225 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:       21        95        51       -25        38       120         0        10        15         0       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.3      45.7       7.2      24.8      10.9       9.2       0.0       0.3      12.6       0.0       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         .         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     1,710                :
: Positions                                                                                                    :
:    1,163       974        80       247        78         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      57.0       4.7      14.4       4.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     2,514                :
: Positions                                                                                                    :
:    1,133     1,698       530         0       236         0         0         0        38        15       135 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      176       305        81         0       126         0         0         0         8         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      67.5      21.1       0.0       9.4       0.0       0.0       0.0       1.5       0.6       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        18         6         0         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02165R                                                    Open Interest is     4,387                :
: Positions                                                                                                    :
:    4,348     4,137         0       250         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      200         0         0         0         0         0         0         0      -200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.1      94.3       0.0       5.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        13         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    19,230                :
: Positions                                                                                                    :
:   10,323    18,212     7,919       345       673         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      130       865       760         0       180         0         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      94.7      41.2       1.8       3.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        11         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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   306,216                :
: Positions                                                                                                    :
:   74,181   197,754    63,361     1,626    12,176    66,776    22,700    15,812    13,089    16,401    15,340 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -9,769    -6,643    -1,607       232    -1,161     2,945     1,411    -2,198       307      -519     2,064 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.2      64.6      20.7       0.5       4.0      21.8       7.4       5.2       4.3       5.4       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   184                     :
:       51        71        18         .        14        48         9        20        14        13        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    21,230                :
: Positions                                                                                                    :
:   12,806    16,323     5,184     1,167     2,143       200         0       100       217       902       530 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:    2,134     1,419        62       617       371         0         0         0         0       160       280 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      76.9      24.4       5.5      10.1       0.9       0.0       0.5       1.0       4.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       40        41         7         6         9         .         0         .         .         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     6,821                :
: Positions                                                                                                    :
:    3,225     3,796     1,936     1,860       415         0         0         0       650       155       295 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      800      -285       -70       165      -145         0         0         0      -695       155       295 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.3      55.7      28.4      27.3       6.1       0.0       0.0       0.0       9.5       2.3       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11         8         6         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     7,907                :
: Positions                                                                                                    :
:    5,616     6,407        86       461       155     1,010       102       208       449       198       190 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:     -273       204       -16      -225         0         0       -23        22        81      -108       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      81.0       1.1       5.8       2.0      12.8       1.3       2.6       5.7       2.5       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        21         .         .         .         .         .         .         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     9,390                :
: Positions                                                                                                    :
:    8,600     7,787       385       368       151        15         0        60         0       810         1 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -1,003      -685       114        75       -13         0         0         0         0      -144       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      82.9       4.1       3.9       1.6       0.2       0.0       0.6       0.0       8.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        23         .         .         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     2,755                :
: Positions                                                                                                    :
:    2,061     1,748         0         0         0       135       240        24         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      -80       -45         0         0         0       -23       -75         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      63.4       0.0       0.0       0.0       4.9       8.7       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       19        18         0         0         0         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     1,944                :
: Positions                                                                                                    :
:    1,035     1,145       124        28       102         0         0         0       125         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:       -5        45        37        28        60         0         0         0        28         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      58.9       6.4       1.4       5.2       0.0       0.0       0.0       6.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        18         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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   589,977                :
: Positions                                                                                                    :
:  179,270   272,173    95,741    66,236   107,354    34,103     5,759    47,838    32,012     7,933    65,023 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:    6,153    23,984        81    -3,425     7,093     6,801    -1,709     4,916     7,070     3,497    -7,074 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.4      46.1      16.2      11.2      18.2       5.8       1.0       8.1       5.4       1.3      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   128                     :
:       40        39        12        15        25        12         5        13        23        13        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 1,531,942                :
: Positions                                                                                                    :
:  274,856   441,593   232,482   262,525   229,908   239,160    62,712   168,359    85,765   109,504   201,236 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -6,601     8,842     6,772     1,355     4,603    22,134     1,173     8,535    -2,213     9,356    -1,167 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.9      28.8      15.2      17.1      15.0      15.6       4.1      11.0       5.6       7.1      13.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   356                     :
:       50        57        22        24        40        78        41        77        54        54        87 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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   223,491                :
: Positions                                                                                                    :
:   51,841    33,937    54,282    76,360    33,160       403         0       530    36,761    15,990     6,323 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -2,163    -7,051    -2,421     1,527       213        76         0       -14      -769      -873    -2,061 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.2      15.2      24.3      34.2      14.8       0.2       0.0       0.2      16.4       7.2       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        8         9         7         9        14         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    31,607                :
: Positions                                                                                                    :
:   13,666    16,755     5,616     1,277    11,562         0       196         0       355     1,370       100 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -2,363    -6,257    -3,978        14      -151         0       -98         0       -90       -92        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.2      53.0      17.8       4.0      36.6       0.0       0.6       0.0       1.1       4.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        20        10         4        11         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    87,630                :
: Positions                                                                                                    :
:    9,478     4,627    39,579    17,202    27,155     4,451    24,474     1,812     1,160     6,062       727 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:       -5       221       -77       552       741         0       100       300     1,160         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8       5.3      45.2      19.6      31.0       5.1      27.9       2.1       1.3       6.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:        7         6        13         8        17         .         7         6         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    28,371                :
: Positions                                                                                                    :
:    1,050     3,947     8,585    10,396     9,251     4,832         3     1,425         0     1,160         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      450       563      -695       488       934     1,940         0       300         0     1,160         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.7      13.9      30.3      36.6      32.6      17.0       0.0       5.0       0.0       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         4         8         4        11         5         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is    14,224                :
: Positions                                                                                                    :
:    5,308     3,530     1,270     5,533     3,621     3,350       928       450       225         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:     -294    -2,160      -910       706      -761      -775      -450       450        75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.3      24.8       8.9      38.9      25.5      23.6       6.5       3.2       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        7         8         5         8         8         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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   279,746                :
: Positions                                                                                                    :
:  101,319   216,838    39,915     9,333    12,721    69,052     3,264    12,951    13,422     5,906     8,031 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -2,135     3,290       735       915    -4,257     1,760    -1,890      -872      -132       417       794 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.2      77.5      14.3       3.3       4.5      24.7       1.2       4.6       4.8       2.1       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   196                     :
:       54        71        15         8        17        64         6        19        14        11        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    21,103                :
: Positions                                                                                                    :
:   11,107    13,560     2,486         0         8     2,225     1,424        75         0       916       983 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -1,139      -316       -62         0         0         0       -70         0         0       -26      -181 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      64.3      11.8       0.0       0.0      10.5       6.7       0.4       0.0       4.3       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        13         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     7,543                :
: Positions                                                                                                    :
:    4,803     6,277     1,579       455       101         0         0         0       450       100       560 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:    1,024       853       -42       129       -38         0         0         0         0         0       410 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      83.2      20.9       6.0       1.3       0.0       0.0       0.0       6.0       1.3       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        25         5         4         .         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    56,898                :
: Positions                                                                                                    :
:   42,882    34,569     9,544    15,840     2,956       350     3,254         9       380         0        50 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:    1,148     3,238     1,835      -351     1,295       -50         0         0       205         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      60.8      16.8      27.8       5.2       0.6       5.7       0.0       0.7       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        26         8         6         8         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    19,901                :
: Positions                                                                                                    :
:   17,586    16,611     1,779     2,919       371         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      735       765        30         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      83.5       8.9      14.7       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        11         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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     8,562                :
: Positions                                                                                                    :
:    4,027     2,460     2,318       405     1,397       400       150        50         0     4,100         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      242        50      -242       100       167       150         0      -100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.0      28.7      27.1       4.7      16.3       4.7       1.8       0.6       0.0      47.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        12         7         5         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    26,075                :
: Positions                                                                                                    :
:   16,108    20,127     2,891     3,643     1,813       105         0        90     4,837         0       200 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      773       455      -387       300       450         0         0         0       375         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      77.2      11.1      14.0       7.0       0.4       0.0       0.3      18.6       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        14         8         5         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    18,313                :
: Positions                                                                                                    :
:    6,405     7,566     1,899     4,460     3,554       851         0       404     4,540     1,695       504 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:     -452    -1,020      -515       686       314       214         0      -114       584       182         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.0      41.3      10.4      24.4      19.4       4.6       0.0       2.2      24.8       9.3       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       18        18         .        13        12         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    10,640                :
: Positions                                                                                                    :
:    8,833     6,331       234     2,918       543       150       246       139       108        69       276 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -2,491      -878        63      -415      -179        25      -798        67        54      -180         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      59.5       2.2      27.4       5.1       1.4       2.3       1.3       1.0       0.6       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        17         .         5         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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    32,474                :
: Positions                                                                                                    :
:    6,817    21,227     7,645     2,139     5,719     2,556        25        25     7,090     1,153     1,916 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:     -657      -805      -701      -114      -184       102        25       -25       195       -67      -588 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.0      65.4      23.5       6.6      17.6       7.9       0.1       0.1      21.8       3.6       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       11        18        12         6        14         4         .         .         5         4         4 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 4, 2011