```
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    50,375                :
: Positions                                                                                                    :
:   37,349    34,521     9,733     6,665     2,524         0         0         0       577     6,388        85 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:    1,795       261        86     1,235       -78         0         0         0         0       391      -129 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      68.5      19.3      13.2       5.0       0.0       0.0       0.0       1.1      12.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       29        36         8         8        15         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    22,595                :
: Positions                                                                                                    :
:   15,801    20,098     4,807       458     1,854         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -363       255       618         0      -150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      88.9      21.3       2.0       8.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        25         7         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    11,496                :
: Positions                                                                                                    :
:    5,913     7,261       750       482     1,887         0         0         0     1,195       345       280 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      340       603       104       -32       -62         0         0         0        50        15        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      63.2       6.5       4.2      16.4       0.0       0.0       0.0      10.4       3.0       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        30         7         6        13         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     9,012                :
: Positions                                                                                                    :
:    5,050     7,029     1,650        91       595         0         0         0       684       160       473 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      456       609        85        10        31         0         0         0       -28        10        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      78.0      18.3       1.0       6.6       0.0       0.0       0.0       7.6       1.8       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       38        45        10         .        11         0         0         0         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     3,871                :
: Positions                                                                                                    :
:    1,160     1,683       250       762       425       305         0        10       385        12       543 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      -52        57       -30       130        20         0         0         0       190       -44         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.0      43.5       6.5      19.7      11.0       7.9       0.0       0.3       9.9       0.3      14.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        13         .         6         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     2,058                :
: Positions                                                                                                    :
:    1,253     1,035        90       216       125         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:       10        50         0         0        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      50.3       4.4      10.5       6.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     2,536                :
: Positions                                                                                                    :
:    1,255     1,762       457       109       251         0         0         0        25        15        80 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      172        60       -14       109        -1         0         0         0         0       -10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      69.5      18.0       4.3       9.9       0.0       0.0       0.0       1.0       0.6       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        20         5         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     3,914                :
: Positions                                                                                                    :
:    3,549     3,299       334       590        25         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      102       267       165         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      84.3       8.5      15.1       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        16         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    19,274                :
: Positions                                                                                                    :
:    9,754    15,524     8,337     3,160       590         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      280     1,088       765       115         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.6      80.5      43.3      16.4       3.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         4         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   300,541                :
: Positions                                                                                                    :
:   88,429   183,614    59,509     3,020    15,424    48,413    21,357    17,448    13,386    19,380    13,850 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -4,964   -16,935       881     1,142    -3,362    -9,019     2,588     1,623     1,294        70    -6,966 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.4      61.1      19.8       1.0       5.1      16.1       7.1       5.8       4.5       6.4       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   165                     :
:       48        61        17         .        14        41        11        19        11        13        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    19,423                :
: Positions                                                                                                    :
:   11,761    13,634     3,670     1,442     2,604       150         0       100       170       660       380 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      561       781      -137      -150       808         0         0         0       100        25       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      70.2      18.9       7.4      13.4       0.8       0.0       0.5       0.9       3.4       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       37        45         7         6        13         .         0         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     7,331                :
: Positions                                                                                                    :
:    3,995     4,456     2,091     1,475       350         0       300         0       350       205       245 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -250      -185        80      -185      -140         0         0         0      -150        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      60.8      28.5      20.1       4.8       0.0       4.1       0.0       4.8       2.8       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14         9         7         5         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                            :
CFTC Code #022A22                                                    Open Interest is     1,775                :
: Positions                                                                                                    :
:    1,525     1,100       200       375        50         0       150         0         0        50         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      62.0      11.3      21.1       2.8       0.0       8.5       0.0       0.0       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         8         .         5         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     8,182                :
: Positions                                                                                                    :
:    6,267     6,128        23       416       169       324       205       289       436       265       367 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:       -4         1        -6       129        47       224       -48        70      -183       -37       151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      74.9       0.3       5.1       2.1       4.0       2.5       3.5       5.3       3.2       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        24         .         .         .         .         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    10,938                :
: Positions                                                                                                    :
:   10,021     9,831       411        96       229         0         0         0         0       533         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -1,198      -832       -98      -182        68       -50         0       -60         0      -307        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      89.9       3.8       0.9       2.1       0.0       0.0       0.0       0.0       4.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        22         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     2,563                :
: Positions                                                                                                    :
:    1,900     1,594         0         0         0        50        90        24         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:        8        38         0         0         0       -12         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      62.2       0.0       0.0       0.0       2.0       3.5       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       17        18         0         0         0         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     1,945                :
: Positions                                                                                                    :
:    1,052     1,090       124        49        51         0         0         0        92        33        21 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      124      -129         0         0         0         0         0         0         0         7        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      56.0       6.4       2.5       2.6       0.0       0.0       0.0       4.7       1.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        17         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   579,840                :
: Positions                                                                                                    :
:  193,836   238,411    71,230    58,649   117,874    40,344     9,296    36,696    15,505    18,700    77,024 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   12,473    -4,381   -13,621    -2,250     3,641      -339     3,496    -1,211       767     1,607     1,706 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.4      41.1      12.3      10.1      20.3       7.0       1.6       6.3       2.7       3.2      13.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   137                     :
:       40        41        14        13        26        16         9        16        17        18        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,569,519                :
: Positions                                                                                                    :
:  218,521   465,410   214,304   287,084   238,357   293,884    25,262   173,698   105,158   101,893   216,119 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:  -20,822     8,535   -12,808    18,607    18,406    44,255   -18,344    12,431     4,207    13,941     6,939 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.9      29.7      13.7      18.3      15.2      18.7       1.6      11.1       6.7       6.5      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   364                     :
:       48        55        18        29        37        93        31        71        62        53        94 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   218,750                :
: Positions                                                                                                    :
:   54,793    36,048    38,173    64,956    32,736       762         0       519    42,451    14,532     8,313 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -3,924      -428   -11,728    -6,569      -347        11         0       -11     5,502    -2,178    -1,860 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.0      16.5      17.5      29.7      15.0       0.3       0.0       0.2      19.4       6.6       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:        7         7         7         7        14         .         0         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    32,453                :
: Positions                                                                                                    :
:   14,030    15,765     7,350     4,500    10,454         0        98       200       265     1,174       100 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -1,806    -3,160     1,320     3,273    -2,163         0       -98       200      -140      -610         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.2      48.6      22.6      13.9      32.2       0.0       0.3       0.6       0.8       3.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       19        22         9         7         9         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    87,660                :
: Positions                                                                                                    :
:    9,147     3,958    37,061    15,842    27,269     5,582    22,321     1,733         0     7,919     2,769 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:       -6         0    -2,301       352       351     1,131    -1,860      -282         0       977       -38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.4       4.5      42.3      18.1      31.1       6.4      25.5       2.0       0.0       9.0       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        6         5        13         7        16         5         6         7         0         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    31,997                :
: Positions                                                                                                    :
:      950     3,416     6,736    11,923     9,549     5,606        53     1,965     1,088         0     2,154 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:        0         0      -272      -740     1,345    -1,498         0         0        88         0     2,154 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.0      10.7      21.1      37.3      29.8      17.5       0.2       6.1       3.4       0.0       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        .         4         8         5        11         6         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    12,245                :
: Positions                                                                                                    :
:    3,839     3,780     2,470     3,904     4,111     1,675       369         0       114         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -1,019       -50       435    -2,284      -305    -1,975      -375         0      -186         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.4      30.9      20.2      31.9      33.6      13.7       3.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        6         9         7         8         9         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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   278,336                :
: Positions                                                                                                    :
:  104,655   210,274    39,179     7,854    14,176    60,346    10,785    13,063    14,567     4,036     6,858 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -1,568    -3,617       -15       177      -851    -1,998       874       337     1,288       393    -1,101 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.6      75.5      14.1       2.8       5.1      21.7       3.9       4.7       5.2       1.5       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   196                     :
:       47        74        16         6        17        59        11        26        16         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    23,024                :
: Positions                                                                                                    :
:   12,880    14,133     2,949     1,769        60     2,325       461       114        97       532     1,170 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -372      -829       298       166       -65         0      -762        39        25      -116      -120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      61.4      12.8       7.7       0.3      10.1       2.0       0.5       0.4       2.3       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     7,228                :
: Positions                                                                                                    :
:    4,331     6,040     1,363       204       574         0         0         0       550         0       410 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      150       300       -50         0         0         0         0         0       200         0      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      83.6      18.9       2.8       7.9       0.0       0.0       0.0       7.6       0.0       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        22         5         4         5         0         0         0         .         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    58,226                :
: Positions                                                                                                    :
:   44,974    35,539     6,574    14,128     5,811       309     2,505         9         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:    2,336     2,771      -590    -1,245     2,229         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      61.0      11.3      24.3      10.0       0.5       4.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        29         9         7         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    22,533                :
: Positions                                                                                                    :
:   19,543    19,043     2,355     2,855       635         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:    1,605     1,480       100        80       365         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      84.5      10.5      12.7       2.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        14         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     8,867                :
: Positions                                                                                                    :
:    4,602     3,385     2,833       515       842         0       225       100       100     3,750        50 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      650       750       150        50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      38.2      31.9       5.8       9.5       0.0       2.5       1.1       1.1      42.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       17        19         8         4         9         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    22,913                :
: Positions                                                                                                    :
:   13,688    16,234     1,183     4,092     2,259         0        10        80     5,577         0        90 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      -15       130      -112       163       362       -75         0         0       485         0      -160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      70.9       5.2      17.9       9.9       0.0       0.0       0.3      24.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        14         5         7         9         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    17,942                :
: Positions                                                                                                    :
:    6,663     6,259     1,911     5,334     2,966     1,353         0       374     3,852     2,176       564 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -184    -1,316        12       521      -804       -50         0         0      -486       104        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.1      34.9      10.7      29.7      16.5       7.5       0.0       2.1      21.5      12.1       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       19        17         .        13        13         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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     9,601                :
: Positions                                                                                                    :
:    7,146     5,881       423     2,529       546       625         0         0         0       147       231 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -2,335      -856       189      -672         3       475      -118         0       -63       -65       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      61.3       4.4      26.3       5.7       6.5       0.0       0.0       0.0       1.5       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        18         5         4         4         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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    32,232                :
: Positions                                                                                                    :
:    6,688    21,361     7,186     2,759     5,391     2,334       186        50     8,715       853     1,152 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -318      -633      -310       392      -465         0      -225         0       133      -139      -502 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.7      66.3      22.3       8.6      16.7       7.2       0.6       0.2      27.0       2.6       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       12        16        12         7        14         .         .         .         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    16,460                :
: Positions                                                                                                    :
:    9,391    11,445     2,281       894       317     1,512       309       316         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -1,893      -859       457      -557        24         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      69.5      13.9       5.4       1.9       9.2       1.9       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 4, 2011