```
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    41,122:    27,862     33,841      5,877      1,241      5,410          0          0          0      1,766         75        175:       32       380
Old  :    41,122:    27,862     33,841      5,877      1,241      5,410          0          0          0      1,766         75        175:       32       380
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :     2,440:     1,651      2,380         -3         60        351          0          0          0        265       -524        173:        3         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       82.3       14.3        3.0       13.2        0.0        0.0        0.0        4.3        0.2        0.4:      0.1       0.9
Old  :     100.0:      67.8       82.3       14.3        3.0       13.2        0.0        0.0        0.0        4.3        0.2        0.4:      0.1       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        32         31         10          6         11          0          0          0          .          .          .:
Old  :        58:        32         31         10          6         11          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       29.3       52.2       47.4       17.7       15.2       28.0       24.5
Old  :                 32.3       29.3       52.2       47.4       17.7       15.2       28.0       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     8,544:     6,358      6,720      1,543      1,204        453          0          0          0          0          0          0:      190       167
Old  :     8,544:     6,358      6,720      1,543      1,204        453          0          0          0          0          0          0:      190       167
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       495:       527        290       -134         88        107          0          0          0          0          0          0:       -5        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       78.7       18.1       14.1        5.3        0.0        0.0        0.0        0.0        0.0        0.0:      2.2       2.0
Old  :     100.0:      74.4       78.7       18.1       14.1        5.3        0.0        0.0        0.0        0.0        0.0        0.0:      2.2       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        18         23          4          4          6          0          0          0          0          0          0:
Old  :        35:        18         23          4          4          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       46.2       70.3       66.9       40.9       42.9       61.7       61.3
Old  :                 44.4       46.2       70.3       66.9       40.9       42.9       61.7       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     9,902:     5,960      6,341        980        334      1,481          0          0          0        121        304        220:    1,140     1,222
Old  :     9,902:     5,960      6,341        980        334      1,481          0          0          0        121        304        220:    1,140     1,222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       633:       619        537        -20         -6         52          0          0          0          0         59        -18:        0         9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.2       64.0        9.9        3.4       15.0        0.0        0.0        0.0        1.2        3.1        2.2:     11.5      12.3
Old  :     100.0:      60.2       64.0        9.9        3.4       15.0        0.0        0.0        0.0        1.2        3.1        2.2:     11.5      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        25         28          4          6         11          0          0          0          .          .          4:
Old  :        44:        25         28          4          6         11          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       25.1       56.4       40.1       19.2        9.0       25.2       15.4
Old  :                 36.5       25.1       56.4       40.1       19.2        9.0       25.2       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     6,817:     3,412      4,842      1,256        102        871          0          0          0        525         95         94:      659       813
Old  :     6,817:     3,412      4,842      1,256        102        871          0          0          0        525         95         94:      659       813
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       320:       110        122         14          0         52          0          0          0         56         -7        -16:      104       169
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.1       71.0       18.4        1.5       12.8        0.0        0.0        0.0        7.7        1.4        1.4:      9.7      11.9
Old  :     100.0:      50.1       71.0       18.4        1.5       12.8        0.0        0.0        0.0        7.7        1.4        1.4:      9.7      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        30         36         11          4         13          0          0          0          .          .          5:
Old  :        61:        30         36         11          4         13          0          0          0          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       26.3       45.9       40.4       21.9       25.1       34.5       35.2
Old  :                 30.0       26.3       45.9       40.4       21.9       25.1       34.5       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,732:     2,128      1,714        293        135        406          0          0          0         15          0         48:      842     1,429
Old  :     3,732:     2,128      1,714        293        135        406          0          0          0         15          0         48:      842     1,429
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       169:       120        110          5         15         44          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       45.9        7.9        3.6       10.9        0.0        0.0        0.0        0.4        0.0        1.3:     22.6      38.3
Old  :     100.0:      57.0       45.9        7.9        3.6       10.9        0.0        0.0        0.0        0.4        0.0        1.3:     22.6      38.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        14         16          .          .          .          0          0          0          .          0          .:
Old  :        21:        14         16          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       22.0       60.7       36.7       31.1       14.3       36.5       20.5
Old  :                 43.6       22.0       60.7       36.7       31.1       14.3       36.5       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,994:       851      1,288        498        113        253          0          0          0          0         90         20:      372       230
Old  :     1,994:       851      1,288        498        113        253          0          0          0          0         90         20:      372       230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       158:        66        156         49        -11         20          0          0          0          0          0          0:       23        -7
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.7       64.6       25.0        5.7       12.7        0.0        0.0        0.0        0.0        4.5        1.0:     18.7      11.5
Old  :     100.0:      42.7       64.6       25.0        5.7       12.7        0.0        0.0        0.0        0.0        4.5        1.0:     18.7      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         14          5          .          5          0          0          0          0          .          .:
Old  :        23:        12         14          5          .          5          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       54.6       56.0       72.3       35.8       47.5       44.2       55.3
Old  :                 39.0       54.6       56.0       72.3       35.8       47.5       44.2       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 GALLONS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     7,846:     5,558      6,843      1,602        105        606          0          0          0          0          0          0:       80       292
Old  :     7,846:     5,558      6,843      1,602        105        606          0          0          0          0          0          0:       80       292
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       125:        30        125         20        -75         75          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       87.2       20.4        1.3        7.7        0.0        0.0        0.0        0.0        0.0        0.0:      1.0       3.7
Old  :     100.0:      70.8       87.2       20.4        1.3        7.7        0.0        0.0        0.0        0.0        0.0        0.0:      1.0       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         12          6          .          5          0          0          0          0          0          0:
Old  :        30:        18         12          6          .          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       68.2       75.4       81.6       46.0       64.7       65.6       73.2
Old  :                 50.1       68.2       75.4       81.6       46.0       64.7       65.6       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    19,624:    14,478     14,181      2,486      1,012      2,650          0          0          0          0      1,771         10:        0         0
Old  :    19,624:    14,478     14,181      2,486      1,012      2,650          0          0          0          0      1,771         10:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       924:       855        375        320        420       -241          0          0          0          0        380        -10:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.8       72.3       12.7        5.2       13.5        0.0        0.0        0.0        0.0        9.0        0.1:      0.0       0.0
Old  :     100.0:      73.8       72.3       12.7        5.2       13.5        0.0        0.0        0.0        0.0        9.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        18         12          7          5          7          0          0          0          0          .          .:
Old  :        33:        18         12          7          5          7          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       46.8       66.9       72.6       32.4       34.3       41.7       47.4
Old  :                 47.4       46.8       66.9       72.6       32.4       34.3       41.7       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   381,853:   137,701    215,049     60,846     11,388     26,944     38,604     15,327     22,819      8,508     17,251     43,622:   42,809    29,452
Old  :   381,853:   137,701    215,049     60,846     11,388     26,944     38,604     15,327     22,819      8,508     17,251     43,622:   42,809    29,452
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :    13,508:     8,376     -1,648        289        -25        -15     -3,100      4,522      2,909       -260        122      2,600:    2,708     5,042
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.1       56.3       15.9        3.0        7.1       10.1        4.0        6.0        2.2        4.5       11.4:     11.2       7.7
Old  :     100.0:      36.1       56.3       15.9        3.0        7.1       10.1        4.0        6.0        2.2        4.5       11.4:     11.2       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       167:        52         68         16          5         16         30         12         23         11         15         26:
Old  :       167:        52         68         16          5         16         30         12         23         11         15         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       21.5       28.9       33.6        9.8        8.8       16.1       14.5
Old  :                 17.1       21.5       28.9       33.6        9.8        8.8       16.1       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    86,077:    27,796     34,862     10,663        861     19,149          0          0          0        327      4,752     24,192:    3,950     2,262
Old  :    86,077:    27,796     34,862     10,663        861     19,149          0          0          0        327      4,752     24,192:    3,950     2,262
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :    -2,589:      -183     -1,153       -313       -114       -949          0          0          0        183        869     -1,186:     -142       -56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.3       40.5       12.4        1.0       22.2        0.0        0.0        0.0        0.4        5.5       28.1:      4.6       2.6
Old  :     100.0:      32.3       40.5       12.4        1.0       22.2        0.0        0.0        0.0        0.4        5.5       28.1:      4.6       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         4          4          5          4          9          0          0          0          .          6          9:
Old  :        22:         4          4          5          4          9          0          0          0          .          6          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       53.8       69.7       76.2       12.4       13.0       13.9       15.1
Old  :                 44.1       53.8       69.7       76.2       12.4       13.0       13.9       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1000 BARRELS)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    12,238:     7,295      6,982      2,755      2,892      1,493        300          0          0         55        524        140:      200       207
Old  :    12,238:     7,295      6,982      2,755      2,892      1,493        300          0          0         55        524        140:      200       207
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       545:       295        445        200        -50        100          0          0          0       -100          0          0:       50        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       57.1       22.5       23.6       12.2        2.5        0.0        0.0        0.4        4.3        1.1:      1.6       1.7
Old  :     100.0:      59.6       57.1       22.5       23.6       12.2        2.5        0.0        0.0        0.4        4.3        1.1:      1.6       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        26         25          7          6          9          .          0          0          .          .          .:
Old  :        57:        26         25          7          6          9          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       39.8       47.8       62.2       26.5       30.5       39.5       46.9
Old  :                 27.6       39.8       47.8       62.2       26.5       30.5       39.5       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     7,317:     5,060      4,580      1,155      1,017        295        186        480        120        450        706         44:        7        75
Old  :     7,317:     5,060      4,580      1,155      1,017        295        186        480        120        450        706         44:        7        75
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       300:         0        300        300          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       62.6       15.8       13.9        4.0        2.5        6.6        1.6        6.2        9.6        0.6:      0.1       1.0
Old  :     100.0:      69.2       62.6       15.8       13.9        4.0        2.5        6.6        1.6        6.2        9.6        0.6:      0.1       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        16         11          6          6          .          .          .          .          .          .          .:
Old  :        42:        16         11          6          6          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       43.1       58.4       61.3       34.6       41.0       54.7       56.6
Old  :                 38.3       43.1       58.4       61.3       34.6       41.0       54.7       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-022A24
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     3,868:       841      1,594      1,721        890        342         96          0          0          0        420          0:      868       622
Old  :     3,868:       841      1,594      1,721        890        342         96          0          0          0        420          0:      868       622
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.7       41.2       44.5       23.0        8.8        2.5        0.0        0.0        0.0       10.9        0.0:     22.4      16.1
Old  :     100.0:      21.7       41.2       44.5       23.0        8.8        2.5        0.0        0.0        0.0       10.9        0.0:     22.4      16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         6          5          8          4          6          .          0          0          0          .          0:
Old  :        20:         6          5          8          4          6          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       56.6       61.1       72.9       37.5       45.4       49.8       57.0
Old  :                 42.1       56.6       61.1       72.9       37.5       45.4       49.8       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    10,469:     8,008      7,265          1      1,065        105        743         16        159        324        892        636:      493       331
Old  :    10,469:     8,008      7,265          1      1,065        105        743         16        159        324        892        636:      493       331
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       -45:       -39       -180          0         66          0          5         16         11         10         27        -13:      -19        28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.5       69.4        0.0       10.2        1.0        7.1        0.2        1.5        3.1        8.5        6.1:      4.7       3.2
Old  :     100.0:      76.5       69.4        0.0       10.2        1.0        7.1        0.2        1.5        3.1        8.5        6.1:      4.7       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        20         22          .          .          .          .          .          .          .          .          .:
Old  :        37:        20         22          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       50.5       70.4       70.0       25.5       25.6       33.7       37.4
Old  :                 53.2       50.5       70.4       70.0       25.5       25.6       33.7       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    15,930:    15,178     13,817          0        521        130        200          0          0         95      1,086         65:      263       311
Old  :    15,930:    15,178     13,817          0        521        130        200          0          0         95      1,086         65:      263       311
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       668:       651        408          0        101        -43        100          0          0          0        197         -8:      -33        13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.3       86.7        0.0        3.3        0.8        1.3        0.0        0.0        0.6        6.8        0.4:      1.7       2.0
Old  :     100.0:      95.3       86.7        0.0        3.3        0.8        1.3        0.0        0.0        0.6        6.8        0.4:      1.7       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        37         35          0          .          .          .          0          0          .          5          .:
Old  :        59:        37         35          0          .          .          .          0          0          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       46.8       45.7       63.1       24.3       39.1       41.9       48.9
Old  :                 26.0       46.8       45.7       63.1       24.3       39.1       41.9       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                                                                      Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   493,774:   147,046    167,311     42,765     56,085    117,530     24,835      9,065     28,645     10,450      5,091     89,308:   33,193    20,737
Old  :   493,774:   147,046    167,311     42,765     56,085    117,530     24,835      9,065     28,645     10,450      5,091     89,308:   33,193    20,737
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :   -19,403:    -4,990      4,162     -5,533     -7,410      9,812     -7,351     -8,459     -5,226     -3,550     -6,744     -5,511:    2,946       -26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       33.9        8.7       11.4       23.8        5.0        1.8        5.8        2.1        1.0       18.1:      6.7       4.2
Old  :     100.0:      29.8       33.9        8.7       11.4       23.8        5.0        1.8        5.8        2.1        1.0       18.1:      6.7       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       134:        37         37         17         15         29         15         12         14         18         10         30:
Old  :       134:        37         37         17         15         29         15         12         14         18         10         30:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       15.8       28.8       29.2        8.0        9.9       13.2       15.4
Old  :                 16.0       15.8       28.8       29.2        8.0        9.9       13.2       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 2,735,324:   384,801    548,990    205,113    268,746    797,234    229,695     50,148    304,008    110,305     65,266    619,651:   84,517    81,281
Old  : 2,735,324:   384,801    548,990    205,113    268,746    797,234    229,695     50,148    304,008    110,305     65,266    619,651:   84,517    81,281
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :   -44,250:       899    -15,071    -12,827      8,146      1,485      8,426    -15,284    -28,282     -7,588      2,953     -7,503:    1,139     9,305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       20.1        7.5        9.8       29.1        8.4        1.8       11.1        4.0        2.4       22.7:      3.1       3.0
Old  :     100.0:      14.1       20.1        7.5        9.8       29.1        8.4        1.8       11.1        4.0        2.4       22.7:      3.1       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       389:        51         56         23         25         45         79         54         88         73         63        118:
Old  :       389:        51         56         23         25         45         79         54         88         73         63        118:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       13.7       27.8       25.5        7.5        6.0       10.3        9.4
Old  :                 17.6       13.7       27.8       25.5        7.5        6.0       10.3        9.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   275,373:    78,386    152,928     14,706     43,764     20,609          0     25,573     11,255    132,158      1,240     17,284:      975     2,720
Old  :   275,373:    78,386    152,928     14,706     43,764     20,609          0     25,573     11,255    132,158      1,240     17,284:      975     2,720
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :   -27,445:    -6,652    -10,422     -1,045     -3,216     -3,667          0     -3,062     -1,546     -9,191        212     -2,901:   -2,443    -2,843
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       55.5        5.3       15.9        7.5        0.0        9.3        4.1       48.0        0.5        6.3:      0.4       1.0
Old  :     100.0:      28.5       55.5        5.3       15.9        7.5        0.0        9.3        4.1       48.0        0.5        6.3:      0.4       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        17         17          .          7          8          0         12          9          8          .          9:
Old  :        48:        17         17          .          7          8          0         12          9          8          .          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       53.8       86.8       69.6       62.5       52.2       75.2       64.0
Old  :                 69.2       53.8       86.8       69.6       62.5       52.2       75.2       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   211,501:    42,397     29,052     46,880     85,286     30,250      1,893          0         40     52,809     21,957      5,035:   32,197    39,881
Old  :   211,501:    42,397     29,052     46,880     85,286     30,250      1,893          0         40     52,809     21,957      5,035:   32,197    39,881
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :     5,066:       506        768      2,293      2,920      2,916        600          0          0        836      3,534        -65:   -2,020    -5,007
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       13.7       22.2       40.3       14.3        0.9        0.0        0.0       25.0       10.4        2.4:     15.2      18.9
Old  :     100.0:      20.0       13.7       22.2       40.3       14.3        0.9        0.0        0.0       25.0       10.4        2.4:     15.2      18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:         5          6          9          9         14          .          0          .          6          8         10:
Old  :        40:         5          6          9          9         14          .          0          .          6          8         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       32.4       54.8       50.9       37.5       29.4       52.2       44.1
Old  :                 39.4       32.4       54.8       50.9       37.5       29.4       52.2       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   121,372:    12,050     13,513      8,402     21,888     55,717     12,529      2,904     13,918      4,596         38     10,748:    3,414     2,646
Old  :   121,372:    12,050     13,513      8,402     21,888     55,717     12,529      2,904     13,918      4,596         38     10,748:    3,414     2,646
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :     4,971:       627        460        886        790      2,944       -222         -2        664        -98         10        278:     -106      -172
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.9       11.1        6.9       18.0       45.9       10.3        2.4       11.5        3.8        0.0        8.9:      2.8       2.2
Old  :     100.0:       9.9       11.1        6.9       18.0       45.9       10.3        2.4       11.5        3.8        0.0        8.9:      2.8       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:         6          6         11         10         19         13          5         11         13          .         15:
Old  :        61:         6          6         11         10         19         13          5         11         13          .         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       43.2       53.8       67.3       13.3       17.2       17.2       21.8
Old  :                 33.5       43.2       53.8       67.3       13.3       17.2       17.2       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   530,575:    81,238     67,962     42,961     83,525    259,110          0      1,322     18,354     32,410      3,906     80,776:   15,727    15,621
Old  :   530,575:    81,238     67,962     42,961     83,525    259,110          0      1,322     18,354     32,410      3,906     80,776:   15,727    15,621
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :    15,520:     2,316      1,872       -525      2,708      7,362          0        337        562      3,687       -178      2,243:     -125       613
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3       12.8        8.1       15.7       48.8        0.0        0.2        3.5        6.1        0.7       15.2:      3.0       2.9
Old  :     100.0:      15.3       12.8        8.1       15.7       48.8        0.0        0.2        3.5        6.1        0.7       15.2:      3.0       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:         7          8         10         17         27          0          .          .         10          .         13:
Old  :        49:         7          8         10         17         27          0          .          .         10          .         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       26.6       51.0       43.8        9.3        6.5       13.5       10.6
Old  :                 31.1       26.6       51.0       43.8        9.3        6.5       13.5       10.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    18,239:    11,342     10,722      3,145      3,727      2,816         38        425         75        450        301        173:      200         0
Old  :    18,239:    11,342     10,722      3,145      3,727      2,816         38        425         75        450        301        173:      200         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       513:       898        598        -50        800       -810          0          0          0        250       -100         25:      200         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       58.8       17.2       20.4       15.4        0.2        2.3        0.4        2.5        1.7        0.9:      1.1       0.0
Old  :     100.0:      62.2       58.8       17.2       20.4       15.4        0.2        2.3        0.4        2.5        1.7        0.9:      1.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        26         26          6          7          9          .          .          .          4          .          .:
Old  :        55:        26         26          6          7          9          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       32.3       58.9       48.4       31.0       22.9       40.3       32.4
Old  :                 43.0       32.3       58.9       48.4       31.0       22.9       40.3       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    80,319:     9,904      3,749     35,249     24,206     19,404      3,268      9,449      9,162          0      8,757      1,009:    2,323     4,583
Old  :    80,319:     9,904      3,749     35,249     24,206     19,404      3,268      9,449      9,162          0      8,757      1,009:    2,323     4,583
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :     1,456:         0          0         50        128        472        113        -15        762          0         -9        109:      -50         9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3        4.7       43.9       30.1       24.2        4.1       11.8       11.4        0.0       10.9        1.3:      2.9       5.7
Old  :     100.0:      12.3        4.7       43.9       30.1       24.2        4.1       11.8       11.4        0.0       10.9        1.3:      2.9       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:         5          4         11         10         17          5          4          9          0          6          7:
Old  :        43:         5          4         11         10         17          5          4          9          0          6          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       35.0       69.0       56.0       37.1       29.6       51.3       42.2
Old  :                 48.5       35.0       69.0       56.0       37.1       29.6       51.3       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    37,814:     1,439      3,427     15,427     11,859     11,752      3,005      1,775      2,041          0      2,885      1,031:    3,119     3,044
Old  :    37,814:     1,439      3,427     15,427     11,859     11,752      3,005      1,775      2,041          0      2,885      1,031:    3,119     3,044
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :     1,792:         0          0         77        368      1,567        451       -300       -108          0          0        100:     -295       165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       3.8        9.1       40.8       31.4       31.1        7.9        4.7        5.4        0.0        7.6        2.7:      8.2       8.0
Old  :     100.0:       3.8        9.1       40.8       31.4       31.1        7.9        4.7        5.4        0.0        7.6        2.7:      8.2       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:         .          4          8          6         13          .          .          .          0          .          .:
Old  :        27:         .          4          8          6         13          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       46.7       65.6       63.1       35.1       31.1       46.4       42.7
Old  :                 48.6       46.7       65.6       63.1       35.1       31.1       46.4       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    14,635:     3,860      2,230      4,115      8,770      3,410      3,250          0          0          0        150          0:        0        75
Old  :    14,635:     3,860      2,230      4,115      8,770      3,410      3,250          0          0          0        150          0:        0        75
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :     1,200:         0          0          0      1,200          0      1,200          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.4       15.2       28.1       59.9       23.3       22.2        0.0        0.0        0.0        1.0        0.0:      0.0       0.5
Old  :     100.0:      26.4       15.2       28.1       59.9       23.3       22.2        0.0        0.0        0.0        1.0        0.0:      0.0       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:         9          9          7          6          7          .          0          0          0          .          0:
Old  :        30:         9          9          7          6          7          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       72.5       67.9       86.8       39.4       58.2       54.0       63.2
Old  :                 49.1       72.5       67.9       86.8       39.4       58.2       54.0       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    23,613:     3,182      2,893      1,226      2,662      6,363      3,020      2,273      3,419        375          0        741:    5,287     5,262
Old  :    23,613:     3,182      2,893      1,226      2,662      6,363      3,020      2,273      3,419        375          0        741:    5,287     5,262
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :        78:       220         41       -326        -32        274          9        157        104       -188        -43     -1,506:    1,490     1,082
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.5       12.3        5.2       11.3       26.9       12.8        9.6       14.5        1.6        0.0        3.1:     22.4      22.3
Old  :     100.0:      13.5       12.3        5.2       11.3       26.9       12.8        9.6       14.5        1.6        0.0        3.1:     22.4      22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         .          .          5          4          8          4          .          7          .          0          .:
Old  :        20:         .          .          5          4          8          4          .          7          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       44.7       60.1       64.9       15.0       19.0       19.4       20.9
Old  :                 44.3       44.7       60.1       64.9       15.0       19.0       19.4       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    25,886:       979      1,265      3,632      3,174     15,503      2,631      1,307      1,263        190      1,500      1,000:      688       874
Old  :    25,886:       979      1,265      3,632      3,174     15,503      2,631      1,307      1,263        190      1,500      1,000:      688       874
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :      -195:       234         55        -21        336       -805        157       -144        -50        120        -21        428:     -259         7
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       3.8        4.9       14.0       12.3       59.9       10.2        5.1        4.9        0.7        5.8        3.9:      2.7       3.4
Old  :     100.0:       3.8        4.9       14.0       12.3       59.9       10.2        5.1        4.9        0.7        5.8        3.9:      2.7       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:         .          4          9          8         15          4          7          6          .          6          6:
Old  :        40:         .          4          9          8         15          4          7          6          .          6          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       40.6       66.5       62.5       17.8       12.0       23.9       18.3
Old  :                 45.8       40.6       66.5       62.5       17.8       12.0       23.9       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    86,823:     8,028      9,642     11,014     12,671     42,544      4,448          0      3,346      2,385      1,327      5,401:    9,657    11,892
Old  :    86,823:     8,028      9,642     11,014     12,671     42,544      4,448          0      3,346      2,385      1,327      5,401:    9,657    11,892
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :      -770:       922        932       -117        205      1,526        471          0       -543        -21        -75        -73:   -2,935    -2,741
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.2       11.1       12.7       14.6       49.0        5.1        0.0        3.9        2.7        1.5        6.2:     11.1      13.7
Old  :     100.0:       9.2       11.1       12.7       14.6       49.0        5.1        0.0        3.9        2.7        1.5        6.2:     11.1      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:         4          4          7         10         16          .          0          .          4          .          4:
Old  :        27:         4          4          7         10         16          .          0          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       35.5       54.6       52.8       15.8       12.9       19.3       16.9
Old  :                 38.0       35.5       54.6       52.8       15.8       12.9       19.3       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   297,373:   113,949    186,102     28,453     11,054     22,713     61,733     10,424     16,568     13,896     20,361     16,777:   23,284    13,373
Old  :   297,373:   113,949    186,102     28,453     11,054     22,713     61,733     10,424     16,568     13,896     20,361     16,777:   23,284    13,373
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :    11,285:    14,917      6,518        264        427      1,919     -4,924      2,643     -3,193        -63      2,238         47:    2,318       685
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.3       62.6        9.6        3.7        7.6       20.8        3.5        5.6        4.7        6.8        5.6:      7.8       4.5
Old  :     100.0:      38.3       62.6        9.6        3.7        7.6       20.8        3.5        5.6        4.7        6.8        5.6:      7.8       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       195:        50         65         17          7         19         55         14         32         17          8         21:
Old  :       195:        50         65         17          7         19         55         14         32         17          8         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       26.4       29.8       38.2        9.1       12.7       15.1       18.6
Old  :                 19.8       26.4       29.8       38.2        9.1       12.7       15.1       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    23,938:     5,916     19,255      1,179        152        454      3,933          0          0      6,683        280         79:    5,694     3,718
Old  :    23,938:     5,916     19,255      1,179        152        454      3,933          0          0      6,683        280         79:    5,694     3,718
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       195:       146      1,235        113          0         67        375          0          0       -300        280          0:     -206    -1,387
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.7       80.4        4.9        0.6        1.9       16.4        0.0        0.0       27.9        1.2        0.3:     23.8      15.5
Old  :     100.0:      24.7       80.4        4.9        0.6        1.9       16.4        0.0        0.0       27.9        1.2        0.3:     23.8      15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        12         18          4          .          .          .          0          0          .          .          .:
Old  :        28:        12         18          4          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       42.2       66.6       64.8       56.8       41.3       63.4       63.4
Old  :                 57.9       42.2       66.6       64.8       56.8       41.3       63.4       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-11165L
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    26,190:    24,698     16,032          0      9,163          0          0          0          0          0          0          0:    1,492       995
Old  :    26,190:    24,698     16,032          0      9,163          0          0          0          0          0          0          0:    1,492       995
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :     1,480:     1,045        935          0        345          0          0          0          0          0          0          0:      435       200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.3       61.2        0.0       35.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      5.7       3.8
Old  :     100.0:      94.3       61.2        0.0       35.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      5.7       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        14         10          0          5          0          0          0          0          0          0          0:
Old  :        20:        14         10          0          5          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       58.2       86.6       82.1       37.9       36.6       46.8       46.1
Old  :                 68.9       58.2       86.6       82.1       37.9       36.6       46.8       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     4,914:     3,240      2,959        306        636      1,069          0          0          0        214        250          0:       85         0
Old  :     4,914:     3,240      2,959        306        636      1,069          0          0          0        214        250          0:       85         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       337:       250         50        -75        125        162          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       60.2        6.2       12.9       21.8        0.0        0.0        0.0        4.4        5.1        0.0:      1.7       0.0
Old  :     100.0:      65.9       60.2        6.2       12.9       21.8        0.0        0.0        0.0        4.4        5.1        0.0:      1.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        18         18          4          5          7          0          0          0          .          .          0:
Old  :        35:        18         18          4          5          7          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       38.2       59.4       58.6       27.8       26.9       38.8       36.7
Old  :                 38.0       38.2       59.4       58.6       27.8       26.9       38.8       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    50,417:    39,377     28,580      5,590     17,472      3,622        400         75         75          0          0          0:    1,353       593
Old  :    50,417:    39,377     28,580      5,590     17,472      3,622        400         75         75          0          0          0:    1,353       593
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       913:     1,211        498       -390        -26        136       -100         75         75          0          0          0:      -19       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.1       56.7       11.1       34.7        7.2        0.8        0.1        0.1        0.0        0.0        0.0:      2.7       1.2
Old  :     100.0:      78.1       56.7       11.1       34.7        7.2        0.8        0.1        0.1        0.0        0.0        0.0:      2.7       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        30         25          6          7          8          .          .          .          0          0          0:
Old  :        49:        30         25          6          7          8          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       55.9       67.0       72.3       34.7       36.9       42.7       45.4
Old  :                 54.6       55.9       67.0       72.3       34.7       36.9       42.7       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    18,282:    14,083     14,067      3,579      3,690        500          0          0          0          0          0          0:      120        25
Old  :    18,282:    14,083     14,067      3,579      3,690        500          0          0          0          0          0          0:      120        25
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       485:       360        410         50          0         75          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       76.9       19.6       20.2        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.7       0.1
Old  :     100.0:      77.0       76.9       19.6       20.2        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.7       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         11          9          .          .          0          0          0          0          0          0:
Old  :        27:        12         11          9          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       72.0       78.1       94.5       43.9       49.4       55.8       64.2
Old  :                 61.3       72.0       78.1       94.5       43.9       49.4       55.8       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     4,438:     3,460      1,555        723        445        205          0        108          0         25      2,100         25:        0         0
Old  :     4,438:     3,460      1,555        723        445        205          0        108          0         25      2,100         25:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       100:       100        100          0          0          0          0          0          0         25         25        -25:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       35.0       16.3       10.0        4.6        0.0        2.4        0.0        0.6       47.3        0.6:      0.0       0.0
Old  :     100.0:      78.0       35.0       16.3       10.0        4.6        0.0        2.4        0.0        0.6       47.3        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        16          9          7          4          .          0          .          0          .          .          .:
Old  :        37:        16          9          7          4          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       72.1       68.9       86.7       43.4       66.2       66.1       79.0
Old  :                 46.2       72.1       68.9       86.7       43.4       66.2       66.1       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     7,852:     3,727      4,930      1,828      1,301      1,347         78          0          0        464          0        156:      252       118
Old  :     7,852:     3,727      4,930      1,828      1,301      1,347         78          0          0        464          0        156:      252       118
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       136:         0        100          0          0          0          0          0          0         64          0         36:       36         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.5       62.8       23.3       16.6       17.2        1.0        0.0        0.0        5.9        0.0        2.0:      3.2       1.5
Old  :     100.0:      47.5       62.8       23.3       16.6       17.2        1.0        0.0        0.0        5.9        0.0        2.0:      3.2       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        11         12          8          4          5          .          0          0          .          0          .:
Old  :        31:        11         12          8          4          5          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       52.3       70.5       76.5       28.3       25.6       39.1       39.5
Old  :                 50.9       52.3       70.5       76.5       28.3       25.6       39.1       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    19,680:    12,226      9,102      3,194      4,130      2,716         50      2,104         40        942      1,046        482:       30        60
Old  :    19,680:    12,226      9,102      3,194      4,130      2,716         50      2,104         40        942      1,046        482:       30        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       326:       255         69       -283        -11        280          0          0          0         32        -54         42:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.1       46.3       16.2       21.0       13.8        0.3       10.7        0.2        4.8        5.3        2.4:      0.2       0.3
Old  :     100.0:      62.1       46.3       16.2       21.0       13.8        0.3       10.7        0.2        4.8        5.3        2.4:      0.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        26         26          9         10         12          .          .          .          .          .          .:
Old  :        63:        26         26          9         10         12          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       31.5       56.0       52.2       29.6       28.5       43.5       43.2
Old  :                 38.0       31.5       56.0       52.2       29.6       28.5       43.5       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,255:     9,219      7,970        211      3,431        198      1,981        115        258          0         19        201:      187        63
Old  :    12,255:     9,219      7,970        211      3,431        198      1,981        115        258          0         19        201:      187        63
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       593:       871        338        190        -37         27       -642        115        150          0          0          0:       -3         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       65.0        1.7       28.0        1.6       16.2        0.9        2.1        0.0        0.2        1.6:      1.5       0.5
Old  :     100.0:      75.2       65.0        1.7       28.0        1.6       16.2        0.9        2.1        0.0        0.2        1.6:      1.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         22          .          6          4          .          .          .          0          .          .:
Old  :        40:        22         22          .          6          4          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       50.6       62.1       70.0       32.8       45.8       54.9       62.4
Old  :                 35.9       50.6       62.1       70.0       32.8       45.8       54.9       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    27,186:     8,333     15,445      4,441      5,187      3,984      2,519          0        145      6,598        983        610:      556       832
Old  :    27,186:     8,333     15,445      4,441      5,187      3,984      2,519          0        145      6,598        983        610:      556       832
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :       738:     1,475        616       -130        101        -77       -300          0        -50       -180        100          0:        0        48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       56.8       16.3       19.1       14.7        9.3        0.0        0.5       24.3        3.6        2.2:      2.0       3.1
Old  :     100.0:      30.7       56.8       16.3       19.1       14.7        9.3        0.0        0.5       24.3        3.6        2.2:      2.0       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        16         17          8          9         12          4          0          .          5          4          .:
Old  :        53:        16         17          8          9         12          4          0          .          5          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       58.2       61.5       70.1       40.7       54.6       58.6       62.5
Old  :                 41.8       58.2       61.5       70.1       40.7       54.6       58.6       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    14,993:    10,254     10,125          0      1,857        309      2,364          0         84          0          0          0:    1,982     2,618
Old  :    14,993:    10,254     10,125          0      1,857        309      2,364          0         84          0          0          0:    1,982     2,618
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 6, 2011                                                                :
     :     1,509:     2,170        594          0        -92        300        594          0         42          0          0          0:   -1,597       665
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       67.5        0.0       12.4        2.1       15.8        0.0        0.6        0.0        0.0        0.0:     13.2      17.5
Old  :     100.0:      68.4       67.5        0.0       12.4        2.1       15.8        0.0        0.6        0.0        0.0        0.0:     13.2      17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16         18          0          4          .          .          0          .          0          0          0:
Old  :        24:        16         18          0          4          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       33.7       73.1       55.2       48.2       31.8       64.4       48.6
Old  :                 53.1       33.7       73.1       55.2       48.2       31.8       64.4       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 16, 2011