```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    46,220                :
: Positions                                                                                                    :
:   32,809    32,952     8,687     3,608     3,845         0         0         0       634     5,343       153 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    4,348     1,474       653       840       198         0         0         0      -300     2,387        78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      71.3      18.8       7.8       8.3       0.0       0.0       0.0       1.4      11.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       26        34         8         7        11         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    24,345                :
: Positions                                                                                                    :
:   17,644    21,260     4,719     1,007     1,868         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      100       -50         0      -150       246         0         0         0      -300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      87.3      19.4       4.1       7.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        23         5         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is    10,028                :
: Positions                                                                                                    :
:    5,131     5,816       484       674     1,685         0         0         0     1,085       293       162 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      438       875        52       114       132         0         0         0       470        70        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      58.0       4.8       6.7      16.8       0.0       0.0       0.0      10.8       2.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        28         5         7        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     7,680                :
: Positions                                                                                                    :
:    4,252     5,690     1,713       200       546         0         0         0       367       289       348 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      298       120       -43        67        32         0         0         0      -113       -91       178 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      74.1      22.3       2.6       7.1       0.0       0.0       0.0       4.8       3.8       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       38        41        10         4        11         0         0         0         5         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,685                :
: Positions                                                                                                    :
:      779     1,245       159       752       281       150         0         0       354         0       120 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.0      46.4       5.9      28.0      10.5       5.6       0.0       0.0      13.2       0.0       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        13         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     1,929                :
: Positions                                                                                                    :
:      957     1,393       449         0       110         0         0         0        30        15        75 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:       51        48       -10         0        21         0         0         0         0       -10        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.6      72.2      23.3       0.0       5.7       0.0       0.0       0.0       1.6       0.8       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        19         5         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02165R                                                    Open Interest is     4,387                :
: Positions                                                                                                    :
:    4,148     4,137         0       250         0         0         0         0       200         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      100       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      94.3       0.0       5.7       0.0       0.0       0.0       0.0       4.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        13         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is    18,185                :
: Positions                                                                                                    :
:   10,193    17,347     7,159       345       493         0         0         0        25         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      796     1,386       590         0        60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      95.4      39.4       1.9       2.7       0.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        11         7         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   401,893                :
: Positions                                                                                                    :
:  111,867   234,380    70,775     1,396    27,709    57,155    21,221    27,224    10,173    12,316    47,892 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    4,108    -3,211    -1,469       -99     2,394     2,947     5,189       -24      -441     1,140        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.8      58.3      17.6       0.3       6.9      14.2       5.3       6.8       2.5       3.1      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   183                     :
:       56        67        20         .        18        47        10        19        10        18        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)              :
CFTC Code #022653                                                    Open Interest is   113,116                :
: Positions                                                                                                    :
:   47,958    55,999    13,762     1,809    16,577         0         0         0       315     6,148    29,854 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:   -1,105    -2,040      -824        35      -138         0         0         0       -89       -66    -1,120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      49.5      12.2       1.6      14.7       0.0       0.0       0.0       0.3       5.4      26.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        5         5         5         .         7         0         0         0         .         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    18,383                :
: Positions                                                                                                    :
:   10,672    14,904     5,122       550     1,772       200         0       100       217       742       250 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      973       958        60       -40        15         0         0         0       -25       100       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      81.1      27.9       3.0       9.6       1.1       0.0       0.5       1.2       4.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       34        37        10         4         9         .         0         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02265T                                                    Open Interest is     6,636                :
: Positions                                                                                                    :
:    2,425     4,081     2,006     1,695       560         0         0         0     1,345         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      300       300        50         0         0         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      61.5      30.2      25.5       8.4       0.0       0.0       0.0      20.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10         8         6         5         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     8,100                :
: Positions                                                                                                    :
:    5,889     6,203       102       686       155     1,010       125       186       368       306       207 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      401       340       -32        63        18        -6        36        -8        27      -102       -58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      76.6       1.3       8.5       1.9      12.5       1.5       2.3       4.5       3.8       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        20         .         .         .         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    10,248                :
: Positions                                                                                                    :
:    9,603     8,472       271       293       164        15         0        60         0       954        25 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      883       698        -1       -21        21         0         0         0       -10       122       -29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.7      82.7       2.6       2.9       1.6       0.1       0.0       0.6       0.0       9.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        24         .         .         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                    :
CFTC Code #03265A                                                    Open Interest is     2,868                :
: Positions                                                                                                    :
:    2,141     1,793         0         0         0       158       315        24         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:       89       138         0         0         0         0         0         0       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      62.5       0.0       0.0       0.0       5.5      11.0       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       19        17         0         0         0         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     1,798                :
: Positions                                                                                                    :
:    1,040     1,100        87         0        42         0         0         0        97         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      163       109         4         0        15         0         0         0         2         0       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      61.2       4.8       0.0       2.3       0.0       0.0       0.0       5.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       17        17         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   595,781                :
: Positions                                                                                                    :
:  179,781   255,338    95,499    70,089   105,509    26,783     9,492    50,602    25,624     1,466    84,284 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    4,808     3,777    -1,007     1,614    -7,400    -5,266    -4,071     1,028    -2,139    -3,639    -8,230 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      42.9      16.0      11.8      17.7       4.5       1.6       8.5       4.3       0.2      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   124                     :
:       38        38        12        15        25        10         9        12        25         6        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 2,630,366                :
: Positions                                                                                                    :
:  414,578   577,592   213,510   300,362   712,214   223,499    51,486   283,051    96,406    67,246   572,929 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:   17,231     9,675    -3,257   -15,037    12,735   -33,198     5,354     8,804     6,565    -7,912    29,037 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      22.0       8.1      11.4      27.1       8.5       2.0      10.8       3.7       2.6      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   405                     :
:       51        60        19        28        44        89        49        85        90        49       112 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #067657                                                    Open Interest is   212,625                :
: Positions                                                                                                    :
:   49,122   101,768       913    24,706    12,644     5,072     9,669    13,649    91,740     7,592    35,386 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    5,084    -3,827       913      -741     2,096    -2,229     2,704    -1,387    -4,226     2,115     2,214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      47.9       0.4      11.6       5.9       2.4       4.5       6.4      43.1       3.6      16.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       13        14         .         6         6         .         7         5         5         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   234,384                :
: Positions                                                                                                    :
:   54,004    40,988    56,703    74,833    32,947       327         0       544    37,530    16,863     8,384 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    3,063     1,350    -7,332       -47    -2,151       327      -643       543       282         7     1,309 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.0      17.5      24.2      31.9      14.1       0.1       0.0       0.2      16.0       7.2       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       10        11         6         9        13         .         0         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765B                                                    Open Interest is   121,897                :
: Positions                                                                                                    :
:   10,742    10,021     7,843    32,388    42,792    23,486     2,229    22,259     2,148       616     8,359 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:     -828      -682      -515    -3,682       608    -1,564     1,280       593      -145       -64    -1,229 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8       8.2       6.4      26.6      35.1      19.3       1.8      18.3       1.8       0.5       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:        8         8         6        11        15        12         4        11         6         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765C                                                    Open Interest is   560,572                :
: Positions                                                                                                    :
:   99,967    83,028    44,555    89,001   265,864        77        25    13,484    33,192     5,189    87,965 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:   -5,339    -2,579     1,027    -4,699    -8,166    -2,357        25     2,915      -444       368    -4,014 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      14.8       7.9      15.9      47.4       0.0       0.0       2.4       5.9       0.9      15.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:        8         8         7        19        26         .         .         .         9         .        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    38,201                :
: Positions                                                                                                    :
:   16,029    23,012     9,594     1,263    11,713         0       294         0       445     1,462       108 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      875       315       430       255       111         0         0         0        25       760         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.0      60.2      25.1       3.3      30.7       0.0       0.8       0.0       1.2       3.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        21        11         4        13         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    85,997                :
: Positions                                                                                                    :
:    9,483     4,406    39,656    16,650    26,414     4,451    24,374     1,512         0     6,062       727 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:   -1,083       280     1,077    -1,711    -1,378         0     1,400         0         0         3       -97 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0       5.1      46.1      19.4      30.7       5.2      28.3       1.8       0.0       7.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        7         6        13         8        17         .         7         5         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    25,281                :
: Positions                                                                                                    :
:      600     3,384     9,280     9,908     8,317     2,892         3     1,125         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.4      13.4      36.7      39.2      32.9      11.4       0.0       4.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         4         8         4        11         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is    16,589                :
: Positions                                                                                                    :
:    5,602     5,690     2,180     4,827     4,382     4,125     1,378         0       150         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      750       450       150      -640       750      -600       640         0       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      34.3      13.1      29.1      26.4      24.9       8.3       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:        7         9         4         9         9         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765X                                                    Open Interest is    12,494                :
: Positions                                                                                                    :
:      856       778     1,364     5,152     2,951     4,186       233     1,857       215        38       763 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.9       6.2      10.9      41.2      23.6      33.5       1.9      14.9       1.7       0.3       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         5         5         4         9         4         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   313,801                :
: Positions                                                                                                    :
:  114,406   226,009    41,355     7,787    21,878    67,290     5,557    14,743    12,826     5,642    18,719 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    6,062      -812      -925     2,769    -1,085    -3,662     1,182    -4,359      -145    -1,972     1,494 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      72.0      13.2       2.5       7.0      21.4       1.8       4.7       4.1       1.8       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   201                     :
:       62        76        15         8        18        60        13        27        16         7        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    21,991                :
: Positions                                                                                                    :
:   12,246    13,876     2,548         0         8     2,225     1,494        75         0       942     1,164 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      568       899       515         0         8       150        17         0      -102       366       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      63.1      11.6       0.0       0.0      10.1       6.8       0.3       0.0       4.3       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        14         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     6,239                :
: Positions                                                                                                    :
:    3,779     5,424     1,621       326       139         0         0         0       450       100       150 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      433       458        75         0         0         0         0         0       -50         0      -163 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      86.9      26.0       5.2       2.2       0.0       0.0       0.0       7.2       1.6       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        21         6         .         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    52,741                :
: Positions                                                                                                    :
:   41,734    31,331     7,709    16,191     1,661       400     3,254         9       175         0        50 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    1,720     1,840       505       660        -6       275         0         0       175      -150        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      59.4      14.6      30.7       3.1       0.8       6.2       0.0       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        25         7         6         8         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    19,136                :
: Positions                                                                                                    :
:   16,851    15,846     1,749     2,919       371         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      235       335       169         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      82.8       9.1      15.3       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        12         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     8,345                :
: Positions                                                                                                    :
:    3,785     2,410     2,560       305     1,230       250       150       150         0     4,100         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      500       100        25       105        85         0         0         0         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.4      28.9      30.7       3.7      14.7       3.0       1.8       1.8       0.0      49.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13        13         7         5         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is    24,828                :
: Positions                                                                                                    :
:   15,335    19,672     3,278     3,343     1,363       105         0        90     4,462         0       150 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    1,135     3,239       250       606       179         0         0         0     2,460         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      79.2      13.2      13.5       5.5       0.4       0.0       0.4      18.0       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        15         7         6         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    18,300                :
: Positions                                                                                                    :
:    6,857     8,586     2,414     3,774     3,240       637         0       518     3,956     1,513       504 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      118       168      -534      -134       794         0         0         0       900       450         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.5      46.9      13.2      20.6      17.7       3.5       0.0       2.8      21.6       8.3       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       18        20         5        11        11         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    12,941                :
: Positions                                                                                                    :
:   11,324     7,209       171     3,333       722       125     1,044        72        54       249       276 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      184       255       -45       390        40         0      -381        45        45         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      55.7       1.3      25.8       5.6       1.0       8.1       0.6       0.4       1.9       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        18         .         5         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    34,202                :
: Positions                                                                                                    :
:    7,474    22,032     8,346     2,253     5,903     2,454         0        50     6,895     1,220     2,504 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:       63       381       150         0      -150       378         0         0      -222         0       111 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.9      64.4      24.4       6.6      17.3       7.2       0.0       0.1      20.2       3.6       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       11        16        12         4        14         4         0         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 28, 2011